NPORT-P false 0001359057 XXXXXXXX S000055882 C000176027 Manager Directed Portfolios 811-21897 0001359057 549300J0JL5T81OQ6O93 615 E. Michigan Street Milwaukee 53202 4142873101 Pemberwick Fund S000055882 5493009II7H4BJZX1I59 2020-03-31 2020-03-31 N 348046169.670000000000 291080.890000000000 347755088.780000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 USD N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WCQ2 200000.000000000000 PA USD 205159.260000000000 0.0589953294 Long DBT CORP US N 2 2023-10-10 Fixed 3.625000000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WCT6 50000.000000000000 PA USD 51618.130000000000 0.0148432422 Long DBT CORP US N 2 2024-01-12 Fixed 3.550000000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WDD0 100000.000000000000 PA USD 97804.540000000000 0.0281245460 Long DBT CORP US N 2 2024-09-10 Fixed 2.150000000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833AK6 60000.000000000000 PA USD 62484.120000000000 0.0179678521 Long DBT CORP US N 2 2023-05-03 Fixed 2.400000000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833AY6 155000.000000000000 PA USD 158562.980000000000 0.0455961638 Long DBT CORP US N 2 2022-02-09 Fixed 2.150000000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BG4 150000.000000000000 PA USD 162792.270000000000 0.0468123329 Long DBT CORP US N 2 2025-05-13 Fixed 3.200000000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BS8 63000.000000000000 PA USD 63596.320000000000 0.0182876749 Long DBT CORP US N 2 2021-02-23 Fixed 2.250000000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CG3 80000.000000000000 PA USD 84916.120000000000 0.0244183688 Long DBT CORP US N 2 2024-02-09 Fixed 3.000000000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CS7 50000.000000000000 PA USD 50037.500000000000 0.0143887183 Long DBT CORP US N 2 2020-05-11 Fixed 1.800000000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AP3 2000000.000000000000 PA USD 1900714.980000000000 0.5465671219 Long DBT CORP GB N 2 2022-06-10 Floating 1.516000000000 N N N N N N TRUIST FIN CORP 549300DRQQI75D2JP341 05531FAW3 2000000.000000000000 PA USD 1993966.300000000000 0.5733823499 Long DBT CORP US N 2 2020-06-15 Floating 1.310500000000 N N N N N N TRUIST FIN CORP 549300DRQQI75D2JP341 05531FAY9 3600000.000000000000 PA USD 3404668.070000000000 0.9790419119 Long DBT CORP US N 2 2022-04-01 Floating 2.559380000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAA3 3800000.000000000000 PA USD 3639490.960000000000 1.0465672761 Long DBT CORP ES N 2 2022-04-11 Floating 3.407880000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAD7 9750000.000000000000 PA USD 9240445.310000000000 2.6571704076 Long DBT CORP ES N 2 2023-02-23 Floating 2.772750000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAH8 2900000.000000000000 PA USD 2788188.210000000000 0.8017677670 Long DBT CORP ES N 2 2023-04-12 Floating 2.967880000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFV6 3500000.000000000000 PA USD 3466073.240000000000 0.9966995026 Long DBT CORP US N 2 2021-04-19 Floating 3.239130000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFY0 5400000.000000000000 PA USD 5217640.330000000000 1.5003778516 Long DBT CORP US N 2 2022-10-21 Floating 2.999130000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGH6 850000.000000000000 PA USD 813270.160000000000 0.2338629070 Long DBT CORP US N 2 2023-01-20 Floating 2.979130000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGJ2 1000000.000000000000 PA USD 971158.020000000000 0.2792649342 Long DBT CORP US N 2 2023-04-24 Floating 2.800880000000 N N N N N N First American Government Obli 549300R5MYM6VZF1RM44 31846V336 10900609.190000000000 NS USD 10900609.190000000000 3.1345649688 Long STIV RF US N 1 N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550AU2 60000.000000000000 PA USD 60412.990000000000 0.0173722807 Long DBT CORP US N 2 2022-11-15 Fixed 2.250000000000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BE7 105000.000000000000 PA USD 106133.910000000000 0.0305197288 Long DBT CORP US N 2 2021-05-11 Fixed 3.000000000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962G4Y7 250000.000000000000 PA USD 252439.050000000000 0.0725910441 Long DBT CORP US N 2 2021-01-07 Fixed 4.625000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141EB81 4800000.000000000000 PA USD 4692658.420000000000 1.3494147380 Long DBT CORP US N 2 2023-11-29 Floating 3.213250000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVQ4 4044000.000000000000 PA USD 4041407.030000000000 1.1621417372 Long DBT CORP US N 2 2020-09-15 Floating 1.940500000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVW1 1000000.000000000000 PA USD 994028.740000000000 0.2858416087 Long DBT CORP US N 2 2021-04-23 Floating 3.154130000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448CM8 100000.000000000000 PA USD 108441.770000000000 0.0311833740 Long DBT CORP US N 2 2024-03-01 Fixed 3.600000000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448DC9 60000.000000000000 PA USD 60047.980000000000 0.0172673189 Long DBT CORP US N 2 2020-10-14 Fixed 2.150000000000 N N N N N N POTOMAC ELECTRIC POWER 549300BXF2DWUNN57U06 737679DG2 140000.000000000000 PA USD 143806.230000000000 0.0413527320 Long DBT CORP US N 2 2024-03-15 Fixed 3.600000000000 N N N N N N PRAXAIR INC ZU69GUVJQGZ6Z1UOOO79 74005PBP8 30000.000000000000 PA USD 29983.100000000000 0.0086219012 Long DBT CORP US N 2 2020-09-24 Fixed 2.250000000000 N N N N N N PROCTER & GAMBLE CO/THE 2572IBTT8CCZW6AU4141 742718DY2 60000.000000000000 PA USD 61407.360000000000 0.0176582204 Long DBT CORP US N 2 2022-02-06 Fixed 2.300000000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CD1 30000.000000000000 PA USD 30009.520000000000 0.0086294985 Long DBT CORP US N 2 2020-11-15 Fixed 