NPORT-P false 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 2021-12-31 2021-06-30 N 3618250876.28 884842651.84 2733408224.44 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1594620.51000000 0.00000000 0.00000000 0.00000000 EUR USD N Government National Mortgage Association 2 N/A 21H032670 9091797.00000000 PA USD 9527919.14000000 0.348572856948 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.50000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBD2 1353000.00000000 PA USD 1663560.86000000 0.060860315159 Long DBT CORP US N 2 2048-12-15 Fixed 4.15000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGH1 3888000.00000000 PA USD 3961938.10000000 0.144944983503 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZF0 3164000.00000000 PA USD 3149168.75000000 0.115210334184 Long DBT UST US N 2 2025-03-31 Fixed 0.50000000 N N N N N N MOTABILITY OPERATIONS GROUP PLC N/A BN5129364 320000.00000000 PA 376286.92000000 0.013766217451 Long DBT CORP GB Y 2 2028-07-20 Fixed 0.12500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 491000.00000000 PA USD 519147.56000000 0.018992683030 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MEK91 128496.54900000 PA USD 136972.98000000 0.005011069286 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EW4R3 249211.13430000 PA USD 262498.31000000 0.009603333583 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N NELNET PRIVATE EDUCATION LOAN TRUST N/A 64034QAA6 9080000.00000000 PA USD 9080000.00000000 0.332186020324 Long ABS-MBS CORP US Y 2 2062-04-20 None 0.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GEN5 757000.00000000 PA USD 1086527.40000000 0.039749913323 Long DBT CORP US N 2 2042-02-07 Fixed 5.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GYJX8 491236.32020000 PA USD 519754.26000000 0.019014878763 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46590TAE5 700000.00000000 PA USD 774508.00000000 0.028334882183 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.69390000 N N N N N N Government National Mortgage Association 2 N/A 36202E7F0 34268.57840000 PA USD 37160.95000000 0.001359509701 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ELS79 228226.78500000 PA USD 269538.15000000 0.009860881649 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WPHS6 124991.61000000 PA USD 130333.61000000 0.004768172160 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBU4 937000.00000000 PA USD 1002244.25000000 0.036666467929 Long DBT CORP US N 2 2046-07-15 Fixed 3.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QETF9 228818.86000000 PA USD 244073.84000000 0.008929286076 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 3.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RDJ8 813000.00000000 PA USD 954153.87000000 0.034907111988 Long DBT CORP US N 2 2048-03-09 Fixed 4.50000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 N/A 330000.00000000 PA 391567.13000000 0.014325234207 Long DBT CORP NO Y 2 2029-05-12 Fixed 1.12500000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 94989JAZ9 775000.00000000 PA USD 842913.25000000 0.030837444713 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.54000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAN6 564000.00000000 PA USD 655503.36000000 0.023981173179 Long DBT CORP US N 2 2049-01-23 Fixed 3.89700000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HM8 489000.00000000 PA USD 568982.31000000 0.020815855638 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZL7 16246000.00000000 PA USD 16078463.13000000 0.588220339217 Long DBT UST US N 2 2025-04-30 Fixed 0.37500000 N N N N N AMERICAN AIRLINES 2019-1 PASS THROUGH TRUST N/A 02377LAA2 695207.01000000 PA USD 713350.52000000 0.026097474706 Long DBT CORP US N 2 2033-08-15 Fixed 3.15000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RK6 15000.00000000 PA USD 16232.81000000 0.000593867021 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFR0 1517000.00000000 PA USD 1451885.81000000 0.053116318192 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138Y4UY3 18431.97100000 PA USD 19603.71000000 0.000717189252 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZT0 13710000.00000000 PA USD 13485070.31000000 0.493342713665 Long DBT UST US N 2 2025-05-31 Fixed 0.25000000 N N N N N N CF MORTGAGE TRUST N/A 12528YAE3 615000.00000000 PA USD 642675.00000000 0.023511855794 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.62360000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JLL77 215586.89000000 PA USD 235837.48000000 0.008627964088 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N BAIDU, INC. 254900AL64IANZYI1E02 056752AM0 490000.00000000 PA USD 534725.24000000 0.019562582537 Long DBT CORP KY N 2 2024-05-14 Fixed 4.37500000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AU2 2175000.00000000 PA USD 2237844.45000000 0.081870114752 Long DBT CORP CH Y 2 2032-05-14 Fixed 3.09100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKK61 281625.99000000 PA USD 295761.71000000 0.010820253899 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBD7 1318000.00000000 PA USD 1473272.26000000 0.053898727852 Long DBT CORP US N 2 2030-05-06 Fixed 3.70200000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCB0 1361000.00000000 PA USD 1364252.79000000 0.049910319936 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WEF61 130509.35100000 PA USD 136692.08000000 0.005000792738 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129414T1 25228.95900000 PA USD 27555.49000000 0.001008100061 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.00000000 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863AT7 365000.00000000 PA USD 404052.81000000 0.014782014862 Long DBT CORP GB Y 2 2027-09-11 Fixed 4.00000000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EH9 198000.00000000 PA USD 216970.18000000 0.007937715927 Long DBT CORP US N 2 2046-08-15 Fixed 3.50000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408GY3 534000.00000000 PA USD 626149.71000000 0.022907288578 Long DBT CORP US N 2 2044-03-15 Fixed 4.10000000 N N N N N N NBCUNIVERSAL MEDIA, LLC VTBDOQJ6KOGQ6K786R46 63946BAG5 101000.00000000 PA USD 145515.04000000 0.005323575113 Long DBT CORP US N 2 2041-04-01 Fixed 5.95000000 N N N N N N Bundesrepublik Deutschland N/A N/A -140.00000000 NC -17550.59000000 -0.00064207716 N/A DIR N/A N 1 XEUR N/A Short Bundesrepublik Deutschland Euro-BOBL Future Sep 2021 2021-09-08 -22249329.49000000 EUR -17550.59000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ELS87 54556.21600000 PA USD 63249.61000000 0.002313946721 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307MSF4 69899.31400000 PA USD 73294.80000000 0.002681443603 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YJF68 30017.21380000 PA USD 32516.27000000 0.001189587040 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 1222000.00000000 PA USD 1175647.10000000 0.043010300821 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582CD2 1755000.00000000 PA USD 1820057.85000000 0.066585657924 Long DBT CORP NL N 2 2029-11-07 Fixed 2.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F0JT2 1725240.97400000 PA USD 1824186.61000000 0.066736705980 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932AK3 193000.00000000 PA USD 194667.13000000 0.007121773039 Long DBT CORP US N 2 2025-03-01 Fixed 2.05000000 N N N N N N Government National Mortgage Association 2 N/A 36179USV5 454850.75510000 PA USD 484774.74000000 0.017735175290 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 4.50000000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES, INC. 6WQI0GK1PRFVBA061U48 31620MBF2 600000.00000000 PA 867074.52000000 0.031721369396 Long DBT CORP US N 2 2039-05-21 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5GJ2 271912.56110000 PA USD 294800.78000000 0.010785098887 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FP7 817000.00000000 PA USD 956604.06000000 0.034996750629 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N Anheuser-Busch InBev Finance Inc. 5493000EYEKDT0FBSQ91 035242AB2 298000.00000000 PA USD 334725.52000000 0.012245720087 Long DBT CORP US N 2 2043-01-17 Fixed 4.00000000 N N N N N N United States of America N/A N/A -23.00000000 NC USD -51685.48000000 -0.00189088038 N/A DIR US N 1 XCBT N/A Short United States of America US Ultra T-Bond Futures (Composite) Sep 2021 2021-09-21 -4380127.02000000 USD -51685.48000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFGY6 67447.75300000 PA USD 70626.00000000 0.002583807254 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.50000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513EBZ3 115000.00000000 PA USD 150576.17000000 0.005508733333 Long DBT CORP US N 2 2028-11-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MML3 35762.74000000 PA USD 40638.54000000 0.001486735118 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.50000000 N N N N N N DISCOVERY COMMUNICATIONS, LLC L2Z2MO2EQURH3BREWI15 N/A 1153000.00000000 PA 1462038.72000000 0.053487755942 Long DBT CORP US N 2 2027-03-19 Fixed 1.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QTAC0 21337.09000000 PA USD 23681.70000000 0.000866379920 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Deutsche Bank AG (New York Branch) N/A 251526CB3 331000.00000000 PA USD 357332.04000000 0.013072765231 Long DBT CORP US N 2 2025-11-26 Fixed 3.96100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XYBY9 190624.26480000 PA USD 206967.44000000 0.007571772051 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N RYDER SYSTEM, INC. ZXJ6Y2OSPZXIVGRILD15 78355HKP3 349000.00000000 PA USD 373902.90000000 0.013678999596 Long DBT CORP US N 2 2026-12-01 Fixed 2.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138M8YB3 71081.77400000 PA USD 74132.85000000 0.002712103129 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 2.50000000 N N N N N N AHS HOSPITAL CORP. 549300D7W3C9Z4RGJG34 001306AC3 275000.00000000 PA USD 274735.45000000 0.010051021561 Long DBT CORP US N 2 2051-07-01 Fixed 2.78000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAF0 350000.00000000 PA USD 362716.90000000 0.013269766907 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBW0 7832000.00000000 PA USD 7795287.50000000 0.285185631267 Long DBT UST US N 2 2026-04-30 Fixed 0.75000000 N N N N N N Government National Mortgage Association 2 N/A 36202FKM7 9148.30500000 PA USD 9957.13000000 0.000364275263 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQLE0 454749.29800000 PA USD 515583.24000000 0.018862284652 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W5MS4 63496.52200000 PA USD 67848.90000000 0.002482208818 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJH27 274439.99220000 PA USD 296269.43000000 0.010838828512 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.00000000 N N N N N N BROADCOM CORPORATION KFFV4ZWM9DJH1ND3BD89 11134LAH2 1271000.00000000 PA USD 1403818.23000000 0.051357796374 Long DBT CORP US N 2 2027-01-15 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416VGJ7 177248.80810000 PA USD 207909.68000000 0.007606243302 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M7YQ5 17216.67800000 PA USD 19142.63000000 0.000700320933 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312943Q63 22555.51400000 PA USD 24892.51000000 0.000910676633 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M4QV0 18604.34500000 PA USD 20513.96000000 0.000750490168 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F032476 357234.00000000 PA USD 381514.75000000 0.013957474283 Long ABS-MBS USGSE US N 2 2036-07-25 Fixed 3.50000000 N N N N N N ECOPETROL S.A. 254900IDGKCJICKBPA66 279158AK5 555000.00000000 PA USD 584137.50000000 0.021370298617 Long DBT CORP CO N 2 2025-01-16 Fixed 4.12500000 N N N N N N LVMH MOET HENNESSY LOUIS VUITTON SE IOG4E947OATN0KJYSD45 N/A 690000.00000000 PA 822208.07000000 0.030079958882 Long DBT CORP FR Y 2 2022-05-26 Fixed 0.37500000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBD3 278000.00000000 PA USD 281474.17000000 0.010297553343 Long DBT CORP FR Y 2 2032-06-09 Fixed 2.88900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CS47 662113.23880000 PA USD 701750.65000000 0.025673100846 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78448YAD3 490000.00000000 PA USD 497857.54000000 0.018213801200 Long ABS-MBS CORP US Y 2 2053-01-15 Fixed 2.31000000 N N N N N N ARES CAPITAL CORPORATION WEQ82666OJYSI5GUAB47 04010LAV5 2221000.00000000 PA USD 2398828.81000000 0.087759625091 Long DBT CORP US N 2 2025-03-01 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SF6 8700000.00000000 PA USD 10418250.00000000 0.381145044741 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HMN7 309000.00000000 PA USD 341832.18000000 0.012505712719 Long DBT CORP US N 2 2025-07-15 Fixed 3.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHNX6 195008.11310000 PA USD 204485.27000000 0.007480963442 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 2.50000000 N N N N N N SES SA 5493008JPA4HYMH1HX51 N/A 610000.00000000 PA 782321.66000000 0.028620739961 Long DBT CORP LU Y 2 2028-07-02 Fixed 2.00000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EG1 489000.00000000 PA USD 478680.63000000 0.017512226154 Long DBT CORP US N 2 2061-02-08 Fixed 2.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417VQW6 3813199.68260000 PA USD 4200778.22000000 0.153682797265 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36202FHX7 16547.29100000 PA USD 18168.30000000 0.000664675690 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 4.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RGQ9 2009000.00000000 PA USD 2315661.80000000 0.084717012969 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFAD8 106063.33900000 PA USD 111127.97000000 0.004065546046 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AV7 399000.00000000 PA USD 424093.91000000 0.015515205749 Long DBT CORP US N 2 2050-04-15 Fixed 3.15000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818EW4 2000.00000000 PA USD 2485.72000000 0.000090938483 Long DBT CORP US N 2 2048-09-10 Fixed 4.50000000 N N N N N N Lendmark Funding Trust N/A 52607MAA7 1390000.00000000 PA USD 1403390.70000000 0.051342155461 Long ABS-MBS CORP US Y 2 2031-11-20 Fixed 1.90000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDY7 326000.00000000 PA USD 370110.08000000 0.013540241691 Long DBT CORP US N 2 2027-03-16 Fixed 4.12500000 N N N N N N KREDITANSTALT FUER WIEDERAUFBAU N/A BN3324462 8155000.00000000 PA 9685639.69000000 0.354342962876 Long DBT CORP DE Y 2 2031-01-10 None 0.00000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DF0 1137000.00000000 PA USD 1194955.16000000 0.043716673906 Long DBT CORP US N 2 2050-08-15 Fixed 3.10000000 N N N N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 29444UBL9 484000.00000000 PA USD 475577.43000000 0.017398697558 Long DBT CORP US N 2 2028-03-15 Fixed 1.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHD25 119227.12770000 PA USD 125016.74000000 0.004573657856 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 2.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCE9 223000.00000000 PA USD 262627.10000000 0.009608045283 Long DBT CORP US N 2 2049-11-01 Fixed 3.99900000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBD5 271000.00000000 PA USD 314447.26000000 0.011503852852 Long DBT CORP US N 2 2047-09-30 Fixed 3.80000000 N N N N N N CSMC COMMERCIAL MORTGAGE TRUST N/A 126438AA8 2306000.00000000 PA USD 2380276.26000000 0.087080891859 Long ABS-MBS CORP US Y 2 2037-08-15 Fixed 2.25690000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962GXZ2 1182000.00000000 PA USD 1638717.71000000 0.059951444330 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BJ7 2053000.00000000 PA USD 2094031.26000000 0.076608800737 Long DBT CORP GB N 2 2023-03-13 Fixed 3.26200000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAL2 358000.00000000 PA USD 420679.71000000 0.015390299415 Long DBT CORP US N 2 2038-07-22 Fixed 3.97100000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBN4 174000.00000000 PA USD 199669.18000000 0.007304769855 Long DBT CORP US N 2 2030-04-02 Fixed 4.90600000 N N N N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 N/A 300000.00000000 PA 368130.89000000 0.013467834284 Long DBT CORP AT Y 2 2031-09-08 Fixed 1.62500000 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HAB4 3008000.00000000 PA USD 3452976.45000000 0.126324945506 Long DBT CORP NL Y 2 2029-06-18 Fixed 4.30000000 N N N N N N ENEL Finance International N.V. 0YQH6LCEF474UTUV4B96 N/A 330000.00000000 PA 393499.91000000 0.014395943733 Long DBT CORP NL Y 2 2024-06-17 Fixed 0.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RCQ3 910000.00000000 PA USD 1104487.02000000 0.040406954589 Long DBT CORP US N 2 2046-05-15 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERA91 25126.66460000 PA USD 27063.71000000 0.000990108603 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HE6 1532000.00000000 PA USD 1631207.72000000 0.059676696126 Long DBT CORP US N 2 2026-11-01 Fixed 2.60000000 N N N N N N ARKEMA SA 9695000EHMS84KKP2785 N/A 100000.00000000 PA 119330.13000000 0.004365616849 Long DBT CORP FR Y 2 2026-10-14 Fixed 0.12500000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCR1 567000.00000000 PA USD 744700.07000000 0.027244378038 Long DBT CORP US N 2 2045-07-15 Fixed 4.75000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DT1 1928000.00000000 PA USD 2132599.36000000 0.078019790126 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851CB8 150000.00000000 PA USD 163330.95000000 0.005975358841 Long DBT CORP US Y 2 2025-08-03 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A7UM9 16296.91390000 PA USD 17555.31000000 0.000642249841 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBG7 84000.00000000 PA USD 109075.43000000 0.003990455176 Long DBT CORP US N 2 2059-02-14 Fixed 6.20000000 N N N N N N INFORMA PLC 5493006VM2LKUPSEDU20 N/A 870000.00000000 PA 1098296.99000000 0.040180496282 Long DBT CORP GB Y 2 2025-10-06 Fixed 2.12500000 N N N N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932AM9 636000.00000000 PA USD 612606.65000000 0.022411824348 Long DBT CORP US N 2 2050-03-01 Fixed 3.40000000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62928CAA0 1696000.00000000 PA USD 1744079.90000000 0.063806052985 Long DBT CORP US Y 2 2031-07-15 Fixed 3.25000000 N N N N N N AEP TEXAS INC. 5493001L78U618KXNZ75 00108WAD2 430000.00000000 PA USD 439652.21000000 0.016084396251 Long DBT CORP US N 2 2022-10-01 Fixed 2.40000000 N N N N N N STELLANTIS NV N/A BQ0603630 870000.00000000 PA 1012560.55000000 0.037043883198 Long DBT CORP NL Y 2 2033-06-20 Fixed 1.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HH6H3 19337.32760000 PA USD 21515.15000000 0.000787118067 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBA6 160000.00000000 PA 196869.52000000 0.007202346076 Long DBT CORP US N 2 2024-05-17 Fixed 1.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RN0 1770000.00000000 PA USD 2046839.06000000 0.074882304139 Long DBT UST US N 2 2045-08-15 Fixed 2.87500000 N N N N N N Government National Mortgage Association 2 N/A 36179NJB5 19686.42900000 PA USD 21211.74000000 0.000776018006 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 4.00000000 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BD5 327000.00000000 PA USD 356838.75000000 0.013054718530 Long DBT NUSS PA N 2 2024-09-22 Fixed 4.00000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FB5 381000.00000000 PA USD 527662.14000000 0.019304183520 Long DBT CORP US N 2 2037-05-15 Fixed 6.00000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638BU5 980000.00000000 PA USD 1096295.62000000 0.040107277434 Long DBT NUSS PE N 2 2027-08-25 Fixed 4.12500000 N N N N N N ROPER TECHNOLOGIES, INC. 54930003T4SXCIWVXY35 776743AM8 906000.00000000 PA USD 899770.34000000 0.032917525159 Long DBT CORP US N 2 2025-09-15 Fixed 1.00000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 25152R2Y8 206000.00000000 PA USD 225911.34000000 0.008264822574 Long DBT CORP DE N 2 2026-01-13 Fixed 4.10000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMG4 786000.00000000 PA USD 816429.99000000 0.029868571503 Long DBT CORP US Y 2 2057-12-01 Fixed 3.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YTMU5 31586.90400000 PA USD 33080.46000000 0.001210227572 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9T86 200000.01830000 PA USD 215395.02000000 0.007880089701 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WQPF3 40153.82460000 PA USD 42623.81000000 0.001559364957 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 3.00000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 2690000.00000000 PA USD 2956554.79000000 0.108163675061 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBS8 489000.00000000 PA USD 616108.22000000 0.022539927058 Long DBT CORP GB N 2 2049-06-19 Fixed 4.87500000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BL1 1062000.00000000 PA USD 1179730.13000000 0.043159675874 Long DBT CORP US N 2 2027-04-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W9F88 167253.95130000 PA USD 175194.35000000 0.006409373778 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2.50000000 N N N N N N THE HARTFORD FINANCIAL SERVICES GROUP, INC. IU7C3FTM7Y3BQM112U94 416515AS3 195000.00000000 PA USD 267315.17000000 0.009779555340 Long DBT CORP US N 2 2036-10-15 Fixed 5.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GNNQ2 410621.63640000 PA USD 445579.71000000 0.016301250066 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFEW2 52803.59200000 PA USD 55336.40000000 0.002024446970 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.50000000 N N N N N N FS RIALTO ISSUER, LTD. N/A 30319YAA6 1230000.00000000 PA USD 1230382.41000000 0.045012757296 Long ABS-MBS CORP US N 2 2026-04-16 Floating 1.32100000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200JJ1 1810000.00000000 PA 2149574.84000000 0.078640827256 Long DBT CORP US N 2 2021-09-07 Fixed 0.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134A4CP7 197000.00000000 PA USD 166761.68000000 0.006100869914 Long ABS-MBS USGSE US N 2 2031-03-15 None 0.00000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FQ5 167000.00000000 PA USD 203020.73000000 0.007427384178 Long DBT CORP US N 2 2048-03-01 Fixed 3.95000000 N N N N N N Government National Mortgage Association 2 N/A 36202FUG9 10703.54800000 PA USD 11839.91000000 0.000433155570 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 5.00000000 N N N N N N NEW YORK ST TWY AUTH GEN REV N/A 650009S53 440000.00000000 PA USD 473290.40000000 0.017315028021 Long DBT MUN US N 2 2035-01-01 Fixed 2.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQD25 23590.81250000 PA USD 25296.81000000 0.000925467691 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAS4 405000.00000000 PA USD 411895.13000000 0.015068921148 Long DBT CORP GB N 2 2023-01-10 Fixed 3.68400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMR56 2540547.27000000 PA USD 2757342.64000000 0.100875625358 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N CLEVELAND OHIO ARPT SYS REV N/A 186352SP6 490000.00000000 PA USD 511011.20000000 0.018695019479 Long DBT MUN US N 2 2031-01-01 Fixed 2.88200000 N N N N N N HOLCIM FINANCE (Luxembourg) S.A. 529900XU3Z9D2HLBR716 N/A 320000.00000000 PA 370717.41000000 0.013562460472 Long DBT CORP LU Y 2 2031-04-23 Fixed 0.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H3H82 74370.09270000 PA USD 81070.62000000 0.002965917028 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J8GB3 1225837.09520000 PA USD 1285848.77000000 0.047041958771 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 2.50000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DX2 1074000.00000000 PA USD 1045892.35000000 0.038263305884 Long DBT CORP US N 2 2028-04-15 Fixed 1.30000000 N N N N N N VEOLIA ENVIRONNEMENT SA 969500LENY69X51OOT31 N/A 100000.00000000 PA 119534.06000000 0.004373077498 Long DBT CORP FR Y 2 2032-01-15 Fixed 0.80000000 N N N N N N American Airlines 2017-1 Pass Through Trusts N/A 02378WAA7 80103.70000000 PA USD 78902.14000000 0.002886584568 Long DBT CORP US N 2 2026-08-15 Fixed 4.95000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GV9 1215000.00000000 PA USD 1201315.46000000 0.043949361433 Long DBT CORP US N 2 2026-02-01 Fixed 1.20000000 N N N N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480AG5 2110000.00000000 PA USD 2434705.79000000 0.089072161568 Long DBT CORP US N 2 2029-03-15 Fixed 4.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F032674 14691055.00000000 PA USD 15464630.86000000 0.565763676341 Long ABS-MBS USGSE US N 2 2051-07-25 Fixed 3.50000000 N N N N N N Piedmont Natural Gas Company, Inc. VXB4M3BDPKF3I2AZ3G89 720186AN5 500000.00000000 PA USD 505841.50000000 0.018505889295 Long DBT CORP US N 2 2031-03-15 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SQ2 43030000.00000000 PA USD 37052864.06000000 1.355555446446 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X83C9 891363.72000000 PA USD 956995.55000000 0.035011073042 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 92553PAU6 597000.00000000 PA USD 819405.19000000 0.029977417301 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EPJ62 81452.34600000 PA USD 86174.33000000 0.003152633010 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 3.00000000 N N N N N N CHT MORTGAGE TRUST N/A 12546DAA5 3870000.00000000 PA USD 3873676.50000000 0.141715989048 Long ABS-MBS CORP US Y 2 2036-11-15 Floating 1.00300000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAJ5 869000.00000000 PA USD 1045077.65000000 0.038233500603 Long DBT CORP US N 2 2049-03-01 Fixed 3.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HNMK2 22893.57400000 PA USD 25129.99000000 0.000919364688 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BZ2 672000.00000000 PA USD 812562.24000000 0.029727072331 Long DBT CORP US N 2 2045-05-01 Fixed 4.40000000 N N N N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807AW8 627000.00000000 PA USD 633762.20000000 0.023185786679 Long DBT CORP US N 2 2050-06-15 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M6SF8 20490.57500000 PA USD 22779.40000000 0.000833369849 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJUF7 1121244.48610000 PA USD 1193818.38000000 0.043675085533 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJDN5 486223.71200000 PA USD 509824.22000000 0.018651594571 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCK8 253000.00000000 PA USD 327553.28000000 0.011983328251 Long DBT CORP US N 2 2046-08-21 Fixed 4.86200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRK3 3181180.06000000 PA USD 3471739.28000000 0.127011371699 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBE4 1576000.00000000 PA USD 1615991.00000000 0.059120002111 Long DBT CORP GB N 2 2023-02-15 Floating 4.61000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307NM68 17520.43500000 PA USD 18466.22000000 0.000675574904 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 760942BB7 2175000.00000000 PA USD 2495812.50000000 0.091307711657 Long DBT NUSS UY N 2 2027-10-27 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SH2 125000.00000000 PA USD 146425.78000000 0.005356893957 Long DBT UST US N 2 2049-05-15 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134A4AA2 190000.00000000 PA USD 279684.37000000 0.010232074649 Long ABS-MBS USGSE US N 2 2031-03-15 Fixed 6.75000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162CR9 499000.00000000 PA USD 519383.65000000 0.019001320232 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N Daimler International Finance B.V. 529900RUGCXMPEENHQ31 N/A 310000.00000000 PA 370596.00000000 0.013558018765 Long DBT CORP NL Y 2 2023-11-06 Fixed 0.25000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGF0 2143999.97000000 PA USD 2376463.17000000 0.086941392388 Long DBT CORP US N 2 2028-01-20 Fixed 3.82400000 N N N N N N CALIFORNIA INSTITUTE OF TECHNOLOGY 549300CITPNHOTVPHC04 13034VAB0 145000.00000000 PA USD 184459.43000000 0.006748330832 Long DBT CORP US N 2 2045-08-01 Fixed 4.32100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKK95 503797.65000000 PA USD 528724.55000000 0.019343051113 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H1WJ5 340415.91540000 PA USD 360178.54000000 0.013176902622 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36295K3W1 12243.47200000 PA USD 13944.48000000 0.000510149924 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 6.50000000 N N N N N N ENTERGY ARKANSAS, LLC 549300A0I5ONUIFMLP35 29366MAC2 258000.00000000 PA USD 276382.50000000 0.010111277837 Long DBT CORP US N 2 2052-06-15 Fixed 3.35000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAS8 1064000.00000000 PA USD 1246210.00000000 0.045591799602 Long DBT CORP US N 2 2025-12-01 Fixed 5.