NPORT-P/A false 0001752724-19-172079 0001091439 XXXXXXXX S000025364 C000075764 Allianz Variable Insurance Products Trust 811-09491 0001091439 549300446YVO0C3VKW34 5701 Golden Hills Drive Minneapolis 55416 800-624-0197 AZL Enhanced Bond Index Fund S000025364 549300HZEWYWF6067X34 2019-12-31 2019-09-30 N 2510640267.2 420420471.12 2090219796.08 0 0 0 0 0 0 0 0 0 0 26410.25 0 0 10000 EUR USD N ANDEAVOR LOGISTICS LP 5493009LC18D9CGP2H42 88160QAN3 252000.00000000 PA USD 264285.00000000 0.012643885609 Long DBT CORP US N 2 2025-01-15 Fixed 5.25000000 N N N N N N THE INTERPUBLIC GROUP OF COMPANIES, INC. 5493008IUOJ5VWTRC333 460690BM1 265000.00000000 PA USD 268069.50000000 0.012824943123 Long DBT CORP US N 2 2020-10-01 Fixed 3.50000000 N N N N N N AON PLC VVT2B79I2Z4U3R6BY589 00185AAH7 315000.00000000 PA USD 368907.21000000 0.017649206590 Long DBT CORP GB N 2 2045-05-15 Fixed 4.75000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FAA9 1945000.00000000 PA USD 1963294.67000000 0.093927666060 Long DBT CORP US Y 2 2021-04-15 Fixed 3.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128287A2 10590000.00000000 PA USD 10578417.19000000 0.506091139785 Long DBT UST US N 2 2021-06-30 Fixed 1.62500000 N N N N N N Federal National Mortgage Association N/A 3138WFHS8 57844.05640000 PA USD 60628.42000000 0.002900576298 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3140J57D5 3076538.95550000 PA USD 3167353.68000000 0.151532087005 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 31410LVR0 2130440.77560000 PA USD 2291928.93000000 0.109650139870 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08162TBB8 2220000.00000000 PA USD 2584302.00000000 0.123637810953 Long ABS-MBS CORP US N 2 2051-11-15 Variable 4.51000000 N N N N N N Federal National Mortgage Association N/A 31417EJC6 555267.27600000 PA USD 571118.50000000 0.027323370540 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N KLA Corporation 549300H0BF5JCG96TJ81 482480AE0 19000.00000000 PA USD 20918.22000000 0.001000766524 Long DBT CORP US N 2 2024-11-01 Fixed 4.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286N5 3925000.00000000 PA USD 4041566.00000000 0.193356029235 Long DBT UST US N 2 2024-04-15 Fixed 0.50000000 N N N N N N Federal National Mortgage Association N/A 31417GWY8 212916.24400000 PA USD 218161.90000000 0.010437270779 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 3617ALXR6 137606.81380000 PA USD 149971.37000000 0.007174909082 Long ABS-MBS USGA US N 2 2047-05-15 Fixed 4.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RCR1 467000.00000000 PA USD 470604.31000000 0.022514584872 Long DBT CORP US N 2 2021-02-17 Fixed 2.80000000 N N N N N N Government National Mortgage Association 2 N/A 36202FPF7 351958.95700000 PA USD 376980.82000000 0.018035463098 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.00000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FH5 170000.00000000 PA USD 188674.50000000 0.009026538757 Long DBT CORP US N 2 2042-12-15 Fixed 3.80000000 N N N N N N Federal National Mortgage Association N/A 3140J7VV4 51596.36800000 PA USD 53966.10000000 0.002581838527 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3140J8F24 379454.32180000 PA USD 417875.20000000 0.019991926245 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 36197MRS9 168103.49480000 PA USD 180740.65000000 0.008646968626 Long ABS-MBS USGA US N 2 2047-04-15 Fixed 4.50000000 N N N N N N Ingersoll-Rand Luxembourg Finance S.A. 549300GHBOWCVY92IS29 456873AE8 700000.00000000 PA USD 727398.00000000 0.034800072287 Long DBT CORP LU N 2 2026-03-21 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3140J6EL7 511511.01880000 PA USD 536030.34000000 0.025644687750 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BE9 286000.00000000 PA USD 339717.09000000 0.016252696995 Long DBT CORP US N 2 2041-10-01 Fixed 4.95000000 N N N N N N Government National Mortgage Association 2 N/A 36202FJQ0 56982.17020000 PA USD 60859.48000000 0.002911630638 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 4.50000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAH4 856000.00000000 PA USD 1009224.86000000 0.048283193082 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FF0 168000.00000000 PA USD 208181.57000000 0.009959793242 Long DBT CORP US N 2 2041-06-01 Fixed 5.20000000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EH9 505000.00000000 PA USD 522867.91000000 0.025014972634 Long DBT CORP US N 2 2046-08-15 Fixed 3.50000000 N N N N N N CHASE HOME LENDING MORTGAGE TRUST N/A 16159GAL3 1656550.47000000 PA USD 1663074.63000000 0.079564581347 Long ABS-MBS CORP US N 2 2049-07-25 Floating 2.91838000 N N N N N N MARATHON OIL CORPORATION 1FRVQX2CRLGC1XLP5727 565849AN6 1470000.00000000 PA USD 1476695.85000000 0.070647874102 Long DBT CORP US N 2 2020-06-01 Fixed 2.70000000 N N N N N N Federal National Mortgage Association N/A 3138YJF68 49408.74380000 PA USD 51547.44000000 0.002466125337 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 4.00000000 N N N N N N CHEVRON CORPORATION N/A 166764AH3 20000.00000000 PA USD 20695.64000000 0.000990117883 Long DBT CORP US N 2 2023-06-24 Fixed 3.19100000 N N N N N N Federal National Mortgage Association N/A 01F0526A5 1700000.00000000 PA USD 1840250.00000000 0.088040980352 Long ABS-MBS USGSE US N 2 2048-10-25 Fixed 5.50000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AD4 114000.00000000 PA USD 166126.61000000 0.007947805791 Long DBT CORP NL N 2 2038-12-15 Fixed 6.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SD1 4785000.00000000 PA USD 5689664.06000000 0.272204103638 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N TransCanada PipeLines Limited 5BV01I6231JPDAPMGH09 89352HAT6 923000.00000000 PA USD 1033604.01000000 0.049449536930 Long DBT CORP CA N 2 2026-01-15 Fixed 4.87500000 N N N N N N Freddie Mac N/A 3132GD3M2 112749.52100000 PA USD 121505.14000000 0.005813031731 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3140J7S63 374850.70860000 PA USD 385220.26000000 0.018429653222 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.00000000 N N N N N N UBS AG LONDON BRANCH N/A 902674XF2 1980000.00000000 PA USD 1982023.56000000 0.094823690968 Long DBT CORP GB Y 2 2020-06-08 Fixed 2.20000000 N N N N N N Freddie Mac N/A 31307NXU3 10137.46400000 PA USD 10285.26000000 0.000492065954 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 3138WRKU3 70814.68710000 PA USD 74576.13000000 0.003567860669 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RCG5 156000.00000000 PA USD 172329.92000000 0.008244583671 Long DBT CORP US N 2 2044-06-15 Fixed 4.80000000 N N N N N N Government National Mortgage Association N/A 36295K3W1 16030.41200000 PA USD 17636.94000000 0.000843783990 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 6.50000000 N N N N N N WALGREENS BOOTS ALLIANCE, INC. 549300RPTUOIXG4LIH86 931427AQ1 487000.00000000 PA USD 502427.67000000 0.024037073562 Long DBT CORP US N 2 2026-06-01 Fixed 3.45000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KA8 40000.00000000 PA USD 43626.20000000 0.002087158493 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES, INC. 6WQI0GK1PRFVBA061U48 31620MBC9 1300000.00000000 PA 1447255.88000000 0.069239411219 Long DBT CORP US N 2 2023-05-21 Fixed 0.75000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAJ9 831000.00000000 PA USD 987179.80000000 0.047228516438 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Federal National Mortgage Association N/A 3140J6E29 562027.22930000 PA USD 585544.15000000 0.028013520448 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YAW9 2395000.00000000 PA USD 2412454.76000000 0.115416319591 Long DBT CORP JP N 2 2025-07-16 Fixed 2.83900000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404121AF2 585000.00000000 PA USD 625218.75000000 0.029911627053 Long DBT CORP US N 2 2023-05-01 Fixed 4.75000000 N N N N N N United States of America N/A N/A -712.00000000 NC USD 399274.32000000 0.019102025573 N/A DIR US N 1 XCBT N/A Short United States of America US 5-Year Note (consolidated) Dec 2019 2019-12-31 -85232961.82 USD 399274.32 N N N NUCOR CORPORATION 549300GGJCRSI2TIEJ46 670346AP0 432000.00000000 PA USD 471361.68000000 0.022550818860 Long DBT CORP US N 2 2028-05-01 Fixed 3.95000000 N N N N N N Federal National Mortgage Association N/A 3140J6DG9 615025.37530000 PA USD 646365.17000000 0.030923311089 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 31418C3K8 393456.27650000 PA USD 421214.28000000 0.020151674038 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5.00000000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAH2 790000.00000000 PA USD 853292.43000000 0.040823095810 Long DBT CORP US N 2 2047-12-01 Fixed 3.75000000 N N N N N N CALIFORNIA INSTITUTE OF TECHNOLOGY 549300CITPNHOTVPHC04 13034VAB0 145000.00000000 PA USD 185035.08000000 0.008852422139 Long DBT CORP US N 2 2045-08-01 Fixed 4.32100000 N N N N N N Federal National Mortgage Association N/A 3138EQA51 169387.62800000 PA USD 173722.33000000 0.008311199153 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AU3 94000.00000000 PA USD 108371.94000000 0.005184715033 Long DBT CORP US N 2 2049-08-15 Fixed 4.45000000 N N N N N N WISCONSIN POWER AND LIGHT COMPANY JWBYHVQVMY66CVCOSO49 976826BM8 125000.00000000 PA USD 130448.63000000 0.006240904915 Long DBT CORP US N 2 2029-07-01 Fixed 3.00000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CG2 2070000.00000000 PA USD 2084506.56000000 0.099726668167 Long DBT CORP US N 2 2024-07-30 Fixed 2.50000000 N N N N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 824348AX4 21000.00000000 PA USD 23536.99000000 0.001126053348 Long DBT CORP US N 2 2047-06-01 Fixed 4.50000000 N N N N N N NOVARTIS FINANCE SA 549300J537IQK62XT333 N/A 880000.00000000 PA 970857.89000000 0.046447645927 Long DBT CORP LU N 2 2023-09-20 Fixed 0.12500000 N N N N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759AP5 32000.00000000 PA USD 33133.22000000 0.001585154827 Long DBT CORP US N 2 2022-06-01 Fixed 3.55000000 N N N N N N Government National Mortgage Association 2 N/A 36179SLR6 5614619.34750000 PA USD 5779779.72000000 0.276515404305 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138ETPF7 198894.31660000 PA USD 208184.82000000 0.009959948728 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 00507UAR2 1346000.00000000 PA USD 1380034.96000000 0.066023437467 Long DBT CORP LU N 2 2022-03-15 Fixed 3.45000000 N N N N N N Federal National Mortgage Association N/A 3140Q8KM6 1124030.23250000 PA USD 1182583.44000000 0.056576989760 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78448QAB4 307654.98000000 PA USD 310246.28000000 0.014842758669 Long ABS-MBS CORP US N 2 2027-07-15 Fixed 2.98000000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940XAA0 305000.00000000 PA USD 305584.99000000 0.014619753892 Long DBT CORP US N 2 2025-02-15 Fixed 2.65000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442UAB0 816000.00000000 PA USD 941421.65000000 0.045039361495 Long DBT CORP US N 2 2045-08-15 Fixed 4.20000000 N N N N N N Federal National Mortgage Association N/A 3138WMKY6 18774.98450000 PA USD 19396.39000000 0.000927959348 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BA0 150000.00000000 PA USD 171499.50000000 0.008204854834 Long DBT CORP US N 2 2045-02-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3138W5M21 102393.89000000 PA USD 103924.42000000 0.004971937410 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XBY1 160000.00000000 PA USD 161481.44000000 0.007725572224 Long DBT CORP US N 2 2022-06-30 Fixed 3.15000000 N N N N N N Federal National Mortgage Association N/A 3138WPHS6 185672.15000000 PA USD 188440.69000000 0.009015352852 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132M6ZR4 20675.37200000 PA USD 21828.00000000 0.001044292090 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138W5MS4 90545.32200000 PA USD 91897.72000000 0.004396557729 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAP4 90000.00000000 PA USD 104436.27000000 0.004996425265 Long DBT CORP US N 2 2049-03-04 Fixed 4.10000000 N N N N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556BR2 1009000.00000000 PA USD 1038415.38000000 0.049679721814 Long DBT CORP US N 2 2026-09-19 Fixed 2.95000000 N N N N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CG2 965000.00000000 PA USD 963135.62000000 0.046078198178 Long DBT CORP US N 2 2021-11-01 Fixed 1.95000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCE9 99000.00000000 PA USD 109333.52000000 0.005230718807 Long DBT CORP US N 2 2049-11-01 Fixed 3.99900000 N N N N N N Federal National Mortgage Association N/A 3140EW4R3 379199.94430000 PA USD 383739.73000000 0.018358821915 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 3140FHWF0 391620.89000000 PA USD 403649.47000000 0.019311340881 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N TransCanada PipeLines Limited 5BV01I6231JPDAPMGH09 89352HAW9 596000.00000000 PA USD 657885.06000000 0.031474444038 Long DBT CORP CA N 2 2028-05-15 Fixed 4.25000000 N N N N N N Federal National Mortgage Association N/A 31417GQQ2 192745.94700000 PA USD 197505.95000000 0.009449051739 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N AMERICAN AIRLINES, INC. IWUQB36BXD6OWD6X4T14 02378WAA7 96801.00000000 PA USD 101838.14000000 0.004872125897 Long DBT CORP US N 2 2026-08-15 Fixed 4.95000000 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HAB4 383000.00000000 PA USD 409331.25000000 0.019583167797 Long DBT CORP NL Y 2 2029-06-18 Fixed 4.30000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687EA0 561000.00000000 PA USD 803975.27000000 0.038463671213 Long DBT CORP US Y 2 2035-12-15 Fixed 6.40000000 N N N N N N Federal National Mortgage Association N/A 31417EMR9 588035.35400000 PA USD 604787.88000000 0.028934176259 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SJ8 3800000.00000000 PA USD 3908656.25000000 0.186997379765 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N ECOLAB INC. 82DYEISM090VG8LTLS26 278865AY6 160000.00000000 PA USD 161389.60000000 0.007721178428 Long DBT CORP US N 2 2022-08-10 Fixed 2.37500000 N N N N N N PLAINS ALL AMERICAN PIPELINE, L.P. 5521FA2ITF25TVH63740 72650RAZ5 28000.00000000 PA USD 28757.26000000 0.001375800767 Long DBT CORP US N 2 2022-06-01 Fixed 3.65000000 N N N N N N Freddie Mac N/A 3128MJQQ6 607910.55130000 PA USD 636415.94000000 0.030447321434 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138WJDN5 700449.05200000 PA USD 706522.31000000 0.033801340477 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N CME GROUP INC. LCZ7XYGSLJUHFXXNXD88 12572QAJ4 83000.00000000 PA USD 92658.54000000 0.004432956771 Long DBT CORP US N 2 2028-06-15 Fixed 3.75000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBZ8 240000.00000000 PA USD 271658.64000000 0.012996654251 Long DBT CORP US N 2 2049-05-01 Fixed 3.85000000 N N N N N N Federal National Mortgage Association N/A 3138WFGY6 105879.56300000 PA USD 107128.85000000 0.005125243297 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 3138XYBY9 312738.21480000 PA USD 327227.28000000 0.015655161271 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138Y5DL7 47124.17600000 PA USD 50028.36000000 0.002393449726 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822VAD3 120000.00000000 PA USD 119906.64000000 0.005736556520 Long DBT CORP US N 2 2021-09-01 Fixed 2.25000000 N N N N N N ANDEAVOR LOGISTICS LP 5493009LC18D9CGP2H42 03350WAB5 20000.00000000 PA USD 21750.00000000 0.001040560425 Long DBT CORP US N 2 2047-12-01 Fixed 5.20000000 N N N N N N Freddie Mac N/A 31307NM68 22382.54500000 PA USD 22939.52000000 0.001097469272 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397VU4 340000.00000000 PA USD 355901.12000000 0.017026971071 Long DBT CORP US N 2 2021-08-02 Fixed 5.87500000 N N N N N N Federal National Mortgage Association N/A 3140ECTE9 3830067.98460000 PA USD 3947253.59000000 0.188843948249 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63890BAB2 461000.00000000 PA USD 492659.02000000 0.023569723190 Long ABS-MBS CORP US N 2 2059-12-15 Fixed 4.00000000 N N N N N N Freddie Mac N/A 31335AXC7 3428042.32000000 PA USD 3508254.36000000 0.167841409146 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.00000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833AU4 1035000.00000000 PA 1170589.96000000 0.056003199385 Long DBT CORP US N 2 2022-11-10 Fixed 1.00000000 N N N N N N Freddie Mac N/A 3132HPPT5 483857.72700000 PA USD 506377.21000000 0.024226026896 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAQ2 440000.00000000 PA USD 457046.48000000 0.021865953085 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N Government National Mortgage Association 2 N/A 36202FVG8 309527.76900000 PA USD 330637.57000000 0.015818315883 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3138XWDK1 22450.51600000 PA USD 23505.93000000 0.001124567380 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 3.50000000 N N N N N N WILLIS NORTH AMERICA INC. 5493004KVU1HWZCP0C66 970648AJ0 447000.00000000 PA USD 438575.84000000 0.020982283337 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Federal National Mortgage Association N/A 31417VQW6 7342221.17260000 PA USD 7973662.18000000 0.381474818818 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3138EQHG0 828786.58070000 PA USD 858670.88000000 0.041080410854 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3132L7N21 35557.67380000 PA USD 37103.21000000 0.001775086527 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.50000000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAC5 138000.00000000 PA USD 172420.10000000 0.008248898050 Long DBT CORP US N 2 2035-06-15 Fixed 5.62500000 N N N N N N Volvo Treasury Aktiebolag 549300PD69T87IGZG395 N/A 1200000.00000000 PA 1317070.62000000 0.063011106414 Long DBT CORP SE N 2 2021-09-13 Floating 0.22000000 N N N N N N Federal National Mortgage Association N/A 3140F0JT2 2662154.72400000 PA USD 2696312.11000000 0.128996582802 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 3140E7FU9 40688.57000000 PA USD 43456.03000000 0.002079017244 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017BT5 566000.00000000 PA USD 675069.33000000 0.032296571454 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FB5 355000.00000000 PA USD 475431.98000000 0.022745549577 Long DBT CORP US N 2 2037-05-15 Fixed 6.00000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200JJ1 1810000.00000000 PA 1996996.51000000 0.095540024725 Long DBT CORP US N 2 2021-09-07 Fixed 0.50000000 N N N N N N United Airlines Pass Through Trust N/A 90932QAB2 63289.28860000 PA USD 65301.76000000 0.003124157570 Long DBT CORP US N 2 2024-03-03 Fixed 4.62500000 N N N N N N AMERICAN AIRLINES, INC. IWUQB36BXD6OWD6X4T14 90345WAE4 20950.41270000 PA USD 22027.68000000 0.001053845152 Long DBT CORP US N 2 2022-12-03 Fixed 6.75000000 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 502431AC3 290000.00000000 PA USD 308741.25000000 0.014770755237 Long DBT CORP US Y 2 2024-05-28 Fixed 3.95000000 N N N N N N Freddie Mac N/A 3132M6DR8 16547.13700000 PA USD 17461.46000000 0.000835388700 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 3.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDY7 2964000.00000000 PA USD 3267851.50000000 0.156340089502 Long DBT CORP US N 2 2027-03-16 Fixed 4.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RC4 11080000.00000000 PA USD 14289737.50000000 0.683647601405 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N Federal National Mortgage Association N/A 3138WFG91 149416.72500000 PA USD 153251.80000000 0.007331850951 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGH7 335000.00000000 PA USD 343799.78000000 0.016448020473 Long DBT CORP US N 2 2025-02-19 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132L75W5 104060.46840000 PA USD 109956.40000000 0.005260518544 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 31417GH90 96361.71000000 PA USD 100563.88000000 0.004811162930 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3140EVH83 65419.84170000 PA USD 68841.47000000 0.003293503875 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 2325000.00000000 PA USD 2464637.18000000 0.117912823551 Long DBT CORP US N 2 2028-05-22 Fixed 3.58400000 N N N N N N Federal National Mortgage Association N/A 01F0224B8 -5120000.00000000 PA USD -5162699.98000000 -0.24699316261 Short ABS-MBS USGSE US N 2 2034-11-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 3138X8XC0 148576.54850000 PA USD 152055.96000000 0.007274639742 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.00000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BC5 394000.00000000 PA USD 457967.87000000 0.021910034095 Long DBT CORP US N 2 2047-01-30 Fixed 4.35000000 N N N N N N Federal National Mortgage Association N/A 3138ERHD5 52863.17570000 PA USD 54637.57000000 0.002613962900 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFU8 1326000.00000000 PA USD 1444549.70000000 0.069109942538 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST N/A 61765LAT7 1300000.00000000 PA USD 1379742.00000000 0.066009421716 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.47900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RK6 15000.00000000 PA USD 16139.06000000 0.000772122627 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAG1 530000.00000000 PA USD 583948.70000000 0.027937191155 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N Government National Mortgage Association 2 N/A 36202FEH5 11545.89600000 PA USD 12332.45000000 0.000590007329 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3140Q8WK7 707185.43940000 PA USD 764923.59000000 0.036595366259 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214DS9 20000.00000000 PA USD 20414.00000000 0.000976643702 Long DBT CORP AU N 2 2023-01-11 Fixed 2.75000000 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 026657AD8 740000.00000000 PA 841701.61000000 0.040268569438 Long DBT CORP US N 2 2022-11-10 Fixed 1.37500000 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585AAF9 358000.00000000 PA USD 446280.29000000 0.021350878545 Long DBT CORP US N 2 2041-03-01 Fixed 6.50000000 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAQ3 5000.00000000 PA USD 5784.57000000 0.000276744580 Long DBT CORP US N 2 2046-03-15 Fixed 4.15000000 N N N N N N AUTODESK, INC. FRKKVKAIQEF3FCSTPG55 052769AC0 990000.00000000 PA USD 994818.33000000 0.047593957911 Long DBT CORP US N 2 2020-06-15 Fixed 3.12500000 N N N N N N Federal National Mortgage Association N/A 3138ELS87 82111.53600000 PA USD 93893.58000000 0.004492043381 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 6.00000000 N N N N N N DELTA AIR LINES, INC N/A 24737BAA3 505000.00000000 PA USD 526611.77000000 0.025194085855 Long DBT CORP US N 2 2025-10-25 Fixed 3.20400000 N N N N N N FIRSTENERGY TRANSMISSION, LLC 549300AINIIPOLYX2R63 33767BAA7 340000.00000000 PA USD 430308.76000000 0.020586770865 Long DBT CORP US Y 2 2044-07-15 Fixed 5.45000000 N N N N N N Federal National Mortgage Association N/A 3140J9RY9 3423917.15000000 PA USD 3578121.48000000 0.171183982024 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 3.50000000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAQ4 272000.00000000 PA USD 318065.92000000 0.015216864781 Long DBT CORP US N 2 2035-06-15 Fixed 4.95000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWC4 1700000.00000000 PA USD 1718564.00000000 0.082219295943 Long DBT CORP US N 2 2022-04-26 Fixed 3.00000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189TAZ7 57000.00000000 PA USD 80238.27000000 0.003838747970 Long DBT CORP US N 2 2037-05-01 Fixed 6.15000000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29273RBL2 30000.00000000 PA USD 32177.37000000 0.001539425186 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N Federal National Mortgage Association N/A 3138X0AU2 598106.88470000 PA USD 624220.95000000 0.029863890446 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CL0 129000.00000000 PA USD 179525.17000000 0.008588817804 Long DBT CORP US N 2 2039-01-15 Fixed 6.00000000 N N N N N N ARES CAPITAL CORPORATION WEQ82666OJYSI5GUAB47 04010LAV5 1710000.00000000 PA USD 1757611.53000000 0.084087402353 Long DBT CORP US N 2 2025-03-01 Fixed 4.25000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGR4 467000.00000000 PA USD 491530.58000000 0.023515736523 Long DBT CORP US N 2 2028-07-21 Fixed 3.59300000 N N N N N N ROCKWELL COLLINS, INC. XO75O7GICH1NPWLBRL05 774341AH4 895000.00000000 PA USD 908655.02000000 0.043471745014 Long DBT CORP US N 2 2022-03-15 Fixed 2.80000000 N N N N N N Federal National Mortgage Association N/A 31410KXB5 95517.01460000 PA USD 106279.60000000 0.005084613598 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association N/A 3138ELE90 147297.34000000 PA USD 151201.03000000 0.007233738302 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N CC HOLDINGS GS V LLC N/A 14987BAE3 2425000.00000000 PA USD 2548025.10000000 0.121902256632 Long DBT CORP US N 2 2023-04-15 Fixed 3.84900000 N N N N N N Federal National Mortgage Association N/A 3138ERJL5 578981.37420000 PA USD 596725.73000000 0.028548468018 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138YTMU5 45817.36400000 PA USD 46357.33000000 0.002217820828 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N CITIZENS BANK, NATIONAL ASSOCIATION DRMSV1Q0EKMEXLAU1P80 17401QAE1 250000.00000000 PA USD 251405.25000000 0.012027694430 Long DBT CORP US N 2 2021-05-13 Fixed 2.55000000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES, INC. 6WQI0GK1PRFVBA061U48 31620MAR7 40000.00000000 PA USD 45439.24000000 0.002173897696 Long DBT CORP US N 2 2025-10-15 Fixed 5.00000000 N N N N N N PRESIDENT AND FELLOWS OF HARVARD COLLEGE 6S3X7J22E861RNTJSA74 740816AM5 114000.00000000 PA USD 121821.54000000 0.005828168895 Long DBT CORP US N 2 2046-07-15 Fixed 3.15000000 N N N N N N Gobierno de la Republica de Panama 549300SHS4T08CL0LP14 698299BD5 575000.00000000 PA USD 613812.50000000 0.029365930853 Long DBT NUSS PA N 2 2024-09-22 Fixed 4.00000000 N N N N N N Freddie Mac N/A 35563PKG3 2925703.34000000 PA USD 3047643.57000000 0.145804932845 Long ABS-MBS USGSE US N 2 2058-08-25 Fixed 3.50000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 96949LAD7 120000.00000000 PA USD 123739.08000000 0.005919907572 Long DBT CORP US N 2 2027-06-15 Fixed 3.75000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FB9 20000.00000000 PA USD 28157.62000000 0.001347112875 Long DBT CORP US N 2 2039-03-01 Fixed 6.00000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CS2 13000.00000000 PA USD 13154.45000000 0.000629333337 Long DBT CORP US N 2 2029-08-15 Fixed 3.50000000 N N N N N N Shire Acquisitions Investments Ireland DAC 549300XK5HGW68R8K327 82481LAD1 1734000.00000000 PA USD 1785602.11000000 0.085426523724 Long DBT CORP IE N 2 2026-09-23 Fixed 3.20000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 N/A 1695000.00000000 PA 1893501.20000000 0.090588616735 Long DBT CORP US N 2 2021-10-29 Fixed 1.12500000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822VAE1 41000.00000000 PA USD 44195.83000000 0.002114410651 Long DBT CORP US N 2 2027-03-01 Fixed 4.00000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST N/A 36256XAD4 3830000.00000000 PA USD 3880157.34000000 0.185633938941 Long ABS-MBS CORP US N 2 2023-11-16 Fixed 2.97000000 N N N N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CA5 22000.00000000 PA USD 25306.84000000 0.001210726261 Long DBT CORP US N 2 2045-05-15 Fixed 4.15000000 N N N N N N Federal National Mortgage Association N/A 3140FMDA1 352831.92110000 PA USD 364695.49000000 0.017447710077 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 3.00000000 N N N N N N ALLIANT ENERGY FINANCE, LLC 54930033ER6EOI5DL570 01882YAA4 562000.00000000 PA USD 586637.52000000 0.028065829301 Long DBT CORP US Y 2 2023-06-15 Fixed 3.75000000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142DQ3 114000.00000000 PA USD 140266.63000000 0.006710616283 Long DBT CORP US N 2 2044-04-22 Fixed 4.30000000 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL S.A. VBHFXSYT7OG62HNT8T76 N/A 1100000.00000000 PA 1204497.60000000 0.057625403905 Long DBT CORP FR N 2 2021-08-30 Fixed 0.12500000 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 502431AB5 2050000.00000000 PA USD 2157760.30000000 0.103231263240 Long DBT CORP US Y 2 2023-06-15 Fixed 3.85000000 N N N N N N MOTOROLA SOLUTIONS, INC. 6S552MUG6KGJVEBSEC55 620076BN8 1115000.00000000 PA USD 1212313.86000000 0.057999348311 Long DBT CORP US N 2 2029-05-23 Fixed 4.60000000 N N N N N N DH Europe Finance II S.a r.l. 222100KDGL314CKTZ511 N/A 730000.00000000 PA 792474.03000000 0.037913430515 Long DBT CORP LU N 2 2026-03-18 Fixed 0.20000000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAJ5 164000.00000000 PA USD 187657.82000000 0.008977898896 Long DBT CORP US N 2 2049-03-01 Fixed 3.95000000 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WBP5 455000.00000000 PA USD 468543.99000000 0.022416015333 Long DBT CORP US N 2 2024-02-16 Fixed 2.90000000 N N N N N N Federal National Mortgage Association N/A 3140HH6H3 32690.43760000 PA USD 35396.15000000 0.001693417604 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFC9 6000.00000000 PA USD 6188.83000000 0.000296085129 Long DBT CORP US N 2 2022-03-08 Fixed 3.50000000 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 53944VAK5 274000.00000000 PA USD 275933.89000000 0.013201190157 Long DBT CORP GB N 2 2020-08-17 Fixed 2.70000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128287D6 5305000.00000000 PA USD 5364361.36000000 0.256641017851 Long DBT UST US N 2 2029-07-15 Fixed 0.25000000 N N N N N N Freddie Mac N/A 3137BR4G7 724276.28000000 PA USD 738632.67000000 0.035337559781 Long ABS-MBS USGSE US N 2 2046-08-15 Floating 2.52750000 N N N N N N Federal National Mortgage Association N/A 3138WHXG2 348136.59010000 PA USD 356423.10000000 0.017051943564 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N KLA Corporation 549300H0BF5JCG96TJ81 482480AG5 841000.00000000 PA USD 927898.01000000 0.044392365422 Long DBT CORP US N 2 2029-03-15 Fixed 4.10000000 N N N N N N Federal National Mortgage Association N/A 31417FL48 44172.76900000 PA USD 44600.47000000 0.002133769380 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 2.50000000 N N N N N N LVMH MOET HENNESSY LOUIS VUITTON SE IOG4E947OATN0KJYSD45 N/A 690000.00000000 PA 761323.56000000 0.036423134132 Long DBT CORP FR N 2 2022-05-26 Fixed 0.37500000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687EG7 128000.00000000 PA USD 192618.11000000 0.009215208389 Long DBT CORP US Y 2 2037-11-15 Fixed 6.65000000 N N N N N N Federal National Mortgage Association N/A 3138LTFX1 22632.47980000 PA USD 23755.28000000 0.001136496747 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHT9 845000.00000000 PA USD 890771.96000000 0.042616186186 Long DBT CORP US N 2 2027-04-23 Fixed 3.55900000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KB6 1030000.00000000 PA USD 1036158.37000000 0.049571742260 Long DBT CORP US N 2 2020-10-26 Fixed 2.65000000 N N N N N N Freddie Mac N/A 3132KEYV1 63563.54900000 PA USD 65297.38000000 0.003123948023 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138WGYM0 456170.77680000 PA USD 469992.07000000 0.022485294172 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138ER2G4 298889.96620000 PA USD 314334.64000000 0.015038353410 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138LX5N5 88057.47610000 PA USD 92404.48000000 0.004420802069 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGP8 7430000.00000000 PA USD 7442318.94000000 0.356054370643 Long DBT CORP US N 2 2021-07-21 Fixed 2.36900000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543CL5 102000.00000000 PA USD 109730.07000000 0.005249690496 Long DBT CORP US N 2 2044-10-01 Fixed 4.62500000 N N N N N N Freddie Mac N/A 3132GTC96 15700.16280000 PA USD 16517.57000000 0.000790231248 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138EQU26 16493.95710000 PA USD 16730.80000000 0.000800432568 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 2.50000000 N N N N N N CITIBANK NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 17325FAE8 1100000.00000000 PA USD 1100497.20000000 0.052649831470 Long DBT CORP US N 2 2020-06-12 Fixed 2.10000000 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XBG0 528000.00000000 PA USD 551679.22000000 0.026393359255 Long DBT CORP US N 2 2046-04-01 Fixed 4.55000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828R77 2949000.00000000 PA USD 2932411.88000000 0.140292034622 Long DBT UST US N 2 2021-05-31 Fixed 1.37500000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HH9 844000.00000000 PA USD 884542.38000000 0.042318151500 Long DBT CORP US N 2 2027-06-01 Fixed 3.25000000 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214DA8 93000.00000000 PA USD 92931.37000000 0.004446009466 Long DBT CORP AU N 2 2021-08-19 Fixed 2.00000000 N N N N N N RYDER SYSTEM, INC. ZXJ6Y2OSPZXIVGRILD15 78355HJY6 1090000.00000000 PA USD 1091728.74000000 0.052230332046 Long DBT CORP US N 2 2020-03-02 Fixed 2.65000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HRY8 4534000.00000000 PA USD 4848732.14000000 0.231972357600 Long DBT CORP US N 2 2028-02-01 Floating 3.78200000 N N N N N N Federal National Mortgage Association N/A 3138EPJ62 124729.06600000 PA USD 128115.61000000 0.006129288902 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 3.00000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200KA8 100000.00000000 PA USD 107415.50000000 0.005138957166 Long DBT CORP US N 2 2029-05-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138WJC71 540812.46500000 PA USD 547332.99000000 0.026185427533 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 3620AXKG2 414045.74160000 PA USD 444730.24000000 0.021276721272 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138WFK47 103621.74100000 PA USD 106446.08000000 0.005092578311 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076AV4 167000.00000000 PA USD 237465.15000000 0.011360774137 Long DBT CORP US N 2 2041-04-01 Fixed 5.95000000 N N N N N N Government National Mortgage Association 2 N/A 36179R7H6 8572826.58010000 PA USD 8832474.44000000 0.422561993555 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FAC5 865000.00000000 PA USD 875198.35000000 0.041871115738 Long DBT CORP US Y 2 2022-10-15 Fixed 3.12500000 N N N N N N WILLIS NORTH AMERICA INC. 5493004KVU1HWZCP0C66 970648AK7 135000.00000000 PA USD 131576.67000000 0.006294872445 Long DBT CORP US N 2 2049-09-15 Fixed 3.87500000 N N N N N N Federal National Mortgage Association N/A 3140EVTG2 3207269.22620000 PA USD 3282660.84000000 0.157048595853 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36202FSF4 8116.50200000 PA USD 8997.36000000 0.000430450425 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 5.00000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBH6 340000.00000000 PA USD 374736.78000000 0.017928104054 Long DBT CORP US N 2 2028-11-15 Fixed 3.70000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 732000.00000000 PA USD 780849.29000000 0.037357281347 Long DBT CORP US N 2 2029-01-24 Fixed 3.77200000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RHW5 1719000.00000000 PA USD 1818937.50000000 0.087021350740 Long DBT CORP US N 2 2027-02-15 Fixed 3.80000000 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAS9 290000.00000000 PA USD 322554.82000000 0.015431622100 Long DBT CORP US N 2 2028-05-15 Fixed 3.80000000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AP0 305000.00000000 PA USD 342196.28000000 0.016371306053 Long DBT CORP US N 2 2029-02-01 Fixed 4.25000000 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BG6 90000.00000000 PA USD 95793.93000000 0.004582959657 Long DBT CORP US N 2 2050-06-15 Fixed 3.62500000 N N N N N N Federal National Mortgage Association N/A 3138WHFZ0 1675150.40510000 PA USD 1756347.56000000 0.084026931679 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBK5 109000.00000000 PA USD 120345.37000000 0.005757546178 Long DBT CORP GB N 2 2028-05-30 Fixed 4.37500000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BW8 15000.00000000 PA USD 15854.28000000 0.000758498222 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N Deutsche Telekom International Finance B.V. 529900ERDFHS6C1M4U58 25156PAY9 305000.00000000 PA USD 308504.15000000 0.014759411932 Long DBT CORP NL Y 2 2022-01-19 Fixed 2.82000000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738AS7 1481000.00000000 PA USD 1506643.52000000 0.072080626297 Long DBT CORP US N 2 2024-07-01 Fixed 2.75000000 N N N N N N United Airlines Class B Pass Through Certificates, Series 2018-1 N/A 90932NAA1 339967.67000000 PA USD 352815.39000000 0.016879344012 Long DBT CORP US N 2 2027-09-01 Fixed 4.60000000 N N N N N N Freddie Mac N/A 3132WJUE9 267570.62000000 PA USD 273362.15000000 0.013078153336 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 31417ECH2 221293.72500000 PA USD 226515.07000000 0.010836901957 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CT3 350000.00000000 PA USD 406086.10000000 0.019427913789 Long DBT CORP US N 2 2049-01-15 Fixed 4.12500000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XCK0 3000.00000000 PA USD 3119.94000000 0.000149263728 Long DBT CORP US N 2 2025-04-09 Fixed 4.35000000 N N N N N N SABINE PASS LIQUEFACTION, LLC 549300KJYBG7C6WJYZ11 785592AV8 171000.00000000 PA USD 195581.25000000 0.009356970514 Long DBT CORP US N 2 2026-06-30 Fixed 5.87500000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BL5 398000.00000000 PA USD 397991.24000000 0.019040640642 Long DBT CORP US N 2 2020-10-15 Fixed 2.08000000 N N N N N N Government National Mortgage Association 2 N/A 36202FUG9 17455.42800000 PA USD 19349.34000000 0.000925708388 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association N/A 3138WJ4W5 678225.06070000 PA USD 690444.72000000 0.033032158689 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N TOTAL CAPITAL INTERNATIONAL SA 549300U37G2I8G4RUG09 89153VAL3 10000.00000000 PA USD 10707.28000000 0.000512256176 Long DBT CORP FR N 2 2024-04-10 Fixed 3.75000000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109AW4 120000.00000000 PA USD 125367.36000000 0.005997807514 Long DBT CORP US N 2 2029-06-15 Fixed 3.25000000 N N N N N N US Airways Pass Through Trusts N/A 90346WAB9 67093.30300000 PA USD 69903.71000000 0.003344323411 Long DBT CORP US N 2 2023-05-15 Fixed 5.37500000 