3.200000000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QBL9 175000.000000000000 PA USD 180121.450000000000 0.0517954894 Long DBT CORP US N 2 2025-05-15 Fixed 3.000000000000 N N N N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 74460DAB5 180000.000000000000 PA USD 178051.570000000000 0.0512002774 Long DBT CORP US N 2 2022-09-15 Fixed 2.370000000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AN4 150000.000000000000 PA USD 150760.560000000000 0.0433525101 Long DBT CORP US N 2 2022-10-15 Fixed 3.250000000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AP9 125000.000000000000 PA USD 131390.270000000000 0.0377824148 Long DBT CORP US N 2 2023-08-01 Fixed 4.650000000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AQ7 146000.000000000000 PA USD 145682.900000000000 0.0418923848 Long DBT CORP US N 2 2024-07-15 Fixed 3.875000000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AV6 150000.000000000000 PA USD 153686.260000000000 0.0441938206 Long DBT CORP US N 2 2025-04-15 Fixed 3.875000000000 N N N N N N RECKITT BENCKISER TSY 213800LAXWIUOOBZ3908 75625QAF6 3775000.000000000000 PA USD 3641846.200000000000 1.0472445458 Long DBT CORP GB N 2 2022-06-24 Floating 1.764130000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78012KZD2 5355000.000000000000 PA USD 5204668.920000000000 1.4966478099 Long DBT CORP CA N 2 2022-02-01 Floating 2.493250000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78013GKP9 4000000.000000000000 PA USD 3927084.600000000000 1.1292673283 Long DBT CORP CA N 2 2020-10-26 Floating 2.034130000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78013XX29 1600000.000000000000 PA USD 1573931.520000000000 0.4525976961 Long DBT CORP CA N 2 2021-01-25 Floating 2.194130000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816BQ1 2750000.000000000000 PA USD 2720291.670000000000 0.7822435265 Long DBT CORP US N 2 2020-10-30 Floating 2.099500000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816BV0 1300000.000000000000 PA USD 1264981.690000000000 0.3637564858 Long DBT CORP US N 2 2021-05-17 Floating 2.216750000000 N N N N N N AMERICAN EXPRESS CREDIT 9ET6B8VCXWW51H8Z3M54 0258M0EH8 6990000.000000000000 PA USD 6813302.870000000000 1.9592244916 Long DBT CORP US N 2 2022-03-03 Floating 2.162750000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WCA7 50000.000000000000 PA USD 49518.840000000000 0.0142395731 Long DBT CORP US N 2 2022-11-16 Fixed 2.600000000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913Q2J7 50000.000000000000 PA USD 50029.630000000000 0.0143864552 Long DBT CORP US N 2 2020-05-15 Fixed 2.950000000000 N N N N N N CHEVRON CORP N/A 166764AH3 50000.000000000000 PA USD 52263.740000000000 0.0150288929 Long DBT CORP US N 2 2023-06-24 Fixed 3.191000000000 N N N N N N CHEVRON CORP N/A 166764AY6 50000.000000000000 PA USD 49822.000000000000 0.0143267494 Long DBT CORP US N 2 2020-11-17 Fixed 2.419000000000 N N N N N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 17275RAV4 105000.000000000000 PA USD 109502.440000000000 0.0314883789 Long DBT CORP US N 2 2022-06-15 Fixed 3.000000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KL4 550000.000000000000 PA USD 546071.390000000000 0.1570275771 Long DBT CORP US N 2 2021-03-30 Floating 2.754630000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KW0 1570000.000000000000 PA USD 1560067.870000000000 0.4486110830 Long DBT CORP US N 2 2021-08-02 Floating 2.953250000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KX8 2000000.000000000000 PA USD 1956253.660000000000 0.5625377523 Long DBT CORP US N 2 2023-09-01 Floating 3.010380000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LB5 5000000.000000000000 PA USD 4919017.450000000000 1.4145062455 Long DBT CORP US N 2 2021-12-08 Floating 2.068880000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LL3 900000.000000000000 PA USD 860189.520000000000 0.2473549770 Long DBT CORP US N 2 2024-05-17 Floating 2.791750000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LN9 4800000.000000000000 PA USD 4536149.470000000000 1.3044092283 Long DBT CORP US N 2 2023-07-24 Floating 2.750880000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FAK4 2000000.000000000000 PA USD 1984418.400000000000 0.5706367682 Long DBT CORP US N 2 2020-10-20 Floating 2.119130000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FAM0 1375000.000000000000 PA USD 1362498.950000000000 0.3917984219 Long DBT CORP US N 2 2021-02-12 Floating 2.063130000000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216BE9 60000.000000000000 PA USD 65312.990000000000 0.0187813183 Long DBT CORP US N 2 2023-11-01 Fixed 3.200000000000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216CF5 50000.000000000000 PA USD 50711.220000000000 0.0145824523 Long DBT CORP US N 2 2022-05-25 Fixed 2.200000000000 N N N N N N COLGATE-PALMOLIVE CO YMEGZFW4SBUSS5BQXF88 19416QEL0 75000.000000000000 PA USD 74823.080000000000 0.0215160273 Long DBT CORP US N 2 2022-11-15 Fixed 2.250000000000 N N N N N N COLUMBIA PIPELINE GROUP 549300SRP1TQM9JJBG80 198280AF6 180000.000000000000 PA USD 177690.380000000000 0.0510964140 Long DBT CORP US N 2 2025-06-01 Fixed 4.500000000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBF7 100000.000000000000 PA USD 103095.280000000000 0.0296459443 Long DBT CORP US N 2 2023-01-15 Fixed 2.850000000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBJ9 100000.000000000000 PA USD 107206.160000000000 0.0308280636 Long DBT CORP US N 2 2024-03-01 Fixed 3.600000000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBL4 200000.000000000000 PA USD 213652.760000000000 0.0614377092 Long DBT CORP US N 2 2025-02-15 Fixed 3.375000000000 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884AAZ6 75000.000000000000 PA USD 76701.740000000000 0.0220562524 Long DBT CORP US N 2 2021-12-15 Fixed 