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F022675 8665000.00000000 PA USD 8965567.19000000 0.327999568810 Long ABS-MBS USGSE US N 2 2051-07-25 Fixed 2.50000000 N N N N N N TELSTRA CORPORATION LIMITED PCTXNQGRJVR3OG33JG65 N/A 1705000.00000000 PA 2115133.91000000 0.077380827755 Long DBT CORP AU Y 2 2022-09-21 Fixed 3.50000000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAF1 879000.00000000 PA USD 1006455.00000000 0.036820515538 Long DBT CORP US Y 2 2027-08-15 Fixed 4.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416YVG0 23153.97000000 PA USD 25897.40000000 0.000947439894 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYSX8 108696.12000000 PA USD 115286.43000000 0.004217680658 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 3.50000000 N N N N N N ELECTRONIC ARTS INC. 549300O7A67PUEYKDL45 285512AE9 2373000.00000000 PA USD 2288518.83000000 0.083724004689 Long DBT CORP US N 2 2031-02-15 Fixed 1.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMQ73 2643331.75000000 PA USD 2924350.64000000 0.106985506733 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5CS0 2857204.95000000 PA USD 3017477.09000000 0.110392478628 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LTJF6 171707.02040000 PA USD 187049.14000000 0.006843073724 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GDC67 1498.67590000 PA USD 1637.40000000 0.000059903236 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.00000000 N N N N N N American Airlines 2015-2 Pass Through Trusts N/A 02377BAC0 897353.33130000 PA USD 865096.17000000 0.031648992721 Long DBT CORP US N 2 2025-03-22 Fixed 4.40000000 N N N N N N EXPEDIA GROUP, INC. N/A 30212PAR6 774000.00000000 PA USD 808870.25000000 0.029592003227 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 N/A 800000.00000000 PA 931801.53000000 0.034089365857 Long DBT CORP FR Y 2 2030-01-19 Fixed 0.50000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BF2 695000.00000000 PA 835483.19000000 0.030565620697 Long DBT CORP US N 2 2023-11-15 Fixed 0.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HKYK8 132189.58660000 PA USD 150958.99000000 0.005522738559 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBU4 68805000.00000000 PA USD 68697492.19000000 2.513254023887 Long DBT UST US N 2 2023-03-31 Fixed 0.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AYP7 331472.82200000 PA USD 353454.84000000 0.012930920337 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N HOLCIM FINANCE LUXEMBOURG SA N/A BN4840201 600000.00000000 PA 703859.15000000 0.025750238976 Long DBT CORP LU Y 2 2027-07-19 Fixed 0.12500000 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC N/A 654740BT5 1025000.00000000 PA USD 1036305.75000000 0.037912586226 Long DBT CORP US Y 2 2028-03-09 Fixed 2.75000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDA6 5267000.00000000 PA USD 5534268.65000000 0.202467695842 Long DBT CORP US N 2 2030-02-01 Fixed 2.65000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22535GAA0 1880000.00000000 PA USD 1883825.99000000 0.068918574735 Long ABS-MBS CORP US Y 2 2030-05-15 Fixed 1.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810ST6 32220000.00000000 PA USD 28967793.75000000 1.059768295529 Long DBT UST US N 2 2040-11-15 Fixed 1.37500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 577000.00000000 PA USD 680860.00000000 0.024908829713 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAH4 2718000.00000000 PA USD 2848896.16000000 0.104225052611 Long DBT CORP US N 2 2029-12-01 Fixed 2.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHQ5 735000.00000000 PA USD 833860.44000000 0.030506253421 Long DBT CORP US N 2 2030-02-07 Floating 3.97400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQZA3 142812.75500000 PA USD 161046.65000000 0.005891789179 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.50000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AT2 1639000.00000000 PA USD 1853489.37000000 0.067808728803 Long DBT CORP US N 2 2029-04-15 Fixed 3.65000000 N N N N N N IMT APTS N/A 44974AAY3 1525000.00000000 PA USD 1605657.25000000 0.058741948445 Long ABS-MBS CORP US Y 2 2034-06-15 Variable 3.61315000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417GTW6 10078.13700000 PA USD 10868.50000000 0.000397617154 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXD1 624000.00000000 PA USD 639927.60000000 0.023411343914 Long DBT CORP US N 2 2026-05-15 Floating 1.32588000 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DZ4 1577000.00000000 PA USD 1632171.35000000 0.059711949916 Long DBT CORP US Y 2 2025-03-10 Fixed 2.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FRJQ9 15115.82090000 PA USD 16083.98000000 0.000588422170 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.00000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DL6 3516000.00000000 PA USD 3735001.09000000 0.136642637444 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.87500000 N N N N N N RR LTD N/A 74988LAA2 1250000.00000000 PA USD 1248561.90000000 0.045677842366 Long ABS-MBS CORP US Y 2 2030-01-15 Floating 1.27375000 N N N N N N Government National Mortgage Association 2 N/A 36179RD71 1871071.18140000 PA USD 1996062.52000000 0.073024676744 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFG26 119074.21200000 PA USD 124763.82000000 0.004564404939 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.50000000 N N N N N N BOOKING HOLDINGS INC. FXM8FAOHMYDIPD38UZ17 09857LAS7 610000.00000000 PA 725201.73000000 0.026531043680 Long DBT CORP US N 2 2025-03-08 Fixed 0.10000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYC2 531000.00000000 PA USD 555774.87000000 0.020332669852 Long DBT CORP US N 2 2042-04-22 Fixed 3.21000000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DF1 555000.00000000 PA USD 693716.70000000 0.025379183899 Long DBT CORP US N 2 2045-07-10 Fixed 4.80000000 N N N N N N Government National Mortgage Association N/A 36241K7H5 9474.44600000 PA USD 10855.42000000 0.000397138630 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 5.00000000 N N N N N N Siemens Financieringsmaatschappij N.V. TAFO772JB70PDRN5VS48 N/A 2215000.00000000 PA 2628114.77000000 0.096147905991 Long DBT CORP NL Y 2 2021-09-05 Fixed 0.00000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAP9 118000.00000000 PA USD 132232.33000000 0.004837635623 Long DBT CORP US N 2 2045-06-01 Fixed 3.75000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MBP4 1172000.00000000 PA USD 1256859.83000000 0.045981416853 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04000000 N N N N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824CBF5 1385000.00000000 PA USD 1538595.12000000 0.056288523106 Long DBT CORP US N 2 2024-10-01 Fixed 4.65000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHX0 5458000.00000000 PA USD 5739141.58000000 0.209962841579 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N Asahi Group Holdings, Ltd. 353800KAJ02XNHLCJW79 N/A 180000.00000000 PA 213925.66000000 0.007826334101 Long DBT CORP JP Y 2 2024-04-19 Fixed 0.01000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJC71 344237.81500000 PA USD 360842.65000000 0.013201198663 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36180DSX6 226022.74240000 PA USD 245719.04000000 0.008989474671 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC N/A 893574AR4 553000.00000000 PA USD 621034.48000000 0.022720151144 Long DBT CORP US N 2 2050-05-15 Fixed 3.95000000 N N N N N N Government National Mortgage Association 2 N/A 36179MAY6 212429.61060000 PA USD 228887.36000000 0.008373698372 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 4.00000000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAQ4 4000.00000000 PA USD 4910.82000000 0.000179659223 Long DBT CORP US N 2 2035-06-15 Fixed 4.95000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJD2 6244000.00000000 PA USD 6243413.06000000 0.228411292692 Long DBT CORP US N 2 2026-06-19 Floating 1.31900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKLB9 435376.97880000 PA USD 460390.39000000 0.016843089366 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BK72 49118.00700000 PA USD 56343.59000000 0.002061294375 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SA7 5645000.00000000 PA USD 6729016.41000000 0.246176782151 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 3617BFTR3 495187.45000000 PA USD 538434.02000000 0.019698265893 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F020695 62900000.00000000 PA USD 63322609.38000000 2.316617357547 Long ABS-MBS USGSE US N 2 2051-09-25 Fixed 2.00000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CF3 351000.00000000 PA USD 350347.14000000 0.012817227111 Long DBT CORP US N 2 2050-05-15 Fixed 3.05000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83406TAB8 1699999.99000000 PA USD 1756903.70000000 0.064275203545 Long ABS-MBS CORP US Y 2 2046-05-15 Fixed 2.54000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QGKA4 1371397.72000000 PA USD 1447068.15000000 0.052940067168 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBX8 84485000.00000000 PA USD 84339791.41000000 3.085517584087 Long DBT UST US N 2 2023-04-30 Fixed 0.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WPHP2 32911.52800000 PA USD 35153.40000000 0.001286064762 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N EBAY INC. OML71K8X303XQONU6T67 278642AX1 1135000.00000000 PA USD 1138390.25000000 0.041647282678 Long DBT CORP US N 2 2026-05-10 Fixed 1.40000000 N N N N N N Amadeus IT Group SA 9598004A3FTY3TEHHN09 N/A 700000.00000000 PA 934279.45000000 0.034180018983 Long DBT CORP ES Y 2 2027-05-20 Fixed 2.87500000 N N N N N N SCHNEIDER ELECTRIC SE 969500A1YF1XUYYXS284 N/A 400000.00000000 PA 480801.47000000 0.017589815736 Long DBT CORP FR Y 2 2024-09-09 Fixed 0.25000000 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST N/A 17305EGS8 885000.00000000 PA USD 1036380.59000000 0.037915324199 Long ABS-MBS CORP US N 2 2030-10-15 Fixed 3.96000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EHT69 79071.13500000 PA USD 87617.83000000 0.003205442539 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417TM62 247627.85900000 PA USD 284441.11000000 0.010406096954 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HRV4 2303000.00000000 PA USD 2478417.21000000 0.090671316045 Long DBT CORP US N 2 2026-10-01 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EP4Z4 67886.10300000 PA USD 71823.09000000 0.002627602030 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N BPCE S.A. 9695005MSX1OYEMGDF46 N/A 500000.00000000 PA 598144.53000000 0.021882736894 Long DBT CORP FR Y 2 2026-01-15 Fixed 0.25000000 N N N N N N Government National Mortgage Association N/A 36241KYF9 14077.17700000 PA USD 15994.09000000 0.000585133601 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 6.50000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543CR2 311000.00000000 PA USD 436282.62000000 0.015961121946 Long DBT CORP US N 2 2048-11-30 Fixed 5.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRA5 2542013.26000000 PA USD 2791098.15000000 0.102110549205 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4WD4 14871.28380000 PA USD 15856.20000000 0.000580088984 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CS7 498000.00000000 PA USD 559348.62000000 0.020463413221 Long DBT CORP US N 2 2024-12-01 Fixed 5.00000000 N N N N N N American Airlines, Inc. Pass Through Certificates, Series 2016-3A N/A 023771R91 424603.88710000 PA USD 425972.39000000 0.015583928744 Long DBT CORP US N 2 2030-04-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307NXU3 6276.13400000 PA USD 6573.72000000 0.000240495361 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7S63 249263.46860000 PA USD 266408.94000000 0.009746401493 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.00000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBG8 410000.00000000 PA USD 497330.41000000 0.018194516485 Long DBT CORP US N 2 2048-11-15 Fixed 4.10000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128285J5 890000.00000000 PA USD 975384.38000000 0.035683816682 Long DBT UST US N 2 2025-10-31 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AN5X7 36906.66000000 PA USD 41094.93000000 0.001503431855 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N BATTALION CLO LTD N/A 07132JBC7 2290000.00000000 PA USD 2290714.48000000 0.083804331146 Long ABS-MBS CORP US Y 2 2035-01-25 Floating 1.34575000 N N N N N N SALESFORCE.COM, INC. RCGZFPDMRW58VJ54VR07 79466LAM6 119000.00000000 PA USD 119639.03000000 0.004376917758 Long DBT CORP US N 2 2061-07-15 Fixed 3.05000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DS1 1905000.00000000 PA USD 1864267.29000000 0.068203032146 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XCD6 1727000.00000000 PA USD 1754825.42000000 0.064199170995 Long DBT CORP US N 2 2031-05-15 Fixed 2.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GD3M2 55968.62100000 PA USD 62212.72000000 0.002276012761 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N KBC GROEP N.V. 213800X3Q9LSAKRUWY91 N/A 400000.00000000 PA 489887.96000000 0.017922239189 Long DBT CORP BE Y 2 2024-01-25 Fixed 1.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MKSW7 10022.80490000 PA USD 10610.49000000 0.000388178022 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.00000000 N N N N N N NISSAN MOTOR CO.,LTD. 353800DRBDH1LUTNAY26 654744AD3 1122000.00000000 PA USD 1263480.83000000 0.046223641924 Long DBT CORP JP Y 2 2030-09-17 Fixed 4.81000000 N N N N N N Government National Mortgage Association 2 N/A 36179R4E6 9564889.80290000 PA USD 10176912.76000000 0.372315875433 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 N/A 1460000.00000000 PA 1734499.73000000 0.063455568564 Long DBT CORP US Y 2 2023-04-21 Floating 0.01300000 N N N N N N Government National Mortgage Association 2 N/A 3620AXJ82 873042.21930000 PA USD 948652.15000000 0.034705835064 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.00000000 N N N N N N SABINE PASS LIQUEFACTION, LLC 549300KJYBG7C6WJYZ11 785592AS5 1255000.00000000 PA USD 1449525.00000000 0.053029949461 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GKD37 40976.41800000 PA USD 44959.05000000 0.001644798226 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HBB49 118708.65770000 PA USD 130967.25000000 0.004791353476 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBJ3 1496000.00000000 PA USD 1587788.58000000 0.058088234527 Long DBT CORP US N 2 2026-09-06 Fixed 3.21500000 N N N N N N Government National Mortgage Association N/A 36296QJF7 36967.78000000 PA USD 43086.27000000 0.001576283762 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N NORTHWEST PIPELINE LLC 549300FFKMN9OW536A14 66775VAB1 1718000.00000000 PA USD 1919220.75000000 0.070213469500 Long DBT CORP US N 2 2027-04-01 Fixed 4.00000000 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851EC4 672000.00000000 PA USD 675439.97000000 0.024710541365 Long DBT CORP US Y 2 2026-03-02 Fixed 1.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRS6 211378.66000000 PA USD 227495.75000000 0.008322787206 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 3.00000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BM3 3089000.00000000 PA USD 3292765.89000000 0.120463744147 Long DBT CORP US N 2 2025-01-15 Fixed 2.93000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQUB6 722415.32900000 PA USD 814221.73000000 0.029787783717 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q8VY8 989.24990000 PA USD 1046.65000000 0.000038291024 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N NATIONAL GRID ELECTRICITY TRANSMISSION PLC 5XJXCCYG4SDKFJ5WLB02 N/A 470000.00000000 PA 560974.21000000 0.020522884397 Long DBT CORP GB Y 2 2025-01-20 Fixed 0.19000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46651HBC0 945489.67900000 PA USD 946786.51000000 0.034637581812 Long ABS-MBS CORP US Y 2 2050-02-25 Floating 0.99925000 N N N N N N KOJAMO OYJ N/A BP5927549 280000.00000000 PA 332404.77000000 0.012160816925 Long DBT CORP FI Y 2 2029-05-28 Fixed 0.87500000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAE2 1490000.00000000 PA USD 1614787.50000000 0.059075972829 Long DBT CORP US Y 2 2029-07-15 Fixed 4.30000000 N N N N N N Government National Mortgage Association 2 N/A 21H042679 2504000.00000000 PA USD 2667542.50000000 0.097590344396 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 4.50000000 N N N N N N United States of America N/A N/A -53.00000000 NC USD -6007.70000000 -0.00021978788 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 Sep 2021 2021-09-21 -7795757.93000000 USD -6007.70000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENZJ1 499222.75700000 PA USD 532139.51000000 0.019467985251 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCB5 18291000.00000000 PA USD 18593944.69000000 0.680247630915 Long DBT UST US N 2 2031-05-15 Fixed 1.62500000 N N N N N United States of America 254900HROIFWPRGM1V77 9128286L9 8275000.00000000 PA USD 8823218.75000000 0.322791841742 Long DBT UST US N 2 2026-03-31 Fixed 2.25000000 N N N N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 629377CL4 1398000.00000000 PA USD 1541295.00000000 0.056387296497 Long DBT CORP US Y 2 2029-06-15 Fixed 4.45000000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAH4 962000.00000000 PA USD 1046408.77000000 0.038282198781 Long DBT CORP US Y 2 2025-03-01 Fixed 3.60000000 N N N N N N Trane Technologies Financing Limited N/A 456873AE8 670000.00000000 PA USD 733564.91000000 0.026837005297 Long DBT CORP LU N 2 2026-03-21 Fixed 3.50000000 N N N N N N EUROPEAN INVESTMENT BANK N/A ZO1554203 7965000.00000000 PA 9453650.90000000 0.345855800662 Long DBT CORP N/A Y 2 2030-09-09 None 0.00000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 700000.00000000 PA 846747.29000000 0.030977710626 Long DBT CORP DE Y 2 2025-11-19 Fixed 1.00000000 N N N N N N Government National Mortgage Association N/A 36241K4C9 95320.60900000 PA USD 109207.55000000 0.003995288703 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N KERING SA 549300VGEJKB7SVUZR78 N/A 100000.00000000 PA 123322.07000000 0.004511659432 Long DBT CORP FR Y 2 2028-05-13 Fixed 0.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828Z52 1140000.00000000 PA USD 1171350.00000000 0.042853094152 Long DBT UST US N 2 2025-01-31 Fixed 1.37500000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAC4 5119000.00000000 PA USD 5789450.79000000 0.211803372004 Long DBT NUSS MX N 2 2027-03-28 Fixed 4.15000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H3KJ4 49649.78610000 PA USD 53344.84000000 0.001951587015 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416WLG5 43610.66600000 PA USD 48038.04000000 0.001757441115 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAJ4 375000.00000000 PA USD 409872.75000000 0.014994933663 Long DBT CORP GB N 2 2024-11-15 Fixed 4.79600000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 1725000.00000000 PA 1949007.65000000 0.071303204277 Long DBT NUSS MX N 2 2033-10-25 Fixed 1.45000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08160KAJ3 1250000.00000000 PA USD 1348387.50000000 0.049329898400 Long ABS-MBS CORP US N 2 2072-12-15 Variable 3.56400000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGJ7 875000.00000000 PA USD 892841.25000000 0.032664028812 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAM5 368000.00000000 PA USD 384914.75000000 0.014081861119 Long DBT CORP US N 2 2042-08-09 Fixed 4.25000000 N N N N N N ORIX CORPORATION 35380016EMHNBOVYE123 686330AH4 1040000.00000000 PA USD 1066071.76000000 0.039001556754 Long DBT CORP JP N 2 2022-07-18 Fixed 2.90000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBN4 874000.00000000 PA USD 948983.96000000 0.034717974121 Long DBT CORP US N 2 2027-11-15 Fixed 3.25000000 N N N N N N Government National Mortgage Association N/A 3622A2AK8 52661.97000000 PA USD 59034.17000000 0.002159727532 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312944SL6 32048.95800000 PA USD 35694.69000000 0.001305867512 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WTV37 42449.14030000 PA USD 45049.91000000 0.001648122281 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 3.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 N/A 140000.00000000 PA 171708.10000000 0.006281831541 Long DBT CORP US N 2 2024-06-01 Fixed 1.25000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 612000.00000000 PA USD 625546.62000000 0.022885224914 Long DBT CORP GB N 2 2032-05-24 Fixed 2.80400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W7G40 84342.93000000 PA USD 87968.43000000 0.003218269017 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HAG3 1785000.00000000 PA USD 1802637.59000000 0.065948348800 Long DBT CORP NL Y 2 2031-05-11 Fixed 2.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCZ0 864000.00000000 PA USD 1063466.50000000 0.038906244976 Long DBT CORP US N 2 2042-10-01 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJVE9 1261697.98000000 PA USD 1335949.89000000 0.048874876356 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YBH1 924000.00000000 PA USD 922244.40000000 0.033739724339 Long DBT CORP JP N 2 2031-07-10 Fixed 2.20100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRN7 1488199.18000000 PA USD 1609408.05000000 0.058879169075 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.50000000 N N N N N N MOTOROLA SOLUTIONS, INC. 6S552MUG6KGJVEBSEC55 620076BT5 493000.00000000 PA USD 485606.48000000 0.017765603968 Long DBT CORP US N 2 2030-11-15 Fixed 2.30000000 N N N N N N Volvo Treasury Aktiebolag 549300PD69T87IGZG395 N/A 300000.00000000 PA 357225.68000000 0.013068874118 Long DBT CORP SE Y 2 2023-02-11 Fixed 0.00000000 N N N N N N CITRIX SYSTEMS, INC. HCTKJGUQOPZ5NBK7NP58 177376AF7 1869000.00000000 PA USD 1965718.88000000 0.071914573989 Long DBT CORP US N 2 2030-03-01 Fixed 3.30000000 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TGX7 1274000.00000000 PA USD 1368910.45000000 0.050080717463 Long DBT CORP US N 2 2025-04-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HMXK5 260859.86520000 PA USD 285362.76000000 0.010439814933 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942BAA2 829345.01000000 PA USD 826685.03000000 0.030243745614 Long ABS-MBS CORP US Y 2 2069-05-15 Fixed 0.84000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XCW4 3738000.00000000 PA USD 4022282.38000000 0.147152640576 Long DBT CORP US N 2 2023-03-20 Fixed 5.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FMKR6 293025.08250000 PA USD 318720.72000000 0.011660194666 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBM1 189000.00000000 PA USD 248775.79000000 0.009101303924 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHW2 499000.00000000 PA USD 520690.03000000 0.019049113313 Long DBT CORP US N 2 2025-10-22 Fixed 2.45600000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CM9 700000.00000000 PA 804470.92000000 0.029431056539 Long DBT CORP US N 2 2039-08-01 Fixed 1.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KNH3 73059.75300000 PA USD 84101.19000000 0.003076788503 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 N/A 1170000.00000000 PA 1392361.73000000 0.050938667614 Long DBT CORP CH Y 2 2026-01-29 Fixed 0.25000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46651GAL3 388846.75000000 PA USD 389504.17000000 0.014249762129 Long ABS-MBS CORP US Y 2 2050-02-25 Floating 0.99150000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBUH1 6291000.00000000 PA USD 6827748.12000000 0.249788818916 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638BM3 1031000.00000000 PA USD 1413282.43000000 0.051704038107 Long DBT NUSS PE N 2 2050-11-18 Fixed 5.62500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EEHB8 19186.34120000 PA USD 20824.11000000 0.000761836809 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FHWD5 122258.83000000 PA USD 130614.43000000 0.004778445781 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKE1 999000.00000000 PA USD 973492.53000000 0.035614604554 Long DBT CORP US N 2 2052-02-01 Fixed 3.30000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YAW9 2395000.00000000 PA USD 2526071.17000000 0.092414705839 Long DBT CORP JP N 2 2025-07-16 Fixed 2.83900000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBD2 296000.00000000 PA USD 349666.87000000 0.012792339866 Long DBT CORP US N 2 2030-04-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329KW83 72359.14550000 PA USD 76329.79000000 0.002792476781 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 3.00000000 N N N N N N United Airlines 2016-2 Pass Through Trusts N/A 90932EAA1 183371.21160000 PA USD 187790.27000000 0.006870187494 Long DBT CORP US N 2 2030-04-07 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312943WD1 28671.90000000 PA USD 31891.92000000 0.001166745593 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J74X0 1329418.08350000 PA USD 1411357.64000000 0.051633620890 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179VMF4 596368.26000000 PA USD 634435.18000000 0.023210407224 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EH3N0 44385.05000000 PA USD 51706.32000000 0.001891642804 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.50000000 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HCC7 1000000.00000000 PA 1253802.83000000 0.045869578454 Long DBT CORP US N 2 2029-06-12 Fixed 1.65000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HRY8 7082000.00000000 PA USD 7877372.34000000 0.288188652890 Long DBT CORP US N 2 2028-02-01 Fixed 3.78200000 N N N N N N COMM MORTGAGE TRUST N/A 12625CAN3 1015000.00000000 PA USD 1074296.30000000 0.039302446315 Long ABS-MBS CORP US Y 2 2031-03-10 Fixed 3.89790000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457BB5 240000.00000000 PA USD 328166.64000000 0.012005767637 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N BORGWARNER INC. 549300DSFX2IE88NSX47 099724AN6 520000.00000000 PA 620313.24000000 0.022693765038 Long DBT CORP US N 2 2031-05-19 Fixed 1.