N N N N N N Federal National Mortgage Association N/A 3138WKLH6 674985.29870000 PA USD 693417.23000000 0.033174369092 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.00000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBA0 44000.00000000 PA USD 50216.80000000 0.002402465046 Long DBT CORP US N 2 2044-03-15 Fixed 4.85000000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAN9 29000.00000000 PA USD 33265.18000000 0.001591468039 Long DBT CORP US N 2 2048-03-07 Fixed 4.05000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FL3 1240000.00000000 PA USD 1371834.32000000 0.065631103607 Long DBT CORP US N 2 2043-01-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138EQM33 108287.46600000 PA USD 115538.82000000 0.005527591893 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.00000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CP8 1514000.00000000 PA USD 1526784.22000000 0.073044194819 Long DBT CORP US N 2 2022-08-15 Fixed 2.70000000 N N N N N N WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST N/A 981464FU9 2000000.00000000 PA USD 1999578.04000000 0.095663529919 Long ABS-MBS CORP US N 2 2023-08-15 Fixed 1.72000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCV2 627000.00000000 PA USD 655158.57000000 0.031344003689 Long DBT CORP US N 2 2026-03-15 Fixed 3.10000000 N N N N N N AVNET, INC. XJI53DCPL7QABOWK4Z75 053807AS2 38000.00000000 PA USD 40846.54000000 0.001954174392 Long DBT CORP US N 2 2026-04-15 Fixed 4.62500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QBX9 883000.00000000 PA USD 751597.24000000 0.035957808906 Long DBT MX N 2 2046-01-23 Fixed 5.62500000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XCB0 1660000.00000000 PA USD 1658667.02000000 0.079353713093 Long DBT CORP US N 2 2020-11-06 Fixed 2.45000000 N N N N N N UNITED AIRLINES, INC. K1OQBWM7XEOO08LDNP29 90932LAA5 12824.13630000 PA USD 13362.56000000 0.000639289706 Long DBT CORP US N 2 2029-06-01 Fixed 3.45000000 N N N N N N Federal National Mortgage Association N/A 31398STJ2 2680000.00000000 PA USD 3027168.19000000 0.144825352610 Long ABS-MBS USGSE US N 2 2040-12-25 Fixed 4.00000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 83189DAB6 1453876.95000000 PA USD 1472805.48000000 0.070461751570 Long ABS-MBS CORP US N 2 2035-10-15 Fixed 2.82000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CB9 356000.00000000 PA USD 388658.02000000 0.018594122050 Long DBT CORP US N 2 2048-11-01 Fixed 3.85000000 N N N N N N EATON CAPITAL UNLIMITED COMPANY 549300OLS85LSODKAF64 N/A 1565000.00000000 PA 1708793.76000000 0.081751869502 Long DBT CORP IE N 2 2021-05-14 Fixed 0.02100000 N N N N N N Federal National Mortgage Association N/A 3138WDNE7 272633.45170000 PA USD 282443.71000000 0.013512632046 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 3.50000000 N N N N N N Lowe`s Companies, Inc. WAFCR4OKGSC504WU3E95 548661DN4 455000.00000000 PA USD 454789.34000000 0.021757967312 Long DBT CORP US N 2 2046-04-15 Fixed 3.70000000 N N N N N N Federal National Mortgage Association N/A 31419ADT1 176703.94130000 PA USD 188236.76000000 0.009005596461 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAF7 1950000.00000000 PA USD 2119314.60000000 0.101391949496 Long DBT NUSS MX N 2 2029-04-22 Fixed 4.50000000 N N N N N N Deutsche Telekom International Finance B.V. 529900ERDFHS6C1M4U58 25156PAU7 1110000.00000000 PA USD 1101950.28000000 0.052719349518 Long DBT CORP NL Y 2 2021-09-19 Fixed 1.95000000 N N N N N N Bundesrepublik Deutschland N/A N/A -157.00000000 NC 150770.52000000 0.007213141904 N/A DIR N/A N 1 XEUR N/A Short Bundesrepublik Deutschland Euro-BOBL Future Dec 2019 2019-12-06 -23360284.5 EUR 150770.52 N N N Freddie Mac N/A 312938GD9 39022.01600000 PA USD 41840.13000000 0.002001709584 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3128MFCX4 677560.24050000 PA USD 686812.60000000 0.032858391317 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 31414BWE6 24061.76200000 PA USD 26954.30000000 0.001289543810 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEF6 200000.00000000 PA USD 201407.00000000 0.009635685222 Long DBT CORP US N 2 2020-09-15 Fixed 2.90000000 N N N N N N Federal National Mortgage Association N/A 3138W4VB4 15734.53430000 PA USD 16256.07000000 0.000777720602 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAH4 135000.00000000 PA USD 135505.31000000 0.006482825885 Long DBT CORP US N 2 2020-06-15 Fixed 2.85000000 N N N N N N ROCKWELL COLLINS, INC. XO75O7GICH1NPWLBRL05 774341AJ0 280000.00000000 PA USD 290682.28000000 0.013906780547 Long DBT CORP US N 2 2024-03-15 Fixed 3.20000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBF2 175000.00000000 PA USD 174125.00000000 0.008330463634 Long DBT CORP US N 2 2025-10-15 Fixed 2.30100000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442UAE4 37000.00000000 PA USD 39223.74000000 0.001876536624 Long DBT CORP US N 2 2047-09-15 Fixed 3.60000000 N N N N N N United Airlines Class B Pass Through Certificates, Series 2016-1 N/A 90933HAA3 61006.95000000 PA USD 61727.32000000 0.002953149717 Long DBT CORP US N 2 2027-07-07 Fixed 3.65000000 N N N N N N Freddie Mac N/A 3128MABR9 1028739.34930000 PA USD 1079955.61000000 0.051667083625 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 3.50000000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAL3 8000.00000000 PA USD 8786.49000000 0.000420362012 Long DBT CORP US N 2 2046-05-15 Fixed 3.75000000 N N N N N N Seven & i Holdings Co., Ltd. 52990037G8JRM3TWGY86 81783HAA3 1240000.00000000 PA USD 1265029.40000000 0.060521357723 Long DBT CORP JP Y 2 2021-09-17 Fixed 3.35000000 N N N N N N CIMAREX ENERGY CO. 11KYOFXPU1C4CQL1CL44 171798AC5 503000.00000000 PA USD 527992.56000000 0.025260145415 Long DBT CORP US N 2 2024-06-01 Fixed 4.37500000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449GAB5 222380.61000000 PA USD 223231.18000000 0.010679794556 Long ABS-MBS CORP US N 2 2032-02-17 Fixed 2.43000000 N N N N N N SUNTRUST BANK IYDOJBGJWY9T8XKCSX06 86787EBA4 6000.00000000 PA USD 6091.93000000 0.000291449253 Long DBT CORP US N 2 2021-10-26 Fixed 3.52500000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XAY2 2269000.00000000 PA USD 2280814.68000000 0.109118413493 Long DBT CORP US N 2 2020-07-13 Fixed 3.20000000 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 413875AR6 280000.00000000 PA USD 298347.28000000 0.014273488393 Long DBT CORP US N 2 2025-04-27 Fixed 3.83200000 N N N N N N Federal National Mortgage Association N/A 3138WFYM2 109468.08400000 PA USD 111039.61000000 0.005312341324 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SE9 4420000.00000000 PA USD 5632046.88000000 0.269447590658 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N American Airlines, Inc. Pass Through Certificates, Series 2016-3B N/A 023771S41 11276.52440000 PA USD 11446.33000000 0.000547613701 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N VINCI S.A. 213800WFQ334R8UXUG83 927320AA9 1295000.00000000 PA USD 1414098.56000000 0.067653103403 Long DBT CORP FR Y 2 2029-04-10 Fixed 3.75000000 N N N N N N Federal National Mortgage Association N/A 3138YD4N6 48400.71900000 PA USD 48834.07000000 0.002336312673 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BC2 153000.00000000 PA USD 165597.87000000 0.007922509886 Long DBT CORP US N 2 2035-03-01 Fixed 3.60000000 N N N N N N ING Bank N.V. 3TK20IVIUJ8J3ZU0QE75 449786AP7 560000.00000000 PA USD 585514.16000000 0.028012085671 Long DBT CORP NL Y 2 2021-06-09 Fixed 5.00000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46651DAL0 3270000.00000000 PA USD 3263268.38000000 0.156120824523 Long ABS-MBS CORP US N 3 2050-02-25 Floating 2.94425000 N N N N N N Freddie Mac N/A 3132XCRZ0 1903510.25120000 PA USD 2036793.62000000 0.097443992436 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179R7J2 12680687.43570000 PA USD 13160308.82000000 0.629613634158 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAF7 158000.00000000 PA USD 158082.63000000 0.007562966837 Long DBT CORP JP N 2 2026-07-14 Fixed 2.63200000 N N N N N N Federal National Mortgage Association N/A 3138ERPJ3 4591401.27750000 PA USD 4813615.14000000 0.230292295050 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FL3 685000.00000000 PA USD 739800.00000000 0.035393407018 Long DBT CORP US N 2 2199-12-31 Fixed 5.87500000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34532DAD9 3925000.00000000 PA USD 3939131.15000000 0.188455355622 Long ABS-MBS CORP US N 2 2023-10-15 Fixed 2.23000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BD3 446000.00000000 PA USD 499779.13000000 0.023910362486 Long DBT CORP US N 2 2048-03-01 Fixed 4.20000000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822VAH4 30000.00000000 PA USD 31826.52000000 0.001522639870 Long DBT CORP US N 2 2027-09-01 Fixed 3.65000000 N N N N N N Freddie Mac N/A 3132XVN74 173881.35030000 PA USD 182790.47000000 0.008745035825 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3140GVZ24 3511855.45870000 PA USD 3693845.04000000 0.176720412223 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 01F0426B4 4700000.00000000 PA USD 4951339.83000000 0.236881300200 Long ABS-MBS USGSE US N 2 2049-11-25 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 3620C1RN8 73149.41700000 PA USD 78557.14000000 0.003758319586 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3138ERUT5 117124.60150000 PA USD 121945.13000000 0.005834081670 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222AM7 495000.00000000 PA USD 600519.65000000 0.028729976202 Long DBT CORP US N 2 2047-04-01 Fixed 4.35000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBJ1 37000.00000000 PA USD 42879.93000000 0.002051455549 Long DBT CORP US N 2 2046-05-15 Fixed 4.90000000 N N N N N N Federal National Mortgage Association N/A 3138WKK87 657147.41000000 PA USD 663977.58000000 0.031765921519 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 31307NNV2 41570.44200000 PA USD 42170.93000000 0.002017535671 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Bundesrepublik Deutschland N/A N/A -188.00000000 NC 385082.46000000 0.018423060614 N/A DIR DE N 1 XEUR N/A Short Bundesrepublik Deutschland Euro-Bund Future Dec 2019 2019-12-06 -36085823.52 EUR 385082.46 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCQ5 146000.00000000 PA USD 167142.70000000 0.007996417425 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N Federal National Mortgage Association N/A 31417F2C1 95365.54760000 PA USD 96537.19000000 0.004618518596 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 2.50000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MBP4 735000.00000000 PA USD 749791.14000000 0.035871401725 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448DV7 75000.00000000 PA USD 87482.48000000 0.004185324441 Long DBT CORP US N 2 2047-05-02 Fixed 4.00000000 N N N N N N SG COMMERCIAL MORTGAGE SECURITIES TRUST N/A 78419CAD6 125000.00000000 PA USD 129865.00000000 0.006212982971 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.05500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967HB0 10000.00000000 PA USD 11346.63000000 0.000542843868 Long DBT CORP US N 2 2025-09-13 Fixed 5.50000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818EU8 487000.00000000 PA USD 509332.85000000 0.024367430207 Long DBT CORP US N 2 2023-06-08 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138XJJX6 120604.86200000 PA USD 128687.54000000 0.006156651096 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.00000000 N N N N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350AZ8 125000.00000000 PA USD 131095.88000000 0.006271870558 Long DBT CORP US N 2 2023-11-15 Fixed 3.70000000 N N N N N N Federal National Mortgage Association N/A 3138ETDL7 1977235.77630000 PA USD 2145353.51000000 0.102637699347 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC N/A 893574AH6 2127000.00000000 PA USD 2689072.51000000 0.128650226882 Long DBT CORP US N 2 2026-02-01 Fixed 7.85000000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BE8 29000.00000000 PA USD 29017.57000000 0.001388254481 Long DBT CORP US N 2 2019-12-15 Fixed 2.67500000 N N N N N N UNION PACIFIC RAILROAD COMPANY 549300E5Y4M86FFRWP82 907825AA1 418141.26000000 PA USD 432882.83000000 0.020709919158 Long DBT CORP US N 2 2026-05-14 Fixed 3.22700000 N N N N N N THE ROYAL BANK OF SCOTLAND GROUP PUBLIC LIMITED COMPANY 2138005O9XJIJN4JPN90 780097BJ9 315000.00000000 PA USD 330594.71000000 0.015816265381 Long DBT CORP GB N 2 2024-06-25 Fixed 4.51900000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29278NAD5 557000.00000000 PA USD 635001.17000000 0.030379636208 Long DBT CORP US N 2 2038-06-15 Fixed 5.80000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2C6 2285000.00000000 PA USD 2412244.80000000 0.115406274714 Long DBT CORP US N 2 2024-01-24 Fixed 3.75000000 N N N N N N AMERICAN AIRLINES, INC. IWUQB36BXD6OWD6X4T14 02377BAB2 553097.64780000 PA USD 579598.22000000 0.027729056106 Long DBT CORP US N 2 2029-03-22 Fixed 3.60000000 N N N N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759AR1 205000.00000000 PA USD 210266.45000000 0.010059537776 Long DBT CORP US N 2 2026-07-01 Fixed 2.90000000 N N N N N N Federal National Mortgage Association N/A 01F0424A8 200000.00000000 PA USD 206084.12000000 0.009859447335 Long ABS-MBS USGSE US N 2 2034-10-25 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3138ELWF6 1211762.73600000 PA USD 1260237.06000000 0.060292083271 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 3.50000000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BG0 550000.00000000 PA USD 585157.10000000 0.027995003257 Long DBT CORP US N 2 2025-06-12 Fixed 4.45000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216CF5 31000.00000000 PA USD 31230.92000000 0.001494145259 Long DBT CORP US N 2 2022-05-25 Fixed 2.20000000 N N N N N N Federal National Mortgage Association N/A 3138ERZK9 1067676.24000000 PA USD 1119728.69000000 0.053569901696 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 3.50000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAR1 102000.00000000 PA USD 106989.02000000 0.005118553570 Long DBT CORP JP N 2 2027-07-12 Fixed 3.36400000 N N N N N N Federal National Mortgage Association N/A 3140J5JU4 745765.74000000 PA USD 784592.09000000 0.037536343855 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FZ2 389000.00000000 PA USD 426467.70000000 0.020403007415 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N AON PLC VVT2B79I2Z4U3R6BY589 00185AAC8 81000.00000000 PA USD 87400.54000000 0.004181404279 Long DBT CORP GB N 2 2043-05-24 Fixed 4.45000000 N N N N N N United Airlines Pass Through Trust N/A 90932PAB4 12692.81710000 PA USD 13065.91000000 0.000625097419 Long DBT CORP US N 2 2023-10-11 Fixed 4.75000000 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851CA0 2575000.00000000 PA USD 2583700.93000000 0.123609054648 Long DBT CORP US Y 2 2020-08-03 Fixed 2.70000000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAD3 664000.00000000 PA USD 699707.93000000 0.033475327872 Long DBT CORP US Y 2 2023-07-15 Fixed 3.73400000 N N N N N N Federal National Mortgage Association N/A 3138MN4M9 106456.15470000 PA USD 111163.25000000 0.005318256491 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2D4 288000.00000000 PA USD 319841.86000000 0.015301829051 Long DBT CORP US N 2 2029-01-24 Fixed 4.15000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 94989JAZ9 975000.00000000 PA USD 1038092.25000000 0.049664262674 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.54000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BH2 94000.00000000 PA USD 119915.42000000 0.005736976571 Long DBT CORP US N 2 2042-06-15 Fixed 5.65000000 N N N N N N Federal National Mortgage Association N/A 3138EKGK5 94214.83700000 PA USD 100472.14000000 0.004806773918 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132M55C2 147102.35700000 PA USD 157419.35000000 0.007531234289 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N Gobierno de la Republica de Panama 549300SHS4T08CL0LP14 698299BG8 540000.00000000 PA USD 639900.00000000 0.030614005340 Long DBT NUSS PA N 2 2047-05-15 Fixed 4.50000000 N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AM1 52000.00000000 PA USD 53604.62000000 0.002564544652 Long DBT CORP US N 2 2047-12-01 Fixed 3.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179T4Q5 7400795.56940000 PA USD 7732312.87000000 0.369928219247 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3138X2LN2 14382.05900000 PA USD 15110.08000000 0.000722894311 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29273RBF5 10000.00000000 PA USD 10647.65000000 0.000509403366 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N Dominion Energy Gas Holdings, LLC 549300BFOD6TDMVV4O24 257375AF2 318000.00000000 PA USD 383123.22000000 0.018329326931 Long DBT CORP US N 2 2043-11-01 Fixed 4.80000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAN0 325000.00000000 PA USD 341716.05000000 0.016348330957 Long DBT CORP JP N 2 2027-01-11 Fixed 3.44600000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FP7 97000.00000000 PA USD 107290.83000000 0.005132992721 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N INTOWN HOTEL PORTFOLIO TRUST N/A 46117MAA2 1650000.00000000 PA USD 1647459.00000000 0.078817500584 Long ABS-MBS CORP US N 2 2033-01-15 Floating 2.72750000 N N N N N N TOTAL CAPITAL INTERNATIONAL SA 549300U37G2I8G4RUG09 89153VAB5 40000.00000000 PA USD 40896.20000000 0.001956550219 Long DBT CORP FR N 2 2022-02-17 Fixed 2.87500000 N N N N N N Freddie Mac N/A 3134A4AA2 190000.00000000 PA USD 282400.80000000 0.013510579151 Long ABS-MBS USGSE US N 2 2031-03-15 Fixed 6.75000000 N N N N N N Federal National Mortgage Association N/A 31417GBB1 51218.59000000 PA USD 52426.43000000 0.002508177852 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138EKHM0 227817.01400000 PA USD 241642.63000000 0.011560632544 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GRD8 19000.00000000 PA USD 19773.15000000 0.000945984247 Long DBT CORP US N 2 2023-01-22 Fixed 3.62500000 N N N N N N ITC HOLDINGS CORP. 549300HTO5U9D3SLE207 465685AK1 150000.00000000 PA USD 155397.15000000 0.007434488482 Long DBT CORP US N 2 2026-06-30 Fixed 3.25000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543CW1 1605000.00000000 PA USD 1672093.82000000 0.079996076160 Long DBT CORP US Y 2 2026-05-15 Fixed 3.62500000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BE8 2309000.00000000 PA USD 2396608.08000000 0.114658184966 Long DBT CORP US N 2 2025-03-01 Fixed 2.90000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 3454G0FV5 17250000.00000000 PA USD 16868240.25000000 0.807007965460 Long STIV RF US Y 2 N N N FRESB MORTGAGE TRUST N/A 30308GAH3 1400227.95000000 PA USD 1486846.05000000 0.071133478536 Long ABS-MBS CORP US N 2 2039-01-25 Variable 3.50000000 N N N N N N Federal National Mortgage Association N/A 3140FRJQ9 22207.08090000 PA USD 22816.35000000 0.001091576591 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.00000000 N N N N N N Air Canada Pass Through Certificates, Series 2017-1 N/A 00908PAA5 317848.00000000 PA USD 327093.56000000 0.015648763857 Long DBT CORP CA Y 2 2031-07-15 Fixed 3.30000000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863CF3 704000.00000000 PA USD 748373.12000000 0.035803561013 Long DBT NUSS CL N 2 2028-02-06 Fixed 3.24000000 N N N N N N Federal National Mortgage Association N/A 31418XEJ3 4357.62780000 PA USD 4639.93000000 0.000221982875 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.00000000 N N N N N N MASSACHUSETTS INSTITUTE OF TECHNOLOGY DLZO3A31IADZ27B62557 575718AB7 360000.00000000 PA USD 509222.52000000 0.024362151815 Long DBT CORP US N 2 2114-07-01 Fixed 4.67800000 N N N N N N Freddie Mac N/A 3132M4QV0 25423.97500000 PA USD 26694.72000000 0.001277125020 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638BU5 980000.00000000 PA USD 1096882.64000000 0.052476904201 Long DBT NUSS PE N 2 2027-08-25 Fixed 4.12500000 N N N N N N Federal National Mortgage Association N/A 3138WFNC6 93940.04500000 PA USD 95216.50000000 0.004555334332 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 2.50000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BN9 295000.00000000 PA USD 305434.74000000 0.014612565653 Long DBT CORP GB Y 2 2025-05-21 Fixed 3.78500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2F9 268000.00000000 PA USD 276919.58000000 0.013248347399 Long DBT CORP US N 2 2027-06-17 Fixed 3.19600000 N N N N N N Freddie Mac N/A 31307MSF4 109019.80400000 PA USD 110363.22000000 0.005279981569 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 3138EP4Z4 101500.62300000 PA USD 104254.34000000 0.004987721396 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36196FZF4 155309.53140000 PA USD 160920.91000000 0.007698755427 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBM2 70000.00000000 PA USD 79916.41000000 0.003823349589 Long DBT CORP US N 2 2034-08-15 Fixed 4.20000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BJ2 35000.00000000 PA USD 37129.26000000 0.001776332808 Long DBT CORP US N 2 2025-11-03 Fixed 3.12500000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAG9 10000.00000000 PA USD 10506.23000000 0.000502637570 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBC4 160000.00000000 PA USD 183146.40000000 0.008762064178 Long DBT CORP US N 2 2048-06-15 Fixed 4.05000000 N N N N N N CONTINENTAL RESOURCES, INC. XXRTID9RYWOZ0UPIVR53 212015AN1 160000.00000000 PA USD 163040.00000000 0.007800136631 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 891906AE9 28000.00000000 PA USD 29415.23000000 0.001407279275 Long DBT CORP US N 2 2023-06-01 Fixed 4.00000000 N N N N N N DELL INTERNATIONAL L.L.C. N/A 25272KAR4 35000.00000000 PA USD 46071.48000000 0.002204145233 Long DBT CORP US Y 2 2046-07-15 Fixed 8.35000000 N N N N N N Government National Mortgage Association N/A 3617BUEC9 30973.85140000 PA USD 32602.20000000 0.001559749843 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 868000.00000000 PA USD 906204.15000000 0.043354490838 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N Federal National Mortgage Association N/A 3138ENZJ1 770287.30700000 PA USD 789676.83000000 0.037779607268 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 31417ETM3 372404.29900000 PA USD 381186.20000000 0.018236656293 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LS8 195000.00000000 PA USD 204128.15000000 0.009765870095 Long DBT CORP US N 2 2028-10-27 Floating 3.52000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBJ9 530000.00000000 PA USD 525924.30000000 0.025161196013 Long DBT CORP US N 2 2029-08-26 Fixed 2.37500000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFH2 150000.00000000 PA USD 172265.10000000 0.008241482561 Long DBT CORP US N 2 2048-09-01 Fixed 4.45000000 N N N N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 760942AZ5 589561.00000000 PA USD 637039.53000000 0.030477155139 Long DBT NUSS UY N 2 2024-08-14 Fixed 4.50000000 N N N N N Federal National Mortgage Association N/A 3138Y4UY3 24981.24100000 PA USD 25539.94000000 0.001221878199 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAG6 85000.00000000 PA USD 105389.04000000 0.005042007553 Long DBT CORP US N 2 2041-09-15 Fixed 4.95000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFL8 204000.00000000 PA USD 220625.18000000 0.010555118672 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N Government National Mortgage Association N/A 36296QJF7 70739.06000000 PA USD 78644.24000000 0.003762486612 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N TWDC ENTERPRISES 18 CORP. 7260JQNI6SCF9FIV2392 25468PDK9 10000.00000000 PA USD 10507.32000000 0.000502689718 Long DBT CORP US N 2 2026-02-13 Fixed 3.00000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MBT6 200000.00000000 PA USD 199680.80000000 0.009553100605 Long DBT CORP JP N 2 2024-09-27 Fixed 2.44800000 N N N N N N UBS AG LONDON BRANCH N/A 902674XK1 1135000.00000000 PA USD 1141013.23000000 0.054588193650 Long DBT CORP GB Y 2 2020-12-01 Fixed 2.45000000 N N N N N N Federal National Mortgage Association N/A 3140F8UF2 105942.12510000 PA USD 113977.78000000 0.005452908838 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3140J5W96 425504.13510000 PA USD 450931.49000000 0.021573400598 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128284W7 30000.00000000 PA USD 30590.63000000 0.001463512596 Long DBT UST US N 2 2021-08-15 Fixed 2.75000000 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST N/A 17305EFM2 2210000.00000000 PA USD 2239266.18000000 0.107130656029 Long ABS-MBS CORP US N 2 2023-01-23 Fixed 2.88000000 N N N N N N Federal National Mortgage Association N/A 3140GNNQ2 802433.84640000 PA USD 848775.53000000 0.040606998919 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N SPIRIT AEROSYSTEMS, INC. ZD2NBKV6GCC3UMGBM518 85205TAG5 8000.00000000 PA USD 8218.09000000 0.000393168700 Long DBT CORP US N 2 2026-06-15 Fixed 3.85000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46648HAF0 2493790.08000000 PA USD 2544824.39000000 0.121749128717 Long ABS-MBS CORP US N 2 2047-05-25 Variable 3.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBG4 850000.00000000 PA USD 853187.50000000 0.040818075764 Long DBT CORP US N 2 2021-09-09 Floating 3.00213000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457BU1 343000.00000000 PA USD 398462.07000000 0.019063166024 Long DBT CORP US N 2 2059-03-15 Fixed 4.15000000 N N N N N N Federal National Mortgage Association N/A 3140HKYK8 171520.78660000 PA USD 190287.74000000 0.009103719157 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3138WVQ61 81105.90000000 PA USD 83375.45000000 0.003988836492 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAS0 1102000.00000000 PA USD 1158456.56000000 0.055422714978 Long DBT CORP DK Y 2 2022-01-12 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46623EKG3 861000.00000000 PA USD 862589.41000000 0.041267880613 Long DBT CORP US N 2 2021-08-15 Fixed 2.29500000 N N N N N N Schlumberger Finance B.V. 5299003L3TGTOIYBX911 N/A 440000.00000000 PA 478476.02000000 0.022891182109 Long DBT CORP NL N 2 2024-10-15 Fixed 0.00000000 N N N N N N Federal National Mortgage Association N/A 31418U4M3 108748.24300000 PA USD 114797.58000000 0.005492129593 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29273RAS8 290000.00000000 PA USD 297481.42000000 0.014232064042 Long DBT CORP US N 2 2023-02-01 Fixed 3.60000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AG5 13000.00000000 PA USD 14022.50000000 0.000670862462 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N Federal National Mortgage Association N/A 3138W7G40 130070.81000000 PA USD 132005.26000000 0.006315376987 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138WHPB2 324746.50030000 PA USD 329618.44000000 0.015769558809 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 2.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDM1 50000.00000000 PA USD 52628.50000000 0.002517845257 Long DBT CORP US N 2 2024-02-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3140FXB27 741304.27380000 PA USD 843036.42000000 0.040332429229 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 6.00000000 N N N N N N Freddie Mac N/A 3132L7YZ6 635219.87640000 PA USD 671135.65000000 0.032108376892 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138YP2C5 61810.20600000 PA USD 67890.79000000 0.003248021577 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.00000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558AX1 711000.00000000 PA USD 845740.19000000 0.040461782611 Long DBT CORP US N 2 2044-04-01 Fixed 4.80000000 N N N N N N Federal National Mortgage Association N/A 3138EQLB6 1183080.94000000 PA USD 1317142.70000000 0.063014554855 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.00000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AQ8 613000.00000000 PA USD 644171.66000000 0.030818369494 Long DBT CORP US N 2 2027-05-01 Fixed 3.10000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128285U0 4160000.00000000 PA USD 4339400.00000000 0.207604961360 Long DBT UST US N 2 2023-12-31 Fixed 2.62500000 N N N N N N Federal National Mortgage Association N/A 3138ELWE9 191803.54680000 PA USD 203679.12000000 0.009744387665 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132L8HE0 2240089.14000000 PA USD 2366909.41000000 0.113237345394 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DP7 275000.00000000 PA USD 305250.00000000 0.014603727348 Long DBT NUSS CO N 2 2029-03-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 36213FZ22 264674.20140000 PA USD 278033.92000000 0.013301659496 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N TYSON FOODS, INC. WD6L6041MNRW1JE49D58 902494AY9 260000.00000000 PA USD 315738.54000000 0.015105518596 Long DBT CORP US N 2 2044-08-15 Fixed 5.15000000 N N N N N N Freddie Mac N/A 3132M9GN8 112590.82000000 PA USD 118865.14000000 0.005686729224 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.50000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023BV6 140000.00000000 PA USD 147914.76000000 0.007076517037 Long DBT CORP US N 2 2047-03-01 Fixed 3.65000000 N N N N N N TEXAS EASTERN TRANSMISSION, LP 549300SIOULUXXIDGA69 882384AC4 220000.00000000 PA USD 221701.48000000 0.010606610865 Long DBT CORP US Y 2 2022-10-15 Fixed 2.80000000 N N N N N N CIGNA HOLDING COMPANY 45RS2W538ZOGNWLVIX82 125509BU2 580000.00000000 PA USD 596462.72000000 0.028535885131 Long DBT CORP US N 2 2025-04-15 Fixed 3.25000000 N N N N N N BP CAPITAL MARKETS P.L.C. 549300CRVT18MXX0AG93 05565QDN5 474000.00000000 PA USD 498475.94000000 0.023848015454 Long DBT CORP GB N 2 2027-09-19 Fixed 3.27900000 N N N N N N Freddie Mac N/A 31335AEK0 3525898.96720000 PA USD 3721902.35000000 0.178062726081 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AM1 155000.00000000 PA USD 156856.44000000 0.007504303628 Long DBT CORP US N 2 2027-01-15 Fixed 3.15000000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 N/A 1000000.00000000 PA 1101918.05000000 0.052717807575 Long DBT CORP CA N 2 2024-04-25 Fixed 0.37500000 N N N N N N CELGENE CORPORATION 4SIHMF0MOSTTL8CD0X64 151020AE4 90000.00000000 PA USD 91551.24000000 0.004379981481 Long DBT CORP US N 2 2020-10-15 Fixed 3.95000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 589331AS6 95000.00000000 PA USD 104982.22000000 0.005022544528 Long DBT CORP US N 2 2042-09-15 Fixed 3.60000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAN8 4000.00000000 PA USD 4100.37000000 0.000196169321 Long DBT CORP US N 2 2023-01-23 Fixed 3.12500000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBQ6 270000.00000000 PA USD 268937.28000000 0.012866459331 Long DBT CORP US Y 2 2049-09-15 Fixed 3.10000000 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585ABC5 10000.00000000 PA USD 11233.21000000 0.000537417644 Long DBT CORP US N 2 2026-12-15 Fixed 5.12500000 N N N N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 760942BB7 1590000.00000000 PA USD 1745025.00000000 0.083485239364 Long DBT NUSS UY N 2 2027-10-27 Fixed 4.37500000 N N N N N N EXPEDIA GROUP, INC. N/A 30212PAP0 190000.00000000 PA USD 198370.64000000 0.009490420116 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N Federal National Mortgage Association N/A 31417F4H8 111961.39600000 PA USD 113639.01000000 0.005436701451 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDH4 495000.00000000 PA 547191.86000000 0.026178675612 Long DBT CORP US N 2 2022-06-02 Fixed 0.50000000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EL0 90000.00000000 PA USD 88797.06000000 0.004248216391 Long DBT CORP US N 2 2049-09-15 Fixed 3.20000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148LAE6 23000.00000000 PA USD 24314.01000000 0.001163227429 Long DBT CORP US N 2 2025-05-22 Fixed 3.75000000 N N N N N N Federal National Mortgage Association N/A 3140F5CW1 667206.52160000 PA USD 699215.21000000 0.033451755232 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FE9 25000.00000000 PA USD 34846.05000000 0.001667099798 Long DBT CORP US N 2 2037-11-30 Fixed 6.35000000 N N N N N N Freddie Mac N/A 3132GTR33 8718.80300000 PA USD 9164.17000000 0.000438430925 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138YXK95 55181.46700000 PA USD 56415.33000000 0.002699014242 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N Keybank National Association HUX2X73FUCYHUVH1BK78 49327M2S2 500000.00000000 PA USD 503023.50000000 0.024065579177 Long DBT CORP US N 2 2022-06-09 Fixed 2.40000000 N N N N N N Government National Mortgage Association 2 N/A 36183AF47 19460.87000000 PA USD 20877.78000000 0.000998831799 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 4.00000000 N N N N N N DASSAULT SYSTEMES SE 96950065LBWY0APQIM86 N/A 800000.00000000 PA 875082.82000000 0.041865588568 Long DBT CORP FR N 2 2022-09-16 Fixed 0.00000000 N N N N N N Federal National Mortgage Association N/A 3138EM3N9 46408.29040000 PA USD 51898.60000000 0.002482925484 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RAE2 2000000.00000000 PA USD 1851330.00000000 0.088571068146 Long DBT CORP US Y 2 2022-11-27 None 0.00000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AP4 300000.00000000 PA USD 300921.90000000 0.014396662999 Long DBT CORP GB N 2 2023-11-07 Fixed 2.90700000 N N N N N N MICROSOFT CORP N/A N/A 430000.00000000 PA 490558.96000000 0.023469252416 Long DBT CORP US N 2 2021-12-06 Fixed 2.12500000 N N N N N N Federal National Mortgage Association N/A 3140FHWE3 699796.22000000 PA USD 712268.39000000 0.034076243624 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WAQ3 32000.00000000 PA USD 40331.87000000 0.001929551623 Long DBT CORP GB N 2 2037-02-27 Fixed 6.15000000 N N N N N N Federal National Mortgage Association N/A 3140HMXK5 621577.70520000 PA USD 662659.12000000 0.031702843942 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5.00000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AQ1 47000.00000000 PA USD 47305.31000000 0.002263173953 Long DBT CORP GB N 2 2022-06-12 Fixed 2.37500000 N N N N N N SABINE PASS LIQUEFACTION, LLC 549300KJYBG7C6WJYZ11 785592AJ5 660000.00000000 PA USD 735075.00000000 0.035167354236 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N Freddie Mac N/A 3128MEK91 197518.71900000 PA USD 202966.69000000 0.009710303690 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132KE2B0 95962.97300000 PA USD 97363.30000000 0.004658041234 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 2.50000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G3P7 223000.00000000 PA USD 268020.80000000 0.012822613224 Long DBT CORP US N 2 2038-01-14 Fixed 5.87500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBL8 247000.00000000 PA USD 250032.17000000 0.011962003731 Long DBT CORP US N 2 2023-09-15 Fixed 2.40000000 N N N N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017DA4 3627000.00000000 PA USD 3707595.57000000 0.177378263135 Long DBT CORP US N 2 2021-08-16 Fixed 3.35000000 N N N N N N KINDER MORGAN ENERGY PARTNERS, L.P. 549300PDHUGWPWGOT525 494550BW5 235000.00000000 PA USD 266499.87000000 0.012749849106 Long DBT CORP US N 2 2044-09-01 Fixed 5.40000000 N N N N N N MOLSON COORS BREWING COMPANY 54930073LBBH6ZCBE225 60871RAF7 280000.00000000 PA USD 279089.72000000 0.013352170930 Long DBT CORP US N 2 2021-07-15 Fixed 2.10000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CB3 41000.00000000 PA USD 41520.58000000 0.001986421718 Long DBT CORP US N 2 2021-02-22 Fixed 3.00000000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EJ5 900000.00000000 PA USD 971648.10000000 0.046485451043 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N Government National Mortgage Association 2 N/A 36198QTX6 13118.99000000 PA USD 13666.55000000 0.000653833153 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 4.00000000 N N N N N N CELGENE CORPORATION 4SIHMF0MOSTTL8CD0X64 151020AS3 512000.00000000 PA USD 550869.50000000 0.026354620745 Long DBT CORP US N 2 2025-08-15 Fixed 3.87500000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MER1 3000.00000000 PA USD 3040.69000000 0.000145472261 Long DBT CORP US N 2 2043-05-01 Fixed 3.62500000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448DY1 179000.00000000 PA USD 188772.33000000 0.009031219126 Long DBT CORP US N 2 2027-10-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 3617B9SG2 24097.00750000 PA USD 25363.84000000 0.001213453247 Long ABS-MBS USGA US N 2 2047-09-15 Fixed 4.00000000 N N N N N N Freddie Mac N/A 312943Q63 37706.06400000 PA USD 39925.12000000 0.001910091947 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738AR9 655000.00000000 PA USD 722600.59000000 0.034570555276 Long DBT CORP US N 2 2028-10-01 Fixed 4.20000000 N N N N N N Freddie Mac N/A 31335AWT1 3929560.46830000 PA USD 4130352.72000000 0.197603750942 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822AW4 135000.00000000 PA USD 137947.32000000 0.006599656182 Long DBT CORP JP N 2 2021-07-26 Fixed 3.53500000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RGL0 21000.00000000 PA USD 22705.18000000 0.001086258011 Long DBT CORP US N 2 2028-02-15 Fixed 4.10000000 N N N N N N Freddie Mac N/A 3132QMPY1 37121.14100000 PA USD 39985.54000000 0.001912982552 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138EQLE0 825463.52800000 PA USD 914854.71000000 0.043768349707 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association N/A 31417AQG7 153003.09260000 PA USD 162429.11000000 0.007770910518 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 3620AR4C2 43854.59100000 PA USD 47322.18000000 0.002263981045 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 3620AFPL5 31680.51200000 PA USD 34230.93000000 0.001637671314 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3140FG4K2 934725.03000000 PA USD 955602.04000000 0.045717777708 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556BZ4 1165000.00000000 PA USD 1161721.69000000 0.055578924866 Long DBT CORP US N 2 2029-10-01 Fixed 2.60000000 N N N N N N TYSON FOODS, INC. WD6L6041MNRW1JE49D58 902494BH5 72000.00000000 PA USD 87087.24000000 0.004166415424 Long DBT CORP US N 2 2048-09-28 Fixed 5.10000000 N N N N N N Federal National Mortgage Association N/A 3138XQM73 148019.64590000 PA USD 151742.18000000 0.007259627924 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBD7 1582000.00000000 PA USD 1693050.07000000 0.080998662110 Long DBT CORP US N 2 2030-05-06 Floating 3.70200000 N N N N N N BBCMS TRUST N/A 05548WAA5 4840000.00000000 PA USD 4827948.40000000 0.230978024849 Long ABS-MBS CORP US N 2 2037-03-15 Floating 2.75000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CQ0 375000.00000000 PA USD 404939.25000000 0.019373046354 Long DBT CORP US N 2 2047-09-15 Fixed 3.60000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWM2 82000.00000000 PA USD 83150.79000000 0.003978088340 Long DBT CORP US N 2 2023-07-24 Fixed 2.90500000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UCT4 255000.00000000 PA USD 255580.89000000 0.012227464809 Long DBT CORP US N 2 2020-07-01 Variable 2.57900000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEF9 3891000.00000000 PA USD 4110499.09000000 0.196653916382 Long DBT CORP US N 2 2027-01-20 Fixed 3.62500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGA2 8000.00000000 PA USD 8347.78000000 0.000399373310 Long DBT CORP US N 2 2024-09-09 Fixed 3.30000000 N N N N N N Freddie Mac N/A 3128M9GP1 246414.37050000 PA USD 259642.19000000 0.012421764949 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3132M7DL9 24271.76800000 PA USD 25611.04000000 0.001225279755 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 3.50000000 N N N N N N AT&T CORP. 4PD8YHHBETYIBWD91168 001957BD0 290000.00000000 PA USD 398104.75000000 0.019046071171 Long DBT CORP US N 2 2031-11-15 Variable 8.75000000 N N N N N N Freddie Mac N/A 31335ATS7 397083.93000000 PA USD 416344.45000000 0.019918692320 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 144141DB1 25000.00000000 PA USD 28040.18000000 0.001341494327 Long DBT CORP US N 2 2042-05-15 Fixed 4.10000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XAH8 20000.00000000 PA USD 28255.14000000 0.001351778413 Long DBT CORP US N 2 2039-07-08 Fixed 6.12500000 N N N N N N Federal National Mortgage Association N/A 3138WJH27 386326.77220000 PA USD 398883.16000000 0.019083311752 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3140E9J31 155742.81000000 PA USD 167555.49000000 0.008016166066 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442UAA2 49000.00000000 PA USD 51618.02000000 0.002469502015 Long DBT CORP US N 2 2025-08-15 Fixed 3.25000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YAE9 200000.00000000 PA USD 199595.00000000 0.009548995774 Long DBT CORP JP N 2 2021-09-13 Fixed 2.27300000 N N N N N N CMS ENERGY CORPORATION 549300IA9XFBAGNIBW29 125896BQ2 62000.00000000 PA USD 63546.03000000 0.003040160184 Long DBT CORP US N 2 2026-05-15 Fixed 3.00000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XBC7 215000.00000000 PA USD 224412.70000000 0.010736320669 Long DBT CORP US N 2 2023-07-03 Fixed 3.87500000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBU6 5000.00000000 PA USD 5785.71000000 0.000276799119 Long DBT CORP US N 2 2049-02-01 Fixed 4.80000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAV3 200000.00000000 PA USD 201283.00000000 0.009629752831 Long DBT CORP DK Y 2 2025-12-20 Fixed 3.24400000 N N N N N N Suncor Energy Inc. 549300W70ZOQDVLCHY06 867229AD8 289000.00000000 PA USD 378552.14000000 0.018110637967 Long DBT CORP CA N 2 2034-12-01 Fixed 5.95000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 N/A 735000.00000000 PA 829670.50000000 0.039692978774 Long DBT CORP NL N 2 2022-03-15 Fixed 1.25000000 N N N N N N Freddie Mac N/A 3132VN2A0 2091093.08840000 PA USD 2137545.47000000 0.102264148201 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 31418C4M3 596027.59300000 PA USD 637539.70000000 0.030501084201 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 5.00000000 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BF5 1400000.00000000 PA USD 1414369.60000000 0.067666070460 Long DBT CORP US Y 2 2021-03-15 Fixed 3.15000000 N N N N N N ORANGE S.A. 969500MCOONR8990S771 N/A 900000.00000000 PA 994806.02000000 0.047593368978 Long DBT CORP FR N 2 2022-01-15 Fixed 0.50000000 N N N N N N Federal National Mortgage Association N/A 31418C2E3 3930504.52970000 PA USD 4207794.79000000 0.201308723507 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162CF5 19000.00000000 PA USD 22051.27000000 0.001054973742 Long DBT CORP US N 2 2051-06-15 Fixed 4.66300000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148LAC0 961000.00000000 PA USD 1002058.73000000 0.047940352104 Long DBT CORP US N 2 2025-01-23 Fixed 3.