4.625000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDV1 5000000.000000000000 PA USD 4914582.650000000000 1.4132309802 Long DBT CORP US N 2 2021-07-15 Floating 2.781250000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BM1 100000.000000000000 PA USD 108183.850000000000 0.0311092069 Long DBT CORP US N 2 2025-09-15 Fixed 3.875000000000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 00440EAT4 80000.000000000000 PA USD 80092.460000000000 0.0230312834 Long DBT CORP US N 2 2020-11-03 Fixed 2.300000000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816BN8 1391000.000000000000 PA USD 1347549.000000000000 0.3874994338 Long DBT CORP US N 2 2022-08-01 Floating 2.373250000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBN0 100000.000000000000 PA USD 106400.240000000000 0.0305963143 Long DBT CORP US N 2 2025-08-15 Fixed 3.375000000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBV2 60000.000000000000 PA USD 60186.970000000000 0.0173072866 Long DBT CORP US N 2 2022-01-15 Fixed 1.625000000000 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29364DAR1 250000.000000000000 PA USD 239399.050000000000 0.0688412787 Long DBT CORP US N 2 2023-06-01 Fixed 3.050000000000 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29364DAS9 140000.000000000000 PA USD 147203.420000000000 0.0423296236 Long DBT CORP US N 2 2024-06-01 Fixed 3.700000000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBX8 150000.000000000000 PA USD 157806.040000000000 0.0453784991 Long DBT CORP US N 2 2024-02-01 Fixed 3.000000000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCR0 100000.000000000000 PA USD 107528.990000000000 0.0309208962 Long DBT CORP US N 2 2024-04-15 Fixed 3.700000000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WAK4 100000.000000000000 PA USD 113460.400000000000 0.0326265247 Long DBT CORP US N 2 2024-11-01 Fixed 5.400000000000 N N N N N N ENTERGY LOUISIANA LLC 8F4SD5Y4YNDDSMHFUP83 29365PAQ5 50000.000000000000 PA USD 49754.830000000000 0.0143074341 Long DBT CORP US N 2 2020-10-01 Fixed 3.950000000000 N N N N N N Freddie Mac N/A 3128M1BJ7 2244.990000000000 PA USD 2280.240000000000 0.0006557028 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5.500000000000 N N N N N N Freddie Mac N/A 3128M1TK5 1825.820000000000 PA USD 1873.790000000000 0.0005388246 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 5.500000000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCS8 125000.000000000000 PA USD 137892.870000000000 0.0396522939 Long DBT CORP US N 2 2025-10-15 Fixed 3.950000000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AE8 8300000.000000000000 PA USD 7268209.320000000000 2.0900367973 Long DBT CORP CH N 2 2023-12-14 Floating 1.940500000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AH1 1000000.000000000000 PA USD 883972.080000000000 0.2541938590 Long DBT CORP CH N 2 2024-06-12 Floating 2.024130000000 N N N N N N CRED SUIS GP FUN LTD 549300PXR5FKNXF0OH19 225433AP6 1000000.000000000000 PA USD 1000703.400000000000 0.2877609652 Long DBT CORP GG N 2 2021-04-16 Floating 4.109130000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422ERT8 60000.000000000000 PA USD 61107.150000000000 0.0175718924 Long DBT CORP US N 2 2023-01-27 Fixed 2.800000000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422ESY6 50000.000000000000 PA USD 49981.640000000000 0.0143726552 Long DBT CORP US N 2 2020-07-14 Fixed 2.375000000000 N N N N N N Freddie Mac N/A 31395WNJ2 6411.550000000000 PA USD 6881.410000000000 0.0019788093 Long ABS-MBS USGSE US N 2 2025-07-15 Fixed 4.500000000000 N N N N N N Fannie Mae N/A 31396QFC8 1847.260000000000 PA USD 1923.540000000000 0.0005531307 Long ABS-MBS USGSE US N 2 2039-07-25 Fixed 4.500000000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422ETL3 50000.000000000000 PA USD 50515.820000000000 0.0145262633 Long DBT CORP US N 2 2022-01-06 Fixed 2.650000000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422ETS8 75000.000000000000 PA USD 74940.580000000000 0.0215498155 Long DBT CORP US N 2 2020-06-22 Fixed 1.950000000000 N N N N N N DTE ELECTRIC CO 9N0FWODEJVKHC2DYLO03 250847EG1 55000.000000000000 PA USD 55338.510000000000 0.0159130698 Long DBT CORP US N 2 2021-06-01 Fixed 3.900000000000 N N N N N N TWDC ENTERPRISES 18 CORP 7260JQNI6SCF9FIV2392 25468PDE3 70000.000000000000 PA USD 70410.310000000000 0.0202470970 Long DBT CORP US N 2 2020-09-17 Fixed 2.150000000000 N N N N N N Fannie Mae N/A 31396VCN6 4209.240000000000 PA USD 4619.490000000000 0.0013283745 Long ABS-MBS USGSE US N 2 2027-04-25 Fixed 5.500000000000 N N N N N N Fannie Mae N/A 31397QNV6 328980.000000000000 PA USD 348660.770000000000 0.1002604365 Long ABS-MBS USGSE US N 2 2039-01-25 Fixed 3.500000000000 N N N N N N TWDC ENTERPRISES 18 CORP 7260JQNI6SCF9FIV2392 25468PDU7 30000.000000000000 PA USD 29983.400000000000 0.0086219874 Long DBT CORP US N 2 2020-06-05 Fixed 1.800000000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAJ3 25000.000000000000 PA USD 25089.390000000000 0.0072146723 Long DBT CORP US N 2 2020-06-15 Fixed 4.300000000000 N N N N N N Fannie Mae N/A 31398NU85 134230.950000000000 PA USD 150915.720000000000 0.0433971277 Long ABS-MBS USGSE US N 2 2040-11-25 Fixed 4.500000000000 N N N N N N Fannie Mae N/A 31398TGH8 83967.290000000000 PA USD 90720.950000000000 0.0260875981 Long ABS-MBS USGSE US N 2 2039-12-25 Fixed 4.500000000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAK0 25000.000000000000 PA USD 25520.420000000000 0.0073386187 Long DBT CORP US N 2 2021-06-15 Fixed 3.900000000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAA2 100000.000000000000 PA USD 106782.600000000000 0.0307062653 Long DBT CORP US N 2 2025-08-15 Fixed 3.250000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GGJ6 5.160000000000 PA USD 5.150000000000 0.0000014809 Long ABS-MBS USGSE US N 2 2020-06-01 Fixed 5.