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F022683 118719854.00000000 PA USD 122610712.01000000 4.485634853722 Long ABS-MBS USGSE US N 2 2051-08-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHPB2 207973.02030000 PA USD 218044.42000000 0.007977016314 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 2.50000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BS6 461000.00000000 PA USD 496181.22000000 0.018152474100 Long DBT CORP US N 2 2026-06-15 Fixed 2.90000000 N N N N N N BP CAPITAL MARKETS P.L.C. 549300CRVT18MXX0AG93 N/A 825000.00000000 PA 1044149.03000000 0.038199527632 Long DBT CORP GB Y 2 2199-12-31 Fixed 3.25000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CU2 5000.00000000 PA USD 5372.75000000 0.000196558638 Long DBT CORP US N 2 2026-06-01 Fixed 2.87500000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FU6 449000.00000000 PA USD 547780.00000000 0.020040182622 Long DBT CORP US N 2 2049-03-01 Fixed 3.99000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7MC6 404243.75080000 PA USD 417086.78000000 0.015258854358 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HFE88 220342.79150000 PA USD 233134.33000000 0.008529071066 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179QGE5 804229.63980000 PA USD 883095.15000000 0.032307473947 Long ABS-MBS USGA US N 2 2044-06-20 Fixed 4.50000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060BE5 1125000.00000000 PA 1432389.29000000 0.052403050418 Long DBT CORP JP N 2 2040-07-09 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GNTZ6 187844.44580000 PA USD 203510.27000000 0.007445293687 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAU3 1480000.00000000 PA USD 1629850.00000000 0.059627024804 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61692AAA0 1563000.00000000 PA USD 1566798.09000000 0.057320310811 Long ABS-MBS CORP US Y 2 2036-12-15 Floating 2.45000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABD6 10320000.00000000 PA USD 11399926.08000000 0.417059039263 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N LIFE MORTGAGE TRUST N/A 53218CAA8 1530000.00000000 PA USD 1532142.00000000 0.056052439818 Long ABS-MBS CORP US Y 2 2038-03-15 Floating 0.77288000 N N N N N N UNIVERSITY CALIF REVS N/A 91412GHA6 50000.00000000 PA USD 69660.50000000 0.002548485051 Long DBT MUN US N 2 2112-05-15 Fixed 4.85800000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBK0 833000.00000000 PA USD 897244.29000000 0.032825111228 Long DBT CORP US N 2 2049-09-06 Fixed 4.75800000 N N N N N N Government National Mortgage Association 2 N/A 36202FGD2 426.75500000 PA USD 466.97000000 0.000017083800 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 4.50000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAE2 934000.00000000 PA USD 1145956.36000000 0.041924083997 Long DBT CORP US N 2 2035-12-14 Fixed 4.15000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286S4 2435000.00000000 PA USD 2611917.97000000 0.095555356373 Long DBT UST US N 2 2026-04-30 Fixed 2.37500000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAS0 772000.00000000 PA USD 789676.48000000 0.028889811369 Long DBT CORP DK Y 2 2022-01-12 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468V4 1648000.00000000 PA USD 1623772.75000000 0.059404692481 Long DBT CORP US N 2 2026-12-10 Floating 0.98500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BCD6 576141.83980000 PA USD 643063.28000000 0.023526060770 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36198QTY4 17953.47000000 PA USD 19946.87000000 0.000729743542 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 4.00000000 N N N N N N UNIVERSITY CALIF REVS N/A 91412GC86 347000.00000000 PA USD 491348.53000000 0.017975673212 Long DBT MUN US N 2 2115-05-15 Fixed 4.76700000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128284V9 4113000.00000000 PA USD 4576997.81000000 0.167446551491 Long DBT UST US N 2 2028-08-15 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FHQ22 3650000.00000000 PA USD 3879256.50000000 0.141920129796 Long ABS-MBS USGSE US N 2 2025-07-25 Variable 3.37000000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 N/A 1000000.00000000 PA 1202323.79000000 0.043986250544 Long DBT CORP CA Y 2 2024-04-25 Fixed 0.37500000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBX3 535000.00000000 PA USD 601302.02000000 0.021998251656 Long DBT CORP US N 2 2028-09-01 Fixed 3.65000000 N N N N N N CEDAR FUNDING LTD N/A 15032DAR2 3225000.00000000 PA USD 3227908.95000000 0.118090994281 Long ABS-MBS CORP US Y 2 2034-04-20 Floating 1.23825000 N N N N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 94973VBF3 201000.00000000 PA USD 263692.10000000 0.009647007631 Long DBT CORP US N 2 2044-01-15 Fixed 5.10000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941XAA5 3793238.45000000 PA USD 3810391.09000000 0.139400732606 Long ABS-MBS CORP US Y 2 2069-07-15 Fixed 1.22000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402RUN7 139688.92000000 PA USD 163564.96000000 0.005983919947 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385XAZ0 56231.17400000 PA USD 64923.77000000 0.002375194799 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CY3 1879000.00000000 PA USD 2162670.75000000 0.079119932788 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRM9 4239827.32000000 PA USD 4688895.41000000 0.171540253961 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N CITYLINE MORTGAGE TRUST N/A 178772AA7 3360000.00000000 PA USD 3520977.60000000 0.128812724294 Long ABS-MBS CORP US Y 2 2031-11-10 Variable 2.87070000 N N N N N N Chevron U.S.A. Inc. VA8TZDWPEZYU430RZ444 166756AT3 195000.00000000 PA USD 285359.10000000 0.010439681034 Long DBT CORP US N 2 2041-03-01 Fixed 6.00000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46651DAL0 1168161.97400000 PA USD 1170521.08000000 0.042822768642 Long ABS-MBS CORP US Y 2 2050-02-25 Floating 0.99150000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAH9 119000.00000000 PA USD 144030.58000000 0.005269267089 Long DBT CORP US N 2 2048-05-15 Fixed 4.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFG91 93222.43500000 PA USD 99315.00000000 0.003633376058 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FT0 1010000.00000000 PA USD 1093075.53000000 0.039989472491 Long DBT CORP US N 2 2049-10-01 Fixed 3.45000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DG2 230000.00000000 PA USD 249530.68000000 0.009128921094 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9YJ5 145359.75400000 PA USD 172578.47000000 0.006313673473 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XTVX0 453580.46670000 PA USD 486447.60000000 0.017796375808 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 3.00000000 N N N N N N HUNTINGTON INGALLS INDUSTRIES, INC. 5TZLZ6WJTBVJ0QWBG121 446413AL0 1263000.00000000 PA USD 1376670.00000000 0.050364595660 Long DBT CORP US N 2 2027-12-01 Fixed 3.48300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KHE7 11316.51900000 PA USD 13489.97000000 0.000493521965 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DJP8 277461.95010000 PA USD 294284.18000000 0.010766199405 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HMP40 80028.52000000 PA USD 85536.54000000 0.003129299869 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JNXG7 75478.33500000 PA USD 84378.35000000 0.003086928225 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N NEW HAMPSHIRE HIGHER EDUCATION LOAN CORPORATION N/A 28166LAA2 597275.63000000 PA USD 598838.10000000 0.021908110711 Long ABS-MBS CORP US Y 2 2045-11-25 Fixed 1.80000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBE5 977000.00000000 PA USD 1020723.68000000 0.037342526113 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457BX5 500000.00000000 PA 657199.60000000 0.024043229039 Long DBT CORP US N 2 2049-11-01 Fixed 1.70000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AL1 2153000.00000000 PA USD 2189712.96000000 0.080109254827 Long DBT CORP US N 2 2022-09-15 Fixed 2.40000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CF1 581000.00000000 PA USD 656538.72000000 0.024019051165 Long DBT NUSS ID N 2 2028-04-24 Fixed 4.10000000 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13648TAA5 2000.00000000 PA USD 1985.11000000 0.000072623985 Long DBT CORP CA N 2 2030-03-05 Fixed 2.05000000 N N N N N N EXTENDED STAY AMERICA TRUST N/A 30227FAA8 5410000.00000000 PA USD 5425205.89000000 0.198477704189 Long ABS-MBS CORP US Y 2 2038-07-15 Floating 1.15500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABE6 2065000.00000000 PA USD 2119088.55000000 0.077525505742 Long DBT CORP US Y 2 2023-02-10 Fixed 2.37500000 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 502431AM1 1383000.00000000 PA USD 1606949.19000000 0.058789213247 Long DBT CORP US N 2 2028-06-15 Fixed 4.40000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941CAC7 2332866.00000000 PA USD 2352128.09000000 0.086051108977 Long ABS-MBS CORP US Y 2 2059-12-15 Floating 1.12288000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AACD4 147681.38680000 PA USD 160563.29000000 0.005874105761 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 3.50000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AR8 258000.00000000 PA USD 285760.80000000 0.010454376973 Long DBT CORP US N 2 2025-04-15 Fixed 4.95000000 N N N N N N Government National Mortgage Association 2 N/A 36196FZH0 198431.98930000 PA USD 211714.89000000 0.007745454488 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 036752AH6 211000.00000000 PA USD 264458.96000000 0.009675062716 Long DBT CORP US N 2 2048-03-01 Fixed 4.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FLV47 392006.69630000 PA USD 424948.67000000 0.015546476600 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N BX TRUST N/A 05608VAA4 1120000.00000000 PA USD 1120504.00000000 0.040992925607 Long ABS-MBS CORP US Y 2 2034-01-15 Floating 0.77288000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F040677 8996000.00000000 PA USD 9582145.63000000 0.350556698568 Long ABS-MBS USGSE US N 2 2051-07-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J6D20 596605.37610000 PA USD 672929.98000000 0.024618714979 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.50000000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAM7 1174000.00000000 PA USD 1177066.49000000 0.043062228300 Long DBT CORP GB N 2 2026-08-21 Fixed 1.53200000 N N N N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106LBR9 107000.00000000 PA USD 110362.80000000 0.004037552788 Long DBT CORP US N 2 2041-06-01 Fixed 2.95000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83404WAB3 942163.43000000 PA USD 965819.88000000 0.035333905538 Long ABS-MBS CORP US Y 2 2048-08-17 Fixed 3.09000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBC3 907000.00000000 PA USD 889763.37000000 0.032551426532 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N Repsol Europe Finance SARL 222100TAWUOMRM7NNG09 N/A 800000.00000000 PA 944359.48000000 0.034548790464 Long DBT CORP LU Y 2 2033-07-06 Fixed 0.87500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HRS1 406000.00000000 PA USD 441747.89000000 0.016161065370 Long DBT CORP US N 2 2026-06-15 Fixed 3.20000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BQ1 4104000.00000000 PA USD 4699080.00000000 0.171912850703 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRZ0 1077060.16000000 PA USD 1174078.45000000 0.042952912759 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FAS0 319000.00000000 PA USD 363380.24000000 0.013294034778 Long DBT CORP US N 2 2032-11-15 Fixed 4.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YY0 5615000.00000000 PA USD 5843986.72000000 0.213798534289 Long DBT UST US N 2 2024-12-31 Fixed 1.75000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Corp N/A 466330AA5 585836.05000000 PA USD 586570.51000000 0.021459308739 Long ABS-MBS CORP US Y 2 2038-04-15 Floating 1.00000000 N N N N N N UNITED AIRLINES 2019-2 PASS THROUGH TRUSTS N/A 90932KAA7 413853.33000000 PA USD 409651.06000000 0.014986823275 Long DBT CORP US N 2 2029-11-01 Fixed 3.50000000 N N N N N N Medtronic Global Holdings S.C.A. 549300JXMTTP8GKYIX14 58507LAQ2 500000.00000000 PA 629723.16000000 0.023038020972 Long DBT CORP LU N 2 2049-07-02 Fixed 1.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJEP9 191833.33950000 PA USD 201071.12000000 0.007356058937 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAY9 415000.00000000 PA 531182.29000000 0.019432965967 Long DBT CORP US N 2 2027-06-15 Fixed 2.20000000 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAQ3 5000.00000000 PA USD 6064.96000000 0.000221882701 Long DBT CORP US N 2 2046-03-15 Fixed 4.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBJF8 775940.95910000 PA USD 828666.41000000 0.030316233140 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 4.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCX8 957000.00000000 PA USD 1168801.33000000 0.042759852683 Long DBT CORP US N 2 2047-01-15 Fixed 4.20000000 N N N N N N SA GLOBAL SUKUK LIMITED 5493007DFAVKU7UOGR47 78397PAD3 650000.00000000 PA USD 656093.10000000 0.024002748441 Long DBT CORP KY Y 2 2031-06-17 Fixed 2.69400000 N N N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 29444UBE5 697000.00000000 PA USD 749591.44000000 0.027423325696 Long DBT CORP US N 2 2029-11-18 Fixed 3.20000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 N/A 900000.00000000 PA 1072594.70000000 0.039240194362 Long DBT CORP US Y 2 2021-10-29 Fixed 1.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WC7G2 131665.85310000 PA USD 141202.88000000 0.005165817485 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 3.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 230000.00000000 PA USD 266225.00000000 0.009739672165 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N Vonovia Finance B.V. 5299009XLZLD9TALOZ03 N/A 1500000.00000000 PA 1786555.22000000 0.065359985531 Long DBT CORP NL Y 2 2023-04-06 Fixed 0.12500000 N N N N N N DRYDEN SENIOR LOAN FUND N/A 26245CBE2 2095000.00000000 PA USD 2095752.11000000 0.076671756939 Long ABS-MBS CORP US Y 2 2034-04-20 Floating 1.22825000 N N N N N N DELTA AIRLINES 2019-1 PASS THROUGH TRUST N/A 24737BAA3 505000.00000000 PA USD 533944.58000000 0.019534022588 Long DBT CORP US N 2 2025-10-25 Fixed 3.20400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBJE1 4999904.33390000 PA USD 5330517.41000000 0.195013586420 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 4.00000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAM6 599000.00000000 PA USD 654492.56000000 0.023944193704 Long DBT CORP US N 2 2029-06-01 Fixed 2.95000000 N N N N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513BK0 1265000.00000000 PA USD 1318762.50000000 0.048246086633 Long DBT CORP US N 2 2199-12-31 Fixed 4.00000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558AX1 890000.00000000 PA USD 1129515.91000000 0.041322620598 Long DBT CORP US N 2 2044-04-01 Fixed 4.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5H40 687921.76040000 PA USD 729104.32000000 0.026673817451 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFLJ3 86984.87900000 PA USD 92481.74000000 0.003383385590 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBU8 3721000.00000000 PA USD 3949934.53000000 0.144505840535 Long DBT CORP US N 2 2027-04-01 Fixed 2.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GSSE0 176446.92410000 PA USD 193575.90000000 0.007081851085 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHF9 3067000.00000000 PA USD 3236375.08000000 0.118400722258 Long DBT CORP US N 2 2024-03-05 Fixed 3.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9DQ4 1415000.04000000 PA USD 1492444.75000000 0.054600141195 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRT4 2415954.54000000 PA USD 2585572.55000000 0.094591525952 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CWS9 22948.39330000 PA USD 24280.65000000 0.000888292124 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 N/A 2000000.00000000 PA 2353666.49000000 0.086107390361 Long DBT CORP FR Y 2 2027-04-13 Fixed 0.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DLR1 218752.87130000 PA USD 232015.87000000 0.008488152919 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KE2B0 62265.05300000 PA USD 65261.30000000 0.002387543119 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 2.50000000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183BG8 1576949.29000000 PA USD 1580464.90000000 0.057820302356 Long ABS-MBS CORP US Y 2 2030-04-15 Fixed 3.04000000 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAU4 762000.00000000 PA USD 820404.25000000 0.030013967275 Long DBT CORP US N 2 2050-03-15 Fixed 3.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9SF1 333403.25970000 PA USD 366826.33000000 0.013420107787 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 2 N/A 36202EVQ9 13756.99800000 PA USD 16465.74000000 0.000602388616 Long ABS-MBS USGA US N 2 2038-08-20 Fixed 6.50000000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19424KAA1 221987.30000000 PA USD 222009.21000000 0.008122065632 Long ABS-MBS CORP US Y 2 2051-07-25 Floating 1.20613000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CA5 1162000.00000000 PA USD 1379979.58000000 0.050485674538 Long DBT CORP US N 2 2045-05-15 Fixed 4.15000000 N N N N N N Government National Mortgage Association 2 N/A 36198QTX6 4213.65000000 PA USD 4461.44000000 0.000163218942 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M9MM3 91065.82080000 PA USD 99934.41000000 0.003656036778 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFZF6 77894.92400000 PA USD 81600.08000000 0.002985286986 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 2.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 724000.00000000 PA USD 800346.52000000 0.029280167991 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N Government National Mortgage Association N/A 3617BYFD8 29181.09430000 PA USD 31448.75000000 0.001150532500 Long ABS-MBS USGA US N 2 2047-12-15 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 6959000.00000000 PA USD 7299984.04000000 0.267065269458 Long DBT CORP US N 2 2031-01-22 Fixed 2.69900000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAH3 3910000.00000000 PA USD 4040613.55000000 0.147823274762 Long DBT NUSS MX N 2 2030-04-16 Fixed 3.25000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ECTE9 1478599.87460000 PA USD 1592123.43000000 0.058246822255 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08160KAK0 668000.00000000 PA USD 710023.88000000 0.025975771699 Long ABS-MBS CORP US N 2 2072-12-15 Variable 3.83890000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAH4 3345000.00000000 PA USD 3227925.00000000 0.118091581460 Long DBT UST US N 2 2027-08-31 Fixed 0.50000000 N N N N N N MARINER CLO LLC N/A 56845NAA8 1000000.00000000 PA USD 1003189.40000000 0.036701045640 Long ABS-MBS CORP US Y 2 2033-04-20 Floating 1.45825000 N N N N N N FCA Bank SpA (Dublin Branch) N/A N/A 540000.00000000 PA 646905.21000000 0.023666615334 Long DBT CORP IE Y 2 2023-09-18 Fixed 0.50000000 N N N N N N Mitsui Fudosan Co., Ltd. 353800ND4ZKNZDYKMF33 60683MAB5 250000.00000000 PA USD 258462.75000000 0.009455695189 Long DBT CORP JP Y 2 2023-01-23 Fixed 2.95000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828Y95 2430000.00000000 PA USD 2550360.94000000 0.093303331613 Long DBT UST US N 2 2026-07-31 Fixed 1.87500000 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL SA VBHFXSYT7OG62HNT8T76 N/A 600000.00000000 PA 726309.80000000 0.026571581716 Long DBT CORP FR Y 2 2023-06-15 Fixed 0.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBC4 7810000.00000000 PA USD 7663562.50000000 0.280366555989 Long DBT UST US N 2 2025-12-31 Fixed 0.37500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 7147000.00000000 PA USD 7173057.96000000 0.262421759613 Long DBT CORP US N 2 2027-05-04 Fixed 1.59300000 N N N N N N Government National Mortgage Association 2 N/A 21H030682 5300000.00000000 PA USD 5527113.27000000 0.202205920820 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CR0 362000.00000000 PA USD 427761.28000000 0.015649374146 Long DBT CORP US N 2 2049-06-01 Fixed 4.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAF7 2741000.00000000 PA USD 3100542.45000000 0.113431371950 Long DBT NUSS MX N 2 2029-04-22 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAE1 12795000.00000000 PA USD 11935335.94000000 0.436646668188 Long DBT UST US N 2 2030-08-15 Fixed 0.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GEB41 60551.65400000 PA USD 67285.56000000 0.002461599383 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Suntory Holdings Limited 54930074QUY8RD0UZM08 86803UAD3 2250000.00000000 PA USD 2331092.25000000 0.085281526160 Long DBT CORP JP Y 2 2024-10-16 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132G5AU3 83112.00470000 PA USD 87372.86000000 0.003196480467 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 3.00000000 N N N N N N AGILENT TECHNOLOGIES, INC. QUIX8Y7A2WP0XRMW7G29 00846UAN1 866000.00000000 PA USD 864704.46000000 0.031634662260 Long DBT CORP US N 2 2031-03-12 Fixed 2.30000000 N N N N N N Government National Mortgage Association 2 N/A 36182XAY7 15089.61000000 PA USD 16617.85000000 0.000607953464 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 4.00000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DR3 567000.00000000 PA USD 555606.70000000 0.020326517460 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJF94 22271.81770000 PA USD 22981.08000000 0.000840748183 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942CAA0 3580000.00000000 PA USD 3580004.30000000 0.130972178542 Long ABS-MBS CORP US Y 2 2060-04-15 Floating 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EJXL7 172133.05100000 PA USD 190921.66000000 0.006984747404 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36202FLN4 239741.11390000 PA USD 260944.80000000 0.009546499409 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERHD5 35752.62570000 PA USD 37299.87000000 0.001364592001 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 3.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCM1 2688000.00000000 PA USD 3485707.01000000 0.127522372210 Long DBT CORP US N 2 2048-10-15 Fixed 4.70000000 N N N N N N Amadeus IT Group SA 9598004A3FTY3TEHHN09 N/A 100000.00000000 PA 126661.92000000 0.004633845719 Long DBT CORP ES Y 2 2028-09-24 Fixed 1.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307M2W5 138660.16100000 PA USD 146090.66000000 0.005344633805 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 3.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFL3 995000.00000000 PA USD 946492.76000000 0.034626835155 Long DBT CORP US N 2 2030-09-18 Fixed 1.50000000 N N N N N N ELMWOOD CLO N/A 29001LAL5 4750000.00000000 PA USD 4754275.00000000 0.173932124645 Long ABS-MBS CORP US Y 2 2034-04-20 Floating 1.33825000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERRX0 75834.17760000 PA USD 85529.97000000 0.003129059510 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJQ3 329000.00000000 PA USD 331809.33000000 0.012139033132 Long DBT CORP US N 2 2027-03-11 Fixed 1.65800000 N N N N N N ANCHORAGE CAPITAL CLO LTD N/A 03328TBA2 1000000.00000000 PA USD 999732.33000000 0.036574570935 Long ABS-MBS CORP US Y 2 2031-01-28 Floating 1.30850000 N N N N N N U.S. DOLLAR N/A N/A 315000.00000000 OU Contract Amount USD 8557.01000000 0.000313052764 N/A DFE US N 2 BANK OF NEW YORK N/A 315000.00000000 EUR 382625.15000000 USD 2021-09-15 8557.01000000 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 1123000.00000000 PA USD 1298613.62000000 0.047508952683 Long DBT CORP GB N 2 2029-06-19 Fixed 4.58300000 N N N N N N Government National Mortgage Association 2 N/A 36202FDW3 8136.69000000 PA USD 8932.83000000 0.000326801899 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J55S4 210480.39750000 PA USD 233871.94000000 0.008556056058 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XRZJ1 191803.73300000 PA USD 205731.14000000 0.007526542803 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179MG87 90575.87820000 PA USD 101166.94000000 0.003701128104 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 5.00000000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19425AAB0 1410000.00000000 PA USD 1408200.84000000 0.051518131371 Long ABS-MBS CORP US Y 2 2052-06-25 Fixed 1.76000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBE4 286000.00000000 PA USD 318784.47000000 0.011662526919 Long DBT CORP US N 2 2035-05-15 Fixed 3.90000000 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS, LLC 549300I7CIEWU1BBLQ53 16412XAD7 771000.00000000 PA USD 882795.00000000 0.032296493151 Long DBT CORP US N 2 2024-06-30 Fixed 7.00000000 N N N N N N OCTAGON INVESTMENT PARTNERS, LTD. N/A 67590GBJ7 1200000.00000000 PA USD 1189254.16000000 0.043508106449 Long ABS-MBS CORP US Y 2 2031-01-25 Floating 1.27575000 N N N N N N SKY LIMITED 2138003TS48MQKF4BZ29 N/A 495000.00000000 PA 588947.00000000 0.021546251113 Long DBT CORP GB Y 2 2021-09-15 Fixed 1.50000000 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CT6 451000.00000000 PA USD 432854.02000000 0.015835688797 Long DBT CORP US N 2 2031-01-15 Fixed 1.62500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHU6 975000.00000000 PA USD 1143988.95000000 0.041852107554 Long DBT CORP US N 2 2040-04-23 Floating 4.07800000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DH0 1470000.00000000 PA USD 1627476.69000000 0.059540198769 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BN1 708000.00000000 PA USD 716908.76000000 0.026227650652 Long DBT CORP US N 2 2030-11-15 Fixed 2.25000000 N N N N N N MOTOROLA SOLUTIONS, INC. 6S552MUG6KGJVEBSEC55 620076BE8 187000.00000000 PA USD 242497.49000000 0.008871616315 Long DBT CORP US N 2 2044-09-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association N/A 36176DHP1 59102.01400000 PA USD 64163.64000000 0.002347385927 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967ML2 2475000.00000000 PA USD 2550937.95000000 0.093324441157 Long DBT CORP US N 2 2031-01-29 Fixed 2.66600000 N N N N N N Volkswagen Financial Services AG 529900USFSZYPS075O24 N/A 710000.00000000 PA 844322.96000000 0.030889018056 Long DBT CORP DE Y 2 2021-10-14 Fixed 0.75000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BY1 985000.00000000 PA USD 1193179.75000000 0.043651721661 Long DBT CORP US N 2 2030-04-01 Fixed 4.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DB68 71613.73000000 PA USD 75955.31000000 0.002778776668 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRJ6 860796.71000000 PA USD 960846.66000000 0.035151963450 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N AIMCO CLO N/A 00900CAL8 2000000.00000000 PA USD 2000718.00000000 0.073194994516 Long ABS-MBS CORP US Y 2 2034-04-20 Floating 1.23825000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402Q2V2 33612.99210000 PA USD 38370.23000000 0.001403750440 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.00000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 N/A 440000.00000000 PA 530712.67000000 0.019415785218 Long DBT CORP JP Y 2 2024-06-10 Fixed 0.52300000 N N N N N N Toyota Motor Finance (Netherlands) B.V. 724500OPA8GZSQUNSR96 N/A 570000.00000000 PA 678363.86000000 0.024817510020 Long DBT CORP NL Y 2 2022-01-10 Fixed 0.