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWV2 375000.00000000 PA USD 398021.25000000 0.019042076376 Long DBT CORP US N 2 2029-04-23 Fixed 3.81400000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17322MAW6 3030000.00000000 PA USD 3236827.80000000 0.154855858033 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.85500000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BJ0 34000.00000000 PA USD 42171.42000000 0.002017559114 Long DBT CORP US N 2 2049-03-15 Fixed 4.90000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FV1 68000.00000000 PA USD 70283.44000000 0.003362490400 Long DBT CORP US N 2 2026-11-15 Fixed 2.95000000 N N N N N N TransCanada PipeLines Limited 5BV01I6231JPDAPMGH09 89352HAX7 377000.00000000 PA USD 429350.97000000 0.020540948411 Long DBT CORP CA N 2 2038-05-15 Fixed 4.75000000 N N N N N N Federal National Mortgage Association N/A 3138XWZV3 23293.09500000 PA USD 24891.25000000 0.001190843663 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAB1 335000.00000000 PA USD 356413.54000000 0.017051486196 Long DBT CORP US Y 2 2024-01-25 Fixed 4.03000000 N N N N N N AMERICAN HOMES 4 RENT TRUST N/A 02665XAA7 2411489.30600000 PA USD 2518511.20000000 0.120490256800 Long ABS-MBS CORP US N 2 2036-12-17 Fixed 3.67800000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGZ6 211000.00000000 PA USD 220076.38000000 0.010528863060 Long DBT CORP US N 2 2026-01-23 Fixed 3.36600000 N N N N N N Freddie Mac N/A 3137BBFC9 1307242.03460000 PA USD 1487201.29000000 0.071150473877 Long ABS-MBS USGSE US N 2 2044-04-15 Fixed 4.00000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBN2 1190000.00000000 PA USD 1176827.89000000 0.056301633551 Long DBT CORP US N 2 2077-08-16 Floating 5.25000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YAZ2 1015000.00000000 PA USD 1012233.11000000 0.048427113354 Long DBT CORP JP N 2 2025-09-13 Fixed 2.55500000 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 N/A 1260000.00000000 PA 1422100.04000000 0.068035909078 Long DBT CORP GB N 2 2021-06-18 Fixed 2.12500000 N N N N N N Federal National Mortgage Association N/A 3140E9HN9 112830.27000000 PA USD 123890.37000000 0.005927145567 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138WZVF6 99645.55000000 PA USD 105973.56000000 0.005069972076 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 83189DAC4 872326.17000000 PA USD 872894.34000000 0.041760887617 Long ABS-MBS CORP US N 2 2035-10-15 Floating 2.77750000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BX5 3000.00000000 PA USD 3274.77000000 0.000156671083 Long DBT CORP US N 2 2047-11-01 Fixed 3.94200000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 225000.00000000 PA USD 238678.20000000 0.011418808703 Long DBT CORP GB N 2 2028-03-13 Fixed 4.04100000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AAD9 588000.00000000 PA USD 590812.99000000 0.028265591547 Long DBT CORP US Y 2 2020-10-30 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 3617BTGM8 26286.86700000 PA USD 27627.93000000 0.001321771521 Long ABS-MBS USGA US N 2 2048-01-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 21H0326A3 1952797.00000000 PA USD 2022670.52000000 0.096768317082 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 3.50000000 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAA1 1500000.00000000 PA USD 1589715.00000000 0.076054920299 Long DBT CORP GB Y 2 2023-11-07 Fixed 5.00000000 N N N N N N LVMH MOET HENNESSY LOUIS VUITTON SE IOG4E947OATN0KJYSD45 N/A 200000.00000000 PA 218853.53000000 0.010470359644 Long DBT CORP FR N 2 2021-02-28 Fixed 0.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFQ7 7000.00000000 PA USD 8438.20000000 0.000403699171 Long DBT CORP US N 2 2045-04-21 Fixed 4.75000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837AH6 370000.00000000 PA USD 397974.59000000 0.019039844075 Long DBT CORP NL N 2 2027-03-29 Fixed 3.95000000 N N N N N N Federal National Mortgage Association N/A 3138ERR93 681175.81000000 PA USD 712043.11000000 0.034065465810 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138WUMC4 144488.53200000 PA USD 148513.60000000 0.007105166656 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N HUNTINGTON INGALLS INDUSTRIES, INC. 5TZLZ6WJTBVJ0QWBG121 446413AH9 1057000.00000000 PA USD 1104565.00000000 0.052844442583 Long DBT CORP US Y 2 2025-11-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association N/A 3138WHFL1 127486.07700000 PA USD 131391.59000000 0.006286017874 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023BS3 124000.00000000 PA USD 124554.28000000 0.005958908256 Long DBT CORP US N 2 2046-06-15 Fixed 3.37500000 N N N N N N Federal National Mortgage Association N/A 3138WQPF3 64692.28460000 PA USD 66205.55000000 0.003167396563 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 3.00000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442UAC8 100000.00000000 PA USD 107176.80000000 0.005127537314 Long DBT CORP US N 2 2046-10-15 Fixed 3.70000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HJH4 711000.00000000 PA USD 733754.84000000 0.035104195327 Long DBT CORP US N 2 2023-01-25 Fixed 3.20000000 N N N N N N Federal National Mortgage Association N/A 3138E6JT4 46345.28900000 PA USD 49220.86000000 0.002354817426 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N THE INTERPUBLIC GROUP OF COMPANIES, INC. 5493008IUOJ5VWTRC333 460690BN9 145000.00000000 PA USD 148513.21000000 0.007105147998 Long DBT CORP US N 2 2021-10-01 Fixed 3.75000000 N N N N N N Federal National Mortgage Association N/A 31417C3C7 189966.62830000 PA USD 192567.77000000 0.009212800029 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 312942H40 263534.19000000 PA USD 282133.46000000 0.013497789109 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 31410KFF6 48145.05100000 PA USD 55710.30000000 0.002665284297 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association N/A 3140E9HP4 129793.59000000 PA USD 138656.91000000 0.006633604286 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3140Q9YZ0 405963.44000000 PA USD 424082.70000000 0.020288904582 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.00000000 N N N N N N COX COMMUNICATIONS, INC. 5493001NEDZNIFRP2R92 224044CH8 1648000.00000000 PA USD 1716097.01000000 0.082101270556 Long DBT CORP US Y 2 2024-08-15 Fixed 3.15000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 94989XBC8 1635000.00000000 PA USD 1763233.05000000 0.084356346318 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.71800000 N N N N N N Northern States Power Company (Wisconsin) OOVRSRHKQSBLKRB7QM17 665789BA0 135000.00000000 PA USD 154229.54000000 0.007378627850 Long DBT CORP US N 2 2048-09-01 Fixed 4.20000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBC6 149000.00000000 PA USD 159263.87000000 0.007619479554 Long DBT CORP US N 2 2026-02-14 Fixed 4.40000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAG5 568000.00000000 PA USD 623421.46000000 0.029825641359 Long DBT CORP US N 2 2024-12-01 Fixed 4.87500000 N N N N N N Government National Mortgage Association 2 N/A 36179R4E6 20518294.80290000 PA USD 21270412.39000000 1.017616062669 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAR0 1743000.00000000 PA USD 1879970.17000000 0.089941267111 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N KINDER MORGAN ENERGY PARTNERS, L.P. 549300PDHUGWPWGOT525 494550BU9 432000.00000000 PA USD 497471.33000000 0.023799953044 Long DBT CORP US N 2 2044-03-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 31335AAT5 279030.36900000 PA USD 296366.08000000 0.014178704103 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 01F0606A8 4823000.00000000 PA USD 5374630.63000000 0.257132318815 Long ABS-MBS USGSE US N 2 2048-10-25 Fixed 6.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 230000.00000000 PA USD 239373.65000000 0.011452080324 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CG8 18000.00000000 PA USD 18457.24000000 0.000883028666 Long DBT CORP US N 2 2025-06-15 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGK9 47000.00000000 PA USD 47642.44000000 0.002279302879 Long DBT CORP US N 2 2023-04-24 Fixed 2.88100000 N N N N N N Government National Mortgage Association 2 N/A 36202E4F3 18294.55110000 PA USD 19213.59000000 0.000919213856 Long ABS-MBS USGA US N 2 2039-04-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138WF4T0 13565.11800000 PA USD 14397.35000000 0.000688795983 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 22945DAG8 1580000.00000000 PA USD 1774355.80000000 0.084888479351 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.05290000 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAS1 320000.00000000 PA USD 323772.48000000 0.015489877218 Long DBT CORP KY N 2 2023-06-06 Fixed 2.80000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BU2 65000.00000000 PA USD 66249.89000000 0.003169517871 Long DBT CORP US N 2 2021-05-17 Fixed 3.37500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 306000.00000000 PA USD 334421.89000000 0.015999364785 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N CHEVRON CORPORATION N/A 166764AB6 10000.00000000 PA USD 10076.23000000 0.000482065571 Long DBT CORP US N 2 2022-12-05 Fixed 2.35500000 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL S.A. VBHFXSYT7OG62HNT8T76 06675FAF4 1118000.00000000 PA USD 1126255.31000000 0.053882147327 Long DBT CORP FR Y 2 2020-10-15 Fixed 2.75000000 N N N N N N Freddie Mac N/A 3132KE4Z5 412708.13100000 PA USD 423806.22000000 0.020275677265 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 3622A24Y5 624326.59500000 PA USD 645208.96000000 0.030867995854 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3137FEZU7 3185000.00000000 PA USD 3592775.55000000 0.171885059970 Long ABS-MBS USGSE US N 2 2028-04-25 Fixed 3.90000000 N N N N N N Federal National Mortgage Association N/A 3140Q9U68 794313.95000000 PA USD 835836.04000000 0.039987949667 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.00000000 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62947QAV0 1396000.00000000 PA USD 1484995.00000000 0.071044920863 Long DBT CORP NL Y 2 2023-06-01 Fixed 4.62500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 225000.00000000 PA USD 249688.13000000 0.011945544218 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAE1 79000.00000000 PA USD 86835.93000000 0.004154392287 Long DBT CORP US N 2 2028-07-15 Fixed 3.80000000 N N N N N N Mylan Inc. 30ZMPDNA1RHIBH89C294 628530BC0 140000.00000000 PA USD 149374.82000000 0.007146369022 Long DBT CORP US N 2 2043-11-29 Fixed 5.40000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FD4 97000.00000000 PA USD 126161.50000000 0.006035800648 Long DBT CORP US N 2 2041-02-01 Fixed 5.25000000 N N N N N N Freddie Mac N/A 3132WJUD1 222670.02000000 PA USD 230061.77000000 0.011006582677 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138WHE32 1364982.68240000 PA USD 1431223.11000000 0.068472373703 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BC7 359000.00000000 PA USD 395866.79000000 0.018939003005 Long DBT CORP US N 2 2035-02-12 Fixed 3.50000000 N N N N N N UBS Group Funding (Switzerland) AG 506700Q800G1L95S7805 90351DAH0 1197000.00000000 PA USD 1206567.62000000 0.057724437509 Long DBT CORP CH Y 2 2022-02-01 Fixed 2.65000000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183BG8 5824798.03000000 PA USD 5877804.43000000 0.281205088623 Long ABS-MBS CORP US N 2 2030-04-15 Fixed 3.04000000 N N N N N N RELX Capital Inc. 2R15C3RTKJN1RCBOV146 74949LAB8 2269000.00000000 PA USD 2348818.88000000 0.112371860816 Long DBT CORP US N 2 2023-03-16 Fixed 3.50000000 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAM9 330000.00000000 PA USD 346323.45000000 0.016568757536 Long DBT CORP US N 2 2027-05-15 Fixed 3.20000000 N N N N N N Government National Mortgage Association 2 N/A 36196FZJ6 268997.64900000 PA USD 280424.74000000 0.013416040768 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GVM3 20000.00000000 PA USD 21309.84000000 0.001019502352 Long DBT CORP US N 2 2024-03-03 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3128MJ3D0 2958820.57960000 PA USD 3024617.68000000 0.144703331471 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63939NAB9 1000707.36000000 PA USD 1033600.30000000 0.049449359437 Long ABS-MBS CORP US N 2 2045-12-15 Fixed 3.91000000 N N N N N N Freddie Mac N/A 3132XWBS9 190195.11000000 PA USD 197950.80000000 0.009470334190 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179SLS4 5387841.41440000 PA USD 5614075.42000000 0.268587802609 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.50000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397XK4 270000.00000000 PA USD 270588.06000000 0.012945435714 Long DBT CORP US N 2 2020-08-04 Fixed 3.15700000 N N N N N N Freddie Mac N/A 3128MJ3H1 3177834.54610000 PA USD 3248524.30000000 0.155415440332 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138MDYY2 129438.79310000 PA USD 133129.89000000 0.006369181377 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286T2 2690000.00000000 PA USD 2857284.38000000 0.136697795387 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N Federal National Mortgage Association N/A 3140J5YR4 867567.31940000 PA USD 920501.18000000 0.044038487326 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N THE CLOROX COMPANY 54930044KVSC06Z79I06 189054AV1 145000.00000000 PA USD 150654.86000000 0.007207608514 Long DBT CORP US N 2 2027-10-01 Fixed 3.10000000 N N N N N N Federal National Mortgage Association N/A 3140QBMW5 10509064.80050000 PA USD 11346147.54000000 0.542820786659 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36182XAY7 30159.07000000 PA USD 32346.35000000 0.001547509504 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 31418AS66 34775.34930000 PA USD 36292.74000000 0.001736312136 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N EXPEDIA GROUP, INC. N/A 30212PAQ8 905000.00000000 PA USD 900803.52000000 0.043096114661 Long DBT CORP US Y 2 2030-02-15 Fixed 3.25000000 N N N N N N Freddie Mac N/A 3132WJUH2 132534.69000000 PA USD 135380.42000000 0.006476850915 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29273RBJ7 883000.00000000 PA USD 1036463.63000000 0.049586346466 Long DBT CORP US N 2 2045-12-15 Fixed 6.12500000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BE1 848000.00000000 PA USD 976461.82000000 0.046715748354 Long DBT CORP NL N 2 2035-05-11 Fixed 4.12500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAM8 1120000.00000000 PA USD 1180581.92000000 0.056481233323 Long DBT CORP US N 2 2029-01-23 Floating 3.50900000 N N N N N N Freddie Mac N/A 3132M9ML5 19677.45800000 PA USD 20636.19000000 0.000987273684 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.50000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BM5 2925000.00000000 PA USD 3019948.43000000 0.144479945872 Long DBT CORP JP N 2 2029-07-18 Fixed 3.19500000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543CH4 70000.00000000 PA USD 71465.66000000 0.003419050002 Long DBT CORP US N 2 2022-11-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3140HATG5 50252.06000000 PA USD 52543.99000000 0.002513802141 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 2158000.00000000 PA USD 2270572.07000000 0.108628387993 Long DBT CORP US N 2 2027-03-01 Fixed 4.12500000 N N N N N N NORTHWEST PIPELINE LLC 549300FFKMN9OW536A14 66775VAB1 1650000.00000000 PA USD 1731297.15000000 0.082828473505 Long DBT CORP US N 2 2027-04-01 Fixed 4.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BY7 887000.00000000 PA USD 930707.81000000 0.044526791476 Long DBT CORP US N 2 2029-06-15 Fixed 2.95000000 N N N N N N Federal National Mortgage Association N/A 3140J5HA0 1569559.73350000 PA USD 1645934.75000000 0.078744577631 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BC9 6000.00000000 PA USD 6067.44000000 0.000290277606 Long DBT CORP US N 2 2022-05-16 Fixed 2.35000000 N N N N N N Federal National Mortgage Association N/A 31385XAZ0 85766.13400000 PA USD 96354.70000000 0.004609787936 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association N/A 3138WJNC8 1705749.80000000 PA USD 1736509.14000000 0.083077824794 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132QTAC0 28915.84000000 PA USD 30370.91000000 0.001453000782 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62947QAZ1 816000.00000000 PA USD 884340.00000000 0.042308469265 Long DBT CORP NL Y 2 2024-03-01 Fixed 4.87500000 N N N N N N Federal National Mortgage Association N/A 3140FG5Y1 677815.67000000 PA USD 692898.48000000 0.033149551128 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N nVent Finance S.a r.l. 549300KO1OQ4MVFB6X02 67078AAD5 657000.00000000 PA USD 693941.80000000 0.033199465496 Long DBT CORP LU N 2 2028-04-15 Fixed 4.55000000 N N N N N N Freddie Mac N/A 3132J7RZ7 205474.16000000 PA USD 209655.56000000 0.010030311663 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 25000.00000000 PA USD 34174.55000000 0.001634973990 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N Federal National Mortgage Association N/A 3140J5X87 2045414.32250000 PA USD 2137168.34000000 0.102246105601 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138WKK79 361478.46000000 PA USD 366375.52000000 0.017528085835 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 3138WFAF3 28691.54160000 PA USD 29065.66000000 0.001390555196 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N AIR LIQUIDE FINANCE S.A. 549300YGXL5Z3R14K812 N/A 800000.00000000 PA 883993.03000000 0.042291869575 Long DBT CORP FR N 2 2022-04-18 Fixed 0.37500000 N N N N N N Government National Mortgage Association 2 N/A 36179NDR6 387494.87100000 PA USD 409775.10000000 0.019604402406 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138EH3N0 63555.15000000 PA USD 71775.97000000 0.003433895810 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association N/A 3138WHD25 180273.17770000 PA USD 182973.70000000 0.008753801889 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 2.50000000 N N N N N N Merck Financial Services GmbH 549300OELEN3ZS5RB682 N/A 1100000.00000000 PA 1201752.40000000 0.057494068434 Long DBT CORP DE N 2 2023-12-15 Fixed 0.00500000 N N N N N N Government National Mortgage Association 2 N/A 36202FLP9 51301.66700000 PA USD 54797.95000000 0.002621635777 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3138Y75R9 15841.36800000 PA USD 17085.90000000 0.000817421212 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 00440EAR8 289000.00000000 PA USD 304186.95000000 0.014552869060 Long DBT CORP US N 2 2024-05-15 Fixed 3.35000000 N N N N N N ESB FINANCE DESIGNATED ACTIVITY COMPANY 635400VCPRSU89DLMZ57 N/A 395000.00000000 PA 495807.65000000 0.023720359501 Long DBT CORP IE N 2 2024-01-12 Fixed 3.49400000 N N N N N N LOEWS CORPORATION R8V1FN4M5ITGZOG7BS19 540424AS7 45000.00000000 PA USD 48096.90000000 0.002301045090 Long DBT CORP US N 2 2026-04-01 Fixed 3.75000000 N N N N N N ING Bank N.V. 3TK20IVIUJ8J3ZU0QE75 N/A 1000000.00000000 PA 1092872.71000000 0.052285061697 Long DBT CORP NL N 2 2022-04-08 Fixed 0.00000000 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 N/A 940000.00000000 PA 1027044.25000000 0.049135705820 Long DBT CORP US N 2 2021-07-21 Fixed 0.00000000 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WCA7 3000.00000000 PA USD 3046.97000000 0.000145772708 Long DBT CORP US N 2 2022-11-16 Fixed 2.60000000 N N N N N N AETNA INC. 549300QKBENKLBXQ8968 00817YAZ1 75000.00000000 PA USD 73462.58000000 0.003514586367 Long DBT CORP US N 2 2047-08-15 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YD6 32155000.00000000 PA USD 31642529.69000000 1.513837432280 Long DBT UST US N 2 2026-08-31 Fixed 1.37500000 N N N N N N Federal National Mortgage Association N/A 3138WB6N0 566180.78300000 PA USD 580427.73000000 0.027768741406 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3140FCTN8 101436.55000000 PA USD 104587.32000000 0.005003651778 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822VAK7 20000.00000000 PA USD 21323.70000000 0.001020165440 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N United States of America N/A N/A -11.00000000 NC USD 85849.83000000 0.004107215430 N/A DIR US N 1 XCBT N/A Short United States of America US Ultra T-Bond Futures (Composite) Dec 2019 2019-12-19 -2196818.58 USD 85849.83 N N N Federal National Mortgage Association N/A 31417EKK6 538544.87100000 PA USD 553920.44000000 0.026500583385 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3140J9SN2 2394558.12220000 PA USD 2443658.56000000 0.116909167379 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBW0 177000.00000000 PA USD 176061.55000000 0.008423111786 Long DBT CORP US N 2 2027-01-15 Fixed 2.35000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCM1 15000.00000000 PA USD 18328.86000000 0.000876886729 Long DBT CORP US N 2 2048-10-15 Fixed 4.70000000 N N N N N N Federal National Mortgage Association N/A 3140J73M5 2871576.09660000 PA USD 3025705.90000000 0.144755393938 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.50000000 N N N N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 036752AB9 22000.00000000 PA USD 23074.00000000 0.001103903046 Long DBT CORP US N 2 2027-12-01 Fixed 3.65000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135AJ5 39000.00000000 PA USD 39638.08000000 0.001896359419 Long DBT CORP US N 2 2022-11-29 Fixed 2.50000000 N N N N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 26078JAC4 1770000.00000000 PA USD 1953580.86000000 0.093462939336 Long DBT CORP US N 2 2025-11-15 Fixed 4.49300000 N N N N N N Freddie Mac N/A 3132WGNW3 3327847.24310000 PA USD 3397897.96000000 0.162561753858 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DL6 3516000.00000000 PA USD 3728626.58000000 0.178384425742 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.87500000 N N N N N N Federal National Mortgage Association N/A 3138WKK95 708436.82000000 PA USD 718425.08000000 0.034370791117 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 31417FY44 131980.38000000 PA USD 135086.01000000 0.006462765793 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBG5 134000.00000000 PA USD 157932.53000000 0.007555785774 Long DBT CORP US N 2 2043-01-15 Fixed 4.50000000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BC1 445000.00000000 PA USD 494772.36000000 0.023670829303 Long DBT CORP US N 2 2028-05-15 Fixed 3.75000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076AS1 709000.00000000 PA USD 979138.22000000 0.046843792305 Long DBT CORP US N 2 2036-12-16 Fixed 5.87500000 N N N N N N Freddie Mac N/A 31335BCD6 1000459.41980000 PA USD 1042496.26000000 0.049874958698 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3140E7GP9 196474.77000000 PA USD 209886.50000000 0.010041360262 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138ERV56 401730.03610000 PA USD 419611.88000000 0.020075012244 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AT6 14000.00000000 PA USD 14107.80000000 0.000674943373 Long DBT CORP US N 2 2022-08-22 Fixed 2.50000000 N N N N N United States of America 254900HROIFWPRGM1V77 912828Y87 30095000.00000000 PA USD 30367735.94000000 1.452848929904 Long DBT UST US N 2 2024-07-31 Fixed 1.75000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDS8 8000.00000000 PA USD 8145.98000000 0.000389718823 Long DBT CORP US N 2 2029-08-15 Fixed 2.87500000 N N N N N N Federal National Mortgage Association N/A 3138WJ4K1 833594.99640000 PA USD 846321.56000000 0.040489596433 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N INTERSTATE POWER AND LIGHT COMPANY EF9UQIIO4KY2BWOK3P26 461070AQ7 17000.00000000 PA USD 18166.52000000 0.000869120081 Long DBT CORP US N 2 2029-04-01 Fixed 3.60000000 N N N N N N Federal National Mortgage Association N/A 3140J7VU6 703253.28700000 PA USD 747563.71000000 0.035764837334 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36241KZW1 234851.42900000 PA USD 254501.50000000 0.012175824785 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FJ8 510000.00000000 PA USD 527358.36000000 0.025229804109 Long DBT CORP US N 2 2022-09-01 Fixed 3.45000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128282Y5 32537000.00000000 PA USD 33396180.16000000 1.597735330161 Long DBT UST US N 2 2024-09-30 Fixed 2.12500000 N N N N N N Freddie Mac N/A 31307M2W5 221333.26100000 PA USD 226853.71000000 0.010853103124 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138ERGY0 771972.45670000 PA USD 790132.44000000 0.037801404497 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N TOTAL CAPITAL INTERNATIONAL SA 549300U37G2I8G4RUG09 N/A 400000.00000000 PA 457855.27000000 0.021904647102 Long DBT CORP FR N 2 2021-11-19 Fixed 2.12500000 N N N N N N Federal National Mortgage Association N/A 3140FAVB5 4595326.49060000 PA USD 4745105.78000000 0.227014679934 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HM8 169000.00000000 PA USD 190566.26000000 0.009117044071 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WCZ2 75000.00000000 PA USD 75673.88000000 0.003620379069 Long DBT CORP US N 2 2024-06-27 Fixed 2.40000000 N N N N N N Federal National Mortgage Association N/A 3140FCNS3 53550.33310000 PA USD 57633.79000000 0.002757307633 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36230UEK1 172078.31500000 PA USD 180991.82000000 0.008658985066 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138ENNY1 378366.91800000 PA USD 391955.38000000 0.018751873881 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138LTL63 23682.57450000 PA USD 24845.97000000 0.001188677384 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAT9 415000.00000000 PA USD 434941.17000000 0.020808393969 Long DBT CORP US N 2 2026-03-01 Fixed 3.04300000 N N N N N N Federal National Mortgage Association N/A 01F0326A7 -19116945.00000000 PA USD -19606816.72000000 -0.93802655379 Short ABS-MBS USGSE US N 2 2048-10-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36202FGD2 794.80500000 PA USD 848.94000000 0.000040614867 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3140FBLP3 37497.09300000 PA USD 40360.55000000 0.001930923727 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N BERKSHIRE HATHAWAY INC. 5493000C01ZX7D35SD85 084670BS6 128000.00000000 PA USD 134889.60000000 0.006453369174 Long DBT CORP US N 2 2026-03-15 Fixed 3.12500000 N N N N N N AMERICAN AIRLINES 2016-3 PASS THROUGH TRUSTS N/A 023771R91 478089.29710000 PA USD 485596.73000000 0.023231850110 Long DBT CORP US N 2 2030-04-15 Fixed 3.00000000 N N N N N N AMERICAN AIRLINES 2016-2 PASS THROUGH TRUSTS N/A 023765AA8 237667.00000000 PA USD 244331.18000000 0.011689257773 Long ABS-MBS CORP US N 2 2029-12-15 Fixed 3.20000000 N N N N N N Government National Mortgage Association 2 N/A 36202FVH6 8928.19100000 PA USD 9694.82000000 0.000463818207 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association N/A 31417ECF6 811948.72520000 PA USD 835052.13000000 0.039950445956 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BP7 600000.00000000 PA USD 624571.20000000 0.029880647057 Long DBT CORP US N 2 2024-06-15 Fixed 3.30000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MEX8 10000.00000000 PA USD 10078.63000000 0.000482180391 Long DBT CORP US N 2 2020-12-09 Fixed 2.75000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAC5 165000.00000000 PA USD 207611.75000000 0.009932531994 Long DBT CORP US N 2 2041-03-01 Fixed 5.05000000 N N N N N N UNION ELECTRIC COMPANY QMPJLLDULY5C1M8PNY21 906548CP5 585000.00000000 PA USD 633181.19000000 0.030292564982 Long DBT CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3140J7MK8 945002.61080000 PA USD 941482.58000000 0.045042276499 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.00000000 N N N N N N Freddie Mac N/A 3132GDC67 2727.18590000 PA USD 2916.39000000 0.000139525518 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.00000000 N N N N N N CHT MORTGAGE TRUST N/A 12546DAA5 3870000.00000000 PA USD 3865356.00000000 0.184925815325 Long ABS-MBS CORP US N 2 2036-11-15 Floating 2.95700000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAV7 385000.00000000 PA USD 388217.06000000 0.018573025704 Long DBT CORP US N 2 2022-08-15 Fixed 2.76400000 N N N N N N BAIDU, INC. 254900AL64IANZYI1E02 056752AM0 490000.00000000 PA USD 522609.99000000 0.025002633262 Long DBT CORP KY N 2 2024-05-14 Fixed 4.37500000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AQ3 440000.00000000 PA USD 511121.60000000 0.024453007332 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N U.S. DOLLAR N/A N/A 484000.00000000 OU Contract Amount USD 7622.20000000 0.000364660214 N/A DFE US N N/A BANK NATIONAL PARIS N/A 484000.00000000 EUR 535214.80000000 USD 2019-10-03 7622.2 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RW3 2421000.00000000 PA USD 2481762.26000000 0.118732119208 Long DBT CORP US N 2 2026-04-22 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3128MJ2V1 508135.89570000 PA USD 519438.28000000 0.024850892761 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RGQ9 3912000.00000000 PA USD 4305652.82000000 0.205990433545 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CN3 125000.00000000 PA USD 123391.38000000 0.005903272958 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N ANDEAVOR LOGISTICS LP 5493009LC18D9CGP2H42 03350WAC3 119000.00000000 PA USD 126437.50000000 0.006049005001 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N MOTOROLA SOLUTIONS, INC. 6S552MUG6KGJVEBSEC55 620076BF5 190000.00000000 PA USD 200908.85000000 0.009611852800 Long DBT CORP US N 2 2024-09-01 Fixed 4.00000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAL8 268000.00000000 PA USD 301456.32000000 0.014422230646 Long DBT CORP US N 2 2049-06-01 Fixed 3.65000000 N N N N N N Federal National Mortgage Association N/A 3140FCTF5 383888.40000000 PA USD 389751.68000000 0.018646444777 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N ECOLAB INC. 82DYEISM090VG8LTLS26 278865AV2 2000.00000000 PA USD 2049.36000000 0.000098045191 Long DBT CORP US N 2 2026-11-01 Fixed 2.70000000 N N N N N N Government National Mortgage Association 2 N/A 36179RD71 4032558.37140000 PA USD 4212924.95000000 0.201554159897 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.50000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAM6 303000.00000000 PA USD 346992.27000000 0.016600755128 Long DBT CORP US N 2 2041-12-15 Fixed 4.25000000 N N N N N N BAE SYSTEMS HOLDINGS INC. MF62XBVMNYTYMC18DL76 05523UAP5 205000.00000000 PA USD 215436.96000000 0.010306904585 Long DBT CORP US Y 2 2025-12-15 Fixed 3.85000000 N N N N N N Freddie Mac N/A 3128M9ZF2 123130.28900000 PA USD 136128.80000000 0.006512654805 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 5.00000000 N N N N N N UNITED AIRLINES, INC. K1OQBWM7XEOO08LDNP29 90931LAA6 51879.08250000 PA USD 53047.56000000 0.002537893866 Long DBT CORP US N 2 2030-01-07 Fixed 3.10000000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAD1 13000.00000000 PA USD 18387.14000000 0.000879674952 Long DBT CORP US N 2 2037-06-15 Fixed 6.25000000 N N N N N N Federal National Mortgage Association N/A 31417HBJ2 2701682.84800000 PA USD 2777121.32000000 0.132862645603 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BY9 688000.00000000 PA USD 742070.61000000 0.035502037220 Long DBT CORP US N 2 2027-02-06 Fixed 3.30000000 N N N N N N HP INC. WHKXQACZ14C5XRO8LW03 428236BF9 7000.00000000 PA USD 7114.60000000 0.000340375687 Long DBT CORP US N 2 2020-12-01 Fixed 3.75000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RDS8 58000.00000000 PA USD 70163.24000000 0.003356739809 Long DBT CORP US N 2 2047-03-01 Fixed 5.45000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBD1 180000.00000000 PA USD 185877.00000000 0.008892701157 Long DBT CORP GB N 2 2043-02-19 Fixed 4.37500000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 144141CV8 220000.00000000 PA USD 285521.94000000 0.013659900290 Long DBT CORP US N 2 2035-04-01 Fixed 5.70000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918AJ3 100000.00000000 PA USD 125449.20000000 0.006001722892 Long DBT CORP US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Deutsche Bank AG (New York Branch) N/A 251526BU2 180000.00000000 PA USD 179967.60000000 0.008609984478 Long DBT CORP US N 2 2020-08-20 Fixed 2.95000000 N N N N N N UNITED AIRLINES CLASS B PASS THROUGH CERTIFICATES, SERIES 2016 2 N/A 90933JAA9 8715.27850000 PA USD 8811.66000000 0.000421566192 Long DBT CORP US N 2 2027-04-07 Fixed 3.65000000 N N N N N N Federal National Mortgage Association N/A 3136ATMA9 1204972.60000000 PA USD 1206470.02000000 0.057719768144 Long ABS-MBS USGSE US N 2 2046-08-25 Floating 2.41838000 N N N N N N Government National Mortgage Association 2 N/A 36179RBW8 1436719.48100000 PA USD 1482007.45000000 0.070901990918 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.00000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CF4 7000.00000000 PA USD 7271.47000000 0.000347880639 Long DBT CORP US N 2 2026-05-20 Fixed 3.12500000 N N N N N N COX COMMUNICATIONS, INC. 5493001NEDZNIFRP2R92 224044CG0 5000.00000000 PA USD 5158.30000000 0.000246782659 Long DBT CORP US Y 2 2026-09-15 Fixed 3.35000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XBG0 300000.00000000 PA USD 323827.20000000 0.015492495124 Long DBT CORP US N 2 2026-03-01 Fixed 5.25000000 N N N N N N Freddie Mac N/A 3137B9AH8 889757.40750000 PA USD 1078229.97000000 0.051584525800 Long ABS-MBS USGSE US N 2 2044-03-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3138WH3T7 400418.79470000 PA USD 404702.05000000 0.019361698265 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N AMERICAN AIRLINES, INC. IWUQB36BXD6OWD6X4T14 02377BAC0 1053766.35130000 PA USD 1088183.41000000 0.052060716870 Long DBT CORP US N 2 2025-03-22 Fixed 4.40000000 N N N N N N Freddie Mac N/A 3132QPPR9 14488.89340000 PA USD 15193.59000000 0.000726889584 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAF3 3847000.00000000 PA USD 4052895.29000000 0.193898043526 Long DBT CORP US N 2 2028-05-01 Fixed 3.54000000 N N N N N N Federal National Mortgage Association N/A 3138ETQY5 309456.49000000 PA USD 324287.44000000 0.015514513861 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138EP6D1 72297.21010000 PA USD 75301.28000000 0.003602553192 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3140J76Q3 952511.68210000 PA USD 962085.98000000 0.046027981449 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 2.