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417MS38 39551.690000000000 PA USD 43937.380000000000 0.0126345757 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YEQ6 14922.650000000000 PA USD 16079.430000000000 0.0046237799 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 4.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MH39 18251.640000000000 PA USD 20573.540000000000 0.0059161003 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MQZ8 1990.200000000000 PA USD 2048.620000000000 0.0005890985 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 5.500000000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BM4 1234000.000000000000 PA USD 873974.330000000000 0.2513189190 Long EP CORP US N 2 N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAK7 100000.000000000000 PA USD 98146.420000000000 0.0282228566 Long DBT CORP US N 2 2023-03-15 Fixed 2.625000000000 N N N N N N IBM CREDIT LLC 549300ZNLJL43AQTG067 44932HAB9 100000.000000000000 PA USD 99501.140000000000 0.0286124181 Long DBT CORP US N 2 2021-01-20 Fixed 1.800000000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140AJ9 33000.000000000000 PA USD 34472.630000000000 0.0099129045 Long DBT CORP US N 2 2021-10-01 Fixed 3.300000000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140AR1 50000.000000000000 PA USD 51959.880000000000 0.0149415154 Long DBT CORP US N 2 2022-07-29 Fixed 3.100000000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140AW0 110000.000000000000 PA USD 110035.520000000000 0.0316416707 Long DBT CORP US N 2 2021-05-19 Fixed 1.700000000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QC22 2280000.000000000000 PA USD 2270905.900000000000 0.6530187403 Long DBT CORP CA N 2 2020-06-11 Floating 1.048130000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QC30 2350000.000000000000 PA USD 2285499.340000000000 0.6572152109 Long DBT CORP CA N 2 2021-06-11 Floating 1.198130000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCE6 2000000.000000000000 PA USD 1924570.720000000000 0.5534270474 Long DBT CORP CA N 2 2022-12-01 Floating 2.110380000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89233P5F9 130000.000000000000 PA USD 132306.310000000000 0.0380458300 Long DBT CORP US N 2 2021-09-15 Fixed 3.400000000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TDW2 150000.000000000000 PA USD 151871.430000000000 0.0436719504 Long DBT CORP US N 2 2024-04-17 Fixed 2.900000000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TEC5 30000.000000000000 PA USD 29871.970000000000 0.0085899448 Long DBT CORP US N 2 2022-09-08 Fixed 2.150000000000 N N N N N N TRAVELERS COS INC 549300Y650407RU8B149 89417EAG4 110000.000000000000 PA USD 110925.970000000000 0.0318977273 Long DBT CORP US N 2 2020-11-01 Fixed 3.900000000000 N N N N N N UNILEVER CAPITAL CORP MYF1DAS6G5WY7PRWCU78 904764AZ0 100000.000000000000 PA USD 101171.680000000000 0.0290927964 Long DBT CORP US N 2 2021-03-22 Fixed 2.750000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828A42 390000.000000000000 PA USD 394928.320000000000 0.1135650729 Long DBT UST US N 2 2020-11-30 Fixed 2.000000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828J27 300000.000000000000 PA USD 323390.630000000000 0.0929937880 Long DBT UST US N 2 2025-02-15 Fixed 2.000000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828K58 100000.000000000000 PA USD 100103.930000000000 0.0287857556 Long DBT UST US N 2 2020-04-30 Fixed 1.375000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828L32 1230000.000000000000 PA USD 1236486.330000000000 0.3555623972 Long DBT UST US N 2 2020-08-31 Fixed 1.375000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828L99 1335000.000000000000 PA USD 1344673.530000000000 0.3866725674 Long DBT UST US N 2 2020-10-31 Fixed 1.375000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828M80 500000.000000000000 PA USD 522929.690000000000 0.1503729800 Long DBT UST US N 2 2022-11-30 Fixed 2.000000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828M98 490000.000000000000 PA USD 494928.710000000000 0.1423210547 Long DBT UST US N 2 2020-11-30 Fixed 1.625000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828N89 2720000.000000000000 PA USD 2749112.490000000000 0.7905312039 Long DBT UST US N 2 2021-01-31 Fixed 1.375000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828P87 3360000.000000000000 PA USD 3390778.140000000000 0.9750477418 Long DBT UST US N 2 2021-02-28 Fixed 1.125000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Q37 2135000.000000000000 PA USD 2158393.260000000000 0.6206647522 Long DBT UST US N 2 2021-03-31 Fixed 1.250000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Q78 1025000.000000000000 PA USD 1038813.470000000000 0.2987198472 Long DBT UST US N 2 2021-04-30 Fixed 1.375000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828QN3 1205000.000000000000 PA USD 1245621.680000000000 0.3581893465 Long DBT UST US N 2 2021-05-15 Fixed 3.125000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828VP2 910000.000000000000 PA USD 915865.230000000000 0.2633650116 Long DBT UST US N 2 2020-07-31 Fixed 2.000000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828WC0 6950000.000000000000 PA USD 7015563.450000000000 2.0173862803 Long DBT UST US N 2 2020-10-31 Fixed 1.750000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828X70 720000.000000000000 PA USD 768459.380000000000 0.2209771776 Long DBT UST US N 2 2024-04-30 Fixed 2.000000000000 N N N N N N Fannie Mae N/A 31395DC23 26469.630000000000 PA USD 28109.180000000000 0.0080830392 Long ABS-MBS USGSE US N 2 2036-06-25 Fixed 5.750000000000 N N N N N N Freddie Mac N/A 31395J5C6 3870.410000000000 PA USD 4030.620000000000 0.0011590398 Long ABS-MBS USGSE US N 2 2034-08-15 Fixed 5.000000000000 N N N N N N Freddie Mac N/A 31395MSH3 8088.700000000000 PA USD 