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JL4Q4 127141.00010000 PA USD 139083.88000000 0.005088295219 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N AON CORPORATION LTS3U8DGK38SETRUWX71 037389BE2 2672000.00000000 PA USD 2801533.22000000 0.102492309599 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QEUA8 246792.40000000 PA USD 264121.45000000 0.009662715127 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 3.00000000 N N N N N N Iberdrola International B.V. 549300ZMLFJKWC63XN87 N/A 1200000.00000000 PA 1465409.92000000 0.053611089148 Long DBT CORP NL Y 2 2199-12-31 Fixed 1.87400000 N N N N N N MOTOROLA SOLUTIONS, INC. 6S552MUG6KGJVEBSEC55 620076BN8 1662000.00000000 PA USD 1932452.27000000 0.070697536237 Long DBT CORP US N 2 2029-05-23 Fixed 4.60000000 N N N N N N MERCK Kommanditgesellschaft auf Aktien 529900OAREIS0MOPTW25 N/A 200000.00000000 PA 244531.39000000 0.008946025252 Long DBT CORP DE Y 2 2079-06-25 Fixed 1.62500000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFF6 276000.00000000 PA USD 296652.80000000 0.010852853860 Long DBT CORP US N 2 2027-03-22 Fixed 3.00000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAH3 7123000.00000000 PA USD 8742649.11000000 0.319844252747 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N PENSKE TRUCK LEASING CO., L.P. 549300ZX07JYMI8GHQ39 709599BE3 397000.00000000 PA USD 446320.50000000 0.016328351396 Long DBT CORP US Y 2 2026-01-29 Fixed 4.45000000 N N N N N N Volvo Treasury Aktiebolag 549300PD69T87IGZG395 N/A 1200000.00000000 PA 1423880.49000000 0.052091761386 Long DBT CORP SE Y 2 2021-09-13 Floating 0.10500000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBH6 1406000.00000000 PA USD 1590163.50000000 0.058175119463 Long DBT CORP US N 2 2028-11-15 Fixed 3.70000000 N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 83189DAC4 537351.28000000 PA USD 538630.04000000 0.019705437160 Long ABS-MBS CORP US Y 2 2035-10-15 Floating 0.82288000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83401BAB2 3021402.94000000 PA USD 3087391.35000000 0.112950247328 Long ABS-MBS CORP US Y 2 2041-01-25 Fixed 2.84000000 N N N N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 460146CK7 470000.00000000 PA USD 599754.78000000 0.021941646865 Long DBT CORP US N 2 2044-06-15 Fixed 4.80000000 N N N N N N RELX Finance B.V. 54930086P8MBY4IN4E29 N/A 520000.00000000 PA 618673.31000000 0.022633769243 Long DBT CORP NL Y 2 2024-03-18 Fixed 0.00000000 N N N N N N BMW US CAPITAL, LLC KK5MZM9DIXLXZL9DZL15 05565EBS3 741000.00000000 PA USD 774619.17000000 0.028338949267 Long DBT CORP US Y 2 2031-04-01 Fixed 2.55000000 N N N N N N Simon International Finance SCA 549300KMCOJGU910PF77 N/A 435000.00000000 PA 524754.05000000 0.019197792898 Long DBT CORP LU Y 2 2022-11-18 Fixed 1.37500000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JT8 750000.00000000 PA USD 783558.00000000 0.028665970673 Long DBT CORP US N 2 2051-03-15 Fixed 3.12500000 N N N N N N Deutsche Telekom International Finance B.V. 529900ERDFHS6C1M4U58 25156PAV5 389000.00000000 PA USD 404133.27000000 0.014784958440 Long DBT CORP NL Y 2 2023-09-19 Fixed 2.48500000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 N/A 640000.00000000 PA 761497.18000000 0.027858889615 Long DBT CORP US Y 2 2021-09-17 Fixed 1.25000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XCK0 3082000.00000000 PA USD 3402669.77000000 0.124484507640 Long DBT CORP US N 2 2025-04-09 Fixed 4.35000000 N N N N N N SCHNEIDER ELECTRIC SE 969500A1YF1XUYYXS284 N/A 400000.00000000 PA 477126.09000000 0.017455354298 Long DBT CORP FR Y 2 2023-06-12 Fixed 0.00000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AG5 1199000.00000000 PA USD 1516749.39000000 0.055489310979 Long DBT CORP US N 2 2042-01-15 Fixed 4.95000000 N N N N N N Government National Mortgage Association 2 N/A 36189MS74 14461.36000000 PA USD 15345.61000000 0.000561409373 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 4.00000000 N N N N N N AEP TEXAS INC. 5493001L78U618KXNZ75 00108WAK6 527000.00000000 PA USD 544279.80000000 0.019912130033 Long DBT CORP US N 2 2050-01-15 Fixed 3.45000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DP7 275000.00000000 PA USD 300024.18000000 0.010976193651 Long DBT NUSS CO N 2 2029-03-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFYM2 70942.23400000 PA USD 74358.45000000 0.002720356562 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 2.50000000 N N N N N N TEXAS EASTERN TRANSMISSION, LP 549300SIOULUXXIDGA69 882384AC4 220000.00000000 PA USD 224395.60000000 0.008209370191 Long DBT CORP US Y 2 2022-10-15 Fixed 2.80000000 N N N N N N TotalEnergies SE 529900S21EQ1BO4ESM68 N/A 645000.00000000 PA 807731.64000000 0.029550347905 Long DBT CORP FR Y 2 2049-12-29 Fixed 2.62500000 N N N N N N COMMERCIAL MORTGAGE TRUST N/A 381056000 3075000.00000000 PA USD 3364911.00000000 0.123103127074 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.63000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHT9 5808000.00000000 PA USD 6364272.82000000 0.232832870081 Long DBT CORP US N 2 2027-04-23 Floating 3.55900000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RBH4 257000.00000000 PA USD 293480.12000000 0.010736783381 Long DBT CORP US N 2 2042-12-15 Fixed 4.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFZG4 69160.26200000 PA USD 72459.80000000 0.002650895660 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JL3N2 87963.15650000 PA USD 96225.73000000 0.003520357081 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 5.00000000 N N N N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350BF1 198000.00000000 PA USD 234728.60000000 0.008587396419 Long DBT CORP US N 2 2057-11-15 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRW7 4479728.19000000 PA USD 4679544.23000000 0.171198146993 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 144141DB1 471000.00000000 PA USD 555306.65000000 0.020315540321 Long DBT CORP US N 2 2042-05-15 Fixed 4.10000000 N N N N N N SPRINT SPECTRUM CO LLC N/A 85208NAA8 1291875.00000000 PA USD 1299367.88000000 0.047536546805 Long DBT CORP US Y 2 2023-03-20 Fixed 3.36000000 N N N N N N HYUNDAI CAPITAL SERVICES, INC. 549300MALMDAGL2ZJJ27 44920UAK4 1675000.00000000 PA USD 1719890.00000000 0.062921080891 Long DBT CORP KR Y 2 2022-08-29 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398STJ2 2680000.00000000 PA USD 2953737.72000000 0.108060614349 Long ABS-MBS USGSE US N 2 2040-12-25 Fixed 4.00000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513EBY6 115000.00000000 PA USD 150857.46000000 0.005519024149 Long DBT CORP US N 2 2027-08-15 Fixed 7.20000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GQ0 423000.00000000 PA USD 475863.58000000 0.017409166173 Long DBT CORP US N 2 2029-03-01 Fixed 4.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KXY5 14102.88500000 PA USD 16130.62000000 0.000590128465 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QMHE4 9656.01700000 PA USD 10634.43000000 0.000389053852 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132G0B58 140573.28000000 PA USD 147441.66000000 0.005394059280 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5YR4 498402.41940000 PA USD 540880.59000000 0.019787772099 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F84J9 4510000.00000000 PA USD 414333.70000000 0.015158134679 Long ABS-MBS USGSE US N 2 2029-12-25 Variable 1.46689000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RHJ4 1251000.00000000 PA USD 1449444.88000000 0.053027018322 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XAQ9 473000.00000000 PA USD 477142.06000000 0.017455938550 Long DBT CORP US N 2 2021-09-25 Fixed 4.37500000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 N/A 1200000.00000000 PA 1462763.65000000 0.053514277045 Long DBT CORP US Y 2 2023-11-15 Fixed 1.00000000 N N N N N N THALES SA 529900FNDVTQJOVVPZ19 N/A 100000.00000000 PA 121665.78000000 0.004451065117 Long DBT CORP FR Y 2 2025-01-23 Fixed 0.75000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YAM3 785000.00000000 PA 953415.98000000 0.034880116752 Long DBT CORP US N 2 2023-05-15 Fixed 0.95000000 N N N N N N AIR LIQUIDE FINANCE SA 549300YGXL5Z3R14K812 N/A 800000.00000000 PA 952393.15000000 0.034842697167 Long DBT CORP FR Y 2 2022-04-18 Fixed 0.37500000 N N N N N N Government National Mortgage Association N/A 01N050677 355000.00000000 PA USD 395880.47000000 0.014483035005 Long ABS-MBS USGA US N 2 2051-07-15 Fixed 5.00000000 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477BM4 196000.00000000 PA USD 209380.53000000 0.007660053413 Long DBT CORP US N 2 2026-03-30 Fixed 2.90100000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAE4 507000.00000000 PA USD 558301.30000000 0.020425097686 Long DBT CORP US N 2 2026-09-16 Fixed 3.20000000 N N N N N N THALES SA 529900FNDVTQJOVVPZ19 N/A 1000000.00000000 PA 1189400.68000000 0.043513466790 Long DBT CORP FR Y 2 2022-05-31 Fixed 0.00000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBK9 10000.00000000 PA USD 12557.78000000 0.000459418387 Long DBT CORP US N 2 2029-03-15 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XQM73 86220.91590000 PA USD 91656.63000000 0.003353199466 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418C3K8 131747.10650000 PA USD 144122.13000000 0.005272616388 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418RPY1 25138.59500000 PA USD 27860.72000000 0.001019266707 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307NN26 24632.11800000 PA USD 25825.62000000 0.000944813868 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N NORTHERN NATURAL GAS COMPANY 5493007M02M6CT9EXE41 665501AL6 770000.00000000 PA USD 912119.67000000 0.033369317537 Long DBT CORP US Y 2 2049-01-15 Fixed 4.30000000 N N N N N N Wolters Kluwer N.V. 724500TEM53I0U077B74 N/A 220000.00000000 PA 266177.96000000 0.009737951236 Long DBT CORP NL Y 2 2030-07-03 Fixed 0.75000000 N N N N N N Amcor Flexibles North America, Inc PTVU09TE3QPJPL7K4E13 02344AAA6 1854000.00000000 PA USD 1888938.63000000 0.069105617416 Long DBT CORP US N 2 2031-05-25 Fixed 2.69000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J8HY2 223428.01970000 PA USD 253862.22000000 0.009287387728 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N NORTHERN NATURAL GAS COMPANY 5493007M02M6CT9EXE41 665501AM4 228000.00000000 PA USD 233362.56000000 0.008537420715 Long DBT CORP US Y 2 2051-10-16 Fixed 3.40000000 N N N N N N BIOGEN INC. W8J5WZB5IY3K0NDQT671 09062XAG8 970000.00000000 PA USD 954526.56000000 0.034920746614 Long DBT CORP US N 2 2050-05-01 Fixed 3.15000000 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863AZ3 1559000.00000000 PA USD 1574720.96000000 0.057610163967 Long DBT CORP GB Y 2 2028-03-17 Fixed 2.25000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DH6 180000.00000000 PA USD 202868.82000000 0.007421826647 Long DBT CORP US N 2 2051-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W6SU1 89059.11000000 PA USD 92841.52000000 0.003396547912 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EPUX0 708521.50380000 PA USD 758195.99000000 0.027738117681 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.00000000 N N N N N N Suncor Energy Inc. 549300W70ZOQDVLCHY06 71644EAJ1 298000.00000000 PA USD 426748.22000000 0.015612311991 Long DBT CORP CA N 2 2038-05-15 Fixed 6.80000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AQ2 283000.00000000 PA USD 308660.46000000 0.011292146458 Long DBT CORP GB N 2 2028-11-07 Fixed 3.57400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F83S0 7293185.62000000 PA USD 593446.51000000 0.021710862822 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 1.12404000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F030470 -1421000.00000000 PA USD -1492938.13000000 -0.05461819118 Short ABS-MBS USGSE US N 2 2036-07-25 Fixed 3.00000000 N N N N N N Covestro AG 3912005AWHKLQ1CPLV11 N/A 390000.00000000 PA 477330.96000000 0.017462849337 Long DBT CORP DE Y 2 2026-02-03 Fixed 0.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XQBF7 248884.86000000 PA USD 265268.23000000 0.009704669343 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GRX74 403826.12140000 PA USD 438161.78000000 0.016029869819 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAW1 3787000.00000000 PA USD 3812191.12000000 0.139466585558 Long DBT CORP DK Y 2 2024-06-22 Fixed 1.22600000 N N N N N N MID-ATLANTIC INTERSTATE TRANSMISSION, LLC N/A 59524QAA3 140000.00000000 PA USD 157494.40000000 0.005761832374 Long DBT CORP US Y 2 2028-05-15 Fixed 4.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQU26 10438.10710000 PA USD 10938.53000000 0.000400179157 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 2.50000000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738BB3 285000.00000000 PA USD 295611.12000000 0.010814744660 Long DBT CORP US N 2 2027-06-01 Fixed 2.25000000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822VAN1 2244000.00000000 PA USD 2366885.93000000 0.086591015159 Long DBT CORP US N 2 2029-11-15 Fixed 3.10000000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286CC9 3200000.00000000 PA USD 3452892.80000000 0.126321885224 Long DBT NUSS PH N 2 2028-02-01 Fixed 3.00000000 N N N N N N Daimler International Finance B.V. 529900RUGCXMPEENHQ31 N/A 995000.00000000 PA 1180433.69000000 0.043185415169 Long DBT CORP NL Y 2 2021-08-09 Fixed 0.25000000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BC1 763000.00000000 PA USD 867695.81000000 0.031744098896 Long DBT CORP US N 2 2028-05-15 Fixed 3.75000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787EAX5 10000.00000000 PA USD 10026.76000000 0.000366822632 Long DBT CORP US N 2 2022-08-02 Floating 3.50200000 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BD3 215000.00000000 PA USD 248853.69000000 0.009104153846 Long DBT CORP US N 2 2045-05-15 Fixed 4.20000000 N N N N N N Government National Mortgage Association N/A 3617BJRG1 26910.49700000 PA USD 29078.08000000 0.001063803047 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179UQ62 41598.81870000 PA USD 44448.43000000 0.001626117518 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4.50000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442UAB0 606000.00000000 PA USD 726017.09000000 0.026560873107 Long DBT CORP US N 2 2045-08-15 Fixed 4.20000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449UAC2 410000.00000000 PA USD 409693.32000000 0.014988369330 Long ABS-MBS CORP US Y 2 2037-09-15 Floating 0.90288000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X83Z8 482773.47800000 PA USD 512553.83000000 0.018751455615 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCE4 340000.00000000 PA USD 293911.30000000 0.010752557827 Long DBT CORP US N 2 2050-08-01 Fixed 2.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9ZF2 75339.49900000 PA USD 84607.86000000 0.003095324702 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 5.00000000 N N N N N N Vonovia SE 5299005A2ZEP6AP7KM81 N/A 600000.00000000 PA 711655.70000000 0.026035470795 Long DBT CORP DE Y 2 2029-12-14 Fixed 0.62500000 N N N N N N Fresenius Finance Ireland Public Limited Company 549300GFSOR556BX2290 N/A 390000.00000000 PA 460347.50000000 0.016841520263 Long DBT CORP IE Y 2 2031-10-01 Fixed 0.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QGJ99 1212553.93000000 PA USD 1278187.64000000 0.046761681207 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36213FZ22 152703.81140000 PA USD 163702.05000000 0.005988935298 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J75N1 199234.37490000 PA USD 207863.41000000 0.007604550543 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J57D5 2064966.14550000 PA USD 2194734.57000000 0.080292967233 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 N/A 290000.00000000 PA 356379.04000000 0.013037900333 Long DBT CORP US Y 2 2025-05-04 Fixed 1.33800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ECKY8 25492.97820000 PA USD 27704.43000000 0.001013548936 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XAM7 1714000.00000000 PA USD 2223807.02000000 0.081356564311 Long DBT CORP US N 2 2040-07-15 Fixed 5.37500000 N N N N N N E.ON International Finance B.V. 549300TG53AWJ719M814 N/A 280000.00000000 PA 335883.81000000 0.012288095389 Long DBT CORP NL Y 2 2022-11-30 Fixed 0.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJQF8 338593.87000000 PA USD 369316.86000000 0.013511222242 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 3.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDG3 993000.00000000 PA USD 1096764.53000000 0.040124432208 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N N COMM MORTGAGE TRUST N/A 12625FAS5 1279058.00000000 PA USD 1326945.93000000 0.048545472210 Long ABS-MBS CORP US Y 2 2046-03-10 Fixed 3.31400000 N N N N N N KEURIG DR PEPPER INC. DYTQ8KRTKO7Y2BVU5K74 49271VAJ9 489000.00000000 PA USD 529013.40000000 0.019353618507 Long DBT CORP US N 2 2030-05-01 Fixed 3.20000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHV4 1315000.00000000 PA USD 1417235.99000000 0.051848676583 Long DBT CORP US N 2 2030-07-23 Fixed 3.19400000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCL3 694000.00000000 PA USD 860124.86000000 0.031467120509 Long DBT CORP US N 2 2038-10-15 Fixed 4.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RZ3 3105000.00000000 PA USD 3535333.59000000 0.129337929050 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 12652UAU3 210000.00000000 PA USD 237342.00000000 0.008683005995 Long ABS-MBS CORP US N 2 2051-04-15 Variable 4.03310000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AAY3 1420000.00000000 PA USD 1448289.24000000 0.052984739968 Long DBT CORP US Y 2 2022-02-01 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7MB8 464579.38130000 PA USD 527630.07000000 0.019303010259 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XBKL7 10680.62340000 PA USD 11303.71000000 0.000413539035 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.00000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DR5 756000.00000000 PA USD 847079.86000000 0.030989877487 Long DBT CORP US N 2 2029-04-05 Fixed 3.65000000 N N N N N N FRESB MORTGAGE TRUST N/A 30308GAH3 1312315.50000000 PA USD 1390109.56000000 0.050856273408 Long ABS-MBS CORP US N 2 2039-01-25 Variable 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LSK41 59500.33540000 PA USD 64845.44000000 0.002372329146 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.00000000 N N N N N N Shire Acquisitions Investments Ireland DAC 549300XK5HGW68R8K327 82481LAD1 1560000.00000000 PA USD 1689715.56000000 0.061817168211 Long DBT CORP IE N 2 2026-09-23 Fixed 3.20000000 N N N N N N Government National Mortgage Association 2 N/A 36183AF47 13630.17000000 PA USD 15157.10000000 0.000554512855 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CRC0 1119031.49070000 PA USD 1186021.21000000 0.043389831032 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N FIRSTENERGY TRANSMISSION, LLC 549300AINIIPOLYX2R63 33767BAA7 303000.00000000 PA USD 376098.75000000 0.013759333371 Long DBT CORP US Y 2 2044-07-15 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KFAE2 7046.00300000 PA USD 7390.09000000 0.000270361738 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KXB5 64233.06460000 PA USD 73569.78000000 0.002691503572 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N E.ON SE Q9MAIUP40P25UFBFG033 N/A 1300000.00000000 PA 1547006.94000000 0.056596264186 Long DBT CORP DE Y 2 2022-10-24 Fixed 0.00000000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940XAB8 2345000.00000000 PA USD 2503423.51000000 0.091586155613 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N Government National Mortgage Association 2 N/A 3620C5BR7 17656.27090000 PA USD 19667.42000000 0.000719520041 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FHWE3 365940.72000000 PA USD 390597.48000000 0.014289760179 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N RELX Capital Inc. 2R15C3RTKJN1RCBOV146 74949LAD4 1488000.00000000 PA USD 1588468.27000000 0.058113100553 Long DBT CORP US N 2 2030-05-22 Fixed 3.00000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC 5493002SQ1AVQBY41K40 928668AX0 520000.00000000 PA USD 522548.52000000 0.019117104987 Long DBT CORP US Y 2 2021-09-24 Fixed 2.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCY3 1993000.00000000 PA USD 2409246.02000000 0.088140732088 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBC5 398000.00000000 PA USD 397194.05000000 0.014531091494 Long DBT CORP FR Y 2 2027-06-09 Fixed 1.79200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307U5V6 11539.15950000 PA USD 12171.96000000 0.000445303408 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36241L7B6 75737.27800000 PA USD 81315.39000000 0.002974871783 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 4.50000000 N N N N N N MASSACHUSETTS INSTITUTE OF TECHNOLOGY DLZO3A31IADZ27B62557 575718AB7 360000.00000000 PA USD 527099.40000000 0.019283596035 Long DBT CORP US N 2 2114-07-01 Fixed 4.67800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CCL6 74409.85360000 PA USD 76783.84000000 0.002809087911 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402RDH9 12819.48000000 PA USD 15033.37000000 0.000549986272 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHFF4 20268.75960000 PA USD 21671.70000000 0.000792845349 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DF4 1845000.00000000 PA USD 1989219.96000000 0.072774346042 Long DBT CORP US N 2 2026-08-15 Fixed 3.00000000 N N N N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903BE2 170000.00000000 PA USD 195936.56000000 0.007168214328 Long DBT CORP US N 2 2030-06-15 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JADY8 109027.39940000 PA USD 119052.14000000 0.004355446761 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A8S40 110734.74170000 PA USD 119346.80000000 0.004366226710 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BR4G7 552506.17000000 PA USD 560490.33000000 0.020505181955 Long ABS-MBS USGSE US N 2 2046-08-15 Floating 0.57288000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F020687 25269226.00000000 PA USD 25494280.04000000 0.932692007437 Long ABS-MBS USGSE US N 2 2051-08-25 Fixed 2.00000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBL4 1145000.00000000 PA USD 1208960.85000000 0.044229063159 Long DBT CORP US Y 2 2034-04-15 Fixed 3.46900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YV6 1700000.00000000 PA USD 1754187.50000000 0.064175833097 Long DBT UST US N 2 2024-11-30 Fixed 1.50000000 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851BW3 1263000.00000000 PA USD 1361106.05000000 0.049795198457 Long DBT CORP US Y 2 2025-05-19 Fixed 3.30000000 N N N N N N FIRSTENERGY TRANSMISSION, LLC 549300AINIIPOLYX2R63 33767BAB5 505000.00000000 PA USD 551752.90000000 0.020185528640 Long DBT CORP US Y 2 2025-01-15 Fixed 4.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFNC6 62686.13500000 PA USD 65676.64000000 0.002402738069 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFQ25 79319.11500000 PA USD 83082.32000000 0.003039513792 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 2.50000000 N N N N N N TEXAS EASTERN TRANSMISSION, LP 549300SIOULUXXIDGA69 882384AD2 1373000.00000000 PA USD 1492939.79000000 0.054618251919 Long DBT CORP US Y 2 2028-01-15 Fixed 3.50000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FL5 1093000.00000000 PA USD 1104057.88000000 0.040391254775 Long DBT CORP US N 2 2029-09-01 Fixed 2.00000000 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAE6 1511000.00000000 PA USD 1560065.19000000 0.057073991950 Long DBT CORP KY Y 2 2023-01-19 Fixed 2.98500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAF3 708000.00000000 PA USD 779553.31000000 0.028519461638 Long DBT CORP US N 2 2028-05-01 Fixed 3.54000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGB4 1005000.00000000 PA USD 1070751.12000000 0.039172748162 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N N United States of America N/A N/A 503.00000000 NC USD -177625.65000000 -0.00649832134 N/A DIR US N 1 XCBT N/A Long United States of America US 5-Year Note (consolidated) Sep 2021 2021-09-30 62262758.46000000 USD -177625.65000000 N N N SELP Finance S.a r.l. 549300Y4VYEJE1MH6D45 N/A 670000.00000000 PA 795150.87000000 0.029090088443 Long DBT CORP LU Y 2 2029-05-27 Fixed 0.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJEN4 293098.65190000 PA USD 307340.65000000 0.011243862049 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 32000.00000000 PA USD 31936.13000000 0.001168362987 Long DBT CORP US Y 2 2030-09-01 Fixed 2.50000000 N N N N N N CGRBS COMMERCIAL MORTGAGE TRUST N/A 125354AA8 760000.00000000 PA USD 796510.40000000 0.029139825982 Long ABS-MBS CORP US Y 2 2035-03-13 Fixed 3.36900000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBG5 406000.00000000 PA USD 502283.31000000 0.018375715178 Long DBT CORP US N 2 2043-01-15 Fixed 4.50000000 N N N N N N UNITED AIRLINES PASS THROUGH TRUST 2020-1 N/A 90931GAA7 1237145.00000000 PA USD 1377200.95000000 0.050384020128 Long DBT CORP US N 2 2029-04-15 Fixed 5.87500000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78448YAB7 4250000.00000000 PA USD 4232845.73000000 0.154855966706 Long ABS-MBS CORP US Y 2 2053-01-15 Floating 0.82288000 N N N N N N GENERAL MILLS, INC. 2TGYMUGI08PO8X8L6150 370334CK8 420000.00000000 PA 506066.51000000 0.018514121142 Long DBT CORP US N 2 2026-01-15 Fixed 0.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JMGP8 154992.27400000 PA USD 170758.27000000 0.006247082615 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N HYUNDAI CAPITAL SERVICES, INC. 549300MALMDAGL2ZJJ27 44920UAM0 1390000.00000000 PA USD 1459069.10000000 0.053379114285 Long DBT CORP KR Y 2 2023-03-05 Fixed 3.75000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCV4 2534000.00000000 PA USD 3025679.62000000 0.110692562967 Long DBT CORP US N 2 2036-01-15 Fixed 4.27200000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAR0 1789000.00000000 PA USD 2156707.48000000 0.078901770350 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B9AH8 962516.79750000 PA USD 1134242.51000000 0.041495540251 Long ABS-MBS USGSE US N 2 2044-03-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKK79 250713.32000000 PA USD 263319.16000000 0.009633363858 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.50000000 N N N N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 26078JAC4 3116000.00000000 PA USD 3542673.88000000 0.129606468888 Long DBT CORP US N 2 2025-11-15 Fixed 4.49300000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942AAB2 1517637.46000000 PA USD 1529312.50000000 0.055948924362 Long ABS-MBS CORP US Y 2 2069-04-15 Floating 1.07288000 N N N N N N Government National Mortgage Association 2 N/A 36179VHT0 4686041.29910000 PA USD 4936970.70000000 0.180615930538 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.50000000 N N N N N N Bundesrepublik Deutschland N/A N/A -139.00000000 NC 1446.24000000 0.000052909769 N/A DIR N/A N 1 XEUR N/A Short Bundesrepublik Deutschland Euro-Schatz Future Sep 2021 2021-09-08 -18482043.78000000 EUR 1446.24000000 N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304BA4 313000.00000000 PA USD 326972.01000000 0.011962062858 Long DBT CORP US N 2 2051-03-15 Fixed 3.05000000 N N N N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 05971KAD1 2800000.00000000 PA USD 2944124.40000000 0.107708917156 Long DBT CORP ES N 2 2024-06-27 Fixed 2.70600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJUH2 95005.41000000 PA USD 102362.09000000 0.003744851906 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAD3 10580000.00000000 PA USD 10146881.25000000 0.371217191756 Long DBT UST US N 2 2027-07-31 Fixed 0.