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LM1 265000.00000000 PA USD 267937.53000000 0.012818629433 Long DBT CORP US N 2 2023-07-24 Fixed 2.87600000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818EC8 74000.00000000 PA USD 77561.55000000 0.003710688710 Long DBT CORP US N 2 2055-02-01 Fixed 3.87500000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508BG8 625000.00000000 PA USD 613918.13000000 0.029370984388 Long DBT CORP US N 2 2029-09-04 Fixed 2.25000000 N N N N N N Freddie Mac N/A 3132KE3D5 156344.60100000 PA USD 158696.16000000 0.007592319252 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233DAR8 25000.00000000 PA USD 28444.55000000 0.001360840140 Long DBT CORP US N 2 2022-09-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association N/A 3138EQA36 192109.53700000 PA USD 197348.91000000 0.009441538653 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106LBK4 770000.00000000 PA USD 892596.32000000 0.042703466959 Long DBT CORP US N 2 2049-07-15 Fixed 4.15000000 N N N N N N VIACOM INC. X0ST5BPF0CZG9FE5OV61 92553PAW2 291000.00000000 PA USD 327386.35000000 0.015662771475 Long DBT CORP US N 2 2044-04-01 Fixed 5.25000000 N N N N N N UBS Group Funding (Switzerland) AG 506700Q800G1L95S7805 90351DAB3 395000.00000000 PA USD 426055.30000000 0.020383277433 Long DBT CORP CH Y 2 2025-09-24 Fixed 4.12500000 N N N N N N CREDIT AGRICOLE S.A. LONDON BRANCH N/A N/A 1400000.00000000 PA 1568286.84000000 0.075029757298 Long DBT CORP GB N 2 2022-12-01 Fixed 0.75000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZW6 300000.00000000 PA USD 299725.20000000 0.014339410647 Long DBT CORP US N 2 2026-08-01 Fixed 4.54200000 N N N N N N Federal National Mortgage Association N/A 3138LQ2K9 146522.58280000 PA USD 150283.21000000 0.007189828088 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807AR9 302000.00000000 PA USD 305611.32000000 0.014621013568 Long DBT CORP US N 2 2021-06-15 Fixed 2.80000000 N N N N N N Freddie Mac N/A 3128M96X5 539094.79700000 PA USD 583313.70000000 0.027906811575 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138WFTF3 463230.78900000 PA USD 494959.30000000 0.023679772860 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3140FGPR4 236736.03190000 PA USD 246472.22000000 0.011791689106 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBE2 576000.00000000 PA USD 665936.06000000 0.031859618842 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 460146CS0 430000.00000000 PA USD 443425.46000000 0.021214298172 Long DBT CORP US N 2 2048-08-15 Fixed 4.35000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457BW9 240000.00000000 PA USD 257435.28000000 0.012316182273 Long DBT CORP US N 2 2024-06-24 Fixed 4.55000000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738AU2 1362000.00000000 PA USD 1428902.80000000 0.068361365760 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 31292LYR0 286173.43730000 PA USD 294710.78000000 0.014099511474 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 891906AD1 300000.00000000 PA USD 305789.40000000 0.014629533246 Long DBT CORP US N 2 2021-04-01 Fixed 3.80000000 N N N N N N Federal National Mortgage Association N/A 3140FFVU2 30358.83630000 PA USD 32843.44000000 0.001571291213 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.00000000 N N N N N N UNITED AIR LINES, INC. N/A 90932JAA0 505000.00000000 PA USD 506105.95000000 0.024213049314 Long DBT CORP US N 2 2033-11-01 Fixed 2.70000000 N N N N N N ONE LINCOLN STREET COMMERCIAL MORTGAGE TRUST N/A 68241FAA0 4052613.63000000 PA USD 4455889.21000000 0.213178021677 Long ABS-MBS CORP US N 2 2030-10-15 Variable 5.72400000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WAY4 6000.00000000 PA USD 5968.12000000 0.000285525953 Long DBT CORP US N 2 2026-10-01 Fixed 2.40000000 N N N N N N Freddie Mac N/A 312941KX4 35064.33800000 PA USD 37564.89000000 0.001797174157 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N VNDO MORTGAGE TRUST N/A 91830MAA4 1460000.00000000 PA USD 1479710.00000000 0.070792076640 Long ABS-MBS CORP US N 2 2029-12-13 Fixed 3.80800000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828WG1 1735000.00000000 PA USD 1748825.78000000 0.083667075743 Long DBT UST US N 2 2021-04-30 Fixed 2.25000000 N N N N N N BROADCOM CORPORATION KFFV4ZWM9DJH1ND3BD89 11134LAH2 2532000.00000000 PA USD 2537540.02000000 0.121400630917 Long DBT CORP US N 2 2027-01-15 Fixed 3.87500000 N N N N N N Federal National Mortgage Association N/A 3138XRZJ1 268215.13300000 PA USD 275893.25000000 0.013199245864 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 3.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAP4 36000.00000000 PA USD 36943.24000000 0.001767433265 Long DBT CORP US N 2 2022-11-06 Fixed 3.20000000 N N N N N N ENGIE S.A. LAXUQCHT4FH58LRZDY46 N/A 1400000.00000000 PA 1546728.42000000 0.073998362416 Long DBT CORP FR N 2 2023-02-28 Fixed 0.37500000 N N N N N N Federal National Mortgage Association N/A 3138W9F88 266268.44130000 PA USD 269542.64000000 0.012895420878 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2.50000000 N N N N N N UNITED AIR LINES, INC. N/A 90932KAA7 348000.00000000 PA USD 347711.16000000 0.016635148162 Long DBT CORP US N 2 2029-11-01 Fixed 3.50000000 N N N N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AT3 120000.00000000 PA USD 140917.44000000 0.006741752243 Long DBT CORP US N 2 2048-08-15 Fixed 4.25000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216BJ8 1710000.00000000 PA 1935415.87000000 0.092593892452 Long DBT CORP US N 2 2022-09-22 Fixed 1.12500000 N N N N N N Federal National Mortgage Association N/A 3138WESF7 708682.73490000 PA USD 778172.20000000 0.037229204386 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.00000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YBA6 364000.00000000 PA USD 361701.34000000 0.017304464376 Long DBT CORP JP N 2 2030-09-13 Fixed 2.86900000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 96950FAH7 10000.00000000 PA USD 10263.78000000 0.000491038311 Long DBT CORP US N 2 2021-11-15 Fixed 4.00000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BY4 50000.00000000 PA USD 51656.80000000 0.002471357323 Long DBT CORP US N 2 2021-11-05 Fixed 3.70000000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 228227BE3 105000.00000000 PA USD 111422.64000000 0.005330666191 Long DBT CORP US N 2 2022-04-15 Fixed 4.87500000 N N N N N N Federal National Mortgage Association N/A 3140J7MB8 619259.23130000 PA USD 679552.27000000 0.032511043636 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3138EQD25 35975.37250000 PA USD 37014.59000000 0.001770846782 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36202FMA1 818426.89400000 PA USD 876584.33000000 0.041937423597 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 4.00000000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286CC9 3200000.00000000 PA USD 3355952.00000000 0.160554981169 Long DBT NUSS PH N 2 2028-02-01 Fixed 3.00000000 N N N N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106LBJ7 571000.00000000 PA USD 644828.59000000 0.030849798246 Long DBT CORP US N 2 2039-07-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138WJEP9 294904.28950000 PA USD 298462.32000000 0.014278992121 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 3140J75N1 331181.09490000 PA USD 335900.47000000 0.016070102801 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179RF87 77065.77950000 PA USD 79715.00000000 0.003813713761 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SF6 10470000.00000000 PA USD 12482203.13000000 0.597171797597 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3140J7X91 110176.47400000 PA USD 111587.97000000 0.005338575886 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 2.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAM3 13000.00000000 PA USD 18287.18000000 0.000874892680 Long DBT CORP US N 2 2037-03-15 Fixed 6.45000000 N N N N N N Freddie Mac N/A 31307M4M5 235017.79050000 PA USD 238440.84000000 0.011407452960 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 3140J7MC6 701614.19080000 PA USD 697934.39000000 0.033390478422 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.00000000 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BT2 614000.00000000 PA USD 737801.43000000 0.035297791714 Long DBT CORP US N 2 2035-03-15 Fixed 4.37500000 N N N N N N Medtronic Global Holdings S.C.A. 549300JXMTTP8GKYIX14 58507LAG4 400000.00000000 PA 441272.89000000 0.021111315222 Long DBT CORP LU N 2 2023-03-07 Fixed 0.37500000 N N N N N N Federal National Mortgage Association N/A 3138WPHP2 58316.76800000 PA USD 59187.68000000 0.002831648619 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3140Q9SF1 704021.97970000 PA USD 754349.82000000 0.036089497449 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association N/A 3140J8FC2 185120.07640000 PA USD 200274.38000000 0.009581498576 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617BFTR3 809116.00000000 PA USD 848395.30000000 0.040588808009 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AK1 7000.00000000 PA USD 8685.86000000 0.000415547686 Long DBT CORP US N 2 2045-12-15 Fixed 5.30000000 N N N N N N Freddie Mac N/A 3132KEXZ3 45855.96600000 PA USD 47207.05000000 0.002258473012 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3140Q9ZV8 420177.57000000 PA USD 441158.28000000 0.021105832067 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 4.00000000 N N N N N N WISCONSIN POWER AND LIGHT COMPANY JWBYHVQVMY66CVCOSO49 976826BL0 140000.00000000 PA USD 145230.12000000 0.006948078870 Long DBT CORP US N 2 2027-10-15 Fixed 3.05000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216BS8 169000.00000000 PA USD 176753.38000000 0.008456210219 Long DBT CORP US N 2 2025-10-27 Fixed 2.87500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2B8 586000.00000000 PA USD 592097.33000000 0.028327036759 Long DBT CORP US N 2 2022-07-22 Fixed 2.62500000 N N N N N N Federal National Mortgage Association N/A 3138XTVX0 658997.70670000 PA USD 678045.60000000 0.032438961743 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 3.00000000 N N N N N N INTERSTATE POWER AND LIGHT COMPANY EF9UQIIO4KY2BWOK3P26 461070AR5 55000.00000000 PA USD 55508.42000000 0.002655625982 Long DBT CORP US N 2 2049-09-30 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 31419A4H7 38570.06400000 PA USD 43465.80000000 0.002079484659 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association N/A 3138EPJ54 153633.79100000 PA USD 158072.66000000 0.007562489853 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.00000000 N N N N N N VIACOM INC. X0ST5BPF0CZG9FE5OV61 925524AX8 140000.00000000 PA USD 184273.46000000 0.008815984823 Long DBT CORP US N 2 2036-04-30 Fixed 6.87500000 N N N N N N Federal National Mortgage Association N/A 3140Q8WF8 5520748.38010000 PA USD 5808332.55000000 0.277881424761 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N APTIV PLC N/A 03835VAH9 55000.00000000 PA USD 62622.40000000 0.002995972008 Long DBT CORP JE N 2 2049-03-15 Fixed 5.40000000 N N N N N N Federal National Mortgage Association N/A 01F0506A9 64000.00000000 PA USD 68550.00000000 0.003279559409 Long ABS-MBS USGSE US N 2 2049-10-25 Fixed 5.00000000 N N N N N N U.S. DOLLAR N/A N/A 1423000.00000000 OU Contract Amount USD 22104.37000000 0.001057514144 N/A DFE US N N/A CIBC (CADN IMPERIAL BANK OF COMMERCE) N/A 1423000.00000000 EUR 1573270.22000000 USD 2019-10-03 22104.37 N N N Federal National Mortgage Association N/A 3138XBGG3 318229.85000000 PA USD 330865.80000000 0.015829234830 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.50000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAU8 539000.00000000 PA USD 601350.98000000 0.028769748575 Long DBT CORP US N 2 2048-03-15 Fixed 3.95000000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAD7 365000.00000000 PA USD 446216.15000000 0.021347809968 Long DBT CORP US Y 2 2039-01-25 Fixed 5.47600000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DW2 920000.00000000 PA USD 1337483.12000000 0.063987678353 Long DBT CORP US N 2 2096-09-15 Fixed 7.73000000 N N N N N N Federal National Mortgage Association N/A 3140FMEE2 43489.32220000 PA USD 45472.76000000 0.002175501355 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BB4 558000.00000000 PA USD 641022.59000000 0.030667712132 Long DBT CORP US N 2 2042-12-15 Fixed 4.07000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YAH2 210000.00000000 PA USD 213015.60000000 0.010191062222 Long DBT CORP JP N 2 2022-02-28 Fixed 2.95300000 N N N N N N Federal National Mortgage Association N/A 3138YDMR7 178076.07100000 PA USD 190299.89000000 0.009104300435 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N WESTPAC BANKING CORP N/A 961214DU4 110000.00000000 PA USD 110864.27000000 0.005303952733 Long DBT CORP AU N 2 2021-01-25 Fixed 2.65000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83404WAB3 1170000.00000000 PA USD 1206678.26000000 0.057729730732 Long ABS-MBS CORP US N 2 2048-08-17 Fixed 3.09000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 25152R2Y8 206000.00000000 PA USD 206519.53000000 0.009880278159 Long DBT CORP DE N 2 2026-01-13 Fixed 4.10000000 N N N N N N MIAMI-DADE CNTY FLA AVIATION REV N/A 59333P4P0 140000.00000000 PA USD 150869.60000000 0.007217882075 Long DBT MUN US N 2 2029-10-01 Fixed 3.27500000 N N N N N N Freddie Mac N/A 3132MANN7 8492.44880000 PA USD 8902.53000000 0.000425913581 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 3.50000000 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AS8 120000.00000000 PA USD 138443.76000000 0.006623406794 Long DBT CORP US N 2 2048-11-15 Fixed 4.50000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HC0 460000.00000000 PA USD 491535.30000000 0.023515962336 Long DBT CORP US N 2 2050-05-01 Fixed 3.95000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83404LAC5 93114.26000000 PA USD 93142.27000000 0.004456099314 Long ABS-MBS CORP US N 2 2033-04-25 Fixed 2.34000000 N N N N N N Federal National Mortgage Association N/A 01F0224A0 -3806000.00000000 PA USD -3838113.13000000 -0.18362246579 Short ABS-MBS USGSE US N 2 2034-10-25 Fixed 2.50000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BS7 35000.00000000 PA USD 36315.27000000 0.001737390013 Long DBT CORP US N 2 2023-02-27 Fixed 3.40000000 N N N N N N Federal National Mortgage Association N/A 3138WWMN6 196234.27700000 PA USD 205193.74000000 0.009816849901 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833AL4 2559000.00000000 PA USD 2870258.85000000 0.137318518147 Long DBT CORP US N 2 2043-05-04 Fixed 3.85000000 N N N N N N Federal National Mortgage Association N/A 3140E7HA1 59483.39000000 PA USD 62846.50000000 0.003006693368 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46651GAL3 1390850.00000000 PA USD 1388157.59000000 0.066412039183 Long ABS-MBS CORP US N 2 2050-02-25 Floating 0.00000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CF1 581000.00000000 PA USD 628198.70000000 0.030054193400 Long DBT NUSS ID N 2 2028-04-24 Fixed 4.10000000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822VAP6 20000.00000000 PA USD 21008.62000000 0.001005091428 Long DBT CORP US N 2 2049-11-15 Fixed 4.00000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HHW3 140000.00000000 PA USD 144293.24000000 0.006903256790 Long DBT CORP US N 2 2029-07-30 Fixed 3.00000000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508BD5 260000.00000000 PA USD 316463.42000000 0.015140198202 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N NORTHERN NATURAL GAS COMPANY 5493007M02M6CT9EXE41 665501AL6 1060000.00000000 PA USD 1227753.48000000 0.058738008428 Long DBT CORP US Y 2 2049-01-15 Fixed 4.30000000 N N N N N N Federal National Mortgage Association N/A 3138YGYN6 100442.66700000 PA USD 101625.61000000 0.004861958067 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 2.50000000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 94988J5T0 280000.00000000 PA USD 288022.56000000 0.013779534599 Long DBT CORP US N 2 2021-10-22 Fixed 3.62500000 N N N N N N Freddie Mac N/A 3132GJ5A3 36723.96300000 PA USD 38914.89000000 0.001861760666 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HK2 489000.00000000 PA USD 545498.57000000 0.026097665471 Long DBT CORP US N 2 2048-03-01 Fixed 4.30000000 N N N N N N Federal National Mortgage Association N/A 3138WJRK6 191788.74000000 PA USD 196072.00000000 0.009380448906 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Corporacion Financiera de Desarrollo S.A. - COFIDE 254900BOM7T4MG6T0J30 21987DAD6 245000.00000000 PA USD 269806.25000000 0.012908032471 Long DBT PE Y 2 2025-07-15 Fixed 4.75000000 N N N N N N AMERICAN AIRLINES, INC. IWUQB36BXD6OWD6X4T14 02376AAA7 342407.74420000 PA USD 352943.63000000 0.016885479252 Long DBT CORP US N 2 2031-04-15 Fixed 3.35000000 N N N N N N TransCanada PipeLines Limited 5BV01I6231JPDAPMGH09 89352HAB5 136000.00000000 PA USD 167786.06000000 0.008027196963 Long DBT CORP CA N 2 2036-03-15 Fixed 5.85000000 N N N N N N Federal National Mortgage Association N/A 3138ERA91 36060.65460000 PA USD 37158.58000000 0.001777735531 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CR0 295000.00000000 PA USD 332861.48000000 0.015924711871 Long DBT CORP US N 2 2049-06-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 31335ABE7 292549.44480000 PA USD 297447.71000000 0.014230451293 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3.00000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CR4 415000.00000000 PA USD 418354.86000000 0.020014874071 Long DBT CORP US N 2 2026-08-15 Fixed 3.20000000 N N N N N N Federal National Mortgage Association N/A 31416YVG0 52604.10000000 PA USD 56861.32000000 0.002720351233 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N AMERICAN AIRLINES, INC. N/A 02377LAA2 735000.00000000 PA USD 753720.45000000 0.036059387219 Long DBT CORP US N 2 2033-08-15 Fixed 3.50000000 N N N N N N American Airlines Pass Through Trust N/A 02376XAA7 9715.24220000 PA USD 9946.14000000 0.000475841823 Long DBT CORP US N 2 2022-10-01 Fixed 4.37500000 N N N N N N Ressources Teck Limitee T8KI5SQ2JRWHL7XY0E11 878742AW5 30000.00000000 PA USD 33112.50000000 0.001584163544 Long DBT CORP CA N 2 2041-07-15 Fixed 6.25000000 N N N N N N Freddie Mac N/A 31335BEU6 2477756.11800000 PA USD 2715545.93000000 0.129916764499 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N TransCanada PipeLines Limited 5BV01I6231JPDAPMGH09 893526DJ9 641000.00000000 PA USD 825815.04000000 0.039508526402 Long DBT CORP CA N 2 2040-06-01 Fixed 6.10000000 N N N N N N Freddie Mac N/A 3128MAD30 12056088.68500000 PA USD 12503093.73000000 0.598171242729 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BF2 695000.00000000 PA 768332.50000000 0.036758454849 Long DBT CORP US N 2 2023-11-15 Fixed 0.37500000 N N N N N N CLEVELAND OHIO ARPT SYS REV N/A 186352SP6 490000.00000000 PA USD 496159.30000000 0.023737183091 Long DBT MUN US N 2 2031-01-01 Fixed 2.88200000 N N N N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 629377CK6 80000.00000000 PA USD 82212.64000000 0.003933205500 Long DBT CORP US Y 2 2024-06-15 Fixed 3.75000000 N N N N N N Federal National Mortgage Association N/A 01F0406B8 18803000.00000000 PA USD 19521333.27000000 0.933936866668 Long ABS-MBS USGSE US N 2 2049-11-25 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132XWEV9 2061149.39400000 PA USD 2173266.63000000 0.103973114888 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 31410KNH3 111148.94300000 PA USD 125247.54000000 0.005992075103 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBK9 220000.00000000 PA USD 278050.96000000 0.013302474721 Long DBT CORP US N 2 2029-03-15 Fixed 5.75000000 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863AS9 755000.00000000 PA USD 776706.25000000 0.037159070613 Long DBT CORP GB Y 2 2024-09-11 Fixed 3.62500000 N N N N N N SPECTRA ENERGY PARTNERS, LP 2HKVXE7U4NF5B6UGSU72 84756NAF6 505000.00000000 PA USD 522811.35000000 0.025012266699 Long DBT CORP US N 2 2025-03-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138WKLB9 614632.63880000 PA USD 621568.17000000 0.029736976521 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.50000000 N N N N N N HSBC USA INC. 549300LBOHZ4QSIWU288 40428HPB2 435000.00000000 PA USD 446939.01000000 0.021382392934 Long DBT CORP US N 2 2020-09-27 Fixed 5.00000000 N N N N N N Federal National Mortgage Association N/A 3140Q9ZX4 2617004.79000000 PA USD 2748488.00000000 0.131492774355 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 4.00000000 N N N N N N RAYTHEON COMPANY YR6K3WJN0KKLUPZSNL57 755111AF8 280000.00000000 PA USD 373297.40000000 0.017859241439 Long DBT CORP US N 2 2027-08-15 Fixed 7.20000000 N N N N N N Freddie Mac N/A 35563PFG9 1514019.81000000 PA USD 1556770.27000000 0.074478783184 Long ABS-MBS USGSE US N 2 2057-11-25 Fixed 3.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XAW5 14000.00000000 PA USD 16618.20000000 0.000795045575 Long DBT CORP US N 2 2044-07-08 Fixed 4.50000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAE4 1845000.00000000 PA USD 1930958.55000000 0.092380645979 Long DBT CORP US N 2 2026-09-16 Fixed 3.20000000 N N N N N N Federal National Mortgage Association N/A 31417WK26 44912.71100000 PA USD 47665.62000000 0.002280411853 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36202FB47 101356.91700000 PA USD 111788.43000000 0.005348166265 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AP4 285000.00000000 PA USD 299585.45000000 0.014332724747 Long DBT CORP GB N 2 2024-03-14 Fixed 4.25000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140AV2 55000.00000000 PA USD 63621.47000000 0.003043769373 Long DBT CORP US N 2 2046-05-19 Fixed 4.10000000 N N N N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 742718FC8 255000.00000000 PA 286630.45000000 0.013712933469 Long DBT CORP US N 2 2024-10-30 Fixed 0.62500000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAT8 15000.00000000 PA USD 15049.56000000 0.000719998922 Long DBT CORP US N 2 2021-04-15 Fixed 2.45000000 N N N N N N WALGREENS BOOTS ALLIANCE, INC. 549300RPTUOIXG4LIH86 931427AB4 12000.00000000 PA USD 12778.54000000 0.000611349104 Long DBT CORP US N 2 2034-11-18 Fixed 4.50000000 N N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450YAC7 200000.00000000 PA USD 201106.00000000 0.009621284822 Long DBT CORP US N 2 2024-10-01 Fixed 2.40000000 N N N N N N Government National Mortgage Association N/A 01N0506A0 1000000.00000000 PA USD 1069218.75000000 0.051153412287 Long ABS-MBS USGA US N 2 2049-10-15 Fixed 5.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RHA3 502000.00000000 PA USD 583209.54000000 0.027901828367 Long DBT CORP US N 2 2046-11-15 Fixed 5.15000000 N N N N N N R. J. Reynolds Tobacco Company 549300KPLU1ZCCRLU823 544152AB7 955000.00000000 PA USD 977375.65000000 0.046759467680 Long DBT CORP US N 2 2020-05-01 Fixed 6.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128287F1 4980000.00000000 PA USD 4987003.13000000 0.238587498757 Long DBT UST US N 2 2021-07-31 Fixed 1.75000000 N N N N N N Freddie Mac N/A 3128M9YJ5 195579.76400000 PA USD 225298.30000000 0.010778689419 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 6.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CX6 2496000.00000000 PA USD 2697407.23000000 0.129048975378 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 05971KAD1 800000.00000000 PA USD 808652.80000000 0.038687452942 Long DBT CORP ES N 2 2024-06-27 Fixed 2.70600000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHQ5 430000.00000000 PA USD 471504.89000000 0.022557670293 Long DBT CORP US N 2 2030-02-07 Fixed 3.97400000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286Z8 9400000.00000000 PA USD 9479312.50000000 0.453507928581 Long DBT UST US N 2 2024-06-30 Fixed 1.75000000 N N N N N N Federal National Mortgage Association N/A 3138WJ2T4 1230560.63910000 PA USD 1278111.66000000 0.061147237357 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.50000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448EL8 10000.00000000 PA USD 10221.84000000 0.000489031824 Long DBT CORP US N 2 2029-07-29 Fixed 2.62500000 N N N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 824348AS5 45000.00000000 PA USD 49960.31000000 0.002390194088 Long DBT CORP US N 2 2045-08-01 Fixed 4.55000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CV8 95000.00000000 PA USD 110506.19000000 0.005286821520 Long DBT CORP US N 2 2050-02-15 Fixed 4.15000000 N N N N N N COMM MORTGAGE TRUST N/A 12593JBF2 667000.00000000 PA USD 715237.44000000 0.034218288494 Long ABS-MBS CORP US N 2 2048-08-10 Fixed 3.69600000 N N N N N N Federal National Mortgage Association N/A 31417FVE5 49770.49100000 PA USD 50943.56000000 0.002437234595 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738AT5 1164000.00000000 PA USD 1205122.96000000 0.057655322290 Long DBT CORP US N 2 2026-07-01 Fixed 3.20000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BM1 187000.00000000 PA USD 193020.47000000 0.009234458039 Long DBT CORP US N 2 2021-11-15 Fixed 3.87500000 N N N N N N Federal National Mortgage Association N/A 3138ERLF5 858426.76000000 PA USD 873779.71000000 0.041803245363 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138EJXL7 298938.21100000 PA USD 324789.61000000 0.015538538607 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.50000000 N N N N N N ArcelorMittal S.A. 2EULGUTUI56JI9SAL165 03938LBB9 105000.00000000 PA USD 105721.98000000 0.005057936021 Long DBT CORP LU N 2 2024-07-16 Fixed 3.60000000 N N N N N N Federal National Mortgage Association N/A 3138WEF61 219563.75100000 PA USD 222147.62000000 0.010627955032 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128285M8 1445000.00000000 PA USD 1622464.06000000 0.077621696198 Long DBT UST US N 2 2028-11-15 Fixed 3.12500000 N N N N N N BOARDWALK PIPELINES, LP 549300W6AQ2GHHCGL606 096630AG3 90000.00000000 PA USD 95698.62000000 0.004578399849 Long DBT CORP US N 2 2029-05-03 Fixed 4.80000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BM3 270000.00000000 PA USD 282455.91000000 0.013513215716 Long DBT CORP US N 2 2026-04-01 Fixed 3.00000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAP9 118000.00000000 PA USD 126496.94000000 0.006051848721 Long DBT CORP US N 2 2045-06-01 Fixed 3.75000000 N N N N N N THARALDSON HOTEL PORTFOLIO TRUST N/A 88327HAA1 388838.53000000 PA USD 387866.43000000 0.018556250913 Long ABS-MBS CORP US N 2 2034-11-11 Floating 2.79950000 N N N N N N Federal National Mortgage Association N/A 3138EJ3R7 64786.33800000 PA USD 69058.38000000 0.003303881253 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449LAB4 3710000.00000000 PA USD 3833930.25000000 0.183422349036 Long ABS-MBS CORP US N 2 2037-01-15 Fixed 3.60000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC 5493002SQ1AVQBY41K40 928668AM4 1390000.00000000 PA USD 1390546.27000000 0.066526318074 Long DBT CORP US Y 2 2020-05-22 Fixed 2.40000000 N N N N N N Government National Mortgage Association N/A 3622A2AJ1 140307.66000000 PA USD 151741.29000000 0.007259585345 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3138WVEF4 13655.35600000 PA USD 14344.87000000 0.000686285242 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138EJGM4 88292.93800000 PA USD 94134.07000000 0.004503548869 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N UNITED AIRLINESS INC 2018-1AA PASS THROUGH TRUST N/A 909318AA5 239452.31480000 PA USD 250672.33000000 0.011992630175 Long DBT CORP US N 2 2031-09-01 Fixed 3.50000000 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AM3 250000.00000000 PA USD 253866.00000000 0.012145421284 Long DBT CORP GG N 2 2021-04-16 Fixed 3.45000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528QHF4 4810000.00000000 PA USD 4824642.12000000 0.230819846269 Long ABS-MBS CORP US N 2 2026-09-15 Fixed 2.44000000 N N N N N N Federal National Mortgage Association N/A 3138WJEN4 437134.81190000 PA USD 440933.50000000 0.021095078174 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CC1 345000.00000000 PA USD 361044.92000000 0.017273060023 Long DBT CORP US N 2 2024-02-22 Fixed 3.40000000 N N N N N N Freddie Mac N/A 3132XCR98 5679682.63820000 PA USD 6142265.98000000 0.293857420713 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 834016AB3 501311.57700000 PA USD 503496.79000000 0.024088222250 Long ABS-MBS CORP US N 2 2033-08-25 Fixed 2.51000000 N N N N N N Federal National Mortgage Association N/A 3140J8GA5 971686.89750000 PA USD 1020183.05000000 0.048807453259 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAF9 30000.00000000 PA USD 37189.68000000 0.001779223413 Long DBT CORP US N 2 2045-12-14 Fixed 4.30000000 N N N N N N Federal National Mortgage Association N/A 31418MT51 51405.30000000 PA USD 57807.06000000 0.002765597192 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.50000000 N N N N N N ECOPETROL S.A. 254900IDGKCJICKBPA66 279158AK5 555000.00000000 PA USD 584137.50000000 0.027946223698 Long DBT CO N 2 2025-01-16 Fixed 4.12500000 N N N N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 958254AB0 442000.00000000 PA USD 447062.67000000 0.021388309059 Long DBT CORP US N 2 2022-07-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 31335AJP4 4145601.48220000 PA USD 4373498.25000000 0.209236285016 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 3.50000000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46637TAA8 236591.47600000 PA USD 243753.10000000 0.011661601352 Long ABS-MBS CORP US N 2 2030-05-05 Fixed 3.90540000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200JQ5 200000.00000000 PA USD 202128.40000000 0.009670198338 Long DBT CORP US N 2 2022-01-27 Fixed 2.50000000 N N N N N N LEAR CORPORATION 549300UPNBTXA1SYTQ33 521865AZ8 45000.00000000 PA USD 46220.94000000 0.002211295677 Long DBT CORP US N 2 2049-05-15 Fixed 5.25000000 N N N N N N Federal National Mortgage Association N/A 3138WJJZ2 1595489.44890000 PA USD 1725594.03000000 0.082555625644 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 4.00000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46648CAD6 3355470.95000000 PA USD 3449088.31000000 0.165010795346 Long ABS-MBS CORP US N 2 2047-01-25 Variable 3.50000000 N N N N N N Freddie Mac N/A 31335BAA4 181375.85020000 PA USD 192135.16000000 0.009192103163 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBD4 1735000.00000000 PA USD 1897798.52000000 0.090794208511 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FS2 201000.00000000 PA USD 234844.18000000 0.011235382060 Long DBT CORP US N 2 2048-07-15 Fixed 4.30000000 N N N N N N Government National Mortgage Association 2 N/A 36196FZG2 124987.56410000 PA USD 129462.51000000 0.006193727101 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3140JL4Q4 449580.89010000 PA USD 482392.53000000 0.023078555226 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association N/A 3140FKTD2 20165.90150000 PA USD 21150.36000000 0.001011872533 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BD8 433000.00000000 PA USD 526518.91000000 0.025189643260 Long DBT CORP US Y 2 2044-09-15 Fixed 4.90000000 N N N N N N IHS MARKIT LTD. 549300HLPTRASHS0E726 44962LAC1 62000.00000000 PA USD 65410.00000000 0.003129335973 Long DBT CORP BM Y 2 2026-03-01 Fixed 4.00000000 N N N N N N NBCUNIVERSAL MEDIA, LLC VTBDOQJ6KOGQ6K786R46 63946BAG5 1475000.00000000 PA USD 2027912.60000000 0.097019107933 Long DBT CORP US N 2 2041-04-01 Fixed 5.95000000 N N N N N N Federal National Mortgage Association N/A 3138WHXT4 187693.67270000 PA USD 193447.36000000 0.009254881250 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAP6 580000.00000000 PA USD 600878.84000000 0.028747160520 Long DBT CORP DK Y 2 2023-09-12 Fixed 3.87500000 N N N N N N Federal National Mortgage Association N/A 3138M1YD4 53730.85240000 PA USD 56371.21000000 0.002696903459 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138WFG26 201681.16200000 PA USD 204570.11000000 0.009787014283 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.50000000 N N N N N N DOLLAR GENERAL CORPORATION OPX52SQVOZI8IVSWYU66 256677AF2 25000.00000000 PA USD 27336.18000000 0.001307813659 Long DBT CORP US N 2 2028-05-01 Fixed 4.12500000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QAT7 30000.00000000 PA USD 31233.69000000 0.001494277781 Long DBT CORP US N 2 2026-05-04 Fixed 3.11900000 N N N N N N Keybank National Association HUX2X73FUCYHUVH1BK78 49327M2W3 250000.00000000 PA USD 254999.00000000 0.012199626110 Long DBT CORP US N 2 2021-06-15 Fixed 3.35000000 N N N N N N Federal National Mortgage Association N/A 3138ET2L9 686813.03800000 PA USD 756596.45000000 0.036196980404 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 5.00000000 N N N N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CD9 620000.00000000 PA 691459.46000000 0.033080705737 Long DBT CORP US N 2 2021-12-15 Fixed 1.12500000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAZ8 190000.00000000 PA USD 192074.23000000 0.009189188159 Long DBT CORP US N 2 2024-08-15 Fixed 3.22200000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135AQ9 2000.00000000 PA USD 2640.27000000 0.000126315424 Long DBT CORP US N 2 2044-12-05 Fixed 4.95000000 N N N N N N Federal National Mortgage Association N/A 31402RUN7 204648.69000000 PA USD 230869.43000000 0.011045222633 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325CX1 595000.00000000 PA USD 649293.75000000 0.031063419800 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.50000000 N N N N N N Toyota Motor Finance (Netherlands) B.V. 724500OPA8GZSQUNSR96 N/A 570000.00000000 PA 626422.30000000 0.029969207122 Long DBT CORP NL N 2 2022-01-10 Fixed 0.25000000 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WBH3 9000.00000000 PA USD 8959.19000000 0.000428624301 Long DBT CORP US N 2 2026-09-09 Fixed 2.30000000 N N N N N N Federal National Mortgage Association N/A 3138WAV95 97955.62700000 PA USD 102892.22000000 0.004922555043 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAC5 459000.00000000 PA USD 480724.01000000 0.022998730128 Long DBT CORP US N 2 2027-01-15 Fixed 3.20000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FQ5 590000.00000000 PA USD 679357.27000000 0.032501714473 Long DBT CORP US N 2 2048-03-01 Fixed 3.95000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CR7 64000.00000000 PA USD 67613.50000000 0.003234755508 Long DBT CORP US N 2 2024-04-01 Fixed 3.60000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DE3 697000.00000000 PA USD 779782.69000000 0.037306253220 Long DBT CORP US N 2 2050-02-15 Fixed 3.75000000 N N N N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222AG0 45000.00000000 PA USD 61580.43000000 0.002946122226 Long DBT CORP US N 2 2041-06-15 Fixed 5.85000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBG7 160000.00000000 PA USD 148546.08000000 0.007106720560 Long DBT CORP US Y 2 2045-04-15 Fixed 3.95000000 N N N N N N Federal National Mortgage Association N/A 3138WPHV9 106732.60000000 PA USD 108324.35000000 0.005182438239 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36197MQM3 161682.10330000 PA USD 173836.78000000 0.008316674654 Long ABS-MBS USGA US N 2 2047-03-15 Fixed 4.50000000 N N N N N N U.S. DOLLAR N/A N/A 47095000.00000000 OU Contract Amount USD 590742.81000000 0.028262234005 N/A DFE US N N/A NATWEST CAPITAL MARKETS LTD. N/A 47095000.00000000 EUR 51927465.05000000 USD 2019-10-03 590742.81 N N N Government National Mortgage Association 2 N/A 36196FZE7 147819.41420000 PA USD 152992.46000000 0.007319443643 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N THE DAYTON POWER AND LIGHT COMPANY 1ELKY8G44MKGCQWG6864 240019BT5 720000.00000000 PA USD 798579.36000000 0.038205520849 Long DBT CORP US Y 2 2049-06-15 Fixed 3.95000000 N N N N N N U.S. DOLLAR N/A N/A 406000.00000000 OU Contract Amount USD 3952.26000000 0.000189083464 N/A DFE US N N/A ANZ BANKING GROUP LTD N/A 406000.00000000 EUR 446519.61000000 USD 2019-10-03 3952.26 N N N Government National Mortgage Association N/A 3622A2AK8 100523.29000000 PA USD 108701.19000000 0.005200466965 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.50000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AU0 1585000.00000000 PA USD 1853094.83000000 0.088655500893 Long DBT CORP JP Y 2 2028-11-26 Fixed 5.00000000 N N N N N N SANOFI SA 549300E9PC51EN656011 N/A 1000000.00000000 PA 1094507.41000000 0.052363268784 Long DBT CORP FR N 2 2022-09-13 Fixed 0.