9080.950000000000 0.0026113061 Long ABS-MBS USGSE US N 2 2035-02-15 Fixed 5.500000000000 N N N N N N Freddie Mac N/A 31395VG60 14918.910000000000 PA USD 15973.930000000000 0.0045934425 Long ABS-MBS USGSE US N 2 2025-06-15 Fixed 5.000000000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822AZ7 1000000.000000000000 PA USD 918834.160000000000 0.2642187533 Long DBT CORP JP N 2 2023-07-26 Floating 2.654130000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YAF6 4000000.000000000000 PA USD 3885166.960000000000 1.1172135464 Long DBT CORP JP N 2 2021-09-13 Floating 1.912500000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YAJ8 5400000.000000000000 PA USD 5199576.790000000000 1.4951835236 Long DBT CORP JP N 2 2022-02-28 Floating 2.553250000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YAQ2 7420000.000000000000 PA USD 6926496.540000000000 1.9917743157 Long DBT CORP JP N 2 2023-03-05 Floating 2.104250000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YAY5 1000000.000000000000 PA USD 949645.650000000000 0.2730788652 Long DBT CORP JP N 2 2023-07-16 Floating 2.682630000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAG3 1029000.000000000000 PA USD 987192.670000000000 0.2838758373 Long DBT CORP US N 2 2024-05-08 Floating 2.954130000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAJ7 5420000.000000000000 PA USD 5275968.050000000000 1.5171504948 Long DBT CORP US N 2 2022-07-22 Floating 2.732130000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEB8 5600000.000000000000 PA USD 5561541.380000000000 1.5992695893 Long DBT CORP US N 2 2021-04-21 Floating 3.219130000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEC6 2000000.000000000000 PA USD 1942377.380000000000 0.5585475073 Long DBT CORP US N 2 2023-10-24 Floating 3.200880000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEE2 1900000.000000000000 PA USD 1890445.870000000000 0.5436141500 Long DBT CORP US N 2 2022-01-20 Floating 2.999130000000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A2F1 1022000.000000000000 PA USD 1019592.940000000000 0.2931928167 Long DBT CORP CA N 2 2020-06-12 Floating 1.344130000000 N N N N N N NORTHERN STATES PWR-MINN 3S1GHB0TEH85KX44SB51 665772CM9 30000.000000000000 PA USD 29949.720000000000 0.0086123024 Long DBT CORP US N 2 2020-08-15 Fixed 2.200000000000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AL8 25000.000000000000 PA USD 25062.220000000000 0.0072068593 Long DBT CORP US N 2 2020-11-04 Fixed 3.450000000000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AM6 25000.000000000000 PA USD 25541.630000000000 0.0073447178 Long DBT CORP US N 2 2021-08-23 Fixed 3.375000000000 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 66989HAG3 50000.000000000000 PA USD 53848.660000000000 0.0154846505 Long DBT CORP US N 2 2024-05-06 Fixed 3.400000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBB0 190000.000000000000 PA USD 193296.990000000000 0.0555842305 Long DBT CORP US N 2 2022-05-15 Fixed 2.500000000000 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304AT4 125000.000000000000 PA USD 128775.900000000000 0.0370306299 Long DBT CORP US N 2 2025-10-15 Fixed 3.150000000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFK9 1960000.000000000000 PA USD 1929361.120000000000 0.5548045686 Long DBT CORP US N 2 2021-01-22 Floating 2.052130000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFN3 4500000.000000000000 PA USD 4424825.070000000000 1.2723969290 Long DBT CORP US N 2 2021-06-10 Floating 1.206000000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFQ6 1000000.000000000000 PA USD 969834.980000000000 0.2788844826 Long DBT CORP US N 2 2022-07-22 Floating 2.252130000000 N N N N N N PACCAR FINANCIAL CORP PH3S12DWZBHHQKVYZ297 69371RP26 62000.000000000000 PA USD 62315.830000000000 0.0179194588 Long DBT CORP US N 2 2021-05-10 Fixed 3.100000000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LAV3 100000.000000000000 PA USD 103809.490000000000 0.0298513216 Long DBT CORP US N 2 2025-04-01 Fixed 3.000000000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 136069TZ4 4496000.000000000000 PA USD 4452152.490000000000 1.2802551662 Long DBT CORP CA N 2 2022-06-16 Floating 1.460500000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBQ7 7983000.000000000000 PA USD 7972876.120000000000 2.2926698637 Long DBT CORP US N 2 2020-05-12 Floating 2.473130000000 N N N N N N PACCAR FINANCIAL CORP PH3S12DWZBHHQKVYZ297 69371RP59 60000.000000000000 PA USD 60754.810000000000 0.0174705740 Long DBT CORP US N 2 2023-08-09 Fixed 3.400000000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CR7 210000.000000000000 PA USD 213945.380000000000 0.0615218546 Long DBT CORP US N 2 2024-04-01 Fixed 3.600000000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBV6 4583000.000000000000 PA USD 4285287.540000000000 1.2322716988 Long DBT CORP US N 2 2023-01-30 Floating 2.489500000000 N N N N N N CAPITAL ONE NA 207ALC1P1YM0OVDV0K75 14042RFJ5 5291000.000000000000 PA USD 4900422.560000000000 1.4091591232 Long DBT CORP US N 2 2023-01-30 Floating 2.919500000000 N N N N N N Fannie Mae N/A 3136AJ5A0 47367.940000000000 PA USD 48913.950000000000 0.0140656317 Long ABS-MBS USGSE US N 2 2036-08-25 Fixed 3.500000000000 N N N N N N Fannie Mae N/A 3136AJEC6 106556.410000000000 PA USD 113597.810000000000 0.0326660382 Long ABS-MBS USGSE US N 2 2029-03-25 Fixed 4.000000000000 N N N N N N Fannie Mae N/A 3136AJPG5 99557.520000000000 PA USD 101667.800000000000 0.0292354600 Long ABS-MBS USGSE US N 2 2040-06-25 Fixed 2.000000000000 N N N N N N Fannie Mae N/A 3136ATND2 155325.710000000000 PA USD 157299.420000000000 0.0452328162 Long ABS-MBS USGSE US N 2 2046-09-25 Fixed 1.750000000000 N N N N N N Fannie Mae N/A 3136AYGR8 118994.050000000000 PA USD 122436.430000000000 0.0352076602 Long ABS-MBS USGSE US N 2 2047-10-25 Fixed 2.