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128285N6 1550000.00000000 PA USD 1691921.88000000 0.061897885023 Long DBT UST US N 2 2025-11-30 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M9GM0 27535.88000000 PA USD 30590.47000000 0.001119132873 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179TLT0 2088183.42910000 PA USD 2234184.98000000 0.081736235371 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GJ5A3 30379.36300000 PA USD 33377.09000000 0.001221079592 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 064058AF7 370000.00000000 PA USD 407925.00000000 0.014923676469 Long DBT CORP US N 2 2049-12-29 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KEN0 60931.54200000 PA USD 69346.98000000 0.002537015121 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N HUNTINGTON INGALLS INDUSTRIES, INC. 5TZLZ6WJTBVJ0QWBG121 446413AS5 378000.00000000 PA USD 412558.27000000 0.015093181703 Long DBT CORP US N 2 2025-05-01 Fixed 3.84400000 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 026657AD8 740000.00000000 PA 898010.55000000 0.032853144362 Long DBT CORP US N 2 2022-11-10 Fixed 1.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312938GD9 21072.92600000 PA USD 23254.68000000 0.000850757665 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CU1 174000.00000000 PA USD 186532.70000000 0.006824180096 Long DBT CORP US N 2 2052-04-01 Fixed 3.20000000 N N N N N N AETNA INC. 549300QKBENKLBXQ8968 00817YAJ7 232000.00000000 PA USD 277153.93000000 0.010139500112 Long DBT CORP US N 2 2042-05-15 Fixed 4.50000000 N N N N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 29444UBR6 929000.00000000 PA USD 933263.18000000 0.034142839392 Long DBT CORP US N 2 2028-05-15 Fixed 2.00000000 N N N N N N COMM MORTGAGE TRUST N/A 12593JBF2 667000.00000000 PA USD 729657.98000000 0.026694072750 Long ABS-MBS CORP US N 2 2048-08-10 Fixed 3.69600000 N N N N N N COX COMMUNICATIONS, INC. 5493001NEDZNIFRP2R92 224044CG0 80000.00000000 PA USD 86973.84000000 0.003181882575 Long DBT CORP US Y 2 2026-09-15 Fixed 3.35000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 2859000.00000000 PA USD 3313952.67000000 0.121238849007 Long DBT CORP US N 2 2034-07-08 Fixed 4.30000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAM5 1007000.00000000 PA USD 1115252.50000000 0.040800802822 Long DBT CORP US N 2 2024-01-15 Fixed 5.87500000 N N N N N N Government National Mortgage Association 2 N/A 36202EXV6 7752.06100000 PA USD 9281.34000000 0.000339551916 Long ABS-MBS USGA US N 2 2038-11-20 Fixed 6.50000000 N N N N N N BBCMS TRUST N/A 05548WAA5 3850000.00000000 PA USD 3826245.50000000 0.139980756104 Long ABS-MBS CORP US Y 2 2037-03-15 Floating 0.79500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418C2E3 1437032.50970000 PA USD 1572011.77000000 0.057511049975 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFAF3 18581.28160000 PA USD 19445.62000000 0.000711405630 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 3620AR4C2 20892.05100000 PA USD 23903.19000000 0.000874482991 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F5BJ1 119206.35520000 PA USD 123007.05000000 0.004500134626 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286T2 255000.00000000 PA USD 275400.00000000 0.010075333700 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KFAB8 91859.32500000 PA USD 96468.56000000 0.003529240862 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 3620AMGC0 344347.43000000 PA USD 394557.07000000 0.014434619259 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CX6 724000.00000000 PA USD 832360.36000000 0.030451373949 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YD4N6 32255.29900000 PA USD 34006.47000000 0.001244105058 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 2383000.00000000 PA USD 2525024.42000000 0.092376411156 Long DBT CORP US N 2 2030-10-30 Fixed 2.87900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RU4 6855000.00000000 PA USD 7956084.38000000 0.291068282771 Long DBT UST US N 2 2046-11-15 Fixed 2.87500000 N N N N N N VEOLIA ENVIRONNEMENT SA 969500LENY69X51OOT31 N/A 200000.00000000 PA 257371.51000000 0.009415772869 Long DBT CORP FR Y 2 2028-01-10 Fixed 1.59000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YXK95 36108.10700000 PA USD 38393.60000000 0.001404605417 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KEXZ3 30540.34600000 PA USD 32158.51000000 0.001176498618 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 3.00000000 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304AX5 356000.00000000 PA USD 370885.78000000 0.013568620182 Long DBT CORP US N 2 2049-09-15 Fixed 3.00000000 N N N N N N ACEN MORTGAGE TRUST N/A 01449NAA4 2810000.00000000 PA USD 2811320.70000000 0.102850378324 Long ABS-MBS CORP US Y 2 2038-04-15 Floating 1.25600000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148LAC0 394000.00000000 PA USD 424667.78000000 0.015536200418 Long DBT CORP US N 2 2025-01-23 Fixed 3.50000000 N N N N N N 90DAY EURO$ FUTURE DEC22 N/A N/A 543.00000000 NC USD -27588.79000000 -0.00100931832 N/A DFE US N 1 XCME N/A Long Interest Rate Futures 3M -- 90 Day EuroDollar Future (Consolidated) Dec 2022 2022-12-19 135071688.79000000 USD -27588.79000000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJW0 1334000.00000000 PA USD 1417024.16000000 0.051840926917 Long DBT CORP US N 2 2042-04-22 Fixed 3.31100000 N N N N N N ACTIVISION BLIZZARD, INC. 549300TPQQDBP9GNOF40 00507VAQ2 889000.00000000 PA USD 797616.13000000 0.029180278410 Long DBT CORP US N 2 2050-09-15 Fixed 2.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGZ6 1223000.00000000 PA USD 1318118.83000000 0.048222538375 Long DBT CORP US N 2 2026-01-23 Fixed 3.36600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J72F8 179911.75000000 PA USD 190746.89000000 0.006978353554 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N COX COMMUNICATIONS, INC. 5493001NEDZNIFRP2R92 224044CH8 724000.00000000 PA USD 772188.72000000 0.028250032801 Long DBT CORP US Y 2 2024-08-15 Fixed 3.15000000 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BF0 420000.00000000 PA USD 461475.00000000 0.016882769133 Long DBT NUSS PA N 2 2028-03-17 Fixed 3.87500000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GN7 3823000.00000000 PA USD 4161794.26000000 0.152256593903 Long DBT CORP US N 2 2025-08-01 Fixed 3.70000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DE3 531000.00000000 PA USD 621112.82000000 0.022723017163 Long DBT CORP US N 2 2050-02-15 Fixed 3.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2H5 1830000.00000000 PA USD 1914604.56000000 0.070044589128 Long DBT CORP US N 2 2025-10-30 Fixed 2.40600000 N N N N N N LEIDOS, INC. 5493006I78VIN6J1BQ95 52532XAF2 3602000.00000000 PA USD 4088270.00000000 0.149566755651 Long DBT CORP US N 2 2030-05-15 Fixed 4.37500000 N N N N N N VEOLIA ENVIRONNEMENT SA 969500LENY69X51OOT31 N/A 1300000.00000000 PA 1549010.61000000 0.056669567178 Long DBT CORP FR Y 2 2022-03-30 Fixed 0.67200000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AR0 1710000.00000000 PA USD 1965470.58000000 0.071905490092 Long DBT CORP GB N 2 2028-03-22 Fixed 4.37500000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDF6 530000.00000000 PA USD 607125.07000000 0.022211284233 Long DBT CORP US N 2 2047-10-15 Fixed 3.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179NDR6 228974.58100000 PA USD 247760.12000000 0.009064146283 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38143U8H7 4438000.00000000 PA USD 4911228.38000000 0.179674164147 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFCX4 456804.66050000 PA USD 481493.03000000 0.017615116018 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 2.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFE9 5031000.00000000 PA USD 5423126.20000000 0.198401620054 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22535MAA7 160000.00000000 PA USD 161888.30000000 0.005922580409 Long ABS-MBS CORP US Y 2 2029-07-16 Fixed 1.37000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830AR0 391000.00000000 PA USD 562350.67000000 0.020573241309 Long DBT CORP US N 2 2036-09-01 Fixed 6.15000000 N N N N N N Government National Mortgage Association 2 N/A 21H022671 30805000.00000000 PA USD 31887988.28000000 1.166601753623 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBRZ5 562927.00000000 PA USD 599980.40000000 0.021949901029 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 4.00000000 N N N N N N KINDER MORGAN ENERGY PARTNERS, L.P. 549300PDHUGWPWGOT525 28370TAD1 157000.00000000 PA USD 230969.61000000 0.008449876163 Long DBT CORP US N 2 2040-11-15 Fixed 7.50000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAR5 976000.00000000 PA USD 1124816.58000000 0.041150698601 Long DBT CORP US N 2 2046-03-15 Fixed 3.87500000 N N N N N N Government National Mortgage Association N/A 3617B9SG2 21251.42750000 PA USD 22907.60000000 0.000838059964 Long ABS-MBS USGA US N 2 2047-09-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KFF6 33003.06100000 PA USD 39133.47000000 0.001431673090 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAY7 898000.00000000 PA USD 1134969.63000000 0.041522141473 Long DBT CORP US N 2 2050-04-15 Fixed 4.70000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08162TBB8 1640000.00000000 PA USD 1931329.60000000 0.070656464070 Long ABS-MBS CORP US N 2 2051-11-15 Variable 4.51000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DB9 430000.00000000 PA USD 519543.63000000 0.019007172999 Long DBT CORP US N 2 2048-05-15 Fixed 4.05000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828XT2 5570000.00000000 PA USD 5820650.00000000 0.212944775242 Long DBT UST US N 2 2024-05-31 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GTR33 5673.90300000 PA USD 6196.03000000 0.000226677813 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X82Y2 6810454.50420000 PA USD 7235005.84000000 0.264688083371 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36257XAG6 2315000.00000000 PA USD 2314629.60000000 0.084679250589 Long ABS-MBS CORP US Y 2 2036-06-15 Floating 1.22288000 N N N N N N Government National Mortgage Association N/A 3617BTEQ1 28837.88890000 PA USD 31092.84000000 0.001137511759 Long ABS-MBS USGA US N 2 2048-01-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418C4M3 217592.61300000 PA USD 238031.11000000 0.008708216645 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 5.00000000 N N N N N N ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST N/A 03881BAE3 1735000.00000000 PA USD 1844917.28000000 0.067495124347 Long ABS-MBS CORP US Y 2 2053-05-15 Fixed 2.75630000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC N/A 893574AK9 2198000.00000000 PA USD 2483566.36000000 0.090859694420 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36202FVH6 5495.32100000 PA USD 6078.33000000 0.000222371834 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 5.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 N/A 240000.00000000 PA 281353.01000000 0.010293120781 Long DBT CORP CH Y 2 2028-11-05 Fixed 0.25000000 N N N N N N Government National Mortgage Association N/A 36230UEK1 101674.40500000 PA USD 110386.32000000 0.004038413253 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Medtronic Global Holdings S.C.A. 549300JXMTTP8GKYIX14 N/A 320000.00000000 PA 385695.89000000 0.014110438629 Long DBT CORP LU N 2 2040-10-15 Fixed 1.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GTPY7 17465.59100000 PA USD 19070.79000000 0.000697692713 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AS4 513000.00000000 PA USD 554032.31000000 0.020268919404 Long DBT CORP US N 2 2049-09-15 Fixed 3.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FMDA1 238883.43110000 PA USD 254974.14000000 0.009328066613 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 3.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 587000.00000000 PA USD 688991.25000000 0.025206306318 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N Deutsche Bank AG (New York Branch) N/A 25160PAF4 2173000.00000000 PA USD 2184886.31000000 0.079932674909 Long DBT CORP US N 2 2026-03-19 Fixed 1.68600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414BWE6 17950.69200000 PA USD 20308.18000000 0.000742961838 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179QWH0 345676.76080000 PA USD 386226.85000000 0.014129863463 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 3617BUEC9 27630.90140000 PA USD 29796.55000000 0.001090087815 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 4.00000000 N N N N N N FLAGSTAR MORTGAGE TRUST N/A 33852AAL1 1038457.43000000 PA USD 1040650.65000000 0.038071541626 Long ABS-MBS CORP US Y 2 2049-10-25 Floating 1.04163000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9WN8 365288.63800000 PA USD 418265.93000000 0.015301992811 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCG4 108825000.00000000 PA USD 108178851.56000000 3.957654425444 Long DBT UST US N 2 2024-06-15 Fixed 0.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJC97 877149.34990000 PA USD 927321.89000000 0.033925481079 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402QYX3 447084.02500000 PA USD 504647.01000000 0.018462189638 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KFAC6 86397.81700000 PA USD 90486.96000000 0.003310407834 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 2.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAK4 3464000.00000000 PA USD 3830453.10000000 0.140134688472 Long DBT CORP US N 2 2028-07-22 Fixed 3.59100000 N N N N N N SOUTHWEST AIRLINES CO. UDTZ87G0STFETI6HGH41 844741BD9 122000.00000000 PA USD 125269.23000000 0.004582895042 Long DBT CORP US N 2 2022-11-16 Fixed 2.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A7UC1 150117.06620000 PA USD 160862.12000000 0.005885038266 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 056054AA7 2178069.09930000 PA USD 2180922.37000000 0.079787656688 Long ABS-MBS CORP US Y 2 2036-10-15 Floating 0.99300000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BM5 3161000.00000000 PA USD 3416310.81000000 0.124983556406 Long DBT CORP JP N 2 2029-07-18 Fixed 3.19500000 N N N N N N Government National Mortgage Association 2 N/A 36202FLP9 29741.84700000 PA USD 32664.63000000 0.001195014696 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HRMP2 217092.93600000 PA USD 230818.46000000 0.008444346436 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YBX65 18435.73600000 PA USD 19597.54000000 0.000716963526 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 3617ALXR6 97803.51380000 PA USD 109449.94000000 0.004004156386 Long ABS-MBS USGA US N 2 2047-05-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ESAW8 1149525.61940000 PA USD 1249779.68000000 0.045722394072 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810PU6 10000000.00000000 PA USD 14581250.00000000 0.533445749874 Long DBT UST US N 2 2037-05-15 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCF6 19654000.00000000 PA USD 19549588.13000000 0.715209237873 Long DBT UST US N 2 2026-05-31 Fixed 0.75000000 N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22537CAA7 3640000.00000000 PA USD 3641981.25000000 0.133239565807 Long ABS-MBS CORP US Y 2 2030-02-15 Fixed 0.96000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AY8 289000.00000000 PA USD 361467.33000000 0.013224052183 Long DBT CORP NL N 2 2043-08-12 Fixed 4.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LTL63 13877.20450000 PA USD 15069.05000000 0.000551291602 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XAS5 1394000.00000000 PA USD 1519535.28000000 0.055591230991 Long DBT CORP US N 2 2025-01-15 Fixed 4.00000000 N N N N N N PENSKE TRUCK LEASING CO., L.P. 549300ZX07JYMI8GHQ39 709599AZ7 478000.00000000 PA USD 522254.67000000 0.019106354672 Long DBT CORP US Y 2 2025-03-10 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9ZV8 244588.36000000 PA USD 267090.20000000 0.009771324956 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 4.00000000 N N N N N N CF MORTGAGE TRUST N/A 12529TBB8 603000.00000000 PA USD 651493.26000000 0.023834466223 Long ABS-MBS CORP US N 2 2053-01-15 Variable 3.50020000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XAU4 290000.00000000 PA USD 325394.21000000 0.011904340050 Long DBT CORP US N 2 2029-03-15 Fixed 3.95000000 N N N N N N KION GROUP AG 5299005KY91C4C6U9H17 N/A 400000.00000000 PA 493700.87000000 0.018061732074 Long DBT CORP DE Y 2 2025-09-24 Fixed 1.62500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 388000.00000000 PA USD 433884.10000000 0.015873373619 Long DBT CORP GB N 2 2030-05-22 Floating 3.97300000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RJH6 694000.00000000 PA USD 850797.50000000 0.031125884980 Long DBT CORP US N 2 2042-06-15 Fixed 4.90000000 N N N N N N Amphenol Technologies Holding GmbH 549300110BRSS7DV8V39 N/A 750000.00000000 PA 916645.92000000 0.033534907512 Long DBT CORP DE Y 2 2026-05-04 Fixed 0.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XWBS9 131764.47000000 PA USD 142129.16000000 0.005199704849 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N CAMERON LNG, LLC 549300C39FLHGVD73K22 133434AB6 1335000.00000000 PA USD 1430869.02000000 0.052347432308 Long DBT CORP US Y 2 2035-01-15 Fixed 3.30200000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 N/A 1090000.00000000 PA 1270510.05000000 0.046480801463 Long DBT CORP US N 2 2039-06-26 Fixed 1.40800000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513EAB7 559000.00000000 PA 740342.79000000 0.027084969723 Long DBT CORP US N 2 2030-05-18 Fixed 2.15000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FP8 1707000.00000000 PA USD 1770729.14000000 0.064780998468 Long DBT CORP US Y 2 2036-04-06 Fixed 2.89100000 N N N N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056AW7 318000.00000000 PA USD 327184.79000000 0.011969847279 Long DBT CORP US N 2 2022-11-19 Fixed 2.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9B86 571218.56320000 PA USD 612134.10000000 0.022394536407 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EP6D1 30294.64010000 PA USD 32689.54000000 0.001195926013 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863CF3 704000.00000000 PA USD 766444.80000000 0.028039895144 Long DBT NUSS CL N 2 2028-02-06 Fixed 3.24000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449XAA0 2751336.82000000 PA USD 2759448.59000000 0.100952670198 Long ABS-MBS CORP US Y 2 2053-07-15 Fixed 1.29000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBE7 754000.00000000 PA USD 721718.24000000 0.026403602416 Long DBT CORP US N 2 2030-12-15 Fixed 1.60000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HHF0 202000.00000000 PA USD 296803.45000000 0.010858365294 Long DBT CORP US N 2 2038-05-15 Fixed 6.40000000 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BM5 540000.00000000 PA USD 609525.00000000 0.022299084145 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36196FZG2 72009.39410000 PA USD 76860.65000000 0.002811897956 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 3622A2AJ1 72428.16000000 PA USD 80546.50000000 0.002946742432 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YBD0 352000.00000000 PA USD 363871.20000000 0.013311996237 Long DBT CORP JP N 2 2026-05-25 Floating 2.22600000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BD4 494000.00000000 PA USD 626879.08000000 0.022933972115 Long DBT CORP US N 2 2046-03-01 Fixed 4.75000000 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137BA4 150000.00000000 PA USD 155234.25000000 0.005679146225 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N NATIONAL RETAIL PROPERTIES, INC. 5493008JKH5SOTI0JS97 637417AP1 593000.00000000 PA USD 571398.20000000 0.020904239435 Long DBT CORP US N 2 2050-04-15 Fixed 3.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QGKD8 70332.75000000 PA USD 75004.85000000 0.002744004694 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36202FVG8 179071.09900000 PA USD 202509.71000000 0.007408688837 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KEYV1 38381.55900000 PA USD 40679.92000000 0.001488248979 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 3.00000000 N N N N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 701094AN4 663000.00000000 PA USD 726033.40000000 0.026561469798 Long DBT CORP US N 2 2029-06-14 Fixed 3.25000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FJ8 500000.00000000 PA USD 513692.00000000 0.018793094840 Long DBT CORP US N 2 2022-09-01 Fixed 3.45000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 1628000.00000000 PA USD 1715990.14000000 0.062778406995 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RV2 3293000.00000000 PA USD 3912495.63000000 0.143136162210 Long DBT UST US N 2 2047-02-15 Fixed 3.00000000 N N N N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480AJ9 943000.00000000 PA USD 1000459.82000000 0.036601185693 Long DBT CORP US N 2 2050-03-01 Fixed 3.30000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAZ7 287000.00000000 PA USD 299700.32000000 0.010964345439 Long DBT CORP US N 2 2049-08-15 Fixed 3.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J76Q3 622193.12210000 PA USD 653477.99000000 0.023907076307 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 2.50000000 N N N N N N ORANGE SA 969500MCOONR8990S771 N/A 200000.00000000 PA 241946.77000000 0.008851468574 Long DBT CORP FR Y 2 2023-09-11 Fixed 0.75000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AG5 3293000.00000000 PA USD 3705412.03000000 0.135560140518 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N Government National Mortgage Association 2 N/A 36179SLS4 2574603.91440000 PA USD 2732710.93000000 0.099974489926 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GNE82 74679.01880000 PA USD 80899.83000000 0.002959668785 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.50000000 N N N N N N BX TRUST N/A 05606FAL7 551000.00000000 PA USD 590313.85000000 0.021596256450 Long ABS-MBS CORP US Y 2 2041-12-09 Variable 4.07546000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJET1 144663.56180000 PA USD 152948.14000000 0.005595510346 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Q5 2129000.00000000 PA USD 2182133.45000000 0.079831963278 Long DBT CORP US N 2 2041-04-30 Fixed 3.06800000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RAE2 2000000.00000000 PA USD 1983284.00000000 0.072557182724 Long DBT CORP US Y 2 2022-11-27 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391TWW4 76792.53100000 PA USD 88356.92000000 0.003232481676 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RM2 955000.00000000 PA USD 1126601.56000000 0.041216000959 Long DBT UST US N 2 2045-05-15 Fixed 3.00000000 N N N N N N United Airlines Pass Through Trust N/A 90932QAB2 49479.15860000 PA USD 50345.04000000 0.001841841242 Long DBT CORP US N 2 2024-03-03 Fixed 4.62500000 N N N N N N American Airlines 2017-1 Class AA Pass Through Trust N/A 023761AA7 174685.00000000 PA USD 180449.78000000 0.006601640339 Long DBT CORP US N 2 2030-08-15 Fixed 3.65000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BP6 1503000.00000000 PA USD 1781785.46000000 0.065185486897 Long DBT CORP US N 2 2047-10-15 Fixed 4.03000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LTFX1 13430.39980000 PA USD 14600.03000000 0.000534132804 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDK4 493000.00000000 PA USD 542926.11000000 0.019862606146 Long DBT CORP US N 2 2027-04-01 Fixed 3.30000000 N N N N N N United Airlines 2016-1 Pass Through Trusts N/A 90931LAA6 47288.48250000 PA USD 49841.68000000 0.001823426137 Long DBT CORP US N 2 2030-01-07 Fixed 3.10000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46591LBC4 901706.18400000 PA USD 903674.79000000 0.033060366977 Long ABS-MBS CORP US Y 2 2050-05-25 Floating 1.09163000 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST N/A 61765LAT7 1279462.11000000 PA USD 1373694.49000000 0.050255738521 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.47900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZC7 20065000.00000000 PA USD 20434948.44000000 0.747599581258 Long DBT UST US N 2 2025-02-28 Fixed 1.12500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJR1 3355000.00000000 PA USD 3366464.04000000 0.123159944054 Long DBT CORP US N 2 2025-04-22 Fixed 0.97600000 N N N N N N CC HOLDINGS GS V LLC 549300UOUI8AGDVWFP45 14987BAE3 3340000.00000000 PA USD 3539371.28000000 0.129485645369 Long DBT CORP US N 2 2023-04-15 Fixed 3.84900000 N N N N N N Government National Mortgage Association 2 N/A 36230NZ81 29430.24800000 PA USD 31940.85000000 0.001168535666 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.50000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83404LAC5 30971.96000000 PA USD 31464.03000000 0.001151091509 Long ABS-MBS CORP US Y 2 2033-04-25 Fixed 2.34000000 N N N N N N AUTODESK, INC. FRKKVKAIQEF3FCSTPG55 052769AG1 1438000.00000000 PA USD 1517984.44000000 0.055534494497 Long DBT CORP US N 2 2030-01-15 Fixed 2.85000000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EJ5 900000.00000000 PA USD 1032877.80000000 0.037787176857 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N Bundesrepublik Deutschland N/A N/A -46.00000000 NC -184661.42000000 -0.00675572050 N/A DIR DE N 1 XEUR N/A Short Bundesrepublik Deutschland EURO BUXL 30Y BND Sep 2021 2021-09-08 -10899623.36000000 EUR -184661.42000000 N N N Government National Mortgage Association 2 N/A 36241L6V3 53133.41300000 PA USD 57048.81000000 0.002087094400 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.50000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442UAH7 95000.00000000 PA USD 105206.99000000 0.003848930761 Long DBT CORP US N 2 2029-03-15 Fixed 3.45000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AP4 1330000.00000000 PA USD 1371305.81000000 0.050168350184 Long DBT CORP GB N 2 2023-11-07 Fixed 2.90700000 N N N N N N Banco de Sabadell, S.A. SI5RG2M0WQQLZCXKRM20 N/A 900000.00000000 PA 1095738.93000000 0.040086911285 Long DBT CORP ES Y 2 2027-03-11 Fixed 1.12500000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CK2 496000.00000000 PA USD 502706.42000000 0.018391194388 Long DBT CORP US N 2 2031-05-15 Fixed 2.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9GP1 160966.29050000 PA USD 176625.25000000 0.006461722344 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480AE0 486000.00000000 PA USD 542348.30000000 0.019841467335 Long DBT CORP US N 2 2024-11-01 Fixed 4.65000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBJ8 1429000.00000000 PA USD 1389788.24000000 0.050844518121 Long DBT CORP US N 2 2028-01-31 Fixed 1.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBR5 2114000.00000000 PA USD 2121631.54000000 0.077618539412 Long DBT CORP GB N 2 2032-03-10 Fixed 2.66700000 N N N N N N BATTALION CLO LTD N/A 07132ACC5 1250000.00000000 PA USD 1249995.89000000 0.045730303978 Long ABS-MBS CORP US Y 2 2030-07-18 Floating 1.29338000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SW9 35585000.00000000 PA USD 34873300.00000000 1.275817482664 Long DBT UST US N 2 2041-02-15 Fixed 1.87500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CQ7 2840000.00000000 PA USD 2942941.48000000 0.107665640780 Long DBT NUSS ID N 2 2030-02-14 Fixed 2.85000000 N N N N N N PENSKE TRUCK LEASING CO., L.P. 549300ZX07JYMI8GHQ39 709599BL7 1490000.00000000 PA USD 1477481.02000000 0.054052702658 Long DBT CORP US Y 2 2025-11-15 Fixed 1.20000000 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BK9 655000.00000000 PA USD 686112.50000000 0.025100989082 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 2524000.00000000 PA USD 2775965.87000000 0.101556944373 Long DBT CORP US N 2 2028-05-22 Floating 3.58400000 N N N N N N SUEZ SA 549300JQIZM6CL7POC81 N/A 100000.00000000 PA 119153.48000000 0.004359154221 Long DBT CORP FR Y 2 2199-12-31 Fixed 1.62500000 N N N N N N UNITED AIRLINES 2015-1 PASS THROUGH TRUST N/A 90932LAA5 11373.53630000 PA USD 11947.92000000 0.000437107048 Long DBT CORP US N 2 2029-06-01 Fixed 3.45000000 N N N N N N SABINE PASS LIQUEFACTION, LLC 549300KJYBG7C6WJYZ11 785592AM8 1268000.00000000 PA USD 1448690.00000000 0.052999401518 Long DBT CORP US N 2 2025-03-01 Fixed 5.