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CF5 350000.00000000 PA USD 361882.15000000 0.017313114662 Long DBT CORP US N 2 2024-08-12 Fixed 3.37500000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BF2 8000.00000000 PA USD 9173.69000000 0.000438886380 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N Freddie Mac N/A 3137BXSV5 1196228.15800000 PA USD 1227844.47000000 0.058742361559 Long ABS-MBS USGSE US N 2 2027-03-25 Fixed 2.74800000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAE2 676000.00000000 PA USD 812135.58000000 0.038854075610 Long DBT CORP US N 2 2035-12-14 Fixed 4.15000000 N N N N N N Federal National Mortgage Association N/A 3140H3H82 102268.53270000 PA USD 107769.89000000 0.005155911842 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3140E7FV7 42864.76000000 PA USD 45296.03000000 0.002167046263 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36241KYF9 21295.92700000 PA USD 23578.80000000 0.001128053616 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 6.50000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAZ7 485000.00000000 PA USD 486826.03000000 0.023290662107 Long DBT CORP US N 2 2049-08-15 Fixed 3.20000000 N N N N N N CIM TRUST N/A 12557LBK0 4095000.00000000 PA USD 4088995.50000000 0.195625144669 Long ABS-MBS CORP US N 2 2049-08-25 Floating 2.99200000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818EH7 345000.00000000 PA USD 350354.75000000 0.016761622421 Long DBT CORP US N 2 2026-03-01 Fixed 2.75000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FU3 801000.00000000 PA USD 835689.71000000 0.039980948968 Long DBT CORP US N 2 2026-01-15 Fixed 3.15000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBU4 1569000.00000000 PA USD 1600003.44000000 0.076547138391 Long DBT CORP US N 2 2046-07-15 Fixed 3.40000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAM6 1185000.00000000 PA USD 1241169.00000000 0.059379831840 Long DBT CORP US N 2 2029-06-01 Fixed 2.95000000 N N N N N N Freddie Mac N/A 3132M7YQ5 25616.30800000 PA USD 26439.09000000 0.001264895206 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAK4 200000.00000000 PA USD 210972.40000000 0.010093311736 Long DBT CORP US N 2 2028-07-22 Fixed 3.59100000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BK9 822000.00000000 PA USD 982696.07000000 0.047014006462 Long DBT CORP US N 2 2035-11-03 Fixed 4.20000000 N N N N N N UBS Group Funding (Switzerland) AG 506700Q800G1L95S7805 90352JAE3 3445000.00000000 PA USD 3481637.58000000 0.166568012920 Long DBT CORP CH Y 2 2023-08-15 Floating 2.85900000 N N N N N N Suncor Energy Inc. 549300W70ZOQDVLCHY06 867229AE6 208000.00000000 PA USD 286434.10000000 0.013703539720 Long DBT CORP CA N 2 2038-06-15 Fixed 6.50000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAY9 500000.00000000 PA USD 544299.00000000 0.026040275813 Long DBT CORP US N 2 2043-02-15 Fixed 4.45000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JB7 85000.00000000 PA USD 102830.88000000 0.004919620424 Long DBT CORP US N 2 2043-08-15 Fixed 4.60000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MEY6 680000.00000000 PA USD 729095.32000000 0.034881275230 Long DBT CORP US N 2 2026-01-30 Fixed 3.70000000 N N N N N N Freddie Mac N/A 3132QMHE4 15890.14700000 PA USD 17121.70000000 0.000819133950 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138WJTK4 776736.63000000 PA USD 825030.97000000 0.039471015036 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 01F0304A3 -1718000.00000000 PA USD -1755849.69000000 -0.08400311265 Short ABS-MBS USGSE US N 2 2034-10-25 Fixed 3.00000000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAB7 304000.00000000 PA USD 314351.20000000 0.015039145672 Long DBT CORP US Y 2 2020-11-01 Fixed 5.40000000 N N N N N N DUKE ENERGY OHIO, INC. L6KC0HABGHNFU1Z6QY21 26442EAE0 645000.00000000 PA USD 696603.87000000 0.033326823873 Long DBT CORP US N 2 2046-06-15 Fixed 3.70000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128285W6 10945000.00000000 PA USD 11797291.92000000 0.564404372311 Long DBT UST US N 2 2029-01-15 Fixed 0.87500000 N N N N N N SKY LIMITED 2138003TS48MQKF4BZ29 111013AL2 460000.00000000 PA USD 492132.38000000 0.023544527753 Long DBT CORP GB Y 2 2024-09-16 Fixed 3.75000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAY8 10000.00000000 PA USD 10036.08000000 0.000480144720 Long DBT CORP US N 2 2039-08-16 Fixed 2.99500000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BM3 3822000.00000000 PA USD 3933812.61000000 0.188200906783 Long DBT CORP US N 2 2025-01-15 Fixed 2.93000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBC1 247000.00000000 PA USD 288997.66000000 0.013826185195 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46648UAF1 2616464.40000000 PA USD 2657517.83000000 0.127140592342 Long ABS-MBS CORP US N 2 2048-11-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138EQHU9 94357.80000000 PA USD 103618.80000000 0.004957315981 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CQ2 120000.00000000 PA USD 140953.68000000 0.006743486032 Long DBT CORP US N 2 2048-04-01 Fixed 4.15000000 N N N N N N Freddie Mac N/A 3128M9WN8 553283.81800000 PA USD 619854.67000000 0.029654999496 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HHM5 225000.00000000 PA USD 233410.50000000 0.011166792144 Long DBT CORP US N 2 2026-04-27 Fixed 3.10000000 N N N N N N Federal National Mortgage Association N/A 3138YAVF9 65964.18600000 PA USD 70506.76000000 0.003373174444 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBY1 9000.00000000 PA USD 9572.36000000 0.000457959493 Long DBT CORP US N 2 2029-05-15 Fixed 3.20000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AS1 37000.00000000 PA USD 37478.26000000 0.001793029616 Long DBT CORP NL N 2 2022-08-21 Fixed 2.37500000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BL1 217000.00000000 PA USD 221893.13000000 0.010615779757 Long DBT CORP US N 2 2023-02-15 Fixed 2.90300000 N N N N N N COX COMMUNICATIONS, INC. 5493001NEDZNIFRP2R92 224044BW6 48000.00000000 PA USD 49175.52000000 0.002352648276 Long DBT CORP US Y 2 2022-12-15 Fixed 3.25000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 96950FAD6 780000.00000000 PA USD 786843.72000000 0.037644066020 Long DBT CORP US N 2 2020-03-15 Fixed 5.25000000 N N N N N N Mitsui Fudosan Co., Ltd. 353800ND4ZKNZDYKMF33 60683MAB5 250000.00000000 PA USD 253750.00000000 0.012139871628 Long DBT CORP JP Y 2 2023-01-23 Fixed 2.95000000 N N N N N N Government National Mortgage Association 2 N/A 21H0306A7 -11125500.00000000 PA USD -11412329.30000000 -0.54598704506 Short ABS-MBS USGA US N 2 2049-10-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138WD7A3 34067.61550000 PA USD 34496.51000000 0.001650377154 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 2.50000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528QGW8 4830000.00000000 PA USD 5009279.43000000 0.239653238352 Long ABS-MBS CORP US N 2 2026-04-15 Fixed 3.06000000 N N N N N N Government National Mortgage Association 2 N/A 3620C5BR7 27234.51090000 PA USD 28689.75000000 0.001372570963 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3138W7GC2 399131.33000000 PA USD 409714.74000000 0.019601514671 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 742718EA3 825000.00000000 PA 955322.31000000 0.045704394905 Long DBT CORP US N 2 2022-08-16 Fixed 2.00000000 N N N N N N Federal National Mortgage Association N/A 01F0426A6 4318000.00000000 PA USD 4546044.38000000 0.217491212576 Long ABS-MBS USGSE US N 2 2049-10-25 Fixed 4.50000000 N N N N N N VEOLIA ENVIRONNEMENT S.A. 969500LENY69X51OOT31 N/A 1300000.00000000 PA 1439860.51000000 0.068885602973 Long DBT CORP FR N 2 2022-03-30 Fixed 0.67200000 N N N N N N ECOLAB INC. 82DYEISM090VG8LTLS26 278865AL4 142000.00000000 PA USD 148825.94000000 0.007120109582 Long DBT CORP US N 2 2021-12-08 Fixed 4.35000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CN8 835000.00000000 PA USD 947182.25000000 0.045314959306 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109AS3 327000.00000000 PA USD 335991.85000000 0.016074474590 Long DBT CORP US N 2 2027-01-15 Fixed 3.00000000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAB2 704000.00000000 PA USD 745359.30000000 0.035659374262 Long DBT CORP US N 2 2024-03-15 Fixed 3.65000000 N N N N N N Government National Mortgage Association 2 N/A 36179SSP3 426162.43800000 PA USD 438704.97000000 0.020988461157 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BN8 1268000.00000000 PA USD 1382120.00000000 0.066123189656 Long DBT CORP US N 2 2024-03-15 Fixed 5.00000000 N N N N N N BPCE S.A. 9695005MSX1OYEMGDF46 05583JAA0 470000.00000000 PA USD 476737.92000000 0.022808028174 Long DBT CORP FR Y 2 2022-05-22 Fixed 3.00000000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAL3 425000.00000000 PA USD 421709.23000000 0.020175353366 Long DBT CORP US N 2 2049-09-15 Fixed 3.15000000 N N N N N N Federal National Mortgage Association N/A 3140J55S4 357736.50750000 PA USD 382507.85000000 0.018299886486 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3138WCSJ3 360228.16500000 PA USD 369283.33000000 0.017667200870 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138EJMS4 40144.61000000 PA USD 42124.09000000 0.002015294758 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCL3 116000.00000000 PA USD 138281.74000000 0.006615655456 Long DBT CORP US N 2 2038-10-15 Fixed 4.60000000 N N N N N N BRITISH AIRWAYS N/A 11043XAB9 1606000.00000000 PA USD 1622060.00000000 0.077602365217 Long DBT CORP US N 2 2030-12-15 Fixed 3.35000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RBK7 1536000.00000000 PA USD 1614084.10000000 0.077220783337 Long DBT CORP US N 2 2045-06-15 Fixed 4.35000000 N N N N N N Federal National Mortgage Association N/A 31417FQL5 202911.51800000 PA USD 208287.41000000 0.009964856824 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XAS5 269000.00000000 PA USD 275794.13000000 0.013194503779 Long DBT CORP US N 2 2025-01-15 Fixed 4.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBQ3 285000.00000000 PA USD 338829.95000000 0.016210254569 Long DBT CORP US N 2 2045-08-15 Fixed 4.60000000 N N N N N N SKY LIMITED 2138003TS48MQKF4BZ29 N/A 495000.00000000 PA 556287.00000000 0.026613804014 Long DBT CORP GB N 2 2021-09-15 Fixed 1.50000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAN3 10000.00000000 PA USD 10602.33000000 0.000507235173 Long DBT CORP US N 2 2024-03-19 Fixed 4.37500000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAE3 2250000.00000000 PA USD 2252097.00000000 0.107744506306 Long DBT CORP US N 2 2020-02-03 Fixed 2.70000000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAE4 1609000.00000000 PA USD 1665315.00000000 0.079671764812 Long DBT CORP US Y 2 2022-08-15 Fixed 4.37500000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AF7 29000.00000000 PA USD 30354.68000000 0.001452224309 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N Freddie Mac N/A 3132GEB41 128469.57400000 PA USD 138492.00000000 0.006625714686 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3140FHWB9 300829.79000000 PA USD 310614.07000000 0.014860354426 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FL5 125000.00000000 PA USD 121449.88000000 0.005810387990 Long DBT CORP US N 2 2029-09-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association N/A 3140Q7XT9 658731.31670000 PA USD 700192.60000000 0.033498515386 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BG6 175000.00000000 PA USD 197278.20000000 0.009438155756 Long DBT CORP US N 2 2029-03-15 Fixed 4.37500000 N N N N N N TRINITY ACQUISITION PLC 549300FJZWZN6MJNGB63 89641UAC5 185000.00000000 PA USD 200166.49000000 0.009576336918 Long DBT CORP GB N 2 2026-03-15 Fixed 4.40000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCU3 117000.00000000 PA USD 132781.31000000 0.006352504662 Long DBT CORP US N 2 2030-10-15 Fixed 4.25000000 N N N N N N CONCHO RESOURCES INC. SYHS7HRDXLL4I0IQ8776 20605PAH4 550000.00000000 PA USD 571312.50000000 0.027332651861 Long DBT CORP US N 2 2027-10-01 Fixed 3.75000000 N N N N N N Freddie Mac N/A 3132QQAG7 109744.34460000 PA USD 115046.51000000 0.005504038867 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N BP CAPITAL MARKETS P.L.C. 549300CRVT18MXX0AG93 N/A 1035000.00000000 PA 1168018.25000000 0.055880163999 Long DBT CORP GB N 2 2022-03-03 Fixed 1.37300000 N N N N N N U.S. DOLLAR N/A N/A 253000.00000000 OU Contract Amount USD 4324.19000000 0.000206877286 N/A DFE US N N/A STANDARD CHARTER BANK N/A 253000.00000000 EUR 280111.23000000 USD 2019-10-03 4324.19 N N N VW CREDIT, INC. 549300UUPJ2NXDB68M19 91842KX84 13750000.00000000 PA USD 13742740.00000000 0.657478224336 Long STIV RF US Y 2 N N N Federal National Mortgage Association N/A 31417FU30 382851.58900000 PA USD 391869.24000000 0.018747752783 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AAY3 1420000.00000000 PA USD 1459443.34000000 0.069822481957 Long DBT CORP US Y 2 2022-02-01 Fixed 3.95000000 N N N N N N Government National Mortgage Association N/A 3617BTEQ1 39600.64890000 PA USD 41671.28000000 0.001993631486 Long ABS-MBS USGA US N 2 2048-01-15 Fixed 4.00000000 N N N N N N BAE SYSTEMS HOLDINGS INC. MF62XBVMNYTYMC18DL76 05523UAM2 1145000.00000000 PA USD 1149526.19000000 0.054995469479 Long DBT CORP US Y 2 2020-12-15 Fixed 2.85000000 N N N N N N Freddie Mac N/A 3132HM5K3 38177.29470000 PA USD 39526.57000000 0.001891024574 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N TEXAS EASTERN TRANSMISSION, LP 549300SIOULUXXIDGA69 882384AE0 1519000.00000000 PA USD 1599672.57000000 0.076531308956 Long DBT CORP US Y 2 2048-01-15 Fixed 4.15000000 N N N N N N Government National Mortgage Association 2 N/A 36179SEG8 1378839.02850000 PA USD 1421034.63000000 0.067984937883 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.00000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BQ4 30000.00000000 PA USD 30360.87000000 0.001452520450 Long DBT CORP US N 2 2022-10-15 Fixed 2.55000000 N N N N N N Federal National Mortgage Association N/A 3138WJEZ7 555279.38780000 PA USD 553210.75000000 0.026466630496 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RM2 955000.00000000 PA USD 1124363.28000000 0.053791629096 Long DBT UST US N 2 2045-05-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138WJET1 208326.99180000 PA USD 211444.54000000 0.010115899791 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 3140HMP40 144007.29000000 PA USD 150154.93000000 0.007183690934 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.00000000 N N N N N N United States of America N/A N/A -355.00000000 NC USD 424844.34000000 0.020325342856 N/A DIR US N 1 XCBT N/A Short United States of America US 10 Year Treasury Note Future (consolidated) Dec 2019 2019-12-19 -46685781.84 USD 424844.34 N N N United States of America 254900HROIFWPRGM1V77 912810RN0 1770000.00000000 PA USD 2039371.88000000 0.097567341187 Long DBT UST US N 2 2045-08-15 Fixed 2.87500000 N N N N N N Freddie Mac N/A 3137B4UR5 493733.08450000 PA USD 483960.23000000 0.023153556908 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 2.47750000 N N N N N N Freddie Mac N/A 3132M9MM3 126267.37080000 PA USD 133034.83000000 0.006364633530 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138WTV37 73541.50030000 PA USD 75251.69000000 0.003600180715 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138WHWH1 2837246.71090000 PA USD 2904024.12000000 0.138933911421 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAJ3 35000.00000000 PA USD 38340.65000000 0.001834287957 Long DBT CORP US N 2 2028-09-21 Fixed 3.75000000 N N N N N N Federal National Mortgage Association N/A 31419AG27 314619.21300000 PA USD 335145.91000000 0.016034003248 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36202FM78 398999.81100000 PA USD 427369.63000000 0.020446157423 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.00000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216BN9 610000.00000000 PA 682533.89000000 0.032653689878 Long DBT CORP US N 2 2023-03-09 Fixed 0.75000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFF1 15000.00000000 PA USD 16076.70000000 0.000769139208 Long DBT CORP US N 2 2024-04-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138ENM48 610138.54780000 PA USD 626327.07000000 0.029964651142 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BR2 480000.00000000 PA USD 530178.72000000 0.025364735373 Long DBT CORP US N 2 2028-09-15 Fixed 4.10000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FE3 448000.00000000 PA USD 477150.02000000 0.022827743804 Long DBT CORP US N 2 2059-08-15 Fixed 3.95000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGL7 2604000.00000000 PA USD 2771369.50000000 0.132587467844 Long DBT CORP US N 2 2028-04-24 Fixed 3.70500000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBJ8 675000.00000000 PA USD 729407.03000000 0.034896188016 Long DBT CORP GB N 2 2025-05-30 Fixed 4.12500000 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 502431AE9 20000.00000000 PA USD 22434.88000000 0.001073326357 Long DBT CORP US Y 2 2028-06-15 Fixed 4.40000000 N N N N N N Federal National Mortgage Association N/A 31358DDG6 2605000.00000000 PA USD 2096209.64000000 0.100286565266 Long ABS-MBS USGSE US N 2 2030-01-15 None 0.00000000 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BE1 305000.00000000 PA USD 353566.68000000 0.016915287122 Long DBT CORP US N 2 2048-06-15 Fixed 4.30000000 N N N N N N Federal National Mortgage Association N/A 3138ERGZ7 775300.44920000 PA USD 798863.91000000 0.038219134250 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863AR1 750000.00000000 PA USD 805312.50000000 0.038527646781 Long DBT CORP GB Y 2 2027-04-10 Fixed 4.75000000 N N N N N N LMREC INC N/A 50209MAA3 440010.65000000 PA USD 442047.90000000 0.021148393141 Long ABS-MBS CORP US N 2 2031-11-24 Floating 3.86663000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCP4 520000.00000000 PA USD 527099.56000000 0.025217422636 Long DBT CORP US N 2 2020-10-01 Fixed 3.30000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAS7 176000.00000000 PA USD 200144.38000000 0.009575279134 Long DBT CORP US N 2 2048-03-01 Fixed 3.95000000 N N N N N N HYUNDAI CAPITAL SERVICES, INC. 549300MALMDAGL2ZJJ27 44920UAM0 1390000.00000000 PA USD 1435800.50000000 0.068691364548 Long DBT CORP KR Y 2 2023-03-05 Fixed 3.75000000 N N N N N N ABN AMRO Bank N.V. BFXS5XCH7N0Y05NIXW11 00084DAQ3 3145000.00000000 PA USD 3150132.64000000 0.150708200444 Long DBT CORP NL Y 2 2021-01-19 Fixed 2.65000000 N N N N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222AJ4 253000.00000000 PA USD 275035.04000000 0.013158187503 Long DBT CORP US N 2 2025-10-01 Fixed 3.90000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448CY2 1256000.00000000 PA USD 1349246.70000000 0.064550469885 Long DBT CORP US N 2 2025-07-17 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36202FDW3 14726.19000000 PA USD 15908.37000000 0.000761085988 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 4.50000000 N N N N N N Australia and New Zealand Banking Group Limited (New York Branch) N/A 05253JAT8 1165000.00000000 PA USD 1168104.73000000 0.055884301363 Long DBT CORP US N 2 2020-11-09 Fixed 2.25000000 N N N N N N Government National Mortgage Association 2 N/A 36196FZH0 339031.62930000 PA USD 354007.78000000 0.016936390166 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3132WEFL1 1518618.76470000 PA USD 1553823.23000000 0.074337791313 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138W6SU1 151960.23000000 PA USD 154232.14000000 0.007378752238 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132MAVC2 3078.32260000 PA USD 3227.34000000 0.000154401944 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 3.50000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HE6 1532000.00000000 PA USD 1546655.11000000 0.073994855129 Long DBT CORP US N 2 2026-11-01 Fixed 2.60000000 N N N N N N Government National Mortgage Association N/A 36241K4C9 157423.09900000 PA USD 170569.22000000 0.008160348510 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Freddie Mac N/A 3132QUZX4 46602.13000000 PA USD 49886.14000000 0.002386645657 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAP6 167000.00000000 PA USD 183492.42000000 0.008778618418 Long DBT CORP US N 2 2026-01-15 Fixed 4.15000000 N N N N N N ALLERGAN SALES, LLC 254900TUPGX2F5Y3AU71 345838AA4 44000.00000000 PA USD 46221.69000000 0.002211331558 Long DBT CORP US Y 2 2021-12-15 Fixed 5.00000000 N N N N N N Freddie Mac N/A 3132QMG88 32039.07590000 PA USD 33578.51000000 0.001606458328 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.50000000 N N N N N N TOTAL CAPITAL CANADA LTD. 5299005IX98ZZ9LSGK46 89153UAF8 20000.00000000 PA USD 20549.02000000 0.000983103309 Long DBT CORP CA N 2 2023-07-15 Fixed 2.75000000 N N N N N N CHEVRON CORPORATION N/A 166764BG4 70000.00000000 PA USD 70055.16000000 0.003351569061 Long DBT CORP US N 2 2021-05-16 Fixed 2.10000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBQ5 47000.00000000 PA USD 50644.19000000 0.002422912178 Long DBT CORP US N 2 2048-02-15 Fixed 4.25000000 N N N N N N CAESARS PALACE LAS VEGAS TRUST N/A 12770QAA3 1847000.00000000 PA USD 1918811.36000000 0.091799501832 Long ABS-MBS CORP US N 2 2034-10-15 Fixed 3.53100000 N N N N N N Freddie Mac N/A 31292LGU3 295125.21000000 PA USD 310752.21000000 0.014866963301 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 144141DA3 255000.00000000 PA USD 259515.54000000 0.012415705778 Long DBT CORP US N 2 2021-09-15 Fixed 3.00000000 N N N N N N ENTERGY ARKANSAS, LLC 549300A0I5ONUIFMLP35 29364DAS9 70000.00000000 PA USD 74557.49000000 0.003566968896 Long DBT CORP US N 2 2024-06-01 Fixed 3.70000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818EY0 330000.00000000 PA USD 363249.15000000 0.017378514483 Long DBT CORP US N 2 2028-09-10 Fixed 3.95000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HKC3 108000.00000000 PA USD 111764.99000000 0.005347044851 Long DBT CORP US N 2 2025-01-23 Fixed 3.12500000 N N N N N N Government National Mortgage Association N/A 3617BJRG1 34126.08700000 PA USD 35766.44000000 0.001711132966 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 31410KXL3 50566.30800000 PA USD 58143.69000000 0.002781702197 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 00507UAT8 1340000.00000000 PA USD 1420724.28000000 0.067970090162 Long DBT CORP LU N 2 2035-03-15 Fixed 4.55000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BW8 360000.00000000 PA USD 379067.04000000 0.018135271740 Long DBT CORP US N 2 2023-08-03 Fixed 3.70000000 N N N N N N Federal National Mortgage Association N/A 3138XBKL7 17096.93340000 PA USD 17431.52000000 0.000833956315 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.00000000 N N N N N N TYCO ELECTRONICS GROUP S.A. C33G1C5SYE2YM95EE712 902133AR8 125000.00000000 PA USD 130245.25000000 0.006231174838 Long DBT CORP LU N 2 2024-08-01 Fixed 3.45000000 N N N N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513AP0 1435000.00000000 PA USD 1463700.00000000 0.070026128483 Long DBT CORP US N 2 2049-12-29 Fixed 4.62500000 N N N N N N Government National Mortgage Association 2 N/A 36179SEH6 8453100.28530000 PA USD 8771664.58000000 0.419652736829 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3140J8FD0 199156.86820000 PA USD 214719.92000000 0.010272600058 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BC0 12000.00000000 PA USD 17697.34000000 0.000846673638 Long DBT CORP US Y 2 2039-12-16 Fixed 6.85000000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 228227BD5 669000.00000000 PA USD 729121.69000000 0.034882536820 Long DBT CORP US N 2 2023-01-15 Fixed 5.25000000 N N N N N N Federal National Mortgage Association N/A 3140J8HY2 306288.34970000 PA USD 339667.15000000 0.016250307773 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAR4 1038000.00000000 PA USD 1148445.28000000 0.054943756735 Long DBT CORP US N 2 2044-01-31 Fixed 5.37500000 N N N N N N SUNOCO LOGISTICS PARTNERS OPERATIONS L.P. 5493006LL0CKP8WQW329 86765BAQ2 101000.00000000 PA USD 108369.47000000 0.005184596864 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543CG6 678000.00000000 PA USD 701085.22000000 0.033541219986 Long DBT CORP US N 2 2042-11-15 Fixed 4.37500000 N N N N N N Federal National Mortgage Association N/A 3138EKYF6 611423.87000000 PA USD 631465.07000000 0.030210462611 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822VAA9 33000.00000000 PA USD 33468.24000000 0.001601182806 Long DBT CORP US N 2 2021-02-15 Fixed 3.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128284H0 21234000.00000000 PA USD 22104589.02000000 1.057524623078 Long DBT UST US N 2 2023-04-15 Fixed 0.62500000 N N N N N N ABN AMRO Bank N.V. BFXS5XCH7N0Y05NIXW11 00084DAT7 1200000.00000000 PA USD 1223076.00000000 0.058514229091 Long DBT CORP NL Y 2 2021-08-27 Fixed 3.40000000 N N N N N N U.S. DOLLAR N/A N/A 803000.00000000 OU Contract Amount USD 14702.08000000 0.000703374832 N/A DFE US N N/A BANK NATIONAL PARIS N/A 803000.00000000 EUR 890026.17000000 USD 2019-10-03 14702.08 N N N Medtronic Global Holdings S.C.A. 549300JXMTTP8GKYIX14 N/A 2180000.00000000 PA 2378946.38000000 0.113813216412 Long DBT CORP LU N 2 2022-12-02 Fixed 0.00000000 N N N N N N Federal National Mortgage Association N/A 3140EW4N2 205783.22670000 PA USD 208435.14000000 0.009971924502 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 3138EJMJ4 3147058.60560000 PA USD 3355461.52000000 0.160531515694 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138ECKY8 55292.87820000 PA USD 58033.75000000 0.002776442463 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N KLA Corporation 549300H0BF5JCG96TJ81 482480AH3 435000.00000000 PA USD 535932.62000000 0.025640012643 Long DBT CORP US N 2 2049-03-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association N/A 31402RDH9 18512.98000000 PA USD 21153.69000000 0.001012031846 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N TELENOR ASA 549300IM1QSBY4SLPM26 N/A 540000.00000000 PA 590622.06000000 0.028256457101 Long DBT CORP NO N 2 2023-09-25 Fixed 0.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DC1 375000.00000000 PA USD 381041.63000000 0.018229739796 Long DBT CORP US N 2 2021-03-09 Fixed 3.35000000 N N N N N N Federal National Mortgage Association N/A 3138W9LM0 492055.03200000 PA USD 505103.61000000 0.024165095505 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N RELX Capital Inc. 2R15C3RTKJN1RCBOV146 758202AK1 235000.00000000 PA USD 239735.96000000 0.011469413908 Long DBT CORP US N 2 2022-10-15 Fixed 3.12500000 N N N N N N Federal National Mortgage Association N/A 3138ENGK9 1514471.23700000 PA USD 1634119.31000000 0.078179305021 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824CAG4 5000.00000000 PA USD 5060.91000000 0.000242123340 Long DBT CORP US N 2 2020-10-15 Variable 3.60000000 N N N N N N PRINCIPAL FINANCIAL GROUP, INC. CUMYEZJOAF02RYZ1JJ85 74251VAM4 76000.00000000 PA USD 78476.08000000 0.003754441525 Long DBT CORP US N 2 2026-11-15 Fixed 3.10000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DF0 295000.00000000 PA USD 295743.70000000 0.014148928287 Long DBT CORP US N 2 2050-08-15 Fixed 3.10000000 N N N N N N Freddie Mac N/A 3132L8CS4 1775416.85000000 PA USD 1822102.09000000 0.087172750608 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 312944SL6 44463.00800000 PA USD 47097.48000000 0.002253230980 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254AJ9 210000.00000000 PA USD 215166.63000000 0.010293971495 Long DBT CORP GB Y 2 2023-01-11 Fixed 3.95000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AP4 265000.00000000 PA USD 267286.95000000 0.012787504476 Long DBT CORP US N 2 2030-01-15 Fixed 4.00000000 N N N N N N SAP SE 529900D6BF99LW9R2E68 N/A 700000.00000000 PA 770068.66000000 0.036841515970 Long DBT CORP DE N 2 2022-03-10 Fixed 0.25000000 N N N N N N Federal National Mortgage Association N/A 3138WFB54 434506.35690000 PA USD 456134.91000000 0.021822341882 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138A2BQ1 256486.41640000 PA USD 273222.01000000 0.013071448778 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LG4 4000.00000000 PA USD 4058.48000000 0.000194165226 Long DBT CORP US N 2 2022-04-25 Fixed 2.75000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AT2 510000.00000000 PA USD 560248.77000000 0.026803342454 Long DBT CORP US N 2 2029-04-15 Fixed 3.65000000 N N N N N N Federal National Mortgage Association N/A 3138AEJ87 571377.74400000 PA USD 606605.88000000 0.029021152758 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.00000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XAW6 635000.00000000 PA USD 645669.27000000 0.030890017940 Long DBT CORP US N 2 2022-04-10 Fixed 3.45000000 N N N N N N Federal National Mortgage Association N/A 3138ELS79 338745.62500000 PA USD 388819.31000000 0.018601838463 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association N/A 3138WKK61 429372.45000000 PA USD 434854.05000000 0.020804225986 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 31410KHE7 14863.76900000 PA USD 17202.41000000 0.000822995267 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.00000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAG5 29000.00000000 PA USD 29733.70000000 0.001422515472 Long DBT CORP US N 2 2025-04-01 Fixed 4.00000000 N N N N N N IMT APTS N/A 44974AAY3 1525000.00000000 PA USD 1582919.50000000 0.075729810949 Long ABS-MBS CORP US N 2 2034-06-15 Variable 3.61315000 N N N N N N Federal National Mortgage Association N/A 3138YJGR1 62880.74340000 PA USD 65738.02000000 0.003145029059 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 31410LPN6 905589.48750000 PA USD 977575.92000000 0.046769048969 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HJ5 454000.00000000 PA USD 494268.89000000 0.023646742363 Long DBT CORP US N 2 2028-03-01 Fixed 3.80000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BL7 15000.00000000 PA USD 18866.52000000 0.000902609382 Long DBT CORP US N 2 2045-11-03 Fixed 4.45000000 N N N N N N Federal National Mortgage Association N/A 3138EPUX0 1140877.77380000 PA USD 1173103.57000000 0.056123455160 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 3620AMGC0 712895.84000000 PA USD 770487.12000000 0.036861535875 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200JZ5 3293000.00000000 PA USD 3469949.36000000 0.166008826751 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N Freddie Mac N/A 31335AYP7 524575.70200000 PA USD 537272.54000000 0.025704116907 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YB0 1930000.00000000 PA USD 1921556.25000000 0.091930822471 Long DBT UST US N 2 2029-08-15 Fixed 1.62500000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC 5493002SQ1AVQBY41K40 928668AZ5 650000.00000000 PA USD 652821.00000000 0.031232169995 Long DBT CORP US Y 2 2022-09-26 Fixed 2.70000000 N N N N N N NISSAN MASTER OWNER TRUST RECEIVABLES N/A 65474VAQ4 3770000.00000000 PA USD 3781570.31000000 0.180917352189 Long ABS-MBS CORP US N 2 2024-02-15 Floating 2.58750000 N N N N N N Freddie Mac N/A 3132QRQN3 2989.94800000 PA USD 3134.41000000 0.000149956000 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FT0 340000.00000000 PA USD 351618.14000000 0.016822065347 Long DBT CORP US N 2 2049-10-01 Fixed 3.45000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CR8 440000.00000000 PA USD 426105.24000000 0.020385666655 Long DBT CORP US N 2 2050-03-01 Fixed 2.90000000 N N N N N N Freddie Mac N/A 3132GTPY7 27602.50100000 PA USD 29008.23000000 0.001387807638 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CJ6 17000.00000000 PA USD 18545.90000000 0.000887270326 Long DBT CORP US N 2 2046-11-01 Fixed 3.75000000 N N N N N N SPIRIT AEROSYSTEMS, INC. ZD2NBKV6GCC3UMGBM518 85205TAJ9 1456000.00000000 PA USD 1506080.58000000 0.072053694201 Long DBT CORP US N 2 2023-06-15 Fixed 3.95000000 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585ABA9 124000.00000000 PA USD 134533.43000000 0.006436329339 Long DBT CORP US N 2 2023-12-15 Fixed 4.75000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BF9 365000.00000000 PA USD 390296.69000000 0.018672519068 Long DBT CORP US N 2 2026-03-01 Fixed 3.65000000 N N N N N N Freddie Mac N/A 31335AYN2 9128644.83820000 PA USD 9349288.57000000 0.447287342103 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508BC7 20000.00000000 PA USD 20964.60000000 0.001002985429 Long DBT CORP US N 2 2027-11-03 Fixed 2.90000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAH3 4311000.00000000 PA USD 4981925.24000000 0.238344563061 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N RELX Capital Inc. 2R15C3RTKJN1RCBOV146 74949LAC6 323000.00000000 PA USD 351578.39000000 0.016820163633 Long DBT CORP US N 2 2029-03-18 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3140Q8E84 1460979.88000000 PA USD 1553118.46000000 0.074304073806 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 31412PG70 117805.94300000 PA USD 127701.66000000 0.006109484765 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EK2 90000.00000000 PA USD 105487.38000000 0.005046712321 Long DBT CORP US N 2 2048-09-15 Fixed 4.25000000 N N N N N N Freddie Mac N/A 3132QTXA9 277829.72000000 PA USD 293576.86000000 0.014045262634 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132HNMK2 35455.60400000 PA USD 37340.25000000 0.001786426961 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63938HAA5 171106.78480000 PA USD 171170.67000000 0.008189122996 Long ABS-MBS CORP US N 2 2024-09-16 Floating 2.72750000 N N N N N N Federal National Mortgage Association N/A 3138EQ5F5 424345.08490000 PA USD 444269.51000000 0.021254679093 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525AV5 174000.00000000 PA USD 194542.27000000 0.009307263779 Long DBT CORP US N 2 2047-05-20 Fixed 4.30000000 N N N N N N Federal National Mortgage Association N/A 31416BK72 74292.74700000 PA USD 83308.97000000 0.003985655965 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association N/A 3138WQK92 22086.52900000 PA USD 22821.42000000 0.001091819149 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 502431AD1 1725000.00000000 PA USD 1850731.80000000 0.088542449146 Long DBT CORP US Y 2 2026-12-15 Fixed 3.85000000 N N N N N N Federal National Mortgage Association N/A 3138X2T46 48907.81000000 PA USD 52006.09000000 0.002488068005 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N KEURIG DR PEPPER INC. DYTQ8KRTKO7Y2BVU5K74 49271VAE0 20000.00000000 PA USD 20427.12000000 0.000977271387 Long DBT CORP US N 2 2021-05-25 Fixed 3.55100000 N N N N N N Federal National Mortgage Association N/A 3138M8YB3 124930.38400000 PA USD 126200.52000000 0.006037667437 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 2.50000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200HA2 200000.00000000 PA USD 203291.80000000 0.009725857557 Long DBT CORP US N 2 2021-11-01 Fixed 2.90000000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAK5 196000.00000000 PA USD 233977.55000000 0.011193920870 Long DBT CORP US N 2 2045-08-25 Fixed 4.30000000 N N N N N N Federal National Mortgage Association N/A 3140F3DD7 33254.25790000 PA USD 34794.76000000 0.001664645989 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCR1 1418000.00000000 PA USD 1723108.22000000 0.082436699873 Long DBT CORP US N 2 2045-07-15 Fixed 4.75000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBT6 28000.00000000 PA USD 31965.19000000 0.001529274101 Long DBT CORP GB N 2 2059-06-19 Fixed 5.12500000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAK7 630000.00000000 PA USD 879963.84000000 0.042099105637 Long DBT CORP US N 2 2035-11-15 Fixed 6.50000000 N N N N N N ORIX CORPORATION 35380016EMHNBOVYE123 686330AH4 2656000.00000000 PA USD 2696307.46000000 0.128996360337 Long DBT CORP JP N 2 2022-07-18 Fixed 2.90000000 N N N N N N Federal National Mortgage Association N/A 3140F1UF7 5515707.68350000 PA USD 5773469.78000000 0.276213525047 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N U.S. DOLLAR N/A N/A 97000.00000000 OU Contract Amount USD 1685.40000000 0.000080632668 N/A DFE US N N/A CITIGROUP N/A 97000.00000000 EUR 107421.93000000 USD 2019-10-03 1685.4 N N N Federal National Mortgage Association N/A 3140E2HW4 41976.97000000 PA USD 44826.23000000 0.002144570158 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 31335ANJ3 476733.30480000 PA USD 505978.22000000 0.024206938473 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61690YBU5 1540000.00000000 PA USD 1609808.20000000 0.077016216333 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.04900000 N N N N N N Federal National Mortgage Association N/A 3138WFAD8 167261.46900000 PA USD 169540.81000000 0.008111147464 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES, INC. 6WQI0GK1PRFVBA061U48 31620MAU0 5000.00000000 PA USD 5790.37000000 0.000277022062 Long DBT CORP US N 2 2046-08-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3138ERBP4 266625.88770000 PA USD 271672.59000000 0.012997321645 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 78470NAB2 1522451.89700000 PA USD 1536163.97000000 0.073492939492 Long ABS-MBS CORP US N 2 2036-10-27 Fixed 2.72000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAD0 417000.00000000 PA USD 426720.27000000 0.020415090834 Long DBT CORP US N 2 2024-10-01 Fixed 2.90000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHR3 3301000.00000000 PA USD 3442494.06000000 0.164695314170 Long DBT CORP US N 2 2025-03-15 Fixed 3.45800000 N N N N N N Federal National Mortgage Association N/A 31419KKV6 55985.93540000 PA USD 59641.39000000 0.002853354949 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132J7W57 403833.84800000 PA USD 415255.63000000 0.019866601147 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36202FHX7 29944.19100000 PA USD 31982.80000000 0.001530116596 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3138WA3M7 94703.18400000 PA USD 99497.36000000 0.004760138631 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBA5 896000.00000000 PA USD 1019791.36000000 0.048788714082 Long DBT CORP US N 2 2033-03-15 Fixed 4.00000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CL6 10000.00000000 PA USD 10771.54000000 0.000515330493 Long DBT CORP US N 2 2038-01-15 Fixed 3.40000000 N N N N N N Freddie Mac N/A 3132M9GM0 44002.26000000 PA USD 45421.44000000 0.002173046111 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.50000000 N N N N N N U.S. DOLLAR N/A N/A 567000.00000000 OU Contract Amount USD 10556.72000000 0.000505053105 N/A DFE US N N/A HSBC N/A 567000.00000000 EUR 628624.91000000 USD 2019-10-03 10556.72 N N N Federal National Mortgage Association N/A 3140J7MA0 424011.07270000 PA USD 466351.66000000 0.022311130191 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.50000000 N N N N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 94973VBJ5 46000.00000000 PA USD 48214.26000000 0.002306659811 Long DBT CORP US N 2 2024-08-15 Fixed 3.50000000 N N N N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AS5 120000.00000000 PA USD 131969.16000000 0.006313649896 Long DBT CORP US N 2 2028-05-15 Fixed 3.85000000 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214DQ3 140000.00000000 PA USD 141499.12000000 0.006769580896 Long DBT CORP AU N 2 2022-06-28 Fixed 2.50000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBG7 40000.00000000 PA USD 47248.52000000 0.002260457014 Long DBT CORP US N 2 2059-02-14 Fixed 6.20000000 N N N N N N VOLKSWAGEN FINANCIAL SERVICES AKTIENGESELLSCHAFT 529900USFSZYPS075O24 N/A 710000.00000000 PA 784543.81000000 0.037534034050 Long DBT CORP DE N 2 2021-10-14 Fixed 0.75000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BV9 65000.00000000 PA USD 71136.07000000 0.003403281804 Long DBT CORP US N 2 2052-08-15 Fixed 4.05000000 N N N N N N Government National Mortgage Association 2 N/A 36179QWD9 75544.94460000 PA USD 78018.43000000 0.003732546698 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3140Q7XK8 106022.16280000 PA USD 110885.88000000 0.005304986595 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017BP3 168000.00000000 PA USD 232587.26000000 0.011127406813 Long DBT CORP US N 2 2038-07-15 Fixed 6.12500000 N N N N N N NBCUNIVERSAL MEDIA, LLC VTBDOQJ6KOGQ6K786R46 63946BAJ9 12000.00000000 PA USD 13815.11000000 0.000660940539 Long DBT CORP US N 2 2043-01-15 Fixed 4.45000000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29273RBK4 