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371K5X5 4335.160000000000 PA USD 4684.240000000000 0.0013469939 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 5.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371ML21 12271.450000000000 PA USD 13272.160000000000 0.0038165250 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 5.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NU52 11672.930000000000 PA USD 12806.480000000000 0.0036826147 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 5.500000000000 N N N N N N FEDERAL REALTY INVS TRST 549300LI6XZ51GOCJ427 313747AT4 150000.000000000000 PA USD 149358.920000000000 0.0429494563 Long DBT CORP US N 2 2023-06-01 Fixed 2.750000000000 N N N N N N FEDERAL REALTY INVS TRST 549300LI6XZ51GOCJ427 313747AU1 217000.000000000000 PA USD 217341.180000000000 0.0624983464 Long DBT CORP US N 2 2024-01-15 Fixed 3.950000000000 N N N N N N Freddie Mac N/A 3137A4XR3 34674.750000000000 PA USD 36528.460000000000 0.0105040763 Long ABS-MBS USGSE US N 2 2025-11-15 Fixed 3.500000000000 N N N N N N Freddie Mac N/A 3137A4Y68 17304.880000000000 PA USD 17388.050000000000 0.0050000850 Long ABS-MBS USGSE US N 2 2021-01-15 Fixed 2.750000000000 N N N N N N Freddie Mac N/A 3137A52H6 32936.160000000000 PA USD 33194.830000000000 0.0095454620 Long ABS-MBS USGSE US N 2 2021-01-15 Fixed 3.500000000000 N N N N N N Freddie Mac N/A 3137A5UQ5 36772.080000000000 PA USD 39180.680000000000 0.0112667453 Long ABS-MBS USGSE US N 2 2040-07-15 Fixed 4.500000000000 N N N N N N Freddie Mac N/A 3137APUF5 89315.790000000000 PA USD 91522.670000000000 0.0263181397 Long ABS-MBS USGSE US N 2 2041-07-15 Fixed 2.000000000000 N N N N N N Freddie Mac N/A 3137AYEW7 248958.580000000000 PA USD 253401.350000000000 0.0728677619 Long ABS-MBS USGSE US N 2 2042-06-15 Fixed 2.000000000000 N N N N N N Freddie Mac N/A 3137B2CM0 132493.650000000000 PA USD 140008.760000000000 0.0402607365 Long ABS-MBS USGSE US N 2 2033-04-15 Fixed 3.000000000000 N N N N N N Freddie Mac N/A 3137B5N90 86830.770000000000 PA USD 89643.840000000000 0.0257778658 Long ABS-MBS USGSE US N 2 2026-04-15 Fixed 2.500000000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06367TG46 3300000.000000000000 PA USD 3137068.180000000000 0.9020912364 Long DBT CORP CA N 2 2022-09-11 Floating 1.398130000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06367WHA4 1295000.000000000000 PA USD 1272824.030000000000 0.3660116188 Long DBT CORP CA N 2 2021-01-22 Floating 2.202130000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406FAF0 9036000.000000000000 PA USD 8688598.780000000000 2.4984821388 Long DBT CORP US N 2 2023-10-30 Floating 2.819500000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406HDF3 35000.000000000000 PA USD 34867.390000000000 0.0100264212 Long DBT CORP US N 2 2020-11-27 Fixed 2.450000000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159JF4 4700000.000000000000 PA USD 4530562.090000000000 1.3028025286 Long DBT CORP CA N 2 2022-03-07 Floating 1.638880000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159JY3 3000000.000000000000 PA USD 2977365.690000000000 0.8561673966 Long DBT CORP CA N 2 2020-07-14 Floating 2.227750000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659AD3 200000.000000000000 PA USD 210150.320000000000 0.0604305521 Long DBT CORP US N 2 2025-02-01 Fixed 3.500000000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BH7 100000.000000000000 PA USD 91339.330000000000 0.0262654187 Long DBT CORP US N 2 2024-10-30 Fixed 2.850000000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BJ3 100000.000000000000 PA USD 92050.280000000000 0.0264698585 Long DBT CORP US N 2 2025-03-01 Fixed 2.500000000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BW4 120000.000000000000 PA USD 110625.480000000000 0.0318113188 Long DBT CORP US N 2 2023-03-01 Fixed 2.800000000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAB6 250000.000000000000 PA USD 257380.570000000000 0.0740120212 Long DBT CORP US N 2 2025-09-21 Fixed 3.796000000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAD2 350000.000000000000 PA USD 363315.260000000000 0.1044744626 Long DBT CORP US N 2 2024-02-06 Fixed 3.790000000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAL4 100000.000000000000 PA USD 100449.190000000000 0.0288850381 Long DBT CORP US N 2 2023-05-10 Fixed 2.750000000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAY6 200000.000000000000 PA USD 204936.040000000000 0.0589311405 Long DBT CORP US N 2 2024-04-14 Fixed 3.224000000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122AA6 75000.000000000000 PA USD 86451.980000000000 0.0248600187 Long DBT CORP US N 2 2023-06-15 Fixed 7.150000000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122AW8 125000.000000000000 PA USD 130670.260000000000 0.0375753696 Long DBT CORP US N 2 2023-11-01 Fixed 3.250000000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38373WJW9 22223.250000000000 PA USD 22218.030000000000 0.0063889877 Long ABS-MBS USGA US N 2 2032-03-20 Fixed 6.500000000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38373XX92 25740.340000000000 PA USD 25733.670000000000 0.0073999406 Long ABS-MBS USGA US N 2 2032-07-20 Fixed 6.000000000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375CTS9 87978.460000000000 PA USD 91985.480000000000 0.0264512247 Long ABS-MBS USGA US N 2 2042-04-16 Fixed 2.500000000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375JNM3 13356.590000000000 PA USD 15375.420000000000 0.0044213357 Long ABS-MBS USGA US N 2 2037-03-20 Fixed 5.500000000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376P6C9 48301.370000000000 PA USD 48694.240000000000 0.0140024522 Long ABS-MBS USGA US N 2 2038-10-20 Fixed 4.000000000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38377FV65 81577.700000000000 PA USD 