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QUZV8 27604.68000000 PA USD 30683.16000000 0.001122523877 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N U.S. DOLLAR N/A N/A 105501000.00000000 OU Contract Amount USD 2606433.59000000 0.095354713821 N/A DFE US N 2 BANK NATIONAL PARIS R0MUWSFPU8MPRO8K5P83 105501000.00000000 EUR 127890758.77000000 USD 2021-09-15 2606433.59000000 N N N SYNOVUS FINANCIAL CORP. 549300EIUS8UN5JTLE54 87161CAL9 356000.00000000 PA USD 366233.22000000 0.013398409235 Long DBT CORP US N 2 2022-11-01 Fixed 3.12500000 N N N N N N DUKE ENERGY OHIO, INC. L6KC0HABGHNFU1Z6QY21 26442EAF7 555000.00000000 PA USD 618221.16000000 0.022617227623 Long DBT CORP US N 2 2029-02-01 Fixed 3.65000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BT5 1847000.00000000 PA USD 2137902.50000000 0.078213802127 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418U4M3 58540.28300000 PA USD 64294.57000000 0.002352175918 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N KINDER MORGAN ENERGY PARTNERS, L.P. 549300PDHUGWPWGOT525 494550AW6 532000.00000000 PA USD 758294.71000000 0.027741729289 Long DBT CORP US N 2 2038-01-15 Fixed 6.95000000 N N N N N N MARINER FINANCE ISSUANCE TRUST N/A 56848DAA7 1200000.00000000 PA USD 1206229.68000000 0.044129145043 Long ABS-MBS CORP US Y 2 2036-03-20 Fixed 1.86000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERM49 132466.89910000 PA USD 140694.78000000 0.005147228970 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 3.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 17308CC53 4621000.00000000 PA USD 4892543.82000000 0.178990601413 Long DBT CORP US N 2 2030-11-05 Fixed 2.97600000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AL2 941000.00000000 PA USD 1028967.50000000 0.037644121020 Long DBT CORP GB N 2 2025-11-16 Fixed 3.37500000 N N N N N N Government National Mortgage Association 2 N/A 36202FSF4 4883.01200000 PA USD 5400.31000000 0.000197566903 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 5.00000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCD5 3692000.00000000 PA USD 3788243.06000000 0.138590461026 Long DBT CORP US N 2 2028-03-25 Fixed 2.30000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78448QAB4 100422.19000000 PA USD 101442.82000000 0.003711220998 Long ABS-MBS CORP US Y 2 2027-07-15 Fixed 2.98000000 N N N N N N PFS FINANCING CORP. N/A 69335PDZ5 1400000.00000000 PA USD 1394955.66000000 0.051033564892 Long ABS-MBS CORP US Y 2 2026-04-15 Fixed 0.71000000 N N N N N N CASH N/A 09248U700 64515973.08000000 NS USD 64515973.08000000 2.360275808902 Long STIV RF US N 1 N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAE3 1888000.00000000 PA USD 1937342.88000000 0.070876456091 Long DBT CORP CH Y 2 2023-08-15 Fixed 2.85900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416VXQ2 146837.87340000 PA USD 164157.80000000 0.006005608621 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YJGR1 47227.48340000 PA USD 51822.88000000 0.001895907078 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 4.00000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XCP9 1620000.00000000 PA USD 1640253.24000000 0.060007620718 Long DBT CORP US N 2 2021-11-06 Fixed 4.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KXL3 34426.26800000 PA USD 40830.16000000 0.001493745414 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EL0 335000.00000000 PA USD 349319.24000000 0.012779622043 Long DBT CORP US N 2 2049-09-15 Fixed 3.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417F4H8 76207.61600000 PA USD 79451.51000000 0.002906682920 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJEZ7 356640.22780000 PA USD 368019.75000000 0.013463768298 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.00000000 N N N N N N AEP TEXAS INC. 5493001L78U618KXNZ75 00108WAN0 1185000.00000000 PA USD 1226176.38000000 0.044858882366 Long DBT CORP US N 2 2051-05-15 Fixed 3.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419A4H7 24780.23400000 PA USD 28797.25000000 0.001053529060 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417F4J4 63813.71600000 PA USD 66612.57000000 0.002436978472 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Merck Financial Services GmbH 549300OELEN3ZS5RB682 N/A 500000.00000000 PA 598103.03000000 0.021881218643 Long DBT CORP DE Y 2 2025-07-16 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SP4 16515000.00000000 PA USD 13929370.31000000 0.509597146355 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BJX5 478193.08220000 PA USD 530293.10000000 0.019400435517 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VEU4 679000.00000000 PA USD 776744.09000000 0.028416688113 Long DBT CORP US N 2 2029-12-03 Fixed 4.01600000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96042KAB9 3348047.81000000 PA USD 3359820.55000000 0.122916896201 Long ABS-MBS CORP US Y 2 2023-09-15 Fixed 1.44000000 N N N N N N United Airlines Class B Pass Through Certificates, Series 2018-1 N/A 90932NAA1 287045.21000000 PA USD 295556.96000000 0.010812763251 Long DBT CORP US N 2 2027-09-01 Fixed 4.60000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHZ5 472000.00000000 PA USD 481535.34000000 0.017616663903 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N DH Europe Finance II S.a r.l. 222100KDGL314CKTZ511 N/A 500000.00000000 PA 620267.95000000 0.022692108132 Long DBT CORP LU N 2 2049-09-18 Fixed 1.80000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAK0 1657000.00000000 PA USD 1645407.63000000 0.060196190795 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AQ8 658000.00000000 PA USD 717134.46000000 0.026235907742 Long DBT CORP US N 2 2027-05-01 Fixed 3.10000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAZ6 1320000.00000000 PA 1799438.02000000 0.065831294568 Long DBT CORP US N 2 2031-06-15 Fixed 3.12500000 N N N N N N Government National Mortgage Association 2 N/A 36196FZF4 101841.42140000 PA USD 109845.09000000 0.004018612698 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N Deutsche Bank AG (New York Branch) N/A 251526CJ6 278000.00000000 PA USD 276630.02000000 0.010120333198 Long DBT CORP US N 2 2024-05-28 Fixed 0.89800000 N N N N N N MIDMICHIGAN HEALTH N/A 597861AA1 276000.00000000 PA USD 296606.16000000 0.010851147565 Long DBT CORP US N 2 2050-06-01 Fixed 3.40900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7MK8 618059.81080000 PA USD 637762.48000000 0.023332134377 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.00000000 N N N N N N BPCE S.A. 9695005MSX1OYEMGDF46 05578AAN8 922000.00000000 PA USD 960569.10000000 0.035141809094 Long DBT CORP FR Y 2 2029-10-01 Fixed 2.70000000 N N N N N N B.A.T. INTERNATIONAL FINANCE P.L.C. 21380041YBGOQDFAC823 N/A 515000.00000000 PA 627195.45000000 0.022945546310 Long DBT CORP GB Y 2 2027-03-13 Fixed 1.25000000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887CH0 525000.00000000 PA 639062.78000000 0.023379705024 Long DBT CORP US N 2 2023-05-24 Fixed 1.40100000 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED COMPANY 549300G6UZOB126GBY72 36164QNA2 1760000.00000000 PA USD 2110368.48000000 0.077206487531 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N Imperial Brands Finance Netherlands B.V. 724500GIEFJOBWGD0272 N/A 410000.00000000 PA 489520.90000000 0.017908810532 Long DBT CORP NL Y 2 2033-03-18 Fixed 1.75000000 N N N N N N Government National Mortgage Association 2 N/A 36196FZJ6 147146.57900000 PA USD 160467.44000000 0.005870599150 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RJW3 490000.00000000 PA 665004.56000000 0.024328768533 Long DBT CORP US N 2 2038-05-19 Fixed 2.60000000 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448CAN4 2043000.00000000 PA USD 2126242.04000000 0.077787211620 Long DBT CORP US N 2 2025-02-15 Fixed 2.24200000 N N N N N N TRATON Finance Luxembourg S.A. 529900BRKIE6LKIEXD84 N/A 600000.00000000 PA 711705.50000000 0.026037292696 Long DBT CORP LU Y 2 2024-06-14 Fixed 0.00000000 N N N N N N Digital Dutch Finco B.V. 549300ONZ5IS6B6IMJ70 N/A 720000.00000000 PA 900211.28000000 0.032933656669 Long DBT CORP NL Y 2 2030-03-15 Fixed 1.50000000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAA9 397000.00000000 PA USD 428447.56000000 0.015674481263 Long DBT CORP US N 2 2046-10-01 Fixed 3.40000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CD8 243000.00000000 PA USD 257060.95000000 0.009404411229 Long DBT CORP US N 2 2049-11-01 Fixed 3.40000000 N N N N N N United Airlines 2019-1 Pass Through Trusts N/A 90931CAA6 353884.25000000 PA USD 387895.00000000 0.014190891668 Long DBT CORP US N 2 2033-02-25 Fixed 4.15000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543DD2 180000.00000000 PA USD 194170.86000000 0.007103617317 Long DBT CORP US N 2 2050-11-15 Fixed 3.60000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 N/A 900000.00000000 PA 1175714.03000000 0.043012749412 Long DBT CORP CH Y 2 2026-04-02 Fixed 3.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATMA9 823603.63000000 PA USD 825358.65000000 0.030195220846 Long ABS-MBS USGSE US N 2 2046-08-25 Floating 0.49150000 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BU6 869000.00000000 PA USD 908315.30000000 0.033230137082 Long DBT CORP US N 2 2050-05-01 Fixed 3.15000000 N N N N N N VOYA CLO N/A 92915QAU7 1000000.00000000 PA USD 998804.00000000 0.036540608573 Long ABS-MBS CORP US Y 2 2034-04-20 Floating 1.22825000 N N N N N N Government National Mortgage Association 2 N/A 36202FM78 216047.00100000 PA USD 235139.31000000 0.008602421983 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRV9 4473313.25700000 PA USD 4775543.99000000 0.174710237106 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAT1 219000.00000000 PA USD 246302.29000000 0.009010812501 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XAH8 1071000.00000000 PA USD 1485119.29000000 0.054332143904 Long DBT CORP US N 2 2039-07-08 Fixed 6.12500000 N N N N N N Redexis Gas Finance B.V. 724500XI19XTPCL36320 N/A 200000.00000000 PA 251234.81000000 0.009191265605 Long DBT CORP NL Y 2 2025-05-28 Fixed 1.87500000 N N N N N N Airbus SE MINO79WLOO247M1IL051 N/A 1100000.00000000 PA 1441926.61000000 0.052751967200 Long DBT CORP NL Y 2 2028-04-07 Fixed 2.00000000 N N N N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932AL1 517000.00000000 PA USD 513646.74000000 0.018791439032 Long DBT CORP US N 2 2030-03-01 Fixed 2.65000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513ECC3 415000.00000000 PA USD 464760.58000000 0.017002969986 Long DBT CORP US N 2 2044-12-15 Fixed 4.20000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SN9 11495000.00000000 PA USD 9393570.31000000 0.343657790519 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZQ6 11880000.00000000 PA USD 11117081.25000000 0.406711341196 Long DBT UST US N 2 2030-05-15 Fixed 0.62500000 N N N N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759AT7 231000.00000000 PA USD 262533.81000000 0.009604632328 Long DBT CORP US N 2 2028-05-15 Fixed 3.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L8CS4 1116436.60000000 PA USD 1187495.53000000 0.043443768090 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYSR1 865579.71510000 PA USD 918059.87000000 0.033586635973 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XADR0 8733132.75000000 PA USD 9337829.62000000 0.341618552856 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WPHV9 79056.35000000 PA USD 82554.05000000 0.003020187371 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818EC8 606000.00000000 PA USD 683756.47000000 0.025014795224 Long DBT CORP US N 2 2055-02-01 Fixed 3.87500000 N N N N N N Government National Mortgage Association N/A 3617BTGM8 21862.82700000 PA USD 23484.64000000 0.000859170605 Long ABS-MBS USGA US N 2 2048-01-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138Y4BK4 28685.52300000 PA USD 30592.07000000 0.001119191408 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHM4 1535000.00000000 PA USD 1763770.26000000 0.064526412272 Long DBT CORP US N 2 2029-07-23 Fixed 4.27100000 N N N N N N Air Canada Pass Through Certificates, Series 2017-1 N/A 00908PAA5 292120.00000000 PA USD 295234.58000000 0.010800969184 Long DBT CORP CA Y 2 2031-07-15 Fixed 3.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307M4M5 156023.62050000 PA USD 163410.93000000 0.005978284858 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FX0 1399000.00000000 PA USD 1506440.40000000 0.055112163142 Long DBT CORP US N 2 2049-10-01 Fixed 3.15000000 N N N N N N RYDER SYSTEM, INC. ZXJ6Y2OSPZXIVGRILD15 78355HKQ1 633000.00000000 PA USD 713633.44000000 0.026107825154 Long DBT CORP US N 2 2025-06-01 Fixed 4.62500000 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AW9 893000.00000000 PA USD 904694.73000000 0.033097680833 Long DBT CORP US N 2 2030-03-12 Fixed 2.25000000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822VAC5 430000.00000000 PA USD 472878.74000000 0.017299967702 Long DBT CORP US N 2 2026-06-15 Fixed 3.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QMPY1 23503.66100000 PA USD 26116.76000000 0.000955465040 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WD7A3 19670.27550000 PA USD 20602.95000000 0.000753745811 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AAT5 154648.22900000 PA USD 167887.76000000 0.006142066834 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QK5J3 7482159.58000000 PA USD 7964506.05000000 0.291376384207 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N WPP FINANCE SA 549300KWN0W6L03WNN80 N/A 160000.00000000 PA 212648.53000000 0.007779611113 Long DBT CORP FR Y 2 2027-05-19 Fixed 2.37500000 N N N N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 917288BK7 1000000.00000000 PA USD 1165000.00000000 0.042620783444 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N Government National Mortgage Association 2 N/A 36202FDB9 6655.42500000 PA USD 7306.93000000 0.000267319382 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FL3 905000.00000000 PA USD 1033962.50000000 0.037826859916 Long DBT CORP US N 2 2199-12-31 Fixed 5.87500000 N N N N N N BAE SYSTEMS HOLDINGS INC. MF62XBVMNYTYMC18DL76 05523UAP5 647000.00000000 PA USD 712738.44000000 0.026075082149 Long DBT CORP US Y 2 2025-12-15 Fixed 3.85000000 N N N N N N DBS BANK LTD. ATUEL7OJR5057F2PV266 23305DYN9 13095000.00000000 PA USD 13087797.75000000 0.478808749932 Long STIV CORP SG N 2 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJS9 2927000.00000000 PA USD 2940745.19000000 0.107585290909 Long DBT CORP US N 2 2027-07-22 Fixed 1.73400000 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BG8 540000.00000000 PA USD 611550.00000000 0.022373167481 Long DBT NUSS PA N 2 2047-05-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312941KX4 20978.27800000 PA USD 23125.35000000 0.000846026209 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36202FMA1 443988.31400000 PA USD 487971.78000000 0.017852136963 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412PG70 66279.03300000 PA USD 73302.46000000 0.002681723840 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A7UK3 35358.09340000 PA USD 38110.71000000 0.001394256066 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 3620AXKG2 310469.33160000 PA USD 337592.26000000 0.012350597945 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312943JY0 19008.91000000 PA USD 21155.61000000 0.000773964525 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6RM2 92618.40190000 PA USD 107686.26000000 0.003939633276 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477AQ6 661000.00000000 PA USD 661826.25000000 0.024212492085 Long DBT CORP US N 2 2049-12-31 Fixed 3.71588000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397QJJ8 4374600.98480000 PA USD 4711800.78000000 0.172378232342 Long ABS-MBS USGSE US N 2 2041-02-25 Fixed 4.00000000 N N N N N N NATIONAL RETAIL PROPERTIES, INC. 5493008JKH5SOTI0JS97 637417AQ9 801000.00000000 PA USD 839487.25000000 0.030712106684 Long DBT CORP US N 2 2051-04-15 Fixed 3.50000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XAW0 1434000.00000000 PA USD 1598699.20000000 0.058487392615 Long DBT CORP US N 2 2029-08-15 Fixed 3.80000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61690YBU5 1540000.00000000 PA USD 1662815.00000000 0.060833028346 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.04900000 N N N N N N Abbott Ireland Financing Designated Activity Company 54930021QV18ZVZQDE71 N/A 475000.00000000 PA 577084.59000000 0.021112272394 Long DBT CORP IE Y 2 2023-09-27 Fixed 0.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307NV50 16170.59500000 PA USD 17235.74000000 0.000630558576 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N DUKE REALTY Ltd PARTNERSHIP 2549009GZDBNY1KE9O81 26441YBF3 1136000.00000000 PA USD 1093623.79000000 0.040009530234 Long DBT CORP US N 2 2031-02-01 Fixed 1.75000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAR7 1750000.00000000 PA USD 1974647.50000000 0.072241221868 Long DBT CORP US N 2 2029-04-23 Fixed 4.00500000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YAZ2 1015000.00000000 PA USD 1062997.32000000 0.038889080324 Long DBT CORP JP N 2 2025-09-13 Fixed 2.55500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F030678 36172832.00000000 PA USD 37715829.37000000 1.379809610316 Long ABS-MBS USGSE US N 2 2051-07-25 Fixed 3.00000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAP6 854000.00000000 PA USD 909077.88000000 0.033258035586 Long DBT CORP DK Y 2 2023-09-12 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERM23 1499908.77980000 PA USD 1608385.06000000 0.058841743637 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 3.00000000 N N N N N N AIR PRODUCTS AND CHEMICALS, INC. 7QEON6Y1RL5XR3R1W237 009158BA3 570000.00000000 PA USD 571043.10000000 0.020891248328 Long DBT CORP US N 2 2050-05-15 Fixed 2.80000000 N N N N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 036752AD5 611000.00000000 PA USD 744257.27000000 0.027228178482 Long DBT CORP US N 2 2047-12-01 Fixed 4.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F012478 15637000.00000000 PA USD 15827575.94000000 0.579041791068 Long ABS-MBS USGSE US N 2 2036-07-25 Fixed 1.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179UPB2 991107.57650000 PA USD 1062813.71000000 0.038882363069 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.50000000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46637WBA0 2661241.03300000 PA USD 2687347.81000000 0.098314909056 Long ABS-MBS CORP US Y 2 2045-06-15 Fixed 3.48340000 N N N N N N RYDER SYSTEM, INC. ZXJ6Y2OSPZXIVGRILD15 78355HKR9 1566000.00000000 PA USD 1693799.69000000 0.061966583507 Long DBT CORP US N 2 2025-09-01 Fixed 3.35000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FP8 2480000.00000000 PA USD 3372025.00000000 0.123363388236 Long DBT UST US N 2 2031-02-15 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMSH9 1430212.71000000 PA USD 1557279.72000000 0.056972087303 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 4.00000000 N N N N N N FIRSTENERGY TRANSMISSION, LLC 549300AINIIPOLYX2R63 33767BAC3 990000.00000000 PA USD 1143450.00000000 0.041832390411 Long DBT CORP US Y 2 2049-04-01 Fixed 4.55000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05607QAA6 4003263.39400000 PA USD 4008787.90000000 0.146658953615 Long ABS-MBS CORP US Y 2 2029-12-15 Floating 0.87288000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F020471 24421000.00000000 PA USD 25195603.59000000 0.921765119630 Long ABS-MBS USGSE US N 2 2036-07-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WB6N0 345680.03300000 PA USD 368446.98000000 0.013479398236 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3.00000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAT8 1389000.00000000 PA USD 1537743.84000000 0.056257379569 Long DBT CORP DK Y 2 2024-01-12 Fixed 5.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31358DDG6 2605000.00000000 PA USD 2272742.67000000 0.083146843917 Long ABS-MBS USGSE US N 2 2030-01-15 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KE6X8 110421.20500000 PA USD 115955.13000000 0.004242144622 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.50000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 94989HAW0 1250000.00000000 PA USD 1320700.00000000 0.048316968837 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.40600000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YBL2 2242000.00000000 PA USD 2176464.10000000 0.079624553717 Long DBT CORP JP N 2 2031-09-08 Fixed 1.97900000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VER1 1137000.00000000 PA USD 1317171.29000000 0.048187873228 Long DBT CORP US N 2 2028-09-21 Fixed 4.32900000 N N N N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 925524AX8 517000.00000000 PA USD 742834.91000000 0.027176142347 Long DBT CORP US N 2 2036-04-30 Fixed 6.87500000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 064058AJ9 1150000.00000000 PA USD 1203187.50000000 0.044017848824 Long DBT CORP US N 2 2199-12-31 Fixed 3.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKLH6 404610.14870000 PA USD 430188.87000000 0.015738185981 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36241L6G6 46431.58000000 PA USD 53225.86000000 0.001947234208 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBM7 1346000.00000000 PA USD 1389509.45000000 0.050834318766 Long DBT CORP US N 2 2041-04-22 Fixed 3.10900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFK47 69486.61100000 PA USD 73523.80000000 0.002689821423 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X8XC0 97777.42850000 PA USD 103785.83000000 0.003796938527 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 21H040673 2565000.00000000 PA USD 2708078.91000000 0.099073343154 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8S24 1000099.46960000 PA USD 1064718.02000000 0.038952031038 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BBFC9 1401864.54460000 PA USD 1554723.92000000 0.056878584987 Long ABS-MBS USGSE US N 2 2044-04-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179SB89 1871266.49070000 PA USD 1982458.10000000 0.072526967698 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCQ5 1049000.00000000 PA USD 1246857.14000000 0.045615474807 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N Government National Mortgage Association 2 N/A 36202FJQ0 30655.57020000 PA USD 33659.58000000 0.001231414309 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 35563PFG9 965321.88800000 PA USD 1013221.17000000 0.037068051560 Long ABS-MBS USGSE US N 2 2057-11-25 Fixed 3.50000000 N N N N N N Abbott Ireland Financing Designated Activity Company 54930021QV18ZVZQDE71 N/A 490000.00000000 PA 585438.02000000 0.021417877313 Long DBT CORP IE Y 2 2024-11-19 Fixed 0.10000000 N N N N N N Deutsche Bank AG (New York Branch) N/A 251526CE7 959000.00000000 PA USD 970765.01000000 0.035514819971 Long DBT CORP US N 2 2026-11-24 Floating 2.12900000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CN8 1512000.00000000 PA USD 1968386.62000000 0.072012171559 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N Upjohn Finance B.V. 254900OG32E8F3XO5O83 N/A 840000.00000000 PA 1023297.17000000 0.037436675607 Long DBT CORP NL Y 2 2024-06-23 Fixed 1.02300000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BR6 1485000.00000000 PA USD 1667856.96000000 0.061017485243 Long DBT CORP US N 2 2029-03-15 Fixed 3.40000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJK6 4707000.00000000 PA USD 4670661.96000000 0.170873194799 Long DBT CORP US N 2 2026-10-24 Fixed 1.19700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HBB31 92725.01570000 PA USD 100490.08000000 0.003676365612 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Conti-Gummi Finance B.V. 7245005XLGUQL4UWDV24 N/A 630000.00000000 PA 771476.44000000 0.028223974490 Long DBT CORP NL Y 2 2024-09-25 Fixed 1.12500000 N N N N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513AP0 1435000.00000000 PA USD 1456525.00000000 0.053286040005 Long DBT CORP US N 2 2049-12-29 Fixed 4.62500000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAL3 565000.00000000 PA USD 587084.72000000 0.021478120785 Long DBT CORP US N 2 2049-09-15 Fixed 3.15000000 N N N N N N TESCO CORPORATE TREASURY SERVICES PLC 21380018AJDKNF3A6712 N/A 240000.00000000 PA 277517.34000000 0.010152795236 Long DBT CORP GB Y 2 2029-07-27 Fixed 0.37500000 N N N N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222AM7 287000.00000000 PA USD 364940.88000000 0.013351129799 Long DBT CORP US N 2 2047-04-01 Fixed 4.35000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 144141DD7 757000.00000000 PA USD 897719.49000000 0.032842496117 Long DBT CORP US N 2 2043-03-15 Fixed 4.10000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543DA8 503000.00000000 PA 609348.91000000 0.022292642004 Long DBT CORP US N 2 2032-03-15 Fixed 1.12500000 N N N N N N ESB FINANCE DESIGNATED ACTIVITY COMPANY 635400VCPRSU89DLMZ57 N/A 395000.00000000 PA 510130.48000000 0.018662798898 Long DBT CORP IE Y 2 2024-01-12 Fixed 3.49400000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAN1 1653000.00000000 PA USD 1627828.12000000 0.059553055611 Long DBT CORP US Y 2 2026-05-15 Fixed 0.95000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CS6 507000.00000000 PA USD 487864.30000000 0.017848204876 Long DBT CORP US N 2 2051-06-01 Fixed 2.60000000 N N N N N N TEXTRON INC. 3PPKBHUG1HD6BO7RNR87 883203CA7 1098000.00000000 PA USD 1219014.97000000 0.044596886740 Long DBT CORP US N 2 2029-09-17 Fixed 3.90000000 N N N N N N Government National Mortgage Association 2 N/A 21H020675 34462000.00000000 PA USD 35124316.56000000 1.285000763733 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.00000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BL5 480000.00000000 PA 600903.43000000 0.021983669494 Long DBT CORP US N 2 2026-09-21 Fixed 1.34900000 N N N N N N Government National Mortgage Association 2 N/A 36179TAL9 2601604.27490000 PA USD 2795219.49000000 0.102261325805 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307NNV2 25102.24200000 PA USD 26294.45000000 0.000961965716 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863AR1 2257000.00000000 PA USD 2594371.85000000 0.094913442741 Long DBT CORP GB Y 2 2027-04-10 Fixed 4.75000000 N N N N N N NEW JERSEY ST TRANSN TR FD AUTH N/A 6461366S5 270000.00000000 PA USD 309768.30000000 0.011332676079 Long DBT MUN US N 2 2042-06-15 Fixed 4.13100000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RP5 12235000.00000000 PA USD 14467887.50000000 0.529298454970 Long DBT UST US N 2 2045-11-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BEU6 1432166.15800000 PA USD 1600467.25000000 0.058552075598 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDL3 206000.00000000 PA USD 255989.81000000 0.009365224254 Long DBT CORP US N 2 2048-06-15 Fixed 4.25000000 N N N N N N Government National Mortgage Association N/A 36241KZW1 158212.37900000 PA USD 179836.73000000 0.006579212295 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822VAR2 1023000.00000000 PA USD 1093298.51000000 0.039997630073 Long DBT CORP US N 2 2030-07-01 Fixed 3.30000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAS7 176000.00000000 PA USD 209119.50000000 0.007650503797 Long DBT CORP US N 2 2048-03-01 Fixed 3.95000000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109AX2 611000.00000000 PA USD 660643.75000000 0.024169231075 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WD6X4 17649.84950000 PA USD 18492.01000000 0.000676518415 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 2.50000000 N N N N N N BMW US CAPITAL, LLC KK5MZM9DIXLXZL9DZL15 05565EBL8 775000.00000000 PA USD 904032.08000000 0.033073438204 Long DBT CORP US Y 2 2030-04-09 Fixed 4.15000000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822VAM3 529000.00000000 PA USD 686957.81000000 0.025131914210 Long DBT CORP US N 2 2049-02-15 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRL1 4341479.61000000 PA USD 4786396.78000000 0.175107279520 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EW4P7 130120.11910000 PA USD 136418.67000000 0.004990790207 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36197MRR1 159124.16480000 PA USD 177660.10000000 0.006499581672 Long ABS-MBS USGA US N 2 2047-04-15 Fixed 4.