256000.00000000 PA USD 269265.15000000 0.012882145241 Long DBT CORP US N 2 2027-04-15 Fixed 4.20000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BS4 40000.00000000 PA USD 40071.40000000 0.001917090254 Long DBT CORP US N 2 2049-09-01 Fixed 3.40000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CJ5 170000.00000000 PA USD 237144.56000000 0.011345436515 Long DBT CORP US N 2 2038-07-15 Fixed 6.35000000 N N N N N N Freddie Mac N/A 3132KFAB8 138170.72500000 PA USD 139877.88000000 0.006692017761 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.50000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518CV6 11000.00000000 PA USD 11525.88000000 0.000551419521 Long DBT CORP US N 2 2023-08-15 Fixed 3.37500000 N N N N N N Anheuser-Busch InBev Finance Inc. 5493000EYEKDT0FBSQ91 035242AN6 47000.00000000 PA USD 56159.64000000 0.002686781557 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N U.S. DOLLAR N/A N/A 729000.00000000 OU Contract Amount USD 9969.91000000 0.000476979024 N/A DFE US N N/A CITIGROUP N/A 729000.00000000 EUR 804629.01000000 USD 2019-10-03 9969.91 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BF5 590000.00000000 PA USD 594053.30000000 0.028420614000 Long DBT CORP GB N 2 2022-01-05 Fixed 2.65000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CA4 1449000.00000000 PA USD 1516823.34000000 0.072567647806 Long DBT CORP US Y 2 2026-06-15 Fixed 3.20000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YAR2 440000.00000000 PA USD 460362.76000000 0.022024610084 Long DBT CORP US N 2 2025-08-07 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138WQAV4 388546.31000000 PA USD 399388.24000000 0.019107475718 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MEN0 99000.00000000 PA USD 101419.86000000 0.004852114604 Long DBT CORP US N 2 2042-02-15 Fixed 3.70000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBD5 271000.00000000 PA USD 300905.93000000 0.014395898965 Long DBT CORP US N 2 2047-09-30 Fixed 3.80000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QAB6 29000.00000000 PA USD 31325.45000000 0.001498667750 Long DBT CORP US N 2 2025-09-21 Fixed 3.79600000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CW8 1005000.00000000 PA USD 1073919.89000000 0.051378323562 Long DBT CORP US N 2 2025-03-25 Fixed 4.10000000 N N N N N N Federal National Mortgage Association N/A 3138Y1DK8 169993.94800000 PA USD 176098.28000000 0.008424869017 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.50000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BQ1 800000.00000000 PA USD 890000.00000000 0.042579254185 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TDR3 521000.00000000 PA USD 555065.59000000 0.026555369489 Long DBT CORP US N 2 2027-01-11 Fixed 3.20000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CJ2 266000.00000000 PA USD 270745.71000000 0.012952977983 Long DBT CORP US N 2 2046-04-15 Fixed 4.40000000 N N N N N N Volkswagen International Finance N.V. 5299004PWNHKYTR23649 928670AB4 1300000.00000000 PA USD 1318203.90000000 0.063065324635 Long DBT CORP NL Y 2 2020-08-12 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138ERRB8 260978.37260000 PA USD 269474.51000000 0.012892161413 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N ENTERGY UTILITY AFFILIATES, LLC N/A 29365PAP7 41000.00000000 PA USD 47328.88000000 0.002264301586 Long DBT CORP US N 2 2024-10-01 Fixed 5.59000000 N N N N N N BP CAPITAL MARKETS P.L.C. 549300CRVT18MXX0AG93 N/A 640000.00000000 PA 723843.07000000 0.034629997828 Long DBT CORP GB N 2 2023-02-16 Fixed 1.10900000 N N N N N N SABINE PASS LIQUEFACTION, LLC 549300KJYBG7C6WJYZ11 785592AS5 2058000.00000000 PA USD 2261227.50000000 0.108181326396 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179MG87 144181.30820000 PA USD 154776.20000000 0.007404781080 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 5.00000000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940XAB8 1215000.00000000 PA USD 1230283.49000000 0.058859048809 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N BAIDU, INC. 254900AL64IANZYI1E02 056752AL2 475000.00000000 PA USD 515359.80000000 0.024655770697 Long DBT CORP KY N 2 2028-03-29 Fixed 4.37500000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FD5 20000.00000000 PA USD 20942.48000000 0.001001927167 Long DBT CORP US N 2 2039-08-15 Fixed 3.55000000 N N N N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759AM2 90000.00000000 PA USD 97327.35000000 0.004656321320 Long DBT CORP US N 2 2023-05-15 Fixed 4.75000000 N N N N N N HYUNDAI CAPITAL SERVICES, INC. 549300MALMDAGL2ZJJ27 44920UAK4 1675000.00000000 PA USD 1685720.00000000 0.080647977938 Long DBT CORP KR Y 2 2022-08-29 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132GKD37 73788.73800000 PA USD 78234.41000000 0.003742879583 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBH3 295000.00000000 PA USD 338547.02000000 0.016196718672 Long DBT CORP US N 2 2033-01-15 Fixed 4.25000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XAU4 661000.00000000 PA USD 708658.76000000 0.033903552216 Long DBT CORP US N 2 2029-03-15 Fixed 3.95000000 N N N N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759AS9 679000.00000000 PA USD 719533.58000000 0.034423823817 Long DBT CORP US N 2 2027-11-15 Fixed 3.37500000 N N N N N N Federal National Mortgage Association N/A 3140E2HV6 38651.49000000 PA USD 42433.32000000 0.002030088896 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06739GBP3 1608000.00000000 PA USD 1644337.58000000 0.078668166050 Long DBT CORP GB N 2 2020-10-14 Fixed 5.14000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAM0 130000.00000000 PA USD 137321.34000000 0.006569708135 Long DBT CORP US N 2 2042-08-01 Fixed 3.55000000 N N N N N N Federal National Mortgage Association N/A 3140J6AY3 263339.37390000 PA USD 275439.66000000 0.013177545276 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138AJY22 58273.27820000 PA USD 61870.91000000 0.002960019329 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RAF9 755000.00000000 PA USD 759111.73000000 0.036317316074 Long DBT CORP FR Y 2 2020-09-16 Fixed 2.62500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHV4 268000.00000000 PA USD 275793.17000000 0.013194457851 Long DBT CORP US N 2 2030-07-23 Fixed 3.19400000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BQ0 135000.00000000 PA USD 156390.21000000 0.007481998318 Long DBT CORP US N 2 2045-06-15 Fixed 4.45000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83401BAB2 5849999.96000000 PA USD 5928546.63000000 0.283632689783 Long ABS-MBS CORP US N 2 2041-01-25 Fixed 2.84000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 190000.00000000 PA USD 212761.62000000 0.010178911346 Long DBT CORP US N 2 2045-05-15 Fixed 4.12500000 N N N N N N Freddie Mac N/A 3129414T1 46365.76900000 PA USD 49421.27000000 0.002364405412 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132M6J92 18583.65400000 PA USD 19620.09000000 0.000938661572 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 3.50000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200JC6 420000.00000000 PA USD 430230.78000000 0.020583040157 Long DBT CORP US N 2 2022-11-09 Fixed 2.87500000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AN5 455000.00000000 PA USD 476054.67000000 0.022775340224 Long DBT CORP US N 2 2026-12-05 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3140E7FT2 45047.03000000 PA USD 49461.69000000 0.002366339180 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BP3 160000.00000000 PA USD 160020.64000000 0.007655684837 Long DBT CORP US N 2 2020-10-30 Fixed 2.20000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BT5 1795000.00000000 PA USD 1999181.25000000 0.095644546748 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N Federal National Mortgage Association N/A 31410KXY5 21369.54500000 PA USD 23965.47000000 0.001146552627 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.50000000 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED COMPANY 549300G6UZOB126GBY72 36164QNA2 1695000.00000000 PA USD 1768285.02000000 0.084598041953 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N Federal National Mortgage Association N/A 01F0226A8 5943000.00000000 PA USD 5914213.59000000 0.282946970509 Long ABS-MBS USGSE US N 2 2049-10-25 Fixed 2.50000000 N N N N N N UNITED AIRLINES, INC. K1OQBWM7XEOO08LDNP29 90932EAA1 207159.09160000 PA USD 209273.56000000 0.010012036073 Long DBT CORP US N 2 2030-04-07 Fixed 2.87500000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22534DAA8 4730000.00000000 PA USD 4846635.72000000 0.231872060971 Long ABS-MBS CORP US N 2 2027-08-15 Fixed 3.55000000 N N N N N N Government National Mortgage Association 2 N/A 36179SGL5 1393893.86730000 PA USD 1444968.91000000 0.069129998324 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138WHFF4 28188.38960000 PA USD 28722.57000000 0.001374141133 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BU9 579000.00000000 PA USD 574842.20000000 0.027501519269 Long DBT CORP US N 2 2029-09-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36241LJB3 82595.73100000 PA USD 90191.93000000 0.004314949565 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N TransCanada PipeLines Limited 5BV01I6231JPDAPMGH09 89352HAM1 59000.00000000 PA USD 66724.99000000 0.003192247538 Long DBT CORP CA N 2 2034-03-01 Fixed 4.62500000 N N N N N N Lowe`s Companies, Inc. WAFCR4OKGSC504WU3E95 548661DQ7 330000.00000000 PA USD 351803.76000000 0.016830945753 Long DBT CORP US N 2 2047-05-03 Fixed 4.05000000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AG6 36000.00000000 PA USD 32397.26000000 0.001549945133 Long DBT CORP US N 2 2047-07-15 Fixed 4.30000000 N N N N N N SPRINT SPECTRUM CO LLC N/A 85208NAA8 6310000.00000000 PA USD 6362132.65000000 0.304376250857 Long DBT CORP US N 2 2023-03-20 Fixed 3.36000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDR2 116000.00000000 PA USD 139403.00000000 0.006669298619 Long DBT CORP US N 2 2039-03-15 Fixed 4.81200000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BF6 444000.00000000 PA USD 482898.40000000 0.023102756987 Long DBT CORP US N 2 2026-11-30 Fixed 3.75000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXD1 425000.00000000 PA USD 426308.15000000 0.020395374247 Long DBT CORP US N 2 2026-05-15 Floating 3.32813000 N N N N N N Federal National Mortgage Association N/A 3138E0RE1 49456.72630000 PA USD 52502.52000000 0.002511818139 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941CAC7 2550000.00000000 PA USD 2523110.76000000 0.120710308300 Long ABS-MBS CORP US N 2 2059-12-15 Floating 3.07750000 N N N N N N Freddie Mac N/A 3132JNPD3 135588.51530000 PA USD 141573.78000000 0.006773152769 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SB5 8365000.00000000 PA USD 9706970.94000000 0.464399531484 Long DBT UST US N 2 2048-02-15 Fixed 1.00000000 N N N N N N Federal National Mortgage Association N/A 31391TWW4 124049.02100000 PA USD 140051.49000000 0.006700323586 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5.50000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFA7 40000.00000000 PA USD 48186.16000000 0.002305315454 Long DBT CORP US N 2 2045-12-09 Fixed 4.87500000 N N N N N N WILLIS NORTH AMERICA INC. 5493004KVU1HWZCP0C66 970648AF8 42000.00000000 PA USD 43490.62000000 0.002080672093 Long DBT CORP US N 2 2024-05-15 Fixed 3.60000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CP8 189000.00000000 PA USD 195918.91000000 0.009373124796 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CD9 180000.00000000 PA USD 182713.50000000 0.008741353437 Long DBT CORP US N 2 2022-05-20 Fixed 2.75000000 N N N N N N Federal National Mortgage Association N/A 3138WHFC1 228096.43690000 PA USD 233525.13000000 0.011172276257 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95000JAY4 10296335.82430000 PA USD 500607.85000000 0.023950009991 Long ABS-MBS CORP US N 2 2059-12-15 Variable 1.14606000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RDF6 393000.00000000 PA USD 488757.99000000 0.023383090664 Long DBT CORP US N 2 2040-08-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association N/A 3138YBX73 121884.43100000 PA USD 125202.76000000 0.005989932744 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 31416WYL0 856548.28550000 PA USD 912459.24000000 0.043653745970 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138WB2Z7 10652.37000000 PA USD 11152.10000000 0.000533537191 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 3.50000000 N N N N N N SCHNEIDER ELECTRIC SE 969500A1YF1XUYYXS284 N/A 400000.00000000 PA 442144.73000000 0.021153025668 Long DBT CORP FR N 2 2024-09-09 Fixed 0.25000000 N N N N N N Federal National Mortgage Association N/A 3138EQUB6 1276967.87900000 PA USD 1413321.35000000 0.067615920232 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 5.00000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 12597BAU3 2152000.00000000 PA USD 2259449.36000000 0.108096256873 Long ABS-MBS CORP US N 2 2052-09-15 Variable 3.01610000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES, INC. 6WQI0GK1PRFVBA061U48 31620MAT3 759000.00000000 PA USD 781346.48000000 0.037381067841 Long DBT CORP US N 2 2026-08-15 Fixed 3.00000000 N N N N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 N/A 685000.00000000 PA 776216.38000000 0.037135634322 Long DBT CORP US N 2 2023-05-22 Fixed 1.25000000 N N N N N N Federal National Mortgage Association N/A 3140J9RZ6 2473320.83460000 PA USD 2667803.54000000 0.127632679826 Long ABS-MBS USGSE US N 2 2048-11-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138WJNK0 1325795.76270000 PA USD 1386633.91000000 0.066339143500 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138ERM23 2340956.98980000 PA USD 2417793.54000000 0.115671736749 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138WFG83 134476.24300000 PA USD 138136.42000000 0.006608703077 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214EC3 48000.00000000 PA USD 50197.58000000 0.002401545526 Long DBT CORP AU N 2 2024-02-26 Fixed 3.30000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AF5 2125000.00000000 PA USD 2238154.13000000 0.107077453490 Long DBT CORP CH Y 2 2029-01-12 Fixed 3.86900000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBE0 120000.00000000 PA USD 143972.28000000 0.006887901467 Long DBT CORP US N 2 2042-07-15 Fixed 4.65000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAL9 2782000.00000000 PA USD 2817501.10000000 0.134794489329 Long DBT CORP GB N 2 2021-01-12 Fixed 3.25000000 N N N N N N Dominion Energy Gas Holdings, LLC 549300BFOD6TDMVV4O24 257375AJ4 305000.00000000 PA USD 357457.87000000 0.017101448884 Long DBT CORP US N 2 2044-12-15 Fixed 4.60000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BN1 1514000.00000000 PA USD 1586879.42000000 0.075919260882 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N Government National Mortgage Association 2 N/A 36189MS74 29165.46000000 PA USD 30498.77000000 0.001459117842 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 4.00000000 N N N N N N VW CREDIT, INC. 549300UUPJ2NXDB68M19 91842KX76 15000000.00000000 PA USD 14993070.00000000 0.717296335443 Long STIV RF US Y 2 N N N Federal National Mortgage Association N/A 3140HAA42 80254.73000000 PA USD 83746.05000000 0.004006566685 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FL7 560000.00000000 PA USD 633115.28000000 0.030289411725 Long DBT CORP US N 2 2044-08-15 Fixed 4.15000000 N N N N N N Federal National Mortgage Association N/A 3138ERYX2 1968980.41760000 PA USD 2075508.30000000 0.099296174684 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138WXW52 407740.94000000 PA USD 425543.84000000 0.020358808236 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162CH1 49000.00000000 PA USD 49193.35000000 0.002353501296 Long DBT CORP US N 2 2023-08-19 Fixed 2.25000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 45685NAA4 205000.00000000 PA USD 226798.06000000 0.010850440725 Long DBT CORP NL Y 2 2026-01-06 Fixed 4.62500000 N N N N N N Federal National Mortgage Association N/A 31358DDR2 3901000.00000000 PA USD 3110516.96000000 0.148812912681 Long ABS-MBS USGSE US N 2 2030-05-15 None 0.00000000 N N N N N N Federal National Mortgage Association N/A 3140EW4P7 184205.93910000 PA USD 185805.41000000 0.008889276158 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N TEXTRON INC. 3PPKBHUG1HD6BO7RNR87 883203BX8 80000.00000000 PA USD 83745.04000000 0.004006518365 Long DBT CORP US N 2 2027-03-15 Fixed 3.65000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VEA8 2421000.00000000 PA USD 2811265.20000000 0.134496152283 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N Iberdrola International B.V. 549300ZMLFJKWC63XN87 N/A 500000.00000000 PA 571588.93000000 0.027345876786 Long DBT CORP NL N 2 2021-02-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179QGE5 1403927.99980000 PA USD 1497729.93000000 0.071654183584 Long ABS-MBS USGA US N 2 2044-06-20 Fixed 4.50000000 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAW2 460000.00000000 PA USD 532370.88000000 0.025469612382 Long DBT CORP KY N 2 2057-12-06 Fixed 4.40000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457BV1 30000.00000000 PA USD 34840.41000000 0.001666829970 Long DBT CORP US N 2 2044-06-24 Fixed 5.75000000 N N N N N N U.S. DOLLAR N/A N/A 555000.00000000 OU Contract Amount USD 2819.40000000 0.000134885336 N/A DFE US N N/A WELLS FARGO N/A 555000.00000000 EUR 609381.12000000 USD 2019-11-05 2819.4 N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAH9 310000.00000000 PA USD 359641.23000000 0.017205904884 Long DBT CORP US N 2 2048-05-15 Fixed 4.05000000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 00507UAS0 133000.00000000 PA USD 139007.61000000 0.006650382426 Long DBT CORP LU N 2 2025-03-15 Fixed 3.80000000 N N N N N N Freddie Mac N/A 3128M6RM2 132533.47190000 PA USD 148278.71000000 0.007093929082 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association N/A 31417GAS5 373910.58500000 PA USD 382741.47000000 0.018311063301 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132HNDN6 21171.67300000 PA USD 22309.46000000 0.001067326031 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N BAE SYSTEMS HOLDINGS INC. MF62XBVMNYTYMC18DL76 05523UAK6 715000.00000000 PA USD 751230.48000000 0.035940262426 Long DBT CORP US Y 2 2024-10-07 Fixed 3.80000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAW8 590000.00000000 PA USD 594767.79000000 0.028454796529 Long DBT CORP US N 2 2020-02-01 Fixed 5.00000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BF3 24000.00000000 PA USD 27190.46000000 0.001300842143 Long DBT CORP US Y 2 2047-05-15 Fixed 4.27000000 N N N N N N Federal National Mortgage Association N/A 3138WD6X4 29913.85950000 PA USD 30342.12000000 0.001451623415 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 3138WFKW5 108960.67000000 PA USD 113626.64000000 0.005436109648 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XAM7 122000.00000000 PA USD 158616.47000000 0.007588506734 Long DBT CORP US N 2 2040-07-15 Fixed 5.37500000 N N N N N N Federal National Mortgage Association N/A 3138LSK41 94583.18540000 PA USD 101242.74000000 0.004843640854 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.00000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822AA2 1041000.00000000 PA USD 1050497.04000000 0.050257730884 Long DBT CORP JP N 2 2021-03-01 Fixed 2.95000000 N N N N N N Federal National Mortgage Association N/A 3140FNRJ5 317295.41510000 PA USD 331842.84000000 0.015875978240 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128287B0 2407000.00000000 PA USD 2446489.84000000 0.117044621077 Long DBT UST US N 2 2026-06-30 Fixed 1.87500000 N N N N N N Federal National Mortgage Association N/A 31416VGJ7 264512.45810000 PA USD 307226.21000000 0.014698272907 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N FREMF MORTGAGE TRUST N/A 3137FGR31 1300000.00000000 PA USD 1464892.00000000 0.070083155979 Long ABS-MBS CORP US N 2 2028-06-25 Variable 3.85400000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFX2 629000.00000000 PA USD 666686.54000000 0.031895523200 Long DBT CORP US N 2 2026-04-19 Fixed 3.50000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBH2 20000.00000000 PA USD 21044.64000000 0.001006814691 Long DBT CORP GB N 2 2024-01-16 Fixed 3.75000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FW2 4815000.00000000 PA USD 4810035.74000000 0.230121049902 Long DBT CORP US N 2 2022-05-06 Floating 2.63925000 N N N N N N The Huntington National Bank 2WHM8VNJH63UN14OL754 446438RM7 470000.00000000 PA USD 470776.91000000 0.022522842376 Long DBT CORP US N 2 2020-04-01 Fixed 2.40000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCV4 3812000.00000000 PA USD 4291050.23000000 0.205291818499 Long DBT CORP US N 2 2036-01-15 Fixed 4.27200000 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CF6 275000.00000000 PA USD 381397.78000000 0.018246778674 Long DBT CORP US N 2 2033-02-15 Fixed 6.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YE4 14345000.00000000 PA USD 14145514.84000000 0.676747721293 Long DBT UST US N 2 2024-08-31 Fixed 1.25000000 N N N N N Freddie Mac N/A 312943JY0 39649.24000000 PA USD 41986.93000000 0.002008732769 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N AON CORPORATION LTS3U8DGK38SETRUWX71 037389BB8 535000.00000000 PA USD 601437.91000000 0.028773907467 Long DBT CORP US N 2 2028-12-15 Fixed 4.50000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135AW6 20000.00000000 PA USD 20332.88000000 0.000972762770 Long DBT CORP US N 2 2023-02-22 Fixed 2.40000000 N N N N N N Federal National Mortgage Association N/A 3140J5GJ2 471560.91110000 PA USD 492188.89000000 0.023547231297 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3140FGM30 94949.46070000 PA USD 99297.21000000 0.004750563083 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N NUVEEN, LLC N/A 67080LAA3 30000.00000000 PA USD 33501.57000000 0.001602777375 Long DBT CORP US Y 2 2028-11-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 31335AY28 50794.64260000 PA USD 53673.49000000 0.002567839521 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.00000000 N N N N N N WARNER MEDIA, LLC 5493004RSX004WU3UT62 00184AAC9 325000.00000000 PA USD 440477.05000000 0.021073240758 Long DBT CORP US N 2 2031-04-15 Fixed 7.62500000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142DG5 520000.00000000 PA USD 607158.76000000 0.029047603564 Long DBT CORP US N 2 2043-04-11 Fixed 4.00000000 N N N N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807AT5 405000.00000000 PA USD 496019.30000000 0.023730485230 Long DBT CORP US N 2 2049-03-15 Fixed 4.87500000 N N N N N N Federal National Mortgage Association N/A 3138WJF94 36085.22770000 PA USD 35950.79000000 0.001719952612 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.00000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC 5493002SQ1AVQBY41K40 928668AX0 780000.00000000 PA USD 782030.34000000 0.037413784974 Long DBT CORP US Y 2 2021-09-24 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3132KFAE2 12622.68300000 PA USD 12812.00000000 0.000612949892 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 00507UAF8 123000.00000000 PA USD 128869.81000000 0.006165371232 Long DBT CORP LU N 2 2024-06-15 Fixed 3.85000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAU5 812000.00000000 PA USD 974123.92000000 0.046603898873 Long DBT CORP US N 2 2044-09-01 Fixed 4.55000000 N N N N N N Federal National Mortgage Association N/A 3138WFQ25 120972.86500000 PA USD 122402.06000000 0.005855942051 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 2.50000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XAW0 23000.00000000 PA USD 24545.03000000 0.001174279855 Long DBT CORP US N 2 2029-08-15 Fixed 3.80000000 N N N N N N EATON CORPORATION 0NZWDMRCE180888QQE14 278062AC8 62000.00000000 PA USD 63037.88000000 0.003015849343 Long DBT CORP US N 2 2022-11-02 Fixed 2.75000000 N N N N N N TOTAL CAPITAL INTERNATIONAL SA 549300U37G2I8G4RUG09 89153VAP4 40000.00000000 PA USD 40534.68000000 0.001939254430 Long DBT CORP FR N 2 2021-06-19 Fixed 2.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179RQZ5 468585.85630000 PA USD 484694.52000000 0.023188686706 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132M6SF8 29291.31500000 PA USD 30235.66000000 0.001446530171 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 21H0406A6 -4467000.00000000 PA USD -4644982.03000000 -0.22222457364 Short ABS-MBS USGA US N 2 2049-10-20 Fixed 4.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBH2 1160000.00000000 PA USD 1161450.00000000 0.055565926711 Long DBT CORP US N 2 2022-09-09 Floating 3.20213000 N N N N N N Freddie Mac N/A 31307NN26 38646.19800000 PA USD 39123.23000000 0.001871728039 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 3138MKSW7 16049.38490000 PA USD 16363.45000000 0.000782857861 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138WGSM7 510950.65000000 PA USD 535756.80000000 0.025631601088 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N MACQUARIE GROUP LIMITED ACMHD8HWFMFUIQQ8Y590 55608JAN8 10000.00000000 PA USD 11050.00000000 0.000528652537 Long DBT CORP AU Y 2 2029-03-27 Fixed 4.65400000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BH4 103000.00000000 PA USD 122741.91000000 0.005872201106 Long DBT CORP US N 2 2046-04-01 Fixed 4.25000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBB0 1531000.00000000 PA USD 1535721.60000000 0.073471775689 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N Federal National Mortgage Association N/A 3138W9GT1 491448.26000000 PA USD 522791.31000000 0.025011307948 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3140QBL22 7306992.16590000 PA USD 7751455.31000000 0.370844029156 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.00000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160BY9 241000.00000000 PA USD 245286.19000000 0.011734947227 Long DBT CORP US N 2 2026-03-01 Fixed 2.45000000 N N N N N N Government National Mortgage Association 2 N/A 36202FKM7 17258.21500000 PA USD 18485.00000000 0.000884356756 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138WFZG4 105296.01200000 PA USD 106730.53000000 0.005106186928 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 3138ERM72 412517.53340000 PA USD 424167.71000000 0.020292971619 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132J72F8 304858.12000000 PA USD 310218.43000000 0.014841426274 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBE4 2251000.00000000 PA USD 2498051.75000000 0.119511438686 Long DBT CORP US N 2 2035-05-15 Fixed 3.90000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LD1 308000.00000000 PA USD 329776.83000000 0.015777136481 Long DBT CORP US N 2 2028-01-10 Floating 3.88700000 N N N N N N Federal National Mortgage Association N/A 3138WFZF6 118104.16400000 PA USD 119496.79000000 0.005716948534 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 01F0406A0 4545000.00000000 PA USD 4716147.66000000 0.225629269651 Long ABS-MBS USGSE US N 2 2049-10-25 Fixed 4.00000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CK8 179000.00000000 PA USD 188008.35000000 0.008994668902 Long DBT CORP US N 2 2028-01-15 Fixed 2.90000000 N N N N N N Federal National Mortgage Association N/A 3138YF7F5 106366.89000000 PA USD 116778.98000000 0.005586923452 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Province of Manitoba 5493003QILFOB3JRKE30 563469UD5 689000.00000000 PA USD 727914.72000000 0.034824793132 Long DBT CA N 2 2024-05-14 Fixed 3.05000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GGS7 30000.00000000 PA USD 32205.21000000 0.001540757104 Long DBT CORP US N 2 2022-01-24 Fixed 5.75000000 N N N N N N Federal National Mortgage Association N/A 3138EPQP2 74357.07200000 PA USD 76456.70000000 0.003657830633 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132M8LY0 94825.79200000 PA USD 100088.83000000 0.004788435655 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138WC7G2 203558.42310000 PA USD 209432.92000000 0.010019660152 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138EQFK3 148509.11200000 PA USD 158472.20000000 0.007581604589 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV N/A 576000LP6 450000.00000000 PA USD 481914.00000000 0.023055661462 Long DBT MUN US N 2 2041-10-15 Fixed 5.00000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95001QAU5 940000.00000000 PA USD 1058552.80000000 0.050643133415 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.15200000 N N N N N N Federal National Mortgage Association N/A 3140Q8Q24 1749260.96320000 PA USD 1892327.10000000 0.090532445609 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCG5 4155000.00000000 PA USD 4313795.79000000 0.206380008365 Long DBT MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N Federal National Mortgage Association N/A 31410KEN0 84170.40200000 PA USD 94584.50000000 0.004525098278 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association N/A 3138AN5X7 49492.15000000 PA USD 54531.83000000 0.002608904101 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3140JL3N2 211178.25650000 PA USD 226590.59000000 0.010840514974 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 5.00000000 N N N N N N Freddie Mac N/A 3128M9WK4 1207591.99000000 PA USD 1242373.74000000 0.059437468840 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 31417GTZ9 23483.64950000 PA USD 24509.11000000 0.001172561375 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N AXA EQUITABLE HOLDINGS, INC. 549300FIBAKMNHPZ4009 054561AC9 836000.00000000 PA USD 872753.07000000 0.041754128998 Long DBT CORP US N 2 2023-04-20 Fixed 3.90000000 N N N N N N Federal National Mortgage Association N/A 3140E0V36 27230.17000000 PA USD 27836.74000000 0.001331761379 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N Federal Home Loan Banks N/A 3130AEC81 4080000.00000000 PA USD 4697291.76000000 0.224727168348 Long DBT USGSE US N 2 2033-05-16 Fixed 3.56000000 N N N N N N Federal National Mortgage Association N/A 3140J7TT2 528394.97950000 PA USD 571611.39000000 0.027346951314 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCC3 17000.00000000 PA USD 18571.40000000 0.000888490293 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N DISCOVERY COMMUNICATIONS, LLC L2Z2MO2EQURH3BREWI15 25470DAS8 914000.00000000 PA USD 979105.13000000 0.046842209218 Long DBT CORP US N 2 2037-09-20 Fixed 5.00000000 N N N N N N Freddie Mac N/A 3132WJMB4 565534.29000000 PA USD 575995.40000000 0.027556690501 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 31418CET7 158901.81860000 PA USD 158309.88000000 0.007573838899 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828XT2 5570000.00000000 PA USD 5681400.00000000 0.271808735648 Long DBT UST US N 2 2024-05-31 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 36202EVQ9 20546.86800000 PA USD 24233.58000000 0.001159379508 Long ABS-MBS USGA US N 2 2038-08-20 Fixed 6.50000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QAE0 52000.00000000 PA USD 58828.38000000 0.002814459039 Long DBT CORP US N 2 2028-11-06 Fixed 4.23400000 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477AQ6 666000.00000000 PA USD 677655.00000000 0.032420274713 Long DBT CORP US N 2 2049-12-31 Fixed 5.25000000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822VAM3 75000.00000000 PA USD 93481.20000000 0.004472314355 Long DBT CORP US N 2 2049-02-15 Fixed 5.20000000 N N N N N N Freddie Mac N/A 3137FHQ22 3650000.00000000 PA USD 3863160.00000000 0.184820754604 Long ABS-MBS USGSE US N 2 2025-07-25 Variable 3.37000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FM5 285000.00000000 PA USD 307955.04000000 0.014733141489 Long DBT CORP US N 2 2045-03-01 Fixed 3.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179NBB3 696589.08390000 PA USD 736645.30000000 0.035242480306 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128284V9 14945000.00000000 PA USD 16432494.53000000 0.786161080323 Long DBT UST US N 2 2028-08-15 Fixed 2.87500000 N N N N N N The Bank of New York Mellon Corporation N/A 06406FAC7 485000.00000000 PA USD 497905.37000000 0.023820718325 Long DBT CORP US N 2 2026-05-04 Fixed 2.80000000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BE5 92000.00000000 PA USD 92516.03000000 0.004426138828 Long DBT CORP US N 2 2020-06-12 Fixed 3.25000000 N N N N N N NEW JERSEY ST TRANSN TR FD AUTH N/A 646136XR7 575000.00000000 PA USD 808128.00000000 0.038662345534 Long DBT MUN US N 2 2040-12-15 Fixed 6.56100000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAC4 5119000.00000000 PA USD 5415717.72000000 0.259098001566 Long DBT NUSS MX N 2 2027-03-28 Fixed 4.15000000 N N N N N N Federal National Mortgage Association N/A 01F0324A9 -8704766.00000000 PA USD -9001272.09000000 -0.43063758686 Short ABS-MBS USGSE US N 2 2034-10-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138WVCD1 16349.65700000 PA USD 17171.04000000 0.000821494468 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.50000000 N N N N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350BF1 194000.00000000 PA USD 201731.87000000 0.009651227606 Long DBT CORP US N 2 2057-11-15 Fixed 4.37500000 N N N N N N COMMERCIAL MORTGAGE TRUST N/A 381056000 3075000.00000000 PA USD 3290865.00000000 0.157441098116 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.63000000 N N N N N N Freddie Mac N/A 3132JMGP8 224131.93400000 PA USD 235319.95000000 0.011258143781 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138ERNX4 4723695.26950000 PA USD 4942390.41000000 0.236453143313 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 3.