83032.090000000000 0.0238765996 Long ABS-MBS USGA US N 2 2039-05-16 Fixed 3.000000000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38377KB58 151390.700000000000 PA USD 157523.720000000000 0.0452973156 Long ABS-MBS USGA US N 2 2040-09-16 Fixed 2.250000000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38377QNW3 3665.890000000000 PA USD 3663.600000000000 0.0010535000 Long ABS-MBS USGA US N 2 2039-05-20 Fixed 3.500000000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378HJG2 164404.290000000000 PA USD 169052.560000000000 0.0486125338 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 2.000000000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378MN76 235018.420000000000 PA USD 238932.720000000000 0.0687071815 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 1.500000000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378MZW8 125243.350000000000 PA USD 128557.990000000000 0.0369679680 Long ABS-MBS USGA US N 2 2041-11-16 Fixed 2.000000000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378TK90 48504.750000000000 PA USD 51778.220000000000 0.0148892774 Long ABS-MBS USGA US N 2 2030-06-20 Variable 5.028290000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378WPG2 15946.330000000000 PA USD 16115.880000000000 0.0046342614 Long ABS-MBS USGA US N 2 2038-11-20 Fixed 3.000000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AX7 1000000.000000000000 PA USD 994331.580000000000 0.2859286929 Long DBT CORP GB N 2 2021-03-08 Floating 3.238880000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGN3 1000000.000000000000 PA USD 994328.940000000000 0.2859279338 Long DBT CORP US N 2 2021-07-21 Floating 2.479130000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGU7 2000000.000000000000 PA USD 1955479.440000000000 0.5623151186 Long DBT CORP US N 2 2021-10-01 Floating 2.559380000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHE2 1850000.000000000000 PA USD 1733634.260000000000 0.4985216079 Long DBT CORP US N 2 2024-03-05 Floating 2.104250000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHJ1 2500000.000000000000 PA USD 2442666.280000000000 0.7024099312 Long DBT CORP US N 2 2022-06-25 Floating 1.865630000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 144141DC9 70000.000000000000 PA USD 71057.650000000000 0.0204332452 Long DBT CORP US N 2 2022-05-15 Fixed 2.800000000000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123CC3 60000.000000000000 PA USD 63078.280000000000 0.0181387080 Long DBT CORP US N 2 2024-05-15 Fixed 3.400000000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913Q2A6 25000.000000000000 PA USD 24942.580000000000 0.0071724558 Long DBT CORP US N 2 2020-09-04 Fixed 1.850000000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913Q2G3 75000.000000000000 PA USD 75642.420000000000 0.0217516357 Long DBT CORP US N 2 2021-03-15 Fixed 2.900000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BG3 3400000.000000000000 PA USD 3260749.700000000000 0.9376569331 Long DBT CORP GB N 2 2022-01-05 Floating 3.400250000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BQ1 6300000.000000000000 PA USD 6171744.410000000000 1.7747387771 Long DBT CORP GB N 2 2021-05-18 Floating 2.291750000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BR9 4810000.000000000000 PA USD 4488610.280000000000 1.2907389208 Long DBT CORP GB N 2 2024-05-18 Floating 2.691750000000 N N N N N N HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866BA5 150000.000000000000 PA USD 149794.030000000000 0.0430745760 Long DBT CORP US N 2 2021-05-15 Fixed 3.100000000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BL5 130000.000000000000 PA USD 130213.880000000000 0.0374441336 Long DBT CORP US N 2 2021-04-01 Fixed 2.000000000000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516BM7 60000.000000000000 PA USD 60068.150000000000 0.0172731189 Long DBT CORP US N 2 2021-11-01 Fixed 1.850000000000 N N N N N N Freddie Mac N/A 3137B7US6 29653.030000000000 PA USD 30401.000000000000 0.0087420719 Long ABS-MBS USGSE US N 2 2043-10-15 Fixed 2.000000000000 N N N N N N Freddie Mac N/A 3137B83Z8 55615.840000000000 PA USD 58067.340000000000 0.0166977686 Long ABS-MBS USGSE US N 2 2048-06-15 Fixed 3.500000000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BN3 30000.000000000000 PA USD 30247.990000000000 0.0086980726 Long DBT CORP US N 2 2021-08-15 Fixed 3.000000000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BR4 100000.000000000000 PA USD 105550.150000000000 0.0303518635 Long DBT CORP US N 2 2023-09-01 Fixed 3.600000000000 N N N N N N Freddie Mac N/A 3137B84H7 127365.820000000000 PA USD 129347.220000000000 0.0371949180 Long ABS-MBS USGSE US N 2 2042-10-15 Fixed 2.500000000000 N N N N N N Freddie Mac N/A 3137B86B8 7402.260000000000 PA USD 7425.080000000000 0.0021351463 Long ABS-MBS USGSE US N 2 2038-03-15 Fixed 3.000000000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807CR6 100000.000000000000 PA USD 100755.270000000000 0.0289730541 Long DBT CORP US N 2 2024-02-01 Fixed 3.750000000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807CS4 100000.000000000000 PA USD 99797.950000000000 0.0286977684 Long DBT CORP US N 2 2024-10-01 Fixed 3.375000000000 N N N N N N Freddie Mac N/A 3137BCMT2 104288.500000000000 PA USD 113148.320000000000 0.0325367834 Long ABS-MBS USGSE US N 2 2033-05-15 Fixed 4.000000000000 N N N N N N Freddie Mac N/A 3137BGV97 199552.460000000000 PA USD 211904.080000000000 0.0609348610 Long ABS-MBS USGSE US N 2 2033-11-15 Fixed 3.500000000000 N N N N N N Freddie Mac N/A 3137BJ2M4 162458.180000000000 PA USD 173619.240000000000 0.0499257223 Long ABS-MBS USGSE US N 2 2045-05-15 Fixed 3.000000000000 N N N N N N Fannie Mae N/A 31392ERB8 101648.720000000000 PA USD 118804.300000000000 0.0341632096 Long ABS-MBS USGSE US N 2 2032-09-25 Fixed 6.000000000000 N N N N N