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148YAC2 5126000.00000000 PA USD 5164711.55000000 0.188947684572 Long DBT CORP US N 2 2022-10-31 Fixed 2.87600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134A3U53 591000.00000000 PA USD 520065.23000000 0.019026255403 Long ABS-MBS USGSE US N 2 2029-09-15 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312942DD4 437989.87000000 PA USD 485550.34000000 0.017763550122 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J7RZ7 120818.84000000 PA USD 128110.52000000 0.004686841828 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BE7 798000.00000000 PA USD 812095.07000000 0.029709981214 Long DBT CORP US Y 2 2031-04-27 Fixed 2.85000000 N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CR8 705000.00000000 PA USD 720674.27000000 0.026365409438 Long DBT CORP US N 2 2050-03-01 Fixed 2.90000000 N N N N N N SG COMMERCIAL MORTGAGE SECURITIES TRUST N/A 78419CAD6 125000.00000000 PA USD 131311.25000000 0.004803938497 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.05500000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46651HAJ6 1120000.00000000 PA USD 1128834.11000000 0.041297677379 Long ABS-MBS CORP US Y 2 2050-02-25 Fixed 3.50000000 N N N N N N EUROPEAN UNION N/A BM0350801 8410000.00000000 PA 9993486.99000000 0.365605360393 Long DBT CORP N/A Y 2 2030-10-04 None 0.00000000 N N N N N N THARALDSON HOTEL PORTFOLIO TRUST N/A 88327HAA1 388838.53000000 PA USD 389013.51000000 0.014231811645 Long ABS-MBS CORP US Y 2 2034-11-11 Floating 1.00600000 N N N N N N B.A.T. INTERNATIONAL FINANCE P.L.C. 21380041YBGOQDFAC823 N/A 660000.00000000 PA 795443.00000000 0.029100775833 Long DBT CORP GB Y 2 2023-10-13 Fixed 0.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBT7 37085000.00000000 PA USD 36934342.19000000 1.351219399274 Long DBT UST US N 2 2026-03-31 Fixed 0.75000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBA3 2230000.00000000 PA USD 2480319.73000000 0.090740918528 Long DBT CORP US N 2 2027-01-29 Fixed 3.96000000 N N N N N N Government National Mortgage Association N/A 3620AFPL5 17276.83200000 PA USD 19445.14000000 0.000711388069 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 45685NAA4 875000.00000000 PA USD 997199.88000000 0.036481922864 Long DBT CORP NL Y 2 2026-01-06 Fixed 4.62500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAL0 224000.00000000 PA USD 263106.82000000 0.009625595534 Long DBT CORP US N 2 2048-11-15 Floating 3.96400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BN61 320633.81600000 PA USD 373007.99000000 0.013646259884 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N AMERICAN AIRLINES 2016-2 PASS THROUGH TRUSTS N/A 023765AA8 213277.00000000 PA USD 216094.18000000 0.007905668025 Long ABS-MBS CORP US N 2 2029-12-15 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMSG1 1375610.87000000 PA USD 1445326.80000000 0.052876360986 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFU8 748000.00000000 PA USD 847754.78000000 0.031014569006 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YBX73 84299.20100000 PA USD 89195.60000000 0.003263164250 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A7JB6 16396.57690000 PA USD 17496.20000000 0.000640087340 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Volkswagen International Finance N.V. 5299004PWNHKYTR23649 N/A 300000.00000000 PA 495578.87000000 0.018130437509 Long DBT CORP NL Y 2 2038-11-16 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417C3C7 106676.28830000 PA USD 111548.95000000 0.004080947331 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 2.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBD0 857000.00000000 PA USD 929845.00000000 0.034017787452 Long DBT CORP US N 2 2025-03-15 Fixed 4.05000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 580000.00000000 PA 680300.91000000 0.024888375761 Long DBT CORP US Y 2 2031-10-26 Floating 0.65400000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBF2 557000.00000000 PA USD 580353.90000000 0.021231878019 Long DBT CORP US N 2 2025-10-15 Fixed 2.30100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BKV7 607633.14450000 PA USD 673703.96000000 0.024647030545 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N UNITED AIRLINES CLASS B PASS THROUGH CERTIFICATES, SERIES 2016 2 N/A 90933JAA9 7002.31850000 PA USD 6930.72000000 0.000253555979 Long DBT CORP US N 2 2027-04-07 Fixed 3.65000000 N N N N N N Government National Mortgage Association N/A 3622A24Y5 353984.77500000 PA USD 368409.09000000 0.013478012054 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 3.00000000 N N N N N N AON CORPORATION LTS3U8DGK38SETRUWX71 037389BB8 572000.00000000 PA USD 667606.94000000 0.024423974949 Long DBT CORP US N 2 2028-12-15 Fixed 4.50000000 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585ABG6 1372000.00000000 PA USD 1462895.00000000 0.053519082401 Long DBT CORP US N 2 2023-05-01 Fixed 4.50000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YBP3 799000.00000000 PA USD 785467.34000000 0.028735822661 Long DBT CORP JP N 2 2027-05-22 Fixed 1.23400000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAC5 382000.00000000 PA USD 502332.67000000 0.018377520983 Long DBT CORP US N 2 2035-06-15 Fixed 5.62500000 N N N N N N NYT MORTGAGE TRUST N/A 62954PAG5 1332000.00000000 PA USD 1331427.24000000 0.048709418084 Long ABS-MBS CORP US Y 2 2035-11-15 Floating 1.50100000 N N N N N N Government National Mortgage Association 2 N/A 36179RVE6 217718.16190000 PA USD 246724.06000000 0.009026242688 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 5.00000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200JZ5 2542000.00000000 PA USD 2795195.91000000 0.102260463146 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FK9 880000.00000000 PA USD 928691.28000000 0.033975579340 Long DBT CORP US N 2 2050-02-05 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KFAJ1 26982.48900000 PA USD 28558.76000000 0.001044804056 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQA36 122418.44700000 PA USD 129503.32000000 0.004737796529 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M55C2 74618.86700000 PA USD 83170.64000000 0.003042744923 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N Dreyfus Treasury Securities Cash Management; Institutional Shares N/A 261941108 454886652.30000000 NS USD 454886652.30000000 16.64173862626 Long STIV RF US N 1 N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 760942AZ5 589561.00000000 PA USD 637613.76000000 0.023326693550 Long DBT NUSS UY N 2 2024-08-14 Fixed 4.50000000 N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FP4 451000.00000000 PA USD 571034.10000000 0.020890919069 Long DBT CORP US N 2 2043-08-15 Fixed 4.65000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967ME8 4353000.00000000 PA USD 4928309.89000000 0.180299080317 Long DBT CORP US N 2 2030-03-20 Floating 3.98000000 N N N N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 824348BB1 440000.00000000 PA USD 445811.52000000 0.016309730687 Long DBT CORP US N 2 2022-01-15 Fixed 4.20000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AX4 379000.00000000 PA USD 376201.46000000 0.013763090951 Long DBT CORP JP N 2 2030-03-31 Fixed 2.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LQ2K9 80278.69280000 PA USD 84497.72000000 0.003091295301 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N NELNET PRIVATE EDUCATION LOAN TRUST N/A 64035DAD8 4890000.00000000 PA USD 4890920.69000000 0.178931220235 Long ABS-MBS CORP US Y 2 2062-04-20 Fixed 1.36000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWB6 547000.00000000 PA USD 601513.47000000 0.022005987419 Long DBT CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N N Government National Mortgage Association 2 N/A 36179VMD9 140269.29440000 PA USD 146751.66000000 0.005368816069 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 3.00000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAV3 856000.00000000 PA USD 911020.26000000 0.033329096322 Long DBT CORP DK Y 2 2025-12-20 Fixed 3.24400000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200KK6 935000.00000000 PA USD 946017.11000000 0.034609433802 Long DBT CORP US N 2 2040-05-15 Fixed 2.85000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBJ8 2168000.00000000 PA USD 2419470.66000000 0.088514794035 Long DBT CORP GB N 2 2025-05-30 Fixed 4.12500000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523CB4 1520000.00000000 PA USD 1658230.32000000 0.060665300747 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F8T31 1341327.80760000 PA USD 1432326.91000000 0.052400768286 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206REF5 190000.00000000 PA 273519.36000000 0.010006531682 Long DBT CORP US N 2 2036-09-04 Fixed 3.15000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 78470NAB2 636626.27700000 PA USD 643665.77000000 0.023548102484 Long ABS-MBS CORP US Y 2 2036-10-27 Fixed 2.72000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417F2C1 60397.44760000 PA USD 63264.28000000 0.002314483414 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 2.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCT6 1368000.00000000 PA USD 1584931.97000000 0.057983727268 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFM6 1283000.00000000 PA USD 1405053.07000000 0.051402972210 Long DBT CORP US N 2 2025-01-22 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5X87 1463073.88250000 PA USD 1588346.42000000 0.058108642748 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CR89 1109803.20200000 PA USD 1176240.85000000 0.043032022786 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.50000000 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477BA0 1415000.00000000 PA USD 1510512.50000000 0.055261138328 Long DBT CORP US N 2 2199-12-31 Fixed 5.62500000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BH4 214000.00000000 PA USD 274061.24000000 0.010026356017 Long DBT CORP US N 2 2043-06-01 Fixed 4.75000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAY2 6148000.00000000 PA USD 6618291.26000000 0.242125973018 Long DBT CORP US N 2 2024-12-05 Floating 4.02300000 N N N N N N Seven & i Holdings Co., Ltd. 52990037G8JRM3TWGY86 81783HAA3 850000.00000000 PA USD 855224.95000000 0.031287860421 Long DBT CORP JP Y 2 2021-09-17 Fixed 3.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRF4 397066.02000000 PA USD 425283.50000000 0.015558726142 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FAQ4 2032000.00000000 PA USD 2279389.90000000 0.083390028595 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N Government National Mortgage Association 2 N/A 36179QL66 677673.16470000 PA USD 737416.77000000 0.026977923143 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 4.00000000 N N N N N N ICADE SANTE SAS 96950067NFR9MWI0CJ45 N/A 200000.00000000 PA 248659.67000000 0.009097055748 Long DBT CORP FR Y 2 2030-09-17 Fixed 1.37500000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148LAE6 1633000.00000000 PA USD 1781958.99000000 0.065191835382 Long DBT CORP US N 2 2025-05-22 Fixed 3.75000000 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BE1 335000.00000000 PA USD 410450.71000000 0.015016077961 Long DBT CORP US N 2 2048-06-15 Fixed 4.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140E1RT2 7445.97200000 PA USD 7914.31000000 0.000289539993 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DA2 1043000.00000000 PA USD 1266802.77000000 0.046345172984 Long DBT CORP US N 2 2044-07-16 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A86Y0 3432098.19000000 PA USD 3587355.78000000 0.131241127758 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 2.50000000 N N N N N N DELL INTERNATIONAL L.L.C. N/A 24703TAK2 445000.00000000 PA USD 726122.08000000 0.026564714099 Long DBT CORP US N 2 2046-07-15 Fixed 8.35000000 N N N N N N NAVIENT STUDENT LOAN TRUST N/A DECR1KAC9 1000000.00000000 PA USD 1033819.22000000 0.037821618108 Long ABS-MBS CORP US Y 2 2068-11-15 Floating 1.67288000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BF3 198000.00000000 PA USD 236588.62000000 0.008655444067 Long DBT CORP US Y 2 2047-05-15 Fixed 4.27000000 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BF8 3000.00000000 PA USD 3779.24000000 0.000138261089 Long DBT CORP US N 2 2049-06-15 Fixed 4.45000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEF9 3871000.00000000 PA USD 4294607.40000000 0.157115478090 Long DBT CORP US N 2 2027-01-20 Fixed 3.62500000 N N N N N N ACTIVISION BLIZZARD, INC. 549300TPQQDBP9GNOF40 00507VAK5 1457000.00000000 PA USD 1603020.54000000 0.058645486088 Long DBT CORP US N 2 2026-09-15 Fixed 3.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QGKB2 135515.58000000 PA USD 145018.16000000 0.005305397075 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MABR9 746422.98930000 PA USD 822735.19000000 0.030099243232 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJTW1 323320.59000000 PA USD 344749.41000000 0.012612437722 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N PERNOD RICARD SA 52990097YFPX9J0H5D87 N/A 600000.00000000 PA 714607.86000000 0.026143473690 Long DBT CORP FR Y 2 2023-10-24 Fixed 0.00000000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EN6 310000.00000000 PA USD 312641.82000000 0.011437801979 Long DBT CORP US N 2 2031-06-15 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRP2 5377580.73000000 PA USD 5882359.61000000 0.215202382044 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307UV47 12580.30460000 PA USD 13269.81000000 0.000485467552 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBV2 39200000.00000000 PA USD 39157125.00000000 1.432538493514 Long DBT UST US N 2 2024-04-15 Fixed 0.37500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBH8 1385000.00000000 PA USD 1429904.47000000 0.052312144860 Long DBT CORP US N 2 2026-03-13 Fixed 2.00500000 N N N N N N Province of Manitoba 5493003QILFOB3JRKE30 563469UD5 689000.00000000 PA USD 735784.48000000 0.026918206853 Long DBT CA N 2 2024-05-14 Fixed 3.05000000 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAS1 320000.00000000 PA USD 332414.72000000 0.012161180939 Long DBT CORP KY N 2 2023-06-06 Fixed 2.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WF4T0 5112.17800000 PA USD 5615.85000000 0.000205452297 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312942H40 158465.13000000 PA USD 177825.29000000 0.006505625043 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36197MQM3 122363.86330000 PA USD 139324.49000000 0.005097097782 Long ABS-MBS USGA US N 2 2047-03-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 35563PKG3 2166560.58300000 PA USD 2300936.68000000 0.084178303826 Long ABS-MBS USGSE US N 2 2058-08-25 Fixed 3.50000000 N N N N N N CAMERON LNG, LLC 549300C39FLHGVD73K22 133434AC4 575000.00000000 PA USD 605711.33000000 0.022159563455 Long DBT CORP US Y 2 2038-01-15 Fixed 3.40200000 N N N N N N AMERICAN HOMES 4 RENT TRUST N/A 02665XAA7 2321291.79000000 PA USD 2472082.90000000 0.090439579346 Long ABS-MBS CORP US Y 2 2036-12-17 Fixed 3.67800000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200KB6 211000.00000000 PA USD 250033.10000000 0.009147301810 Long DBT CORP US N 2 2039-05-15 Fixed 4.15000000 N N N N N N NEW JERSEY ST TRANSN TR FD AUTH N/A 646136XR7 575000.00000000 PA USD 844284.00000000 0.030887592729 Long DBT MUN US N 2 2040-12-15 Fixed 6.56100000 N N N N N N Federal Home Loan Banks N/A 3130AEC81 4080000.00000000 PA USD 4890765.36000000 0.178925537586 Long DBT USGSE US N 2 2033-05-16 Fixed 3.56000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EPJ54 100039.61100000 PA USD 106351.35000000 0.003890796444 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7MA0 254798.01270000 PA USD 287244.84000000 0.010508669631 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.50000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBD4 341000.00000000 PA USD 395685.15000000 0.014475889348 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAH7 479000.00000000 PA USD 542060.83000000 0.019830950428 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N UNITED AIRLINES, INC. K1OQBWM7XEOO08LDNP29 90932PAB4 9119.74710000 PA USD 9256.54000000 0.000338644623 Long DBT CORP US N 2 2023-10-11 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQLB6 782985.63000000 PA USD 896787.08000000 0.032808384491 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.00000000 N N N N N N SABINE PASS LIQUEFACTION, LLC 549300KJYBG7C6WJYZ11 785592AU0 1601000.00000000 PA USD 1805127.50000000 0.066039440573 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N ARES CAPITAL CORPORATION WEQ82666OJYSI5GUAB47 04010LBA0 434000.00000000 PA USD 430682.07000000 0.015756229389 Long DBT CORP US N 2 2026-07-15 Fixed 2.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXB27 516626.37380000 PA USD 605361.38000000 0.022146760757 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 6.00000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAM6 1622000.00000000 PA USD 1617275.11000000 0.059166980458 Long DBT CORP US N 2 2028-06-15 Fixed 1.55000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAM4 3000.00000000 PA USD 3004.17000000 0.000109905647 Long DBT CORP US N 2 2026-08-15 Fixed 1.87500000 N N N N N N ONE NEW YORK PLAZA TRUST N/A 68249DAA7 1510000.00000000 PA USD 1519528.10000000 0.055590968316 Long ABS-MBS CORP US Y 2 2026-01-15 Floating 1.02300000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128287B0 2407000.00000000 PA USD 2525469.53000000 0.092392695222 Long DBT UST US N 2 2026-06-30 Fixed 1.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CET7 98625.10860000 PA USD 101768.47000000 0.003723134696 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810PT9 14025000.00000000 PA USD 19919882.81000000 0.728756233038 Long DBT UST US N 2 2037-02-15 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ET2L9 401283.01800000 PA USD 457834.83000000 0.016749595830 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 5.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MU2 480000.00000000 PA USD 496320.00000000 0.018157551278 Long DBT CORP US N 2 2199-12-31 Fixed 4.00000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBA8 2663000.00000000 PA USD 3097316.66000000 0.113313358477 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRE7 1873639.70000000 PA USD 2025822.64000000 0.074113431791 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SX7 3462000.00000000 PA USD 3698930.63000000 0.135323022625 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSC0 1587053.41070000 PA USD 1772234.72000000 0.064836079154 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBQ3 4310000.00000000 PA USD 4246696.88000000 0.155362702212 Long DBT UST US N 2 2026-02-28 Fixed 0.50000000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 N/A 400000.00000000 PA 494497.60000000 0.018090879934 Long DBT CORP FR Y 2 2023-03-15 Fixed 2.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADQE1 660710.99560000 PA USD 701467.38000000 0.025662737593 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X42N5 500701.15630000 PA USD 523506.65000000 0.019152157563 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36202FPF7 195545.50700000 PA USD 212848.94000000 0.007786942985 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.00000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63890BAB2 301505.47000000 PA USD 309428.17000000 0.011320232639 Long ABS-MBS CORP US Y 2 2059-12-15 Fixed 4.00000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BM3 803000.00000000 PA 1058509.09000000 0.038724881286 Long DBT CORP US N 2 2030-03-21 Fixed 1.97900000 N N N N N N Government National Mortgage Association 2 N/A 36179VN30 1556757.19160000 PA USD 1628134.85000000 0.059564277133 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQA51 106176.07800000 PA USD 113105.95000000 0.004137909185 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N United States of America N/A N/A -56.00000000 NC USD -205266.99000000 -0.00750956217 N/A DIR US N 1 XCBT N/A Short United States of America US Long Bond (CBT) Sep 2021 2021-09-21 -8796733.01000000 USD -205266.99000000 N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 N/A 290000.00000000 PA 345335.35000000 0.012633873964 Long DBT CORP US Y 2 2022-09-23 Fixed 0.00000000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAP1 265000.00000000 PA USD 286895.89000000 0.010495903518 Long DBT CORP US N 2 2051-04-01 Fixed 3.25000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBD9 265000.00000000 PA USD 260486.79000000 0.009529743404 Long DBT CORP US N 2 2051-03-15 Fixed 2.90000000 N N N N N N United States of America N/A N/A 872.00000000 NC USD -288258.25000000 -0.01054574459 N/A DIR US N 1 XCBT N/A Long United States of America US 2-Year Note (CBT) Consolidated Sep 2021 2021-09-30 192407570.84000000 USD -288258.25000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRR8 873489.11000000 PA USD 936934.54000000 0.034277153760 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SE9 4055000.00000000 PA USD 5178995.31000000 0.189470246840 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83390UAF4 1034904.67000000 PA USD 1049501.07000000 0.038395328609 Long ABS-MBS CORP US Y 2 2046-02-15 Fixed 1.95000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XBT2 1268000.00000000 PA USD 1422963.55000000 0.052058215720 Long DBT CORP US N 2 2027-01-17 Fixed 4.35000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAA4 1468000.00000000 PA USD 1785725.11000000 0.065329616485 Long DBT CORP US N 2 2048-02-22 Fixed 4.26000000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 N/A 400000.00000000 PA 478890.27000000 0.017519895700 Long DBT CORP FR Y 2 2021-11-19 Fixed 2.12500000 N N N N N N Magna International Inc. 95RWVLFZX6VGDZNNTN43 559222AV6 1803000.00000000 PA USD 1844990.07000000 0.067497787322 Long DBT CORP CA N 2 2030-06-15 Fixed 2.45000000 N N N N N N ONE LINCOLN STREET COMMERCIAL MORTGAGE TRUST N/A 68241FAA0 3247075.12600000 PA USD 3508854.32000000 0.128369201812 Long ABS-MBS CORP US Y 2 2030-10-15 Variable 5.72400000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513ECK5 936000.00000000 PA USD 1145923.27000000 0.041922873420 Long DBT CORP US N 2 2047-04-15 Fixed 4.35000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBE2 3105000.00000000 PA USD 3824416.08000000 0.139913827938 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N DH Europe Finance II S.a r.l. 222100KDGL314CKTZ511 23291KAA3 730000.00000000 PA 869683.63000000 0.031816822025 Long DBT CORP LU N 2 2026-03-18 Fixed 0.20000000 N N N N N N Bundesrepublik Deutschland N/A N/A -251.00000000 NC -142070.65000000 -0.00519756429 N/A DIR DE N 1 XEUR N/A Short Bundesrepublik Deutschland Euro-Bund Future Sep 2021 2021-09-08 -51224471.52000000 EUR -142070.65000000 N N N Government National Mortgage Association 2 N/A 36202FB47 58910.30700000 PA USD 65818.09000000 0.002407912927 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5.00000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DC7 301000.00000000 PA USD 346984.67000000 0.012694213286 Long DBT CORP US N 2 2028-11-15 Fixed 3.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KE3D5 99715.40100000 PA USD 104610.79000000 0.003827119164 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N Piedmont Natural Gas Company, Inc. VXB4M3BDPKF3I2AZ3G89 720186AL9 461000.00000000 PA USD 507540.26000000 0.018568037348 Long DBT CORP US N 2 2029-06-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YGYN6 57898.85700000 PA USD 60635.88000000 0.002218325073 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XWA84 79235.69000000 PA USD 87891.74000000 0.003215463362 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 36179SGL5 638367.52730000 PA USD 679216.15000000 0.024848690507 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N Deutsche Bank AG (New York Branch) N/A 251526CG2 1892000.00000000 PA USD 1901651.09000000 0.069570694673 Long DBT CORP US N 2 2025-04-01 Fixed 1.44700000 N N N N N N LOANCORE ISSUER LTD N/A 53946MAA5 1176962.25000000 PA USD 1176962.49000000 0.043058423526 Long ABS-MBS CORP US Y 2 2028-05-15 Floating 1.20288000 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAG1 515000.00000000 PA USD 562710.63000000 0.020586410217 Long DBT CORP KY Y 2 2028-01-19 Fixed 3.59500000 N N N N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932AC1 203000.00000000 PA USD 277450.66000000 0.010150355790 Long DBT CORP US N 2 2031-11-15 Fixed 7.37500000 N N N N N N NEW JERSEY ST TPK AUTH TPK REV N/A 646140EA7 165000.00000000 PA USD 164643.60000000 0.006023381305 Long DBT MUN US N 2 2040-01-01 Fixed 2.78200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMR49 3787282.78000000 PA USD 4230435.88000000 0.154767803878 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807AT5 303000.00000000 PA USD 408717.31000000 0.014952662626 Long DBT CORP US N 2 2049-03-15 Fixed 4.87500000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2J2 2084000.00000000 PA USD 2191430.20000000 0.080172078960 Long DBT CORP FR Y 2 2025-11-19 Fixed 2.81900000 N N N N N N Chevron U.S.A. Inc. VA8TZDWPEZYU430RZ444 166756AV8 207000.00000000 PA USD 277819.46000000 0.010163848104 Long DBT CORP US N 2 2044-11-15 Fixed 5.05000000 N N N N N N NBCUNIVERSAL MEDIA, LLC VTBDOQJ6KOGQ6K786R46 63946BAJ9 493000.00000000 PA USD 605758.96000000 0.022161305969 Long DBT CORP US N 2 2043-01-15 Fixed 4.45000000 N N N N N N EXPEDIA GROUP, INC. N/A 30212PAM7 1057000.00000000 PA USD 1202053.17000000 0.043976350083 Long DBT CORP US N 2 2026-02-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292LGU3 186974.62000000 PA USD 202931.54000000 0.007424121219 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216DH0 490000.00000000 PA 566429.43000000 0.020722460148 Long DBT CORP US N 2 2041-03-09 Fixed 1.00000000 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS, LLC 549300I7CIEWU1BBLQ53 16412XAG0 811000.00000000 PA USD 944514.93000000 0.034554477503 Long DBT CORP US N 2 2027-06-30 Fixed 5.