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AAL1 945000.00000000 PA USD 945453.60000000 0.045232257477 Long DBT CORP US Y 2 2020-04-03 Fixed 2.55000000 N N N N N N Government National Mortgage Association 2 N/A 36230NZ81 53978.02800000 PA USD 56303.35000000 0.002693656911 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3132L7ZS1 350052.06200000 PA USD 369765.16000000 0.017690252512 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BS0 54000.00000000 PA USD 61578.14000000 0.002946012668 Long DBT CORP US N 2 2047-06-15 Fixed 3.90000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BM0 170000.00000000 PA USD 171757.46000000 0.008217196120 Long DBT CORP US N 2 2022-08-01 Fixed 2.50000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638BM3 281000.00000000 PA USD 413143.34000000 0.019765545268 Long DBT NUSS PE N 2 2050-11-18 Fixed 5.62500000 N N N N N N TYSON FOODS, INC. WD6L6041MNRW1JE49D58 902494BJ1 52000.00000000 PA USD 56384.74000000 0.002697550760 Long DBT CORP US N 2 2026-03-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138WZT44 119131.09000000 PA USD 126750.80000000 0.006063993855 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3132HRMP2 334101.67600000 PA USD 341612.02000000 0.016343353968 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGP9 122000.00000000 PA USD 128989.14000000 0.006171080201 Long DBT CORP US N 2 2025-09-29 Fixed 3.55000000 N N N N N N COMM MORTGAGE TRUST N/A 12625FAS5 1279058.00000000 PA USD 1315140.23000000 0.062918752968 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 3.31400000 N N N N N N UNIVERSITY CALIF REVS N/A 91412GHA6 50000.00000000 PA USD 66515.50000000 0.003182225148 Long DBT MUN US N 2 2112-05-15 Fixed 4.85800000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FX0 265000.00000000 PA USD 266522.16000000 0.012750915501 Long DBT CORP US N 2 2049-10-01 Fixed 3.15000000 N N N N N N Federal National Mortgage Association N/A 3138WJH35 158946.30010000 PA USD 164251.21000000 0.007858083169 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.00000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448DP0 205000.00000000 PA USD 219920.11000000 0.010521386813 Long DBT CORP US N 2 2046-10-06 Fixed 3.45000000 N N N N N N TYSON FOODS, INC. WD6L6041MNRW1JE49D58 902494BG7 105000.00000000 PA USD 111131.16000000 0.005316721246 Long DBT CORP US N 2 2023-09-28 Fixed 3.90000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962GT95 62000.00000000 PA USD 70332.06000000 0.003364816472 Long DBT CORP US N 2 2026-01-05 Fixed 5.55000000 N N N N N N CITIZENS FINANCIAL GROUP, INC. 2138004JDDA4ZQUPFW65 174610AN5 38000.00000000 PA USD 38099.33000000 0.001822742759 Long DBT CORP US N 2 2021-07-28 Fixed 2.37500000 N N N N N N Federal National Mortgage Association N/A 3138YTRT3 16595.83000000 PA USD 16967.48000000 0.000811755779 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N JUNIPER NETWORKS, INC. AUHIXNGG7U2U7JEHM527 48203RAJ3 48000.00000000 PA USD 51083.18000000 0.002443914276 Long DBT CORP US N 2 2025-06-15 Fixed 4.35000000 N N N N N N EASTMAN CHEMICAL COMPANY FDPVHDGJ1IQZFK9KH630 277432AQ3 130000.00000000 PA USD 130078.52000000 0.006223198165 Long DBT CORP US N 2 2020-01-15 Fixed 2.70000000 N N N N N N U.S. DOLLAR N/A N/A 540000.00000000 OU Contract Amount USD 6392.33000000 0.000305820948 N/A DFE US N N/A INVESTMENT TECHNOLOGY GROUP N/A 540000.00000000 EUR 595028.70000000 USD 2019-10-03 6392.33 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AY5 1622000.00000000 PA USD 1636826.70000000 0.078308831591 Long DBT CORP GB N 2 2021-05-25 Fixed 2.95000000 N N N N N N Federal National Mortgage Association N/A 31418RPY1 43735.19500000 PA USD 47495.25000000 0.002272261036 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.50000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AP0 50000.00000000 PA USD 53724.85000000 0.002570296678 Long DBT CORP US N 2 2036-12-05 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36198QTY4 27934.96000000 PA USD 29954.69000000 0.001433088044 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 4.00000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457BB5 250000.00000000 PA USD 325549.00000000 0.015574869236 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N RAYTHEON COMPANY YR6K3WJN0KKLUPZSNL57 755111AP6 115000.00000000 PA USD 151651.31000000 0.007255280534 Long DBT CORP US N 2 2028-11-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association N/A 31416WLG5 92362.39600000 PA USD 100315.00000000 0.004799256048 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EG1 35000.00000000 PA USD 34992.48000000 0.001674105281 Long DBT CORP US N 2 2026-08-15 Fixed 2.40000000 N N N N N N Federal National Mortgage Association N/A 3140H3KJ4 66711.93610000 PA USD 70271.19000000 0.003361904338 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.50000000 N N N N N N The Bank of New York Mellon Corporation N/A 06406RAB3 658000.00000000 PA USD 697372.75000000 0.033363608521 Long DBT CORP US N 2 2028-02-07 Fixed 3.44200000 N N N N N N Freddie Mac N/A 3132QWH44 333488.98000000 PA USD 349422.72000000 0.016717032374 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 N/A 640000.00000000 PA 716903.23000000 0.034297982984 Long DBT CORP US N 2 2021-09-17 Fixed 1.25000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBX3 535000.00000000 PA USD 582845.05000000 0.027884390488 Long DBT CORP US N 2 2028-09-01 Fixed 3.65000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBD3 655000.00000000 PA USD 660151.58000000 0.031582878567 Long DBT CORP US N 2 2026-08-16 Fixed 2.27500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828Y95 7255000.00000000 PA USD 7375160.94000000 0.352841407101 Long DBT UST US N 2 2026-07-31 Fixed 1.87500000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CA4 215000.00000000 PA USD 229751.58000000 0.010991742611 Long DBT CORP US N 2 2025-08-01 Fixed 3.65000000 N N N N N N CITYLINE MORTGAGE TRUST N/A 178772AA7 3360000.00000000 PA USD 3432744.00000000 0.164228853177 Long ABS-MBS CORP US N 2 2031-11-10 Variable 2.87070000 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813BR9 923000.00000000 PA USD 915052.05000000 0.043777790819 Long DBT CORP US N 2 2021-08-15 Fixed 1.70000000 N N N N N N Government National Mortgage Association N/A 36241K7H5 15115.77600000 PA USD 16433.20000000 0.000786194831 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286X3 9680000.00000000 PA USD 9988550.00000000 0.477870797067 Long DBT UST US N 2 2026-05-31 Fixed 2.12500000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 12652UAU3 2760000.00000000 PA USD 3066553.20000000 0.146709604690 Long ABS-MBS CORP US N 2 2051-04-15 Variable 4.03310000 N N N N N N Federal National Mortgage Association N/A 31397QJJ8 9947768.78480000 PA USD 10591929.59000000 0.506737598115 Long ABS-MBS USGSE US N 2 2041-02-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 01F0306B9 -44204000.00000000 PA USD -44832525.63000000 -2.14487135343 Short ABS-MBS USGSE US N 2 2048-11-25 Fixed 3.00000000 N N N N N N NEW JERSEY ST TRANSN TR FD AUTH N/A 646136R86 800000.00000000 PA USD 865240.00000000 0.041394689765 Long DBT MUN US N 2 2036-06-15 Fixed 5.00000000 N N N N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222AL9 1076000.00000000 PA USD 1141821.07000000 0.054626842217 Long DBT CORP US N 2 2027-04-01 Fixed 3.30000000 N N N N N N NBCUNIVERSAL ENTERPRISE, INC. N/A 63946CAE8 5730000.00000000 PA USD 5855463.11000000 0.280136238350 Long DBT CORP US Y 2 2099-12-31 Fixed 5.25000000 N N N N N N BNP PARIBAS S.A. R0MUWSFPU8MPRO8K5P83 09659W2D5 1725000.00000000 PA USD 1778337.00000000 0.085078947359 Long DBT CORP FR Y 2 2025-01-09 Fixed 3.37500000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 009088AC9 251999.30600000 PA USD 263072.91000000 0.012585896970 Long DBT CORP CA Y 2 2025-06-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association N/A 3140J6EK9 189425.54600000 PA USD 199684.10000000 0.009553258483 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Ressources Teck Limitee T8KI5SQ2JRWHL7XY0E11 878742AE5 6000.00000000 PA USD 6765.00000000 0.000323650173 Long DBT CORP CA N 2 2035-10-01 Fixed 6.12500000 N N N N N N Freddie Mac N/A 31335BKV7 849890.84450000 PA USD 883010.54000000 0.042244865427 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36241L6G6 70621.49000000 PA USD 74878.75000000 0.003582338572 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association N/A 01F0504A1 1900000.00000000 PA USD 1992996.09000000 0.095348637197 Long ABS-MBS USGSE US N 2 2034-10-25 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 3617BUEB1 24193.77900000 PA USD 25432.81000000 0.001216752900 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38379H8G3 1572331.05430000 PA USD 1856362.71000000 0.088811842346 Long ABS-MBS USGA US N 2 2045-01-20 Fixed 4.00000000 N N N N N N Cooperatieve Rabobank UA (New York Branch) N/A 21688AAF9 570000.00000000 PA USD 572313.06000000 0.027380520511 Long DBT CORP US N 2 2021-01-19 Fixed 2.50000000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 86960BAQ5 360000.00000000 PA USD 358813.44000000 0.017166301872 Long DBT CORP SE N 2 2021-09-07 Fixed 1.87500000 N N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450YAD5 240000.00000000 PA USD 241939.68000000 0.011574843968 Long DBT CORP US N 2 2026-10-01 Fixed 2.65000000 N N N N N N Federal National Mortgage Association N/A 3138LTJF6 269479.27040000 PA USD 288384.89000000 0.013796869139 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179MAY6 368969.10060000 PA USD 391220.30000000 0.018716706287 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 4.00000000 N N N N N N ACTIVISION BLIZZARD, INC. 549300TPQQDBP9GNOF40 00507VAK5 1347000.00000000 PA USD 1402248.55000000 0.067086176900 Long DBT CORP US N 2 2026-09-15 Fixed 3.40000000 N N N N N N Freddie Mac N/A 3132M6WX4 50934.35600000 PA USD 53761.30000000 0.002572040514 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 3.50000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 251541AQ1 945000.00000000 PA USD 957304.85000000 0.045799243304 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25000000 N N N N N N Government National Mortgage Association 2 N/A 36179UCC4 15605172.00000000 PA USD 16379755.00000000 0.783637923184 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61764JAA4 1740000.00000000 PA USD 1779950.40000000 0.085156135413 Long ABS-MBS CORP US N 2 2033-08-11 Fixed 3.46900000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BJ7 1563000.00000000 PA USD 1589488.16000000 0.076044067852 Long DBT CORP GB N 2 2023-03-13 Fixed 3.26200000 N N N N N N Freddie Mac N/A 3132WJTW1 532019.45000000 PA USD 544196.95000000 0.026035393551 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BR9 120000.00000000 PA USD 123764.40000000 0.005921118928 Long DBT CORP US N 2 2024-10-30 Fixed 3.00000000 N N N N N N FIRSTENERGY TRANSMISSION, LLC 549300AINIIPOLYX2R63 33767BAB5 329000.00000000 PA USD 354517.57000000 0.016960779467 Long DBT CORP US Y 2 2025-01-15 Fixed 4.35000000 N N N N N N Federal National Mortgage Association N/A 3138YNDY0 24665.53000000 PA USD 26356.98000000 0.001260966911 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GGQ1 8000.00000000 PA USD 8431.94000000 0.000403399681 Long DBT CORP US N 2 2021-07-27 Fixed 5.25000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BA7 176000.00000000 PA USD 186144.99000000 0.008905522297 Long DBT CORP US N 2 2045-02-09 Fixed 3.45000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FAE1 200000.00000000 PA USD 206337.00000000 0.009871545585 Long DBT CORP US Y 2 2026-04-15 Fixed 4.25000000 N N N N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017BS7 95000.00000000 PA USD 126589.69000000 0.006056286053 Long DBT CORP US N 2 2040-04-15 Fixed 5.70000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 96950FAQ7 1265000.00000000 PA USD 1323883.22000000 0.063337033860 Long DBT CORP US N 2 2025-01-15 Fixed 3.90000000 N N N N N N Federal National Mortgage Association N/A 3140Q83N3 6676816.00030000 PA USD 7233248.16000000 0.346052035942 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHL6 391000.00000000 PA USD 411132.20000000 0.019669328592 Long DBT CORP US N 2 2024-07-23 Floating 3.86400000 N N N N N N Federal National Mortgage Association N/A 3140E7GN4 134449.78000000 PA USD 147634.42000000 0.007063105051 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.00000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EM1 102000.00000000 PA USD 104205.65000000 0.004985391976 Long DBT CORP US N 2 2021-09-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138ENWR6 230098.40940000 PA USD 245332.93000000 0.011737183355 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3140FG6G9 1021009.89000000 PA USD 1062835.24000000 0.050848013304 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 31402Q2V2 51306.08210000 PA USD 57165.72000000 0.002734914295 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.00000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MEF7 37000.00000000 PA USD 50416.87000000 0.002412036767 Long DBT CORP US N 2 2038-03-01 Fixed 6.30000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWJ9 13000.00000000 PA USD 13165.72000000 0.000629872515 Long DBT CORP US N 2 2023-06-05 Fixed 2.90800000 N N N N N N AIR LIQUIDE FINANCE S.A. 549300YGXL5Z3R14K812 00913RAB2 250000.00000000 PA USD 248194.00000000 0.011874062262 Long DBT CORP FR Y 2 2021-09-27 Fixed 1.75000000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EN9 2257000.00000000 PA USD 2435691.20000000 0.116527994068 Long DBT CORP US N 2 2029-07-08 Fixed 3.25000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BM9 105000.00000000 PA USD 113557.50000000 0.005432801861 Long DBT CORP US N 2 2042-10-01 Fixed 3.95000000 N N N N N N Federal National Mortgage Association N/A 3138EJP44 1090096.11400000 PA USD 1162342.77000000 0.055608638487 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03065TAD4 58271.97000000 PA USD 58262.62000000 0.002787392029 Long ABS-MBS CORP US N 2 2021-07-08 Fixed 1.53000000 N N N N N N SOUTHWEST AIRLINES CO. UDTZ87G0STFETI6HGH41 844741BD9 396000.00000000 PA USD 399864.96000000 0.019130282889 Long DBT CORP US N 2 2022-11-16 Fixed 2.75000000 N N N N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 824348BK1 100000.00000000 PA USD 101177.00000000 0.004840495731 Long DBT CORP US N 2 2049-08-15 Fixed 3.80000000 N N N N N N Freddie Mac N/A 3132XCR31 12242387.33960000 PA USD 12882033.35000000 0.616300418461 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 31417DGW7 428739.86000000 PA USD 440190.86000000 0.021059548896 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N AMERICAN AIRLINES, INC. N/A 02379DAA8 795000.00000000 PA USD 803006.27000000 0.038417312452 Long DBT CORP US N 2 2029-08-15 Fixed 3.85000000 N N N N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CP2 89000.00000000 PA USD 102253.08000000 0.004891977398 Long DBT CORP US N 2 2047-05-04 Fixed 4.05000000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAH4 854000.00000000 PA USD 904898.40000000 0.043292021331 Long DBT CORP US Y 2 2025-03-01 Fixed 3.60000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGL8 127000.00000000 PA USD 139157.46000000 0.006657551529 Long DBT CORP US N 2 2027-07-22 Fixed 4.30000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAT8 720000.00000000 PA USD 788980.32000000 0.037746284935 Long DBT CORP DK Y 2 2024-01-12 Fixed 5.37500000 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DN1 335000.00000000 PA USD 343798.44000000 0.016447956365 Long DBT CORP US Y 2 2021-11-05 Fixed 3.75000000 N N N N N N Federal National Mortgage Association N/A 3138YBX65 31968.88600000 PA USD 32680.54000000 0.001563497774 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBE9 1055000.00000000 PA USD 1113923.86000000 0.053292187840 Long DBT CORP US N 2 2026-02-11 Fixed 3.41000000 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAE6 1511000.00000000 PA USD 1533846.32000000 0.073382058809 Long DBT CORP KY Y 2 2023-01-19 Fixed 2.98500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAP1 3354000.00000000 PA USD 3495820.54000000 0.167246552087 Long DBT CORP US N 2 2024-04-23 Fixed 3.55900000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHM4 143000.00000000 PA USD 158882.15000000 0.007601217359 Long DBT CORP US N 2 2029-07-23 Fixed 4.27100000 N N N N N N Federal National Mortgage Association N/A 3140J5XZ7 188230.94560000 PA USD 190352.00000000 0.009106793474 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 2.50000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FF9 129000.00000000 PA USD 148736.48000000 0.007115829650 Long DBT CORP US N 2 2042-02-01 Fixed 4.12500000 N N N N N N COMM MORTGAGE TRUST N/A 12625CAN3 1015000.00000000 PA USD 1081106.95000000 0.051722165871 Long ABS-MBS CORP US N 2 2031-03-10 Fixed 3.89790000 N N N N N N Freddie Mac N/A 3132G5AU3 138755.00470000 PA USD 142435.17000000 0.006814363267 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 3.00000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GA6 60000.00000000 PA USD 73502.76000000 0.003516508653 Long DBT CORP US N 2 2048-12-01 Fixed 4.60000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 1534000.00000000 PA USD 1571288.47000000 0.075173360856 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36202FLN4 441013.36390000 PA USD 472374.97000000 0.022599296537 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.00000000 N N N N N N Freddie Mac N/A 312942DD4 718205.12000000 PA USD 775348.08000000 0.037094093236 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N THE HARTFORD FINANCIAL SERVICES GROUP, INC. IU7C3FTM7Y3BQM112U94 416515BB9 401000.00000000 PA USD 449695.03000000 0.021514246054 Long DBT CORP US N 2 2043-04-15 Fixed 4.30000000 N N N N N N Federal National Mortgage Association N/A 3138W6A63 33276.14200000 PA USD 34380.05000000 0.001644805491 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162CD0 348000.00000000 PA USD 399798.06000000 0.019127082269 Long DBT CORP US N 2 2048-06-15 Fixed 4.56300000 N N N N N N Freddie Mac N/A 3134A3U53 591000.00000000 PA USD 479874.86000000 0.022958105214 Long ABS-MBS USGSE US N 2 2029-09-15 None 0.00000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FJ2 320000.00000000 PA USD 346152.32000000 0.016560570359 Long DBT CORP US N 2 2042-12-01 Fixed 3.85000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 96950FAG9 204000.00000000 PA USD 207064.28000000 0.009906340012 Long DBT CORP US N 2 2020-11-15 Fixed 4.12500000 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BC5 440000.00000000 PA USD 506097.24000000 0.024212632611 Long DBT CORP US N 2 2044-05-15 Fixed 4.35000000 N N N N N N Freddie Mac N/A 3132KFAJ1 42908.04900000 PA USD 44065.70000000 0.002108184990 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N RPM INTERNATIONAL INC. 549300TJCKW4BRXPJ474 749685AV5 220000.00000000 PA USD 227984.24000000 0.010907189781 Long DBT CORP US N 2 2027-03-15 Fixed 3.75000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDN9 650000.00000000 PA USD 698287.85000000 0.033407388606 Long DBT CORP US N 2 2025-12-15 Fixed 3.70000000 N N N N N N AGILENT TECHNOLOGIES, INC. QUIX8Y7A2WP0XRMW7G29 00846UAK7 95000.00000000 PA USD 96564.27000000 0.004619814154 Long DBT CORP US N 2 2026-09-22 Fixed 3.05000000 N N N N N N BPCE S.A. 9695005MSX1OYEMGDF46 05578AAN8 1509000.00000000 PA USD 1500718.61000000 0.071797167590 Long DBT CORP FR Y 2 2029-10-01 Fixed 2.70000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RDH2 371000.00000000 PA USD 426010.77000000 0.020381147035 Long DBT CORP US N 2 2042-03-15 Fixed 5.15000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286V7 103289000.00000000 PA USD 103982972.97000000 4.974738693270 Long DBT UST US N 2 2021-05-31 Fixed 2.12500000 N N N N N N Federal National Mortgage Association N/A 3140FQN78 121767.28020000 PA USD 127045.71000000 0.006078102897 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAZ5 989000.00000000 PA USD 996269.15000000 0.047663367836 Long DBT CORP US N 2 2049-08-16 Fixed 3.09500000 N N N N N N EQUIFAX INC. 5493004MCF8JDC86VS77 294429AK1 120000.00000000 PA USD 119803.80000000 0.005731636463 Long DBT CORP US N 2 2021-06-01 Fixed 2.30000000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331AV9 590000.00000000 PA USD 604034.33000000 0.028898125026 Long DBT CORP US N 2 2022-06-15 Fixed 3.30000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAX8 19000.00000000 PA USD 19466.53000000 0.000931314976 Long DBT CORP JP N 2 2023-01-17 Fixed 3.10200000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBT7 443000.00000000 PA USD 453149.57000000 0.021679517668 Long DBT CORP US N 2 2036-07-15 Fixed 3.20000000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822VAN1 1160000.00000000 PA USD 1171513.00000000 0.056047359334 Long DBT CORP US N 2 2029-11-15 Fixed 3.10000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FN9 632000.00000000 PA USD 643868.96000000 0.030803887763 Long DBT CORP US N 2 2023-03-15 Fixed 2.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179NJB5 32819.81900000 PA USD 34798.47000000 0.001664823482 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 4.00000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200JX0 770000.00000000 PA USD 786962.33000000 0.037649740542 Long DBT CORP US N 2 2022-05-13 Fixed 2.85000000 N N N N N N ELECTRONIC ARTS INC. 549300O7A67PUEYKDL45 285512AD1 935000.00000000 PA USD 1057047.42000000 0.050571113238 Long DBT CORP US N 2 2026-03-01 Fixed 4.80000000 N N N N N N DOLLAR GENERAL CORPORATION OPX52SQVOZI8IVSWYU66 256677AE5 160000.00000000 PA USD 170992.16000000 0.008180582746 Long DBT CORP US N 2 2027-04-15 Fixed 3.87500000 N N N N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824CAN9 40000.00000000 PA USD 42338.92000000 0.002025572625 Long DBT CORP US N 2 2022-10-15 Variable 4.40000000 N N N N N N Federal National Mortgage Association N/A 3140HBB49 225060.91770000 PA USD 240387.36000000 0.011500578094 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128285L0 6035000.00000000 PA USD 6188703.91000000 0.296079097595 Long DBT UST US N 2 2021-11-15 Fixed 2.87500000 N N N N N N Government National Mortgage Association 2 N/A 36179QWH0 616251.89080000 PA USD 669118.53000000 0.032011874122 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 5.00000000 N N N N N N Suncor Energy Inc. 549300W70ZOQDVLCHY06 71644EAJ1 60000.00000000 PA USD 84561.06000000 0.004045558278 Long DBT CORP CA N 2 2038-05-15 Fixed 6.80000000 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477BA0 1510000.00000000 PA USD 1581725.00000000 0.075672663849 Long DBT CORP US N 2 2199-12-31 Fixed 5.62500000 N N N N N N Federal National Mortgage Association N/A 3140F5BJ1 190209.91520000 PA USD 189502.07000000 0.009066131243 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.00000000 N N N N N N Freddie Mac N/A 3132JNXG7 101695.29500000 PA USD 110069.09000000 0.005265909843 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FP8 2480000.00000000 PA USD 3418137.50000000 0.163530051069 Long DBT UST US N 2 2031-02-15 Fixed 5.37500000 N N N N N N Federal National Mortgage Association N/A 3138ERC73 1765251.43000000 PA USD 1865326.94000000 0.089240707771 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138YDKM0 16208.19400000 PA USD 17481.39000000 0.000836342189 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3140JLL77 599871.60000000 PA USD 641919.49000000 0.030710621495 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 36202FDB9 11777.18500000 PA USD 12722.87000000 0.000608685747 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 4.50000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBC6 888000.00000000 PA USD 1038008.06000000 0.049660234868 Long DBT CORP US N 2 2045-02-15 Fixed 5.10000000 N N N N N N PRESIDENT AND FELLOWS OF HARVARD COLLEGE 6S3X7J22E861RNTJSA74 740816AN3 575000.00000000 PA USD 628134.60000000 0.030051126736 Long DBT CORP US N 2 2056-07-15 Fixed 3.30000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAN2 55000.00000000 PA USD 59445.71000000 0.002843993254 Long DBT CORP US N 2 2045-03-06 Fixed 3.56700000 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863AP5 225000.00000000 PA USD 243843.75000000 0.011665938216 Long DBT CORP GB Y 2 2025-05-14 Fixed 4.87500000 N N N N N N Federal National Mortgage Association N/A 3138EQHV7 133067.64700000 PA USD 142189.49000000 0.006802609479 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 31307NV50 27993.57500000 PA USD 28763.98000000 0.001376122264 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128285A4 13940000.00000000 PA USD 14238403.13000000 0.681191669732 Long DBT UST US N 2 2021-09-15 Fixed 2.75000000 N N N N N N CNH Industrial N.V. 549300WGC2HZ5J67V817 12594KAB8 120000.00000000 PA USD 123542.64000000 0.005910509518 Long DBT CORP NL N 2 2027-11-15 Fixed 3.85000000 N N N N N N AMERICAN AIRLINES, INC. IWUQB36BXD6OWD6X4T14 02376YAA5 317001.50720000 PA USD 334944.11000000 0.016024348761 Long DBT CORP US N 2 2025-07-15 Fixed 5.25000000 N N N N N N HONEYWELL INTERNATIONAL INC. ISRPG12PN4EIEOEMW547 438516BG0 1580000.00000000 PA 1802105.71000000 0.086216086623 Long DBT CORP US N 2 2023-02-22 Fixed 1.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QT8 31340000.00000000 PA USD 37343568.75000000 1.786585737061 Long DBT UST US N 2 2041-11-15 Fixed 3.12500000 N N N N N N Government National Mortgage Association 2 N/A 36179RBX6 3342513.76940000 PA USD 3491978.22000000 0.167062728357 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAA9 1362000.00000000 PA USD 1403440.21000000 0.067143188129 Long DBT CORP US N 2 2046-10-01 Fixed 3.40000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBR3 250000.00000000 PA USD 240639.50000000 0.011512640940 Long DBT CORP US N 2 2078-02-15 Fixed 5.37500000 N N N N N N Daimler International Finance B.V. 529900RUGCXMPEENHQ31 N/A 995000.00000000 PA 1089609.58000000 0.052128947493 Long DBT CORP NL N 2 2021-08-09 Fixed 0.25000000 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 413875AW5 2091000.00000000 PA USD 2344707.30000000 0.112175155186 Long DBT CORP US N 2 2028-06-15 Fixed 4.40000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818EW4 190000.00000000 PA USD 225230.94000000 0.010775466791 Long DBT CORP US N 2 2048-09-10 Fixed 4.50000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 94989HAW0 1250000.00000000 PA USD 1306425.00000000 0.062501800167 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.40600000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAR7 10000.00000000 PA USD 10918.54000000 0.000522363247 Long DBT CORP US N 2 2029-04-23 Fixed 4.00500000 N N N N N N CELGENE CORPORATION 4SIHMF0MOSTTL8CD0X64 151020AR5 25000.00000000 PA USD 25967.75000000 0.001242345424 Long DBT CORP US N 2 2022-08-15 Fixed 3.55000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135AP1 315000.00000000 PA USD 393030.54000000 0.018803311533 Long DBT CORP US N 2 2034-12-05 Fixed 4.80000000 N N N N N N Federal National Mortgage Association N/A 3138WJJR0 671455.01670000 PA USD 714857.82000000 0.034200126768 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N MOTOROLA SOLUTIONS, INC. 6S552MUG6KGJVEBSEC55 620076BL2 80000.00000000 PA USD 86198.24000000 0.004123884012 Long DBT CORP US N 2 2028-02-23 Fixed 4.60000000 N N N N N N Federal National Mortgage Association N/A 3138WJJU3 6085442.91340000 PA USD 6428455.66000000 0.307549266926 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 4.00000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200JF9 179000.00000000 PA USD 179113.84000000 0.008569139012 Long DBT CORP US N 2 2021-02-19 Fixed 2.25000000 N N N N N N U.S. DOLLAR N/A N/A 226000.00000000 OU Contract Amount USD 3577.46000000 0.000171152335 N/A DFE US N N/A BANK NATIONAL PARIS N/A 226000.00000000 EUR 249932.68000000 USD 2019-10-03 3577.46 N N N Federal National Mortgage Association N/A 3138EKU29 232914.42950000 PA USD 248361.77000000 0.011882088690 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36180DSX6 456547.22240000 PA USD 476059.08000000 0.022775551207 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BD4 81000.00000000 PA USD 96652.04000000 0.004624013234 Long DBT CORP US N 2 2046-03-01 Fixed 4.75000000 N N N N N N RTE RESEAU DE TRANSPORT D'ELECTRICITE SA 969500JRJW0K2ET1UP76 N/A 500000.00000000 PA 587140.37000000 0.028089886580 Long DBT CORP FR N 2 2024-10-08 Fixed 1.62500000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BR6 561000.00000000 PA USD 598662.17000000 0.028641110907 Long DBT CORP US N 2 2029-03-15 Fixed 3.40000000 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334KG5 568000.00000000 PA USD 567305.90000000 0.027140968670 Long DBT CORP US N 2 2020-03-30 Fixed 2.00000000 N N N N N N Federal National Mortgage Association N/A 3140GXGD7 99283.92500000 PA USD 103556.58000000 0.004954339261 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N UNITED AIR LINES, INC. N/A 90931CAA6 420000.00000000 PA USD 458872.92000000 0.021953333370 Long DBT CORP US N 2 2033-02-25 Fixed 4.15000000 N N N N N N Federal National Mortgage Association N/A 3138EEHB8 37387.42120000 PA USD 39226.84000000 0.001876684933 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 312943WD1 42922.01000000 PA USD 45454.21000000 0.002174613889 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XAT3 326000.00000000 PA USD 313828.46000000 0.015014136818 Long DBT CORP US N 2 2042-08-01 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RV2 1543000.00000000 PA USD 1828937.19000000 0.087499754496 Long DBT UST US N 2 2047-02-15 Fixed 3.00000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687ES1 191000.00000000 PA USD 265542.33000000 0.012704038613 Long DBT CORP US Y 2 2043-10-01 Fixed 5.40000000 N N N N N N CONAGRA BRANDS, INC. 54930035UDEIH090K650 205887BZ4 117000.00000000 PA USD 120720.95000000 0.005775514624 Long DBT CORP US N 2 2021-10-22 Fixed 3.80000000 N N N N N N EASTMAN CHEMICAL COMPANY FDPVHDGJ1IQZFK9KH630 277432AV2 265000.00000000 PA USD 270540.62000000 0.012943166097 Long DBT CORP US N 2 2021-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3140J5H93 2982820.44490000 PA USD 3177449.90000000 0.152015108935 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Lowe`s Companies, Inc. WAFCR4OKGSC504WU3E95 548661DM6 193000.00000000 PA USD 192092.32000000 0.009190053618 Long DBT CORP US N 2 2026-04-15 Fixed 2.50000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAE0 910000.00000000 PA USD 935476.36000000 0.044754927771 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556BF8 780000.00000000 PA USD 836955.60000000 0.040041511498 Long DBT CORP US N 2 2024-02-01 Fixed 4.15000000 N N N N N N B.A.T. INTERNATIONAL FINANCE P.L.C. 21380041YBGOQDFAC823 N/A 550000.00000000 PA 606828.14000000 0.029031786089 Long DBT CORP GB N 2 2023-10-13 Fixed 0.87500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBE8 247000.00000000 PA USD 252462.41000000 0.012078270929 Long DBT CORP US N 2 2021-11-14 Fixed 3.37500000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EE6 500000.00000000 PA USD 508151.00000000 0.024310888307 Long DBT CORP US N 2 2022-08-15 Fixed 2.80000000 N N N N N N Federal National Mortgage Association N/A 3138A1AG6 39215.80550000 PA USD 41782.06000000 0.001998931407 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES, INC. 6WQI0GK1PRFVBA061U48 31620MBJ4 753000.00000000 PA USD 814430.49000000 0.038963868370 Long DBT CORP US N 2 2029-05-21 Fixed 3.75000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BS6 742000.00000000 PA USD 763749.50000000 0.036539195611 Long DBT CORP US N 2 2026-06-15 Fixed 2.90000000 N N N N N N Federal National Mortgage Association N/A 01F0306A1 -21779168.00000000 PA USD -22102452.53000000 -1.05742240942 Short ABS-MBS USGSE US N 2 2049-10-25 Fixed 3.00000000 N N N N N N TYSON FOODS, INC. WD6L6041MNRW1JE49D58 902494BK8 12000.00000000 PA USD 13562.76000000 0.000648867646 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081ED1 195000.00000000 PA USD 227411.15000000 0.010879772090 Long DBT CORP US N 2 2046-12-15 Fixed 4.12500000 N N N N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361ZJ0 71000.00000000 PA USD 72994.53000000 0.003492193985 Long DBT CORP US N 2 2022-03-15 Fixed 3.62500000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBM1 1138000.00000000 PA USD 1315025.00000000 0.062913240151 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25000000 N N N N N N SYNOVUS FINANCIAL CORP. 549300EIUS8UN5JTLE54 87161CAL9 376000.00000000 PA USD 379252.78000000 0.018144157887 Long DBT CORP US N 2 2022-11-01 Fixed 3.12500000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 891906AB5 65000.00000000 PA USD 67648.69000000 0.003236439063 Long DBT CORP US N 2 2023-06-01 Fixed 3.75000000 N N N N N N Federal National Mortgage Association N/A 3138ERM49 198424.27910000 PA USD 203810.17000000 0.009750657341 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3134A4CP7 197000.00000000 PA USD 152973.26000000 0.007318525079 Long ABS-MBS USGSE US N 2 2031-03-15 None 0.00000000 N N N N N N Freddie Mac N/A 3132XCSC0 2927477.53070000 PA USD 3187166.45000000 0.152479966746 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 002920AC0 240000.00000000 PA USD 306130.80000000 0.014645866457 Long DBT CORP GB N 2 2029-10-26 Fixed 7.95000000 N N N N N N Government National Mortgage Association 2 N/A 36179TAL9 4457105.27830000 PA USD 4677650.60000000 0.223787498748 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761JVL0 1142000.00000000 PA USD 1207990.47000000 0.057792509298 Long DBT CORP US N 2 2024-10-23 Fixed 3.70000000 N N N N N N Federal National Mortgage Association N/A 3138YBMW0 203977.92800000 PA USD 218000.94000000 0.010429570153 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 31418CCL6 119415.29360000 PA USD 118970.88000000 0.005691788022 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.00000000 N N N N N N HUNTINGTON INGALLS INDUSTRIES, INC. 5TZLZ6WJTBVJ0QWBG121 446413AL0 1247000.00000000 PA USD 1303115.00000000 0.062343443615 Long DBT CORP US N 2 2027-12-01 Fixed 3.48300000 N N N N N N SAN DIEGO CALIF CMNTY COLLEGE DIST N/A 797272QY0 1055000.00000000 PA USD 1076110.55000000 0.051483128808 Long DBT MUN US N 2 2043-08-01 Fixed 3.33600000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BB1 1113000.00000000 PA USD 1231136.05000000 0.058899836864 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N Federal National Mortgage Association N/A 3138WDYE5 165243.50250000 PA USD 176322.95000000 0.008435617647 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BS2 925000.00000000 PA USD 1021951.10000000 0.048892040058 Long DBT CORP US N 2 2036-08-08 Fixed 3.45000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38143U8H7 476000.00000000 PA USD 502884.00000000 0.024058905237 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N N Federal National Mortgage Association N/A 3138EQZA3 222546.37500000 PA USD 244961.22000000 0.011719400058 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 36176DHP1 116190.43400000 PA USD 122161.20000000 0.005844418861 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179SB71 60669.67790000 PA USD 62526.52000000 0.002991384930 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N HISTORIC TW INC. N/A 887315BN8 190000.00000000 PA USD 238428.72000000 0.011406873116 Long DBT CORP US N 2 2029-05-15 Fixed 6.62500000 N N N N N N Federal National Mortgage Association N/A 3138WJC97 1310787.96990000 PA USD 1327587.38000000 0.063514247759 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFK5 1227000.00000000 PA USD 1239452.82000000 0.059297726599 Long DBT CORP US N 2 2049-09-01 Fixed 3.62500000 N N N N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556AZ5 313000.00000000 PA USD 320484.46000000 0.015332572230 Long DBT CORP US N 2 2021-08-15 Fixed 3.60000000 N N N N N N Freddie Mac N/A 31335BJX5 658531.71220000 PA USD 684157.21000000 0.032731352524 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3132QQUA8 109787.44700000 PA USD 115112.84000000 0.005507212218 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N Bundesrepublik Deutschland N/A N/A -183.00000000 NC 67237.31000000 0.003216757880 N/A DIR DE N 1 XEUR N/A Short Bundesrepublik Deutschland Euro-Schatz Future Dec 2019 2019-12-06 -22469580.38 EUR 67237.31 N N N UNIVERSITY CALIF REVS N/A 91412GC86 347000.00000000 PA USD 453612.28000000 0.021701654574 Long DBT MUN US N 2 2115-05-15 Fixed 4.76700000 N N N N N N Government National Mortgage Association 2 N/A 36179SJS7 12682804.95250000 PA USD 13070839.17000000 0.625333239811 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822VAC5 65000.00000000 PA USD 68529.31000000 0.003278569561 Long DBT CORP US N 2 2026-06-15 Fixed 3.70000000 N N N N N N Federal National Mortgage Association N/A 3138Y4BK4 48422.85300000 PA USD 50162.79000000 0.002399881107 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 3.50000000 N N N N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 26078JAF7 1035000.00000000 PA USD 1303269.93000000 0.062350855754 Long DBT CORP US N 2 2048-11-15 Fixed 5.41900000 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AD3 1775000.00000000 PA USD 1779203.20000000 0.085120387977 Long DBT CORP GG N 2 2020-03-26 Fixed 2.75000000 N N N N N N Federal National Mortgage Association N/A 3138WFYN0 112147.78000000 PA USD 113603.21000000 0.005434988713 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 2.50000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457BG4 47000.00000000 PA USD 51653.99000000 0.002471222887 Long DBT CORP US N 2 2021-09-01 Fixed 7.87500000 N N N N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AS4 355000.00000000 PA USD 360330.39000000 0.017238875580 Long DBT CORP US N 2 2049-09-15 Fixed 3.37500000 N N N N N N Government National Mortgage Association 2 N/A 36179SB89 4023375.18070000 PA USD 4175010.28000000 0.199740251615 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N B.A.T. INTERNATIONAL FINANCE P.L.C. 21380041YBGOQDFAC823 05530QAK6 940000.00000000 PA USD 978331.32000000 0.046805188709 Long DBT CORP GB Y 2 2025-06-15 Fixed 3.95000000 N N N N N N Government National Mortgage Association 2 N/A 36241L7B6 133784.99800000 PA USD 141594.87000000 0.006774161753 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 4.50000000 N N N N N N RAYTHEON COMPANY YR6K3WJN0KKLUPZSNL57 755111BZ3 340000.00000000 PA USD 403885.66000000 0.019322640650 Long DBT CORP US N 2 2044-12-15 Fixed 4.20000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G2T0 565000.00000000 PA USD 575050.79000000 0.027511498603 Long DBT CORP US N 2 2020-05-04 Fixed 5.55000000 N N N N N N Federal National Mortgage Association N/A 3140E1RT2 14308.21200000 PA USD 14630.27000000 0.000699939309 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N CASH N/A 09248U700 12922608.15000000 NS USD 12922608.15000000 0.618241592306 Long STIV RF US N N/A N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWL4 494000.00000000 PA USD 517755.97000000 0.024770407924 Long DBT CORP US N 2 2028-06-05 Fixed 3.69100000 N N N N N N Freddie Mac N/A 3132XWA84 98733.14000000 PA USD 102593.31000000 0.004908254633 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3132QUZV8 37703.76000000 PA USD 40613.75000000 0.001943037286 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 413875AQ8 135000.00000000 PA USD 135289.85000000 0.006472517878 Long DBT CORP US N 2 2020-04-27 Fixed 2.70000000 N N N N N N Federal National Mortgage Association N/A 31416VXQ2 202040.41340000 PA USD 217147.30000000 0.010388730429 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3140Q8C78 1314512.14590000 PA USD 1371522.85000000 0.065616202304 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC N/A 893574AK9 1820000.00000000 PA USD 1930777.94000000 0.092372005260 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138WHNX6 282941.95310000 PA USD 287170.83000000 0.013738786252 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 2.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBE5 1960000.00000000 PA USD 1942850.00000000 0.092949555048 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N Freddie Mac N/A 3132KE6X8 174494.83500000 PA USD 176646.35000000 0.008451089705 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286S4 2435000.00000000 PA USD 2549901.56000000 0.121992029966 Long DBT UST US N 2 2026-04-30 Fixed 2.37500000 N N N N N N Federal National Mortgage Association N/A 01F0404A2 -3926000.00000000 PA USD -4084266.88000000 -0.19539891870 Short ABS-MBS USGSE US N 2 2034-10-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3140J5EJ4 38865.30750000 PA USD 39328.68000000 0.001881557148 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N ZIONS BANCORPORATION, NATIONAL ASSOCIATION 8WH0EE09O9V05QJZ3V89 98920AAA6 330000.00000000 PA USD 336832.65000000 0.016114700024 Long DBT CORP US N 2 2021-08-27 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3140J6D20 905665.98610000 PA USD 994054.97000000 0.047557437350 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.50000000 N N N N N N CIMAREX ENERGY CO. 11KYOFXPU1C4CQL1CL44 171798AE1 22000.00000000 PA USD 23084.69000000 0.001104414475 Long DBT CORP US N 2 2029-03-15 Fixed 4.37500000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCT6 712000.00000000 PA USD 795988.94000000 0.038081590342 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128285N6 1550000.00000000 PA USD 1664312.50000000 0.079623803349 Long DBT UST US N 2 2025-11-30 Fixed 2.87500000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29278NAH6 296000.00000000 PA USD 315263.98000000 0.015082814763 Long DBT CORP US N 2 2024-04-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179RVE6 348327.12190000 PA USD 384730.06000000 0.018406201143 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 5.00000000 N N N N N N TYCO ELECTRONICS GROUP S.A. C33G1C5SYE2YM95EE712 902133AU1 6000.00000000 PA USD 6131.90000000 0.000293361492 Long DBT CORP LU N 2 2027-08-15 Fixed 3.12500000 N N N N N N Shire Acquisitions Investments Ireland DAC 549300XK5HGW68R8K327 82481LAB5 962000.00000000 PA USD 965461.28000000 0.046189462075 Long DBT CORP IE N 2 2021-09-23 Fixed 2.40000000 N N N N N N TOTAL CAPITAL INTERNATIONAL SA 549300U37G2I8G4RUG09 N/A 400000.00000000 PA 470270.27000000 0.022498603777 Long DBT CORP FR N 2 2023-03-15 Fixed 2.12500000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38145GAH3 2585000.00000000 PA USD 2686370.78000000 0.128520971097 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36202FP67 5954.28000000 PA USD 6381.45000000 0.000305300428 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179QL66 1235032.77470000 PA USD 1292999.24000000 0.061859486855 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 4.00000000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822VAF8 60000.00000000 PA USD 70032.12000000 0.003350466784 Long DBT CORP US N 2 2047-05-15 Fixed 4.