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WH3T7 267749.78470000 PA USD 280679.63000000 0.010268485603 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MT51 31055.53000000 PA USD 35258.98000000 0.001289927339 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRG2 783809.52000000 PA USD 832046.38000000 0.030439887191 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKF8 1778000.00000000 PA USD 1745677.74000000 0.063864508944 Long DBT CORP US N 2 2061-02-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9YZ0 252289.06000000 PA USD 274230.11000000 0.010032534019 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140E0V36 16428.72000000 PA USD 17469.77000000 0.000639120415 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BAA4 99982.99020000 PA USD 108901.40000000 0.003984088400 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BD0 1051000.00000000 PA USD 1228425.62000000 0.044941169380 Long DBT CORP US N 2 2045-03-01 Fixed 3.80000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BD8 404000.00000000 PA USD 519799.73000000 0.019016542254 Long DBT CORP US Y 2 2044-09-15 Fixed 4.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F9VK8 688826.16400000 PA USD 746770.93000000 0.027320139133 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 83208AAA1 1870000.00000000 PA USD 1861574.53000000 0.068104519235 Long ABS-MBS CORP US Y 2 2053-01-15 Fixed 1.39000000 N N N N N N UNITED AIRLINES INC 2018-1AA PASS THROUGH TRUST N/A 909318AA5 220865.36480000 PA USD 230988.73000000 0.008450575656 Long DBT CORP US N 2 2031-09-01 Fixed 3.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MS7 2256000.00000000 PA USD 2318058.05000000 0.084804678250 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417AYD5 788850.92710000 PA USD 870443.10000000 0.031844606752 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95001QAU5 940000.00000000 PA USD 1080699.20000000 0.039536692336 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.15200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307UR34 9929.24070000 PA USD 10475.00000000 0.000383221207 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKK87 468679.60000000 PA USD 492340.03000000 0.018011946609 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.50000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FL6 14000.00000000 PA USD 17040.97000000 0.000623433040 Long DBT CORP US N 2 2044-10-01 Fixed 4.05000000 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525AV5 636000.00000000 PA USD 798849.07000000 0.029225384736 Long DBT CORP US N 2 2047-05-20 Fixed 4.30000000 N N N N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556CE0 1000000.00000000 PA 1259149.92000000 0.046065198338 Long DBT CORP US N 2 2049-10-01 Fixed 1.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7ST7 2000000.19600000 PA USD 2132481.29000000 0.078015470610 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 4.00000000 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 413875AW5 1476000.00000000 PA USD 1714279.54000000 0.062715825783 Long DBT CORP US N 2 2028-06-15 Fixed 4.40000000 N N N N N N NEW YORK ST DORM AUTH ST PERS INCOME TAX REV N/A 64990FPJ7 1160000.00000000 PA USD 1532719.60000000 0.056073570946 Long DBT MUN US N 2 2031-02-15 Fixed 5.00000000 N N N N N N FEDEX CORP N/A 31428XCB0 620000.00000000 PA 731540.46000000 0.026762942083 Long DBT CORP US N 2 2029-05-04 Fixed 0.45000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SC3 30570000.00000000 PA USD 37300176.56000000 1.364603216837 Long DBT UST US N 2 2048-05-15 Fixed 3.12500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617482V92 586000.00000000 PA USD 897461.93000000 0.032833073449 Long DBT CORP US N 2 2042-07-24 Fixed 6.37500000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FV5 242000.00000000 PA USD 248109.05000000 0.009076911665 Long DBT CORP US N 2 2051-07-15 Fixed 3.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140GVZ99 311833.49000000 PA USD 344865.32000000 0.012616678215 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5EJ4 25790.22750000 PA USD 27066.98000000 0.000990228234 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRH0 3828686.19000000 PA USD 4159525.26000000 0.152173583982 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.00000000 N N N N N N MACQUARIE GROUP LIMITED ACMHD8HWFMFUIQQ8Y590 55608JAN8 2000.00000000 PA USD 2302.50000000 0.000084235496 Long DBT CORP AU Y 2 2029-03-27 Floating 4.65400000 N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BA9 296000.00000000 PA USD 362060.69000000 0.013245759881 Long DBT CORP US N 2 2043-04-01 Fixed 4.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31358DDR2 3901000.00000000 PA USD 3376436.43000000 0.123524777594 Long ABS-MBS USGSE US N 2 2030-05-15 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJUE9 182997.68000000 PA USD 195970.84000000 0.007169468440 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XBZ8 3157000.00000000 PA USD 3676301.24000000 0.134495140796 Long DBT CORP US N 2 2030-05-15 Fixed 4.25000000 N N N N N N CHASE HOME LENDING MORTGAGE TRUST N/A 16159GAL3 505756.58000000 PA USD 506986.88000000 0.018547792293 Long ABS-MBS CORP US Y 2 2049-07-25 Floating 0.99150000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAJ0 955000.00000000 PA USD 934412.11000000 0.034184872264 Long DBT CORP US N 2 2030-06-15 Fixed 1.75000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAK2 400000.00000000 PA USD 472768.80000000 0.017295945617 Long DBT CORP US N 2 2048-07-24 Fixed 4.03200000 N N N N N N THALES SA 529900FNDVTQJOVVPZ19 N/A 1200000.00000000 PA 1446743.73000000 0.052928198469 Long DBT CORP FR Y 2 2023-06-07 Fixed 0.75000000 N N N N N N THE NEW YORK AND PRESBYTERIAN HOSPITAL 19EOSPKL8HML7MY3UE63 649322AF1 937000.00000000 PA USD 1126540.11000000 0.041213752849 Long DBT CORP US N 2 2119-08-01 Fixed 3.95400000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QT8 29385000.00000000 PA USD 35027838.28000000 1.281471167270 Long DBT UST US N 2 2041-11-15 Fixed 3.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M32L0 177990.85600000 PA USD 192676.41000000 0.007048943815 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7X91 67517.89400000 PA USD 70488.88000000 0.002578790806 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 2.50000000 N N N N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807AS7 155000.00000000 PA USD 173588.53000000 0.006350625876 Long DBT CORP US N 2 2026-03-15 Fixed 3.75000000 N N N N N N Government National Mortgage Association N/A 36297G4Y3 59605.50500000 PA USD 69097.39000000 0.002527884030 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAM2 3250000.00000000 PA USD 3186839.50000000 0.116588494594 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N de Volksbank N.V. 724500A1FNICHSDF2I11 N/A 300000.00000000 PA 373021.52000000 0.013646754870 Long DBT CORP NL Y 2 2030-10-22 Fixed 1.75000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RCP5 198000.00000000 PA USD 231865.52000000 0.008482652460 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KFAD4 269391.23110000 PA USD 282589.08000000 0.010338341615 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 36202FEH5 6546.69600000 PA USD 7340.41000000 0.000268544227 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 4.50000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBQ2 254000.00000000 PA USD 255394.21000000 0.009343434607 Long DBT CORP US N 2 2061-02-08 Fixed 3.37900000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940XAD4 315000.00000000 PA USD 327451.01000000 0.011979586769 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N U.S. DOLLAR N/A N/A 20625000.00000000 OU Contract Amount USD 557784.72000000 0.020406198935 N/A DFE US N 2 BANK OF NEW YORK N/A 20625000.00000000 EUR 25050341.25000000 USD 2021-09-15 557784.72000000 N N N American Airlines 2016-1 Pass Through Trusts N/A 02376YAA5 347780.45580000 PA USD 342563.75000000 0.012532476742 Long DBT CORP US N 2 2025-07-15 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJNC8 1240759.57000000 PA USD 1325289.37000000 0.048484868017 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RT7 22700000.00000000 PA USD 23473218.75000000 0.858752766605 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFM1 1656000.00000000 PA USD 1675683.22000000 0.061303803984 Long DBT CORP US N 2 2030-03-01 Fixed 2.12500000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DN5 1560000.00000000 PA USD 1595989.20000000 0.058388248990 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ETDL7 1085938.23630000 PA USD 1200141.58000000 0.043906415780 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJH35 108394.87010000 PA USD 114679.22000000 0.004195466267 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179NBB3 402695.44390000 PA USD 435672.23000000 0.015938791216 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 3.50000000 N N N N N N KNDL KNSQ MORTGAGE TRUST N/A 482598AA7 2904000.00000000 PA USD 2906671.68000000 0.106338733234 Long ABS-MBS CORP US Y 2 2036-05-15 Floating 0.90100000 N N N N N N MOTOROLA SOLUTIONS, INC. 6S552MUG6KGJVEBSEC55 620076BU2 1513000.00000000 PA USD 1537831.36000000 0.056260581432 Long DBT CORP US N 2 2031-05-24 Fixed 2.75000000 N N N N N N LYB International Finance B.V. 549300J6QSW38QNOJK61 50247VAA7 244000.00000000 PA USD 260503.43000000 0.009530352168 Long DBT CORP NL N 2 2023-07-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EPQP2 48817.62200000 PA USD 52352.08000000 0.001915267523 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 3.00000000 N N N N N N LYB INTERNATIONAL FINANCE III, LLC N/A 50249AAD5 398000.00000000 PA USD 456461.82000000 0.016699365133 Long DBT CORP US N 2 2050-05-01 Fixed 4.20000000 N N N N N N MERLIN Properties SOCIMI, S.A. 959800L8KD863DP30X04 N/A 1500000.00000000 PA 1757496.00000000 0.064296872464 Long DBT CORP ES Y 2 2034-12-04 Fixed 1.87500000 N N N N N N THE HARTFORD FINANCIAL SERVICES GROUP, INC. IU7C3FTM7Y3BQM112U94 416515BB9 103000.00000000 PA USD 122157.28000000 0.004469046332 Long DBT CORP US N 2 2043-04-15 Fixed 4.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ETLL8 654644.14900000 PA USD 749117.51000000 0.027405987269 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 21H030674 28725346.00000000 PA USD 29968614.88000000 1.096382699519 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.00000000 N N N N N N Vonovia Finance B.V. 5299009XLZLD9TALOZ03 N/A 700000.00000000 PA 834978.96000000 0.030547173764 Long DBT CORP NL Y 2 2022-01-25 Fixed 0.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X83D7 331430.48000000 PA USD 362607.93000000 0.013265780308 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFG83 86671.03300000 PA USD 91696.77000000 0.003354667962 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W5M21 70894.86000000 PA USD 74006.05000000 0.002707464232 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DR2 687000.00000000 PA USD 700758.55000000 0.025636805499 Long DBT CORP US Y 2 2022-02-22 Fixed 3.40000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXA7 2302000.00000000 PA USD 2799968.64000000 0.102435070435 Long DBT CORP US N 2 2039-04-23 Fixed 4.41100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5XZ7 111885.10560000 PA USD 116731.41000000 0.004270544332 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 2.50000000 N N N N N N Prologis Euro Finance LLC 549300MI5D1784PRQH06 74341EAD4 775000.00000000 PA 904842.02000000 0.033103069344 Long DBT CORP US N 2 2049-09-10 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H6PA1 687309.22910000 PA USD 727210.30000000 0.026604525935 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46591NBC0 765043.46600000 PA USD 767485.56000000 0.028077970686 Long ABS-MBS CORP US Y 2 2050-06-25 Floating 1.09163000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738AU2 4122000.00000000 PA USD 4533969.17000000 0.165872376085 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HNDN6 9683.52300000 PA USD 10503.58000000 0.000384266788 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KE4Z5 266473.13100000 PA USD 281965.83000000 0.010315540411 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 3.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBK4 1227000.00000000 PA USD 1357368.75000000 0.049658471715 Long DBT CORP US N 2 2027-04-15 Fixed 4.20000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBA5 326000.00000000 PA USD 382013.32000000 0.013975714149 Long DBT CORP US N 2 2033-03-15 Fixed 4.00000000 N N N N N N BX TRUST N/A 05608MAA4 3350000.00000000 PA USD 3521285.50000000 0.128823988620 Long ABS-MBS CORP US Y 2 2044-03-09 Fixed 2.84300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X83B1 2073699.51000000 PA USD 2239393.20000000 0.081926774785 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5JU4 558710.03000000 PA USD 609225.34000000 0.022288121274 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N BAIDU, INC. 254900AL64IANZYI1E02 056752AL2 475000.00000000 PA USD 540846.88000000 0.019786538840 Long DBT CORP KY N 2 2028-03-29 Fixed 4.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFYN0 65893.72000000 PA USD 68956.49000000 0.002522729293 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 2.50000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95000JAY4 9966487.70800000 PA USD 341152.87000000 0.012480860595 Long ABS-MBS CORP US N 2 2059-12-15 Variable 1.10905000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B4UR5 324781.74450000 PA USD 326985.65000000 0.011962561869 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 0.52288000 N N N N N N CIM TRUST N/A 12557LBK0 1526188.40000000 PA USD 1528717.90000000 0.055927171299 Long ABS-MBS CORP US Y 2 2049-08-25 Floating 1.04150000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAC8 1725000.00000000 PA 2079571.40000000 0.076079795963 Long DBT CORP US N 2 2022-12-01 Fixed 1.10000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAC9 1128000.00000000 PA USD 1196126.69000000 0.043759533585 Long DBT CORP IE N 2 2025-01-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36202FP67 3348.50000000 PA USD 3645.24000000 0.000133358785 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F022477 2779000.00000000 PA USD 2897975.94000000 0.106020605121 Long ABS-MBS USGSE US N 2 2036-07-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XCQN5 339282.21900000 PA USD 364933.19000000 0.013350848465 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XBGG3 193370.87000000 PA USD 207493.32000000 0.007591011036 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 3620C1RN8 42114.45700000 PA USD 46779.05000000 0.001711381768 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 36196FZE7 89165.97420000 PA USD 98180.70000000 0.003591878414 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WCSJ3 218262.68500000 PA USD 232610.24000000 0.008509897567 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967JT9 1228000.00000000 PA USD 1369427.53000000 0.050099634505 Long DBT CORP US N 2 2025-06-10 Fixed 4.40000000 N N N N N N UNITED AIRLINES 2019-2 PASS THROUGH TRUSTS N/A 90932JAA0 485358.15000000 PA USD 485532.39000000 0.017762893433 Long DBT CORP US N 2 2033-11-01 Fixed 2.70000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GC2 749000.00000000 PA USD 804235.75000000 0.029422452995 Long DBT CORP US N 2 2049-12-01 Fixed 3.30000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXJ8 7355000.00000000 PA USD 7975636.97000000 0.291783601830 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36179QWD9 33455.86460000 PA USD 35511.60000000 0.001299169281 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X83E5 1979573.57000000 PA USD 2153158.36000000 0.078771928054 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AW8 1487000.00000000 PA USD 1408835.85000000 0.051541362808 Long DBT CORP GB N 2 2030-08-06 Fixed 1.37500000 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HAC2 1077000.00000000 PA USD 1154339.37000000 0.042230771082 Long DBT CORP NL Y 2 2027-05-01 Fixed 3.15000000 N N N N N N NORTHWEST FLORIDA TIMBER FINANCE, LLC N/A 667469AA8 915000.00000000 PA USD 940755.42000000 0.034416938223 Long DBT CORP US Y 2 2029-03-04 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EW4N2 162705.20670000 PA USD 172076.60000000 0.006295312879 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Deutsche Bank AG (New York Branch) N/A 251526BX6 1145000.00000000 PA USD 1157410.66000000 0.042343132271 Long DBT CORP US N 2 2021-10-14 Fixed 4.25000000 N N N N N N RELX Capital Inc. 2R15C3RTKJN1RCBOV146 74949LAB8 3657000.00000000 PA USD 3835436.00000000 0.140316984697 Long DBT CORP US N 2 2023-03-16 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J73M5 1924187.00660000 PA USD 2096826.85000000 0.076711075618 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 2 N/A 36202E4F3 10267.93110000 PA USD 10952.92000000 0.000400705606 Long ABS-MBS USGA US N 2 2039-04-20 Fixed 4.00000000 N N N N N N COX COMMUNICATIONS, INC. 5493001NEDZNIFRP2R92 224044CP0 440000.00000000 PA USD 463533.84000000 0.016958090484 Long DBT CORP US Y 2 2051-06-15 Fixed 3.60000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RAB3 509000.00000000 PA USD 560298.04000000 0.020498147147 Long DBT CORP US N 2 2028-02-07 Fixed 3.44200000 N N N N N N 90DAY EURO$ FUTURE DEC21 N/A N/A -542.00000000 NC USD -3836.51000000 -0.00014035627 N/A DFE US N 1 XCME N/A Short Interest Rate Futures 3M -- 90 Day EuroDollar Future (Consolidated) Dec 2021 2021-12-13 -135218388.49000000 USD -3836.51000000 N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 94989XBC8 1015000.00000000 PA USD 1117291.70000000 0.040875405656 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.71800000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 144141CV8 220000.00000000 PA USD 290764.10000000 0.010637419518 Long DBT CORP US N 2 2035-04-01 Fixed 5.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FHWF0 268920.49000000 PA USD 286162.85000000 0.010469085716 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAM1 912000.00000000 PA USD 1028125.87000000 0.037613330522 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BB1 1180000.00000000 PA USD 1446189.12000000 0.052907908415 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAE0 910000.00000000 PA USD 993865.60000000 0.036359940352 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N Government National Mortgage Association 2 N/A 36179VKP4 795739.96900000 PA USD 848092.06000000 0.031026908180 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.50000000 N N N N N N PSA BANQUE FRANCE SA 969500JK1O192KI3E882 N/A 600000.00000000 PA 709507.38000000 0.025956875875 Long DBT CORP FR Y 2 2025-01-22 Fixed 0.00000000 N N N N N N NEWMONT CORPORATION 549300VSP3RIX7FGDZ51 651639AP1 176000.00000000 PA USD 222699.14000000 0.008147306282 Long DBT CORP US N 2 2042-03-15 Fixed 4.87500000 N N N N N N UNION PACIFIC RAILROAD COMPANY 549300E5Y4M86FFRWP82 907825AA1 383397.34000000 PA USD 411450.52000000 0.015052655374 Long DBT CORP US N 2 2026-05-14 Fixed 3.22700000 N N N N N N American Airlines 2015-2 Pass Through Trusts N/A 02377BAB2 505980.88780000 PA USD 520186.30000000 0.019030684672 Long DBT CORP US N 2 2029-03-22 Fixed 3.60000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFU3 390000.00000000 PA USD 371933.64000000 0.013606955473 Long DBT CORP US N 2 2050-11-20 Fixed 2.87500000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CT0 2398000.00000000 PA USD 2687500.95000000 0.098320511585 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBF1 211000.00000000 PA USD 221923.89000000 0.008118944254 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WGJZ1 885336.91500000 PA USD 944007.32000000 0.034535906915 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL SA VBHFXSYT7OG62HNT8T76 N/A 1100000.00000000 PA 1305458.53000000 0.047759369359 Long DBT CORP FR Y 2 2021-08-30 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286X3 1520000.00000000 PA USD 1612862.50000000 0.059005547930 Long DBT UST US N 2 2026-05-31 Fixed 2.12500000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BD9 3539000.00000000 PA USD 3547153.86000000 0.129770366105 Long DBT CORP US Y 2 2026-04-27 Fixed 1.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138Y1DK8 110786.30800000 PA USD 118853.26000000 0.004348170863 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.50000000 N N N N N N NISSAN MASTER OWNER TRUST RECEIVABLES N/A 65474VAS0 2440000.00000000 PA USD 2443569.37000000 0.089396430000 Long ABS-MBS CORP US N 2 2023-11-15 Floating 0.50288000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFA7 921000.00000000 PA USD 1187926.98000000 0.043459552414 Long DBT CORP US N 2 2045-12-09 Fixed 4.87500000 N N N N N N Government National Mortgage Association N/A 36197MRS9 114387.39480000 PA USD 131132.27000000 0.004797390628 Long ABS-MBS USGA US N 2 2047-04-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 36290RYM9 12677.73700000 PA USD 14245.70000000 0.000521169866 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 502431AL3 1315000.00000000 PA USD 1475152.54000000 0.053967516699 Long DBT CORP US N 2 2026-12-15 Fixed 3.85000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAW8 968000.00000000 PA USD 1061162.26000000 0.038821945822 Long DBT CORP US N 2 2051-04-01 Fixed 3.35000000 N N N N N N Digital Dutch Finco B.V. 549300ONZ5IS6B6IMJ70 N/A 600000.00000000 PA 704186.38000000 0.025762210477 Long DBT CORP NL Y 2 2032-01-15 Fixed 1.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X83A3 2610288.49000000 PA USD 2776284.46000000 0.101568599786 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36241LJB3 48375.38100000 PA USD 55410.17000000 0.002027145799 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERM72 264291.31340000 PA USD 282992.85000000 0.010353113284 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 3.00000000 N N N N N N CENTERPOINT ENERGY RESOURCES CORP. 2JADVB0458J06WCD4N56 15189YAF3 1542000.00000000 PA USD 1477396.37000000 0.054049605792 Long DBT CORP US N 2 2030-10-01 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RH3 1205000.00000000 PA USD 1446376.56000000 0.052914765788 Long DBT UST US N 2 2044-08-15 Fixed 3.12500000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CQ0 327000.00000000 PA USD 370053.47000000 0.013538170650 Long DBT CORP US N 2 2047-09-15 Fixed 3.60000000 N N N N N N Asahi Group Holdings, Ltd. 353800KAJ02XNHLCJW79 N/A 360000.00000000 PA 429451.89000000 0.015711224037 Long DBT CORP JP Y 2 2024-10-23 Fixed 0.15500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q83N3 3454928.28030000 PA USD 3828408.69000000 0.140059895033 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFW9 1304000.00000000 PA USD 1226591.69000000 0.044874076218 Long DBT CORP US N 2 2056-10-30 Fixed 2.98700000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BG0 1411000.00000000 PA USD 1562606.31000000 0.057166957208 Long DBT CORP US N 2 2025-06-12 Fixed 4.45000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RDH2 492000.00000000 PA USD 616207.86000000 0.022543572324 Long DBT CORP US N 2 2042-03-15 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFKW5 70973.10000000 PA USD 76491.13000000 0.002798379302 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAL5 4620000.00000000 PA USD 4417153.13000000 0.161598735618 Long DBT UST US N 2 2027-09-30 Fixed 0.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YTRT3 12174.32000000 PA USD 12946.09000000 0.000473624462 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DKD3 130226.28540000 PA USD 138121.84000000 0.005053099597 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 3.50000000 N N N N N N TEXTRON INC. 3PPKBHUG1HD6BO7RNR87 883203BX8 264000.00000000 PA USD 292333.01000000 0.010694817092 Long DBT CORP US N 2 2027-03-15 Fixed 3.65000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017BA6 485000.00000000 PA USD 676999.38000000 0.024767591388 Long DBT CORP US N 2 2029-09-15 Fixed 7.50000000 N N N N N N Government National Mortgage Association N/A 3617BUEB1 19856.97900000 PA USD 21402.72000000 0.000783004887 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QUZX4 25499.54000000 PA USD 28236.13000000 0.001033000842 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N United States of America N/A N/A -431.00000000 NC USD -12148.19000000 -0.00044443379 N/A DIR US N 1 XCBT N/A Short United States of America US 10 Year Treasury Note Future (consolidated) Sep 2021 2021-09-21 -57095351.81000000 USD -12148.19000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DZ5 860000.00000000 PA USD 841837.66000000 0.030798094937 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N Government National Mortgage Association 2 N/A 36179TNS0 1026862.67310000 PA USD 1098658.83000000 0.040193733968 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFH7 880000.00000000 PA USD 962745.52000000 0.035221432034 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CE6 910000.00000000 PA USD 954048.55000000 0.034903258923 Long DBT CORP US N 2 2029-11-01 Fixed 2.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EM3N9 32014.82040000 PA USD 36781.79000000 0.001345638374 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EXCP6 8257.65840000 PA USD 8659.31000000 0.000316795344 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.50000000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC N/A 893574AH6 2610000.00000000 PA USD 3314540.79000000 0.121260365003 Long DBT CORP US N 2 2026-02-01 Fixed 7.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J8F24 220005.53180000 PA USD 247741.77000000 0.009063474960 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 5.00000000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAN5 1850000.00000000 PA USD 1853762.90000000 0.067818735724 Long DBT CORP GB N 2 2025-03-15 Fixed 1.08900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SS8 14919000.00000000 PA USD 13403789.06000000 0.490369090871 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N BAE SYSTEMS HOLDINGS INC. MF62XBVMNYTYMC18DL76 05523UAK6 2642000.00000000 PA USD 2876942.49000000 0.105251109741 Long DBT CORP US Y 2 2024-10-07 Fixed 3.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138M1YD4 39672.54240000 PA USD 43091.75000000 0.001576484244 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS, LLC 549300I7CIEWU1BBLQ53 16412XAC9 805000.00000000 PA USD 923496.00000000 0.033785513328 Long DBT CORP US N 2 2025-03-31 Fixed 5.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RC4 7022500.00000000 PA USD 9042566.02000000 0.330816521994 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417FL48 26079.04900000 PA USD 27200.67000000 0.000995119197 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 2.50000000 N N N N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106LBQ1 824000.00000000 PA USD 831949.95000000 0.030436359361 Long DBT CORP US N 2 2029-06-01 Fixed 2.00000000 N N N N N N TEXAS EASTERN TRANSMISSION, LP 549300SIOULUXXIDGA69 882384AE0 1119000.00000000 PA USD 1243423.85000000 0.045489870078 Long DBT CORP US Y 2 2048-01-15 Fixed 4.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F042673 545000.00000000 PA USD 586726.56000000 0.021465017729 Long ABS-MBS USGSE US N 2 2051-07-25 Fixed 4.50000000 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 026657AJ5 110000.00000000 PA 132179.98000000 0.004835720432 Long DBT CORP US N 2 2023-03-17 Fixed 0.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FVMZ6 216234.46690000 PA USD 234251.24000000 0.008569932507 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N 2021-07-30 Allianz Variable Insurance Products Trust Bashir C. Asad Bashir C. Asad Treasurer