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFY1 224000.00000000 PA USD 240607.36000000 0.011511103303 Long DBT CORP US N 2 2026-06-03 Fixed 4.10000000 N N N N N N NORTHWEST FLORIDA TIMBER FINANCE, LLC N/A 667469AA8 915000.00000000 PA USD 952134.36000000 0.045551877452 Long DBT CORP US Y 2 2029-03-04 Fixed 4.75000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78448WAB1 1860647.56000000 PA USD 1889869.26000000 0.090414857975 Long ABS-MBS CORP US N 2 2034-09-15 Fixed 2.88000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CV0 1240000.00000000 PA USD 1289891.40000000 0.061710802013 Long DBT CORP US N 2 2023-03-09 Fixed 3.70000000 N N N N N N KNDL KNSQ MORTGAGE TRUST N/A 482598AA7 2904000.00000000 PA USD 2902838.40000000 0.138877184372 Long ABS-MBS CORP US N 2 2036-05-15 Floating 2.82800000 N N N N N N AMERICAN AIRLINES, INC. IWUQB36BXD6OWD6X4T14 02377DAA0 224723.44470000 PA USD 224178.04000000 0.010725094098 Long DBT CORP US N 2 2027-04-15 Fixed 3.70000000 N N N N N N CITIZENS BANK, NATIONAL ASSOCIATION DRMSV1Q0EKMEXLAU1P80 17401QAJ0 965000.00000000 PA USD 964994.21000000 0.046167116578 Long DBT CORP US N 2 2020-05-26 Fixed 2.20000000 N N N N N N Freddie Mac N/A 3132HLYV9 421074.57820000 PA USD 443004.98000000 0.021194181627 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDQ2 260000.00000000 PA USD 306251.92000000 0.014651661063 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N United States of America N/A N/A 1590.00000000 NC USD -827550.98000000 -0.03959157699 N/A DIR US N 1 XCBT N/A Long United States of America US 2-Year Note (CBT) Consolidated Dec 2019 2019-12-31 343472550.98 USD -827550.98 N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 N/A 1165000.00000000 PA 1341260.84000000 0.064168411499 Long DBT CORP PA N 2 2022-11-07 Fixed 1.87500000 N N N N N N NEWMONT GOLDCORP CORPORATION 549300VSP3RIX7FGDZ51 651639AP1 269000.00000000 PA USD 313731.74000000 0.015009509554 Long DBT CORP US N 2 2042-03-15 Fixed 4.87500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BS7 200000.00000000 PA USD 208750.00000000 0.009986987990 Long DBT CORP GB N 2 2024-05-18 Fixed 3.95000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAA8 915000.00000000 PA USD 965381.73000000 0.046185656255 Long DBT CORP US N 2 2025-02-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36297G4Y3 109566.09500000 PA USD 122188.51000000 0.005845725422 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N LOANCORE ISSUER LTD N/A 53946MAA5 3400000.00000000 PA USD 3401105.00000000 0.162715184612 Long ABS-MBS CORP US N 2 2028-05-15 Floating 3.15750000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHC6 12000.00000000 PA USD 12252.84000000 0.000586198639 Long DBT CORP US N 2 2023-12-20 Fixed 3.00400000 N N N N N N Federal National Mortgage Association N/A 3138WFEW2 80114.93200000 PA USD 81203.28000000 0.003884915842 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.50000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBG5 330000.00000000 PA USD 354319.02000000 0.016951280466 Long DBT CORP US N 2 2029-03-01 Fixed 3.37500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BDJ2 521000.00000000 PA USD 544269.42000000 0.026038860650 Long DBT CORP US N 2 2023-02-25 Fixed 3.75000000 N N N N N N Federal National Mortgage Association N/A 3140GRX74 691039.49140000 PA USD 730820.24000000 0.034963798609 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179RLN7 76375.88230000 PA USD 78576.36000000 0.003759239107 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 3.00000000 N N N N N N FIRSTENERGY TRANSMISSION, LLC 549300AINIIPOLYX2R63 33767BAC3 860000.00000000 PA USD 1007971.60000000 0.048223234795 Long DBT CORP US Y 2 2049-04-01 Fixed 4.55000000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738AP3 7000.00000000 PA USD 7476.16000000 0.000357673389 Long DBT CORP US N 2 2025-06-01 Fixed 3.85000000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 94988J5N3 3430000.00000000 PA USD 3455241.37000000 0.165305169173 Long DBT CORP US N 2 2021-01-15 Fixed 2.60000000 N N N N N N Federal National Mortgage Association N/A 3140Q8MD4 1644710.11570000 PA USD 1730393.56000000 0.082785244080 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081CY7 105000.00000000 PA USD 163011.66000000 0.007798780793 Long DBT CORP US N 2 2039-03-15 Fixed 7.20000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BG7 40000.00000000 PA USD 47311.64000000 0.002263476792 Long DBT CORP US N 2 2035-09-01 Fixed 4.60000000 N N N N N N TEXTRON INC. 3PPKBHUG1HD6BO7RNR87 883203CA7 832000.00000000 PA USD 892028.80000000 0.042676315747 Long DBT CORP US N 2 2029-09-17 Fixed 3.90000000 N N N N N N Freddie Mac N/A 3132M32L0 329922.45600000 PA USD 354591.41000000 0.016964312110 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3138ASWB4 662749.07300000 PA USD 703548.85000000 0.033659084624 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHG7 752000.00000000 PA USD 814577.68000000 0.038970910213 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N Government National Mortgage Association 2 N/A 3620AXJ82 1381744.83930000 PA USD 1485613.47000000 0.071074509617 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.00000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HHX1 512000.00000000 PA USD 517685.25000000 0.024767024547 Long DBT CORP US N 2 2024-07-30 Fixed 2.40000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAS5 366000.00000000 PA USD 373970.38000000 0.017891438053 Long DBT CORP US N 2 2022-06-18 Fixed 3.51400000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967JT9 619000.00000000 PA USD 666416.02000000 0.031882581020 Long DBT CORP US N 2 2025-06-10 Fixed 4.40000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254AW0 1375000.00000000 PA USD 1375500.50000000 0.065806500473 Long DBT CORP GB Y 2 2020-04-17 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286L9 14555000.00000000 PA USD 15123554.69000000 0.723538965536 Long DBT UST US N 2 2026-03-31 Fixed 2.25000000 N N N N N N Federal National Mortgage Association N/A 3138WTZJ8 85737.57000000 PA USD 91005.92000000 0.004353892359 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138LTNZ7 45856.94400000 PA USD 48648.59000000 0.002327438965 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3140FHWD5 267623.78000000 PA USD 272376.27000000 0.013030987004 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N United States of America N/A N/A 62.00000000 NC USD -145850.95000000 -0.00697778053 N/A DIR US N 1 XCBT N/A Long United States of America US Long Bond (CBT) Dec 2019 2019-12-19 10209225.95 USD -145850.95 N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106LBG3 218000.00000000 PA USD 235442.83000000 0.011264022589 Long DBT CORP US N 2 2029-06-15 Fixed 3.45000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BED4 200000.00000000 PA USD 201809.00000000 0.009654917649 Long DBT CORP US N 2 2021-11-17 Fixed 2.62500000 N N N N N N Federal National Mortgage Association N/A 3140F9V93 448330.90130000 PA USD 484851.04000000 0.023196174914 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.00000000 N N N N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807AM0 645000.00000000 PA USD 646001.04000000 0.030905890433 Long DBT CORP US N 2 2020-03-15 Fixed 2.75000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BK4 84000.00000000 PA USD 99893.72000000 0.004779101230 Long DBT CORP US N 2 2036-05-15 Fixed 4.50000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XAQ9 468000.00000000 PA USD 483050.88000000 0.023110051914 Long DBT CORP US N 2 2021-09-25 Fixed 4.37500000 N N N N N N TOTAL CAPITAL INTERNATIONAL SA 549300U37G2I8G4RUG09 89153VAS8 110000.00000000 PA USD 111425.71000000 0.005330813066 Long DBT CORP FR N 2 2025-01-10 Fixed 2.43400000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29273RAN9 127000.00000000 PA USD 129591.44000000 0.006199895352 Long DBT CORP US N 2 2021-06-01 Fixed 4.65000000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29273RBG3 354000.00000000 PA USD 382657.01000000 0.018307022578 Long DBT CORP US N 2 2026-01-15 Fixed 4.75000000 N N N N N N Federal National Mortgage Association N/A 31417EMP3 301019.69900000 PA USD 309598.59000000 0.014811771976 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138WJQF8 458432.00000000 PA USD 473330.59000000 0.022645015174 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 3.00000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748AV4 2153000.00000000 PA USD 2268258.70000000 0.108517712072 Long DBT CORP US N 2 2024-06-03 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3132QL6N8 48861.85850000 PA USD 51233.18000000 0.002451090554 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.50000000 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214DZ3 7000.00000000 PA USD 7365.58000000 0.000352383037 Long DBT CORP AU N 2 2023-05-15 Fixed 3.65000000 N N N N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759AT7 995000.00000000 PA USD 1098418.31000000 0.052550373509 Long DBT CORP US N 2 2028-05-15 Fixed 3.95000000 N N N N N N AON PLC VVT2B79I2Z4U3R6BY589 00185AAG9 729000.00000000 PA USD 835846.61000000 0.039988455356 Long DBT CORP GB N 2 2044-06-14 Fixed 4.60000000 N N N N N N Piedmont Natural Gas Company, Inc. VXB4M3BDPKF3I2AZ3G89 720186AL9 97000.00000000 PA USD 103617.15000000 0.004957237042 Long DBT CORP US N 2 2029-06-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138ETZX7 4494630.09530000 PA USD 4804361.12000000 0.229849565534 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 31419JLR7 348718.42600000 PA USD 371408.75000000 0.017768884913 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BB5 1638000.00000000 PA USD 1699004.03000000 0.081283510623 Long DBT CORP US N 2 2025-03-15 Fixed 2.95000000 N N N N N N NEWMONT GOLDCORP CORPORATION 549300VSP3RIX7FGDZ51 651639AX4 50000.00000000 PA USD 49405.20000000 0.002363636594 Long DBT CORP US N 2 2029-10-01 Fixed 2.80000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBE3 1625000.00000000 PA USD 1789623.88000000 0.085618932676 Long DBT CORP US Y 2 2028-11-15 Fixed 3.70000000 N N N N N N Government National Mortgage Association 2 N/A 36202E7F0 62609.97840000 PA USD 66533.60000000 0.003183091085 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138WF3D6 96664.55760000 PA USD 101475.89000000 0.004854795184 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 413875AT2 290000.00000000 PA USD 364531.16000000 0.017439848224 Long DBT CORP US N 2 2045-04-27 Fixed 5.05400000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 N/A 290000.00000000 PA 316724.50000000 0.015152688755 Long DBT CORP US N 2 2022-09-23 Fixed 0.00000000 N N N N N N WALGREENS BOOTS ALLIANCE, INC. 549300RPTUOIXG4LIH86 931427AC2 770000.00000000 PA USD 811185.76000000 0.038808634456 Long DBT CORP US N 2 2044-11-18 Fixed 4.80000000 N N N N N N Federal National Mortgage Association N/A 31402QYX3 679232.07500000 PA USD 761542.24000000 0.036433596190 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.00000000 N N N N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 05971KAC3 1000000.00000000 PA USD 1029634.00000000 0.049259604273 Long DBT CORP ES N 2 2029-06-27 Fixed 3.30600000 N N N N N N Government National Mortgage Association N/A 3617BYFD8 34702.46430000 PA USD 36510.13000000 0.001746712478 Long ABS-MBS USGA US N 2 2047-12-15 Fixed 4.00000000 N N N N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807AS7 675000.00000000 PA USD 720054.90000000 0.034448764735 Long DBT CORP US N 2 2026-03-15 Fixed 3.75000000 N N N N N N CELGENE CORPORATION 4SIHMF0MOSTTL8CD0X64 151020BB9 220000.00000000 PA USD 239547.00000000 0.011460373710 Long DBT CORP US N 2 2028-02-20 Fixed 3.90000000 N N N N N N Federal National Mortgage Association N/A 3138WFBX3 1121508.16000000 PA USD 1175460.93000000 0.056236235643 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687DY9 278000.00000000 PA USD 395585.38000000 0.018925539828 Long DBT CORP US Y 2 2034-12-15 Fixed 6.20000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAE6 3933000.00000000 PA USD 3980251.06000000 0.190422608544 Long DBT CORP US N 2 2023-04-25 Fixed 2.77600000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818ER5 1575000.00000000 PA USD 1661445.45000000 0.079486638348 Long DBT CORP US N 2 2067-09-15 Fixed 4.10000000 N N N N N N Federal National Mortgage Association N/A 3140Q9U84 574631.98000000 PA USD 606769.44000000 0.029028977772 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.00000000 N N N N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106LBA6 315000.00000000 PA USD 329289.98000000 0.015753844673 Long DBT CORP US N 2 2025-03-01 Fixed 3.12500000 N N N N N N Federal National Mortgage Association N/A 31417ETU5 205782.60900000 PA USD 211226.32000000 0.010105459741 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N TYSON FOODS, INC. WD6L6041MNRW1JE49D58 902494BD4 106000.00000000 PA USD 119180.89000000 0.005701835291 Long DBT CORP US N 2 2047-06-02 Fixed 4.55000000 N N N N N N Freddie Mac N/A 3132KFAC6 133206.11700000 PA USD 134411.88000000 0.006430514161 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 31417AYD5 1331784.15710000 PA USD 1413804.49000000 0.067639034548 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3138W45F4 167961.52360000 PA USD 175552.00000000 0.008398733967 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3140H7Q91 272613.28000000 PA USD 285101.83000000 0.013639801447 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AQ2 410000.00000000 PA USD 442364.58000000 0.021163543701 Long DBT CORP US N 2 2025-08-15 Fixed 3.80000000 N N N N N N Freddie Mac N/A 3132J8KH2 107522.19000000 PA USD 110588.90000000 0.005290778520 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36197MRR1 241362.36480000 PA USD 263254.85000000 0.012594601318 Long ABS-MBS USGA US N 2 2047-04-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 31417F4J4 99784.49600000 PA USD 101278.24000000 0.004845339240 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N PFS FINANCING CORP. N/A 69335PCB9 480000.00000000 PA USD 479938.42000000 0.022961146043 Long ABS-MBS CORP US N 2 2021-10-15 Fixed 1.87000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DC7 301000.00000000 PA USD 334980.49000000 0.016026089248 Long DBT CORP US N 2 2028-11-15 Fixed 3.80000000 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89233P7F7 703000.00000000 PA USD 716209.37000000 0.034264787432 Long DBT CORP US N 2 2023-01-10 Fixed 2.62500000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BX6 1174000.00000000 PA USD 1232700.00000000 0.058974659139 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29278NAN3 1257000.00000000 PA USD 1419465.99000000 0.067909891230 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SC3 34590000.00000000 PA USD 42037659.38000000 2.011159757401 Long DBT UST US N 2 2048-05-15 Fixed 3.12500000 N N N N N N Federal National Mortgage Association N/A 31418MML3 55436.37000000 PA USD 62286.32000000 0.002979893316 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.50000000 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BF8 3000.00000000 PA USD 3598.83000000 0.000172174716 Long DBT CORP US N 2 2049-06-15 Fixed 4.45000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61769JBA8 864757.00000000 PA USD 935848.67000000 0.044772739773 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.41700000 N N N N N N Federal National Mortgage Association N/A 3138W7GM0 45350.57700000 PA USD 47329.70000000 0.002264340816 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XBT2 1176000.00000000 PA USD 1207158.12000000 0.057752688127 Long DBT CORP US N 2 2027-01-17 Fixed 4.35000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140AP5 70000.00000000 PA USD 82590.55000000 0.003951285417 Long DBT CORP US N 2 2042-12-15 Fixed 4.25000000 N N N N N N Federal National Mortgage Association N/A 3140F8T31 2147826.31760000 PA USD 2198162.71000000 0.105164189628 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132L7ED7 11903.03120000 PA USD 12420.57000000 0.000594223154 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFP9 108000.00000000 PA USD 114424.16000000 0.005474264487 Long DBT CORP US N 2 2025-04-21 Fixed 3.95000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BM1 1740000.00000000 PA USD 1797524.40000000 0.085996908237 Long DBT CORP GB Y 2 2023-01-20 Fixed 4.24700000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC N/A 893574AM5 448000.00000000 PA USD 487909.18000000 0.023342482016 Long DBT CORP US N 2 2048-03-15 Fixed 4.60000000 N N N N N N Federal National Mortgage Association N/A 3140J8GB3 1875765.53520000 PA USD 1894095.98000000 0.090617072116 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 3140J7UG8 795405.88950000 PA USD 845515.24000000 0.040451020585 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CF0 155000.00000000 PA USD 165679.66000000 0.007926422872 Long DBT CORP US N 2 2059-03-01 Fixed 3.82500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGE4 15000.00000000 PA USD 17298.90000000 0.000827611528 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N Federal National Mortgage Association N/A 3138WFKV7 24625.22000000 PA USD 25598.09000000 0.001224660203 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138WFLJ3 136233.07900000 PA USD 139288.75000000 0.006663832686 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CD8 620000.00000000 PA USD 824599.38000000 0.039450366968 Long DBT CORP US N 2 2037-04-01 Fixed 5.75000000 N N N N N N Freddie Mac N/A 3132GSSE0 259209.75410000 PA USD 273131.99000000 0.013067142054 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N WILLIS NORTH AMERICA INC. 5493004KVU1HWZCP0C66 970648AG6 866000.00000000 PA USD 955844.90000000 0.045729396582 Long DBT CORP US N 2 2028-09-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3140J5U49 1618870.61130000 PA USD 1721335.60000000 0.082351894438 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.00000000 N N N N N N AETNA INC. 549300QKBENKLBXQ8968 00817YAM0 219000.00000000 PA USD 219141.26000000 0.010484125182 Long DBT CORP US N 2 2042-11-15 Fixed 4.12500000 N N N N N N Freddie Mac N/A 3132JADY8 144026.72940000 PA USD 152955.44000000 0.007317672537 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGM5 20000.00000000 PA USD 22903.72000000 0.001095756534 Long DBT CORP US N 2 2038-04-24 Fixed 4.24400000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AY8 18000.00000000 PA USD 21963.96000000 0.001050796669 Long DBT CORP NL N 2 2043-08-12 Fixed 4.55000000 N N N N N N CELGENE CORPORATION 4SIHMF0MOSTTL8CD0X64 151020AH7 420000.00000000 PA USD 432344.64000000 0.020684171148 Long DBT CORP US N 2 2022-08-15 Fixed 3.25000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAT2 50000.00000000 PA USD 56408.80000000 0.002698701835 Long DBT CORP US N 2 2045-02-10 Fixed 3.70000000 N N N N N N Federal National Mortgage Association N/A 31417GTW6 14396.94700000 PA USD 14752.34000000 0.000705779364 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BD3 2460000.00000000 PA USD 2607135.06000000 0.124730186982 Long DBT CORP NL N 2 2025-05-11 Fixed 3.25000000 N N N N N N Freddie Mac N/A 3128MDXS7 856615.43420000 PA USD 864464.54000000 0.041357590317 Long ABS-MBS USGSE US N 2 2024-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 3140Q9Y23 414654.70000000 PA USD 432048.54000000 0.020670005174 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWB6 609000.00000000 PA USD 645920.63000000 0.030902043469 Long DBT CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N N Federal National Mortgage Association N/A 3138WGML5 271224.97480000 PA USD 287538.44000000 0.013756373398 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 31416BN61 473579.12600000 PA USD 534264.42000000 0.025560202855 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHF9 4758000.00000000 PA USD 4940868.97000000 0.236380354796 Long DBT CORP US N 2 2024-03-05 Fixed 3.55000000 N N N N N N The Bank of New York Mellon Corporation N/A 064058AF7 805000.00000000 PA USD 821100.00000000 0.039282950125 Long DBT CORP US N 2 2049-12-29 Fixed 4.62500000 N N N N N N Mylan Inc. 30ZMPDNA1RHIBH89C294 628530BJ5 224000.00000000 PA USD 237431.26000000 0.011359152776 Long DBT CORP US N 2 2048-04-15 Fixed 5.20000000 N N N N N N Federal National Mortgage Association N/A 3138XQBF7 405055.89000000 PA USD 415242.43000000 0.019865969635 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 3.00000000 N N N N N N AEP TEXAS INC. 5493001L78U618KXNZ75 00108WAD2 430000.00000000 PA USD 432666.86000000 0.020699586752 Long DBT CORP US N 2 2022-10-01 Fixed 2.40000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BG1 923000.00000000 PA USD 978062.49000000 0.046792327382 Long DBT CORP US N 2 2025-03-15 Fixed 3.55000000 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525AK9 353000.00000000 PA USD 423135.10000000 0.020243569637 Long DBT CORP US N 2 2045-05-20 Fixed 4.80000000 N N N N N N Federal National Mortgage Association N/A 3140HBB31 243011.84570000 PA USD 257048.40000000 0.012297673215 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAB6 1355000.00000000 PA USD 1367442.97000000 0.065421013262 Long DBT CORP JP N 2 2021-03-09 Fixed 2.93400000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BZ2 377000.00000000 PA USD 425215.28000000 0.020343089315 Long DBT CORP US N 2 2045-05-01 Fixed 4.40000000 N N N N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 460146CF8 70000.00000000 PA USD 94826.13000000 0.004536658306 Long DBT CORP US N 2 2039-11-15 Fixed 7.30000000 N N N N N N Mitsubishi UFJ Trust and Banking Corporation JBONEPAGQXF4QP29B387 60682VAD2 1425000.00000000 PA USD 1433550.00000000 0.068583696446 Long DBT CORP JP Y 2 2020-10-19 Fixed 2.65000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FG7 460000.00000000 PA USD 525055.96000000 0.025119653013 Long DBT CORP US N 2 2042-06-01 Fixed 4.05000000 N N N N N N Federal National Mortgage Association N/A 3140HAAW0 136271.32000000 PA USD 144834.65000000 0.006929158850 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FW9 255000.00000000 PA USD 283952.70000000 0.013584824932 Long DBT CORP US N 2 2046-11-15 Fixed 4.00000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BK1 87000.00000000 PA USD 88165.63000000 0.004218007606 Long DBT CORP US N 2 2023-04-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association N/A 3140J74X0 2256154.98350000 PA USD 2310854.38000000 0.110555568573 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138ET5N2 746355.73000000 PA USD 782593.70000000 0.037440737163 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 31417TM62 383200.57900000 PA USD 435881.68000000 0.020853389716 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.50000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CC0 635000.00000000 PA USD 717236.31000000 0.034313918150 Long DBT CORP US Y 2 2039-06-15 Fixed 4.12500000 N N N N N N Federal National Mortgage Association N/A 31417GFP6 266120.02000000 PA USD 273549.24000000 0.013087104069 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Dreyfus Treasury Securities Cash Management; Institutional Shares N/A 261941108 11129145.88000000 NS USD 11129145.88000000 0.532439023918 Long STIV RF US N 1 N N N TEXAS EASTERN TRANSMISSION, LP 549300SIOULUXXIDGA69 882384AD2 891000.00000000 PA USD 926550.90000000 0.044327917175 Long DBT CORP US Y 2 2028-01-15 Fixed 3.50000000 N N N N N N ACTIVISION BLIZZARD, INC. 549300TPQQDBP9GNOF40 00507VAM1 541000.00000000 PA USD 563211.84000000 0.026945101230 Long DBT CORP US N 2 2027-06-15 Fixed 3.40000000 N N N N N N Federal National Mortgage Association N/A 31417BA80 157794.24800000 PA USD 168228.96000000 0.008048386122 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.00000000 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST N/A 17305EGS8 1174000.00000000 PA USD 1337057.51000000 0.063967316380 Long ABS-MBS CORP US N 2 2030-10-15 Fixed 3.96000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687EU6 40000.00000000 PA USD 51726.20000000 0.002474677548 Long DBT CORP US Y 2 2044-09-15 Fixed 4.75000000 N N N N N N NOVARTIS FINANCE SA 549300J537IQK62XT333 N/A 740000.00000000 PA 826435.48000000 0.039538209405 Long DBT CORP LU N 2 2023-08-14 Fixed 0.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RH3 1205000.00000000 PA USD 1443928.91000000 0.069080242791 Long DBT UST US N 2 2044-08-15 Fixed 3.12500000 N N N N N N EASTMAN CHEMICAL COMPANY FDPVHDGJ1IQZFK9KH630 277432AR1 340000.00000000 PA USD 356204.06000000 0.017041464283 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N Government National Mortgage Association 2 N/A 21H0406B4 29522000.00000000 PA USD 30691348.12000000 1.468331138072 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 4.00000000 N N N N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556BN1 604000.00000000 PA USD 620840.12000000 0.029702145255 Long DBT CORP US N 2 2023-04-15 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HHZ6 20000.00000000 PA USD 20786.36000000 0.000994458096 Long DBT CORP US N 2 2021-05-10 Fixed 4.62500000 N N N N N N AEP TEXAS INC. 5493001L78U618KXNZ75 00108WAJ9 645000.00000000 PA USD 741331.40000000 0.035466672040 Long DBT CORP US N 2 2049-05-01 Fixed 4.15000000 N N N N N N Siemens Financieringsmaatschappij N.V. TAFO772JB70PDRN5VS48 N/A 2720000.00000000 PA 2977682.65000000 0.142457872400 Long DBT CORP NL N 2 2021-09-05 Fixed 0.00000000 N N N N N N JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY 549300XQ6S1GYKGBL205 478375AR9 19000.00000000 PA USD 20257.31000000 0.000969147361 Long DBT CORP IE N 2 2026-02-14 Fixed 3.90000000 N N N N N N ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD N/A 03879GAA4 6930000.00000000 PA USD 6929940.40000000 0.331541228965 Long ABS-MBS CORP US N 2 2027-04-15 Floating 3.32750000 N N N N N N Freddie Mac N/A 3132KFAD4 431207.03110000 PA USD 435596.68000000 0.020839754786 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810PT9 20525000.00000000 PA USD 29411683.59000000 1.407109608528 Long DBT UST US N 2 2037-02-15 Fixed 4.75000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DE7 4000.00000000 PA USD 4008.85000000 0.000191790834 Long DBT CORP US N 2 2024-08-15 Fixed 2.62500000 N N N N N N MASSACHUSETTS ST N/A 57582RYY6 1265000.00000000 PA USD 1228896.90000000 0.058792711766 Long DBT MUN US N 2 2049-09-01 Fixed 2.90000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448DN5 950000.00000000 PA USD 960652.35000000 0.045959393926 Long DBT CORP US N 2 2026-10-06 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828C57 2310000.00000000 PA USD 2326964.06000000 0.111326285607 Long DBT UST US N 2 2021-03-31 Fixed 2.25000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BE9 749000.00000000 PA USD 786383.34000000 0.037622040585 Long DBT CORP US N 2 2023-11-30 Fixed 3.40000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WAK4 220000.00000000 PA USD 253604.12000000 0.012132892458 Long DBT CORP US N 2 2024-11-01 Fixed 5.40000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148YAB4 355000.00000000 PA USD 356040.15000000 0.017033622524 Long DBT CORP US N 2 2022-10-31 Floating 3.03550000 N N N N N N Federal National Mortgage Association N/A 3138YFCC6 27455.17100000 PA USD 30158.68000000 0.001442847305 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216BZ2 150000.00000000 PA USD 150655.65000000 0.007207646309 Long DBT CORP US N 2 2026-09-01 Fixed 2.25000000 N N N N N N Federal National Mortgage Association N/A 3140Q8WB7 3717716.32580000 PA USD 3971765.76000000 0.190016656020 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132G0B58 267408.83000000 PA USD 274564.12000000 0.013135657815 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3140GVZ99 523464.23000000 PA USD 563665.25000000 0.026966793207 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.50000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QBG2 2506000.00000000 PA USD 2654229.90000000 0.126983291660 Long DBT NUSS MX N 2 2026-01-21 Fixed 4.12500000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BU2 92000.00000000 PA USD 98670.00000000 0.004720556191 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3138AWGK3 2892791.75240000 PA USD 3070292.41000000 0.146888495447 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAH7 720000.00000000 PA USD 854767.44000000 0.040893663030 Long DBT CORP US N 2 2048-09-21 Fixed 4.25000000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AG6 1375000.00000000 PA 1512619.88000000 0.072366546467 Long DBT CORP US N 2 2021-09-25 Fixed 0.50000000 N N N N N N Federal National Mortgage Association N/A 3138ERRX0 113775.13760000 PA USD 124555.88000000 0.005958984803 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 3138WGBR4 436554.83730000 PA USD 461303.32000000 0.022069608223 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N SABINE PASS LIQUEFACTION, LLC 549300KJYBG7C6WJYZ11 785592AM8 2051000.00000000 PA USD 2302247.50000000 0.110143799437 Long DBT CORP US N 2 2025-03-01 Fixed 5.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SG4 2700000.00000000 PA USD 3091043.30000000 0.147881256593 Long DBT UST US N 2 2049-02-15 Fixed 1.00000000 N N N N N N Government National Mortgage Association N/A 36290RYM9 20062.33700000 PA USD 21623.13000000 0.001034490728 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BT0 1560000.00000000 PA USD 1778206.56000000 0.085072706867 Long DBT CORP US N 2 2046-08-08 Fixed 3.70000000 N N N N N N Federal National Mortgage Association N/A 31417EHB0 184837.93600000 PA USD 187877.29000000 0.008988398748 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132WGJZ1 1539941.38500000 PA USD 1583006.97000000 0.075733995676 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAV8 396000.00000000 PA USD 438460.31000000 0.020976756168 Long DBT CORP US N 2 2029-07-23 Fixed 4.20300000 N N N N N N KANSAS CITY POWER & LIGHT COMPANY 1128SIJQ26096WL7IO82 485134BS8 70000.00000000 PA USD 80977.26000000 0.003874102625 Long DBT CORP US N 2 2049-04-01 Fixed 4.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SA7 5645000.00000000 PA USD 6701673.44000000 0.320620513333 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBB3 80000.00000000 PA USD 93508.40000000 0.004473615653 Long DBT CORP US N 2 2048-09-01 Fixed 4.20000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FM4 420000.00000000 PA USD 443520.00000000 0.021218821141 Long DBT CORP US N 2 2025-12-01 Fixed 3.12500000 N N N N N N SUNOCO LOGISTICS PARTNERS OPERATIONS L.P. 5493006LL0CKP8WQW329 86765BAP4 231000.00000000 PA USD 243415.10000000 0.011645430803 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BZ6 116000.00000000 PA USD 137197.49000000 0.006563782921 Long DBT CORP US N 2 2037-02-06 Fixed 4.10000000 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BB7 560000.00000000 PA USD 564202.80000000 0.026992510599 Long DBT CORP US N 2 2022-09-15 Fixed 2.60000000 N N N N N N Government National Mortgage Association 2 N/A 36179SGK7 2712204.17040000 PA USD 2795205.75000000 0.133727838347 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BW1 28000.00000000 PA USD 31410.09000000 0.001502717085 Long DBT CORP US N 2 2028-12-06 Fixed 3.90000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HRS1 120000.00000000 PA USD 124578.00000000 0.005960043065 Long DBT CORP US N 2 2026-06-15 Fixed 3.20000000 N N N N N N United States of America N/A N/A -199.00000000 NC USD 368261.18000000 0.017618299314 N/A DIR US N 1 XCBT N/A Short United States of America CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Composite Bond Future Dec 2019 2019-12-19 -28707104.93 USD 368261.18 N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDT6 443000.00000000 PA USD 459450.81000000 0.021980980701 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N BRITISH AIRWAYS N/A 11043XAA1 1075000.00000000 PA USD 1101875.00000000 0.052715747983 Long DBT CORP US N 2 2034-06-15 Fixed 3.30000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFC3 823000.00000000 PA USD 938884.98000000 0.044918002487 Long DBT CORP US N 2 2047-03-01 Fixed 4.45000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFH7 466000.00000000 PA USD 499712.77000000 0.023907187700 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128285J5 890000.00000000 PA USD 961617.19000000 0.046005553664 Long DBT UST US N 2 2025-10-31 Fixed 3.00000000 N N N N N N Federal National Mortgage Association N/A 3138XCQN5 502160.90900000 PA USD 522286.55000000 0.024987159292 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36241L6V3 91842.08300000 PA USD 97209.61000000 0.004650688419 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association N/A 31418BVG8 532687.51800000 PA USD 556063.46000000 0.026603109445 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association N/A 3138WDRD5 634988.27360000 PA USD 678483.79000000 0.032459925567 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAC7 320000.00000000 PA USD 323402.88000000 0.015472194867 Long DBT CORP GB N 2 2022-01-11 Fixed 3.00000000 N N N N N N NOVARTIS CAPITAL CORPORATION 5493002KF87V5RSRQS84 66989HAJ7 13000.00000000 PA USD 13664.57000000 0.000653738426 Long DBT CORP US N 2 2025-11-20 Fixed 3.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBB0 637000.00000000 PA USD 664644.53000000 0.031797829646 Long DBT CORP GB N 2 2024-05-16 Fixed 4.33800000 N N N N N N Government National Mortgage Association 2 N/A 21H0426A2 -16448000.00000000 PA USD -17185590.00000000 -0.82219056733 Short ABS-MBS USGA US N 2 2049-10-20 Fixed 4.50000000 N N N N N N BNP PARIBAS S.A. R0MUWSFPU8MPRO8K5P83 09659W2G8 1930000.00000000 PA USD 2083915.57000000 0.099698394107 Long DBT CORP FR Y 2 2025-01-10 Fixed 4.70500000 N N N N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513AU9 265000.00000000 PA USD 277571.60000000 0.013279541248 Long DBT CORP US N 2 2028-01-25 Fixed 3.20000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 144141DD7 775000.00000000 PA USD 868859.48000000 0.041567852415 Long DBT CORP US N 2 2043-03-15 Fixed 4.10000000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAJ8 281000.00000000 PA USD 327622.96000000 0.015674091337 Long DBT CORP US N 2 2048-09-15 Fixed 4.25000000 N N N N N N American Airlines 2017-1 Class AA Pass Through Trust N/A 023761AA7 190146.25000000 PA USD 201770.27000000 0.009653064734 Long DBT CORP US N 2 2030-08-15 Fixed 3.65000000 N N N N N N Federal National Mortgage Association N/A 3140EXCP6 14151.20840000 PA USD 14363.32000000 0.000687167924 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179RJD2 231121.30850000 PA USD 239066.71000000 0.011437395744 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.00000000 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAG1 515000.00000000 PA USD 536236.54000000 0.025654552741 Long DBT CORP KY Y 2 2028-01-19 Fixed 3.59500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AS8 435000.00000000 PA USD 455427.60000000 0.021788502857 Long DBT CORP GB N 2 2023-08-16 Fixed 4.05000000 N N N N N N Federal National Mortgage Association N/A 3138ELN41 431098.21300000 PA USD 458545.13000000 0.021937651287 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N OKLAHOMA GAS AND ELECTRIC COMPANY 549300VJ8YXGPO8EV472 678858BU4 105000.00000000 PA USD 109310.04000000 0.005229595481 Long DBT CORP US N 2 2030-03-15 Fixed 3.30000000 N N N N N N WALGREEN CO. E1OI0SEUGJMPPTKRDD35 931422AK5 135000.00000000 PA USD 136391.99000000 0.006525246304 Long DBT CORP US N 2 2042-09-15 Fixed 4.40000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BD5 63000.00000000 PA USD 71875.19000000 0.003438642679 Long DBT CORP US N 2 2045-02-12 Fixed 3.75000000 N N N N N N Freddie Mac N/A 31335AJQ2 6231380.94450000 PA USD 6608467.67000000 0.316161376061 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GB4 84000.00000000 PA USD 86160.73000000 0.004122089464 Long DBT CORP US N 2 2029-07-15 Fixed 2.87500000 N N N N N N Federal National Mortgage Association N/A 3138ETLL8 1003651.22900000 PA USD 1123247.42000000 0.053738244279 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association N/A 3140F5AN3 308085.67290000 PA USD 333173.01000000 0.015939616045 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGF0 3299000.00000000 PA USD 3555513.75000000 0.170102386202 Long DBT CORP US N 2 2028-01-20 Fixed 3.82400000 N N N N N N Federal National Mortgage Association N/A 3138EHT69 128667.64500000 PA USD 139502.56000000 0.006674061754 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RCP5 600000.00000000 PA USD 656407.80000000 0.031403769174 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DG7 3000000.00000000 PA USD 1478337.00000000 0.070726389768 Long DBT CORP US N 2 2036-10-10 None 0.00000000 N N N N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 824348AQ9 205000.00000000 PA USD 213011.61000000 0.010190871333 Long DBT CORP US N 2 2042-12-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association N/A 3140EVUL9 3422249.43040000 PA USD 3502850.83000000 0.167582894228 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3137FJXV6 1800000.00000000 PA USD 2061450.00000000 0.098623599482 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 4.05000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449FAB7 161133.59000000 PA USD 163357.97000000 0.007815348907 Long ABS-MBS CORP US N 2 2031-05-15 Fixed 2.70000000 N N N N N N Government National Mortgage Association 2 N/A 36179SQV2 147479.96850000 PA USD 151819.62000000 0.007263332798 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.00000000 N N N N N N ArcelorMittal S.A. 2EULGUTUI56JI9SAL165 03938LBA1 354000.00000000 PA USD 369930.00000000 0.017698138764 Long DBT CORP LU N 2 2026-03-11 Fixed 4.55000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAD4 490000.00000000 PA USD 522423.30000000 0.024993701666 Long DBT CORP US N 2 2025-12-14 Fixed 3.15000000 N N N N N N Government National Mortgage Association 2 N/A 36202EXV6 11205.20100000 PA USD 13219.07000000 0.000632424878 Long ABS-MBS USGA US N 2 2038-11-20 Fixed 6.50000000 N N N N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106LBH1 126000.00000000 PA USD 132824.41000000 0.006354566646 Long DBT CORP US N 2 2026-06-15 Fixed 3.20000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543CM3 226000.00000000 PA USD 247415.31000000 0.011836808285 Long DBT CORP US Y 2 2025-11-30 Fixed 4.55000000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46637WBA0 4938946.96000000 PA USD 5045875.16000000 0.241404046094 Long ABS-MBS CORP US N 2 2045-06-15 Fixed 3.48340000 N N N N N N WEC ENERGY GROUP, INC. 549300IGLYTZUK3PVP70 92939UAA4 294000.00000000 PA USD 300282.78000000 0.014366086311 Long DBT CORP US N 2 2021-06-15 Fixed 3.37500000 N N N N N N 2019-10-30 Allianz Variable Insurance Products Trust Bashir C. Asad Bashir C. Asad Treasurer XXXX