N Freddie Mac N/A 31393FGD2 39495.260000000000 PA USD 40213.870000000000 0.0115638480 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 1.704630000000 N N N N N N Fannie Mae N/A 31393UJE4 121639.510000000000 PA USD 142112.050000000000 0.0408655558 Long ABS-MBS USGSE US N 2 2033-12-25 Fixed 6.000000000000 N N N N N N Freddie Mac N/A 3128MBWE3 5950.050000000000 PA USD 6233.290000000000 0.0017924367 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 5.500000000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807CV7 100000.000000000000 PA USD 100936.490000000000 0.0290251655 Long DBT CORP US N 2 2025-09-01 Fixed 3.500000000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807CX3 120000.000000000000 PA USD 118441.970000000000 0.0340590185 Long DBT CORP US N 2 2021-07-15 Fixed 2.500000000000 N N N N N N Freddie Mac N/A 3128P7L84 8878.990000000000 PA USD 9688.780000000000 0.0027860929 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 4.500000000000 N N N N N N Freddie Mac N/A 3128P7M67 16904.540000000000 PA USD 18440.690000000000 0.0053027808 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 4.500000000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DA2 50000.000000000000 PA USD 49200.010000000000 0.0141478907 Long DBT CORP US N 2 2022-01-30 Fixed 2.350000000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DG9 150000.000000000000 PA USD 144231.450000000000 0.0414750077 Long DBT CORP US N 2 2024-09-13 Fixed 2.000000000000 N N N N N N Freddie Mac N/A 3128P7NL3 9164.680000000000 PA USD 10001.830000000000 0.0028761132 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 4.500000000000 N N N N N N Freddie Mac N/A 3128PT7F6 22268.840000000000 PA USD 23536.000000000000 0.0067679815 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 4.000000000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400FR9 40000.000000000000 PA USD 39657.210000000000 0.0114037756 Long DBT CORP US N 2 2021-06-01 Fixed 3.875000000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GL1 50000.000000000000 PA USD 51301.260000000000 0.0147521234 Long DBT CORP US N 2 2023-06-01 Fixed 3.400000000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477AV5 25000.000000000000 PA USD 24895.230000000000 0.0071588399 Long DBT CORP US N 2 2021-05-19 Fixed 1.950000000000 N N N N N N SUMITOMO MITSUI BANKING 5U0XI89JRFVHWIBS4F54 865622CN2 5100000.000000000000 PA USD 5034188.220000000000 1.4476246020 Long DBT CORP JP N 2 2020-10-16 Floating 2.212630000000 N N N N N N Freddie Mac N/A 3128PVT75 8475.300000000000 PA USD 8955.040000000000 0.0025750996 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 4.000000000000 N N N N N N Freddie Mac N/A 3128PXKV7 73982.910000000000 PA USD 77657.000000000000 0.0223309457 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.000000000000 N N N N N N Fannie Mae N/A 31394AWJ1 313492.790000000000 PA USD 341412.050000000000 0.0981760040 Long ABS-MBS USGSE US N 2 2034-04-25 Fixed 5.500000000000 N N N N N N Fannie Mae N/A 31394DA59 89409.890000000000 PA USD 100367.220000000000 0.0288614669 Long ABS-MBS USGSE US N 2 2035-06-25 Fixed 5.500000000000 N N N N N N Freddie Mac N/A 3133TGQU6 207634.830000000000 PA USD 234748.870000000000 0.0675040790 Long ABS-MBS USGSE US N 2 2028-11-15 Fixed 6.000000000000 N N N N N N Freddie Mac N/A 3133TGT74 319473.610000000000 PA USD 361727.250000000000 0.1040178165 Long ABS-MBS USGSE US N 2 2028-11-15 Fixed 6.000000000000 N N N N N N Fannie Mae N/A 31394DRL6 13390.910000000000 PA USD 14151.090000000000 0.0040692690 Long ABS-MBS USGSE US N 2 2025-05-25 Fixed 5.000000000000 N N N N N N Fannie Mae N/A 31394E7B8 17169.070000000000 PA USD 19558.150000000000 0.0056241161 Long ABS-MBS USGSE US N 2 2035-08-25 Fixed 5.500000000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAG5 6013000.000000000000 PA USD 5742288.850000000000 1.6512450961 Long DBT CORP JP N 2 2021-07-14 Floating 2.947750000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAJ9 2000000.000000000000 PA USD 1962270.600000000000 0.5642679757 Long DBT CORP JP N 2 2021-10-19 Floating 2.959130000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G0S38 300000.000000000000 PA USD 308586.400000000000 0.0887367029 Long DBT USGSE US N 2 2022-01-05 Fixed 2.000000000000 N N N N N N Fannie Mae N/A 3136A2AP8 266244.300000000000 PA USD 269216.920000000000 0.0774156666 Long ABS-MBS USGSE US N 2 2026-06-25 Fixed 3.500000000000 N N N N N N Fannie Mae N/A 3136A2AQ6 375000.000000000000 PA USD 397873.310000000000 0.1144119304 Long ABS-MBS USGSE US N 2 2026-11-25 Fixed 3.500000000000 N N N N N N Fannie Mae N/A 3136A42X6 46340.830000000000 PA USD 47351.120000000000 0.0136162263 Long ABS-MBS USGSE US N 2 2041-09-25 Fixed 2.000000000000 N N N N N N Fannie Mae N/A 31394EFT0 20511.580000000000 PA USD 21923.120000000000 0.0063041838 Long ABS-MBS USGSE US N 2 2035-07-25 Fixed 5.500000000000 N N N N N N Fannie Mae N/A 31394ENK0 1079.830000000000 PA USD 1097.930000000000 0.0003157193 Long ABS-MBS USGSE US N 2 2035-07-25 Fixed 4.750000000000 N N N N N N Fannie Mae N/A 3136A5JK3 65904.790000000000 PA USD 67239.410000000000 0.0193352771 Long ABS-MBS USGSE US N 2 2041-04-25 Fixed 2.000000000000 N N N N N N Fannie Mae N/A 3136A5T55 178574.090000000000 PA USD 181551.310000000000 0.0522066580 Long ABS-MBS USGSE US N 2 2040-12-25 Fixed 1.750000000000 N N N N N N Fannie Mae N/A 31394FH65 9052.370000000000 PA USD 10208.680000000000 0.0029355947 Long ABS-MBS USGSE US N 2 2035-10-25 Fixed 5.500000000000 N N N N N N Freddie Mac N/A 31394KK78 49643.900000000000 PA USD 56121.400000000000 0.0161381966 Long ABS-MBS USGSE US N 2 2033-10-15 Fixed 4.500000000000 N N N N N N Fannie Mae N/A 3136A6A20 50743.520000000000 PA USD 51107.110000000000 0.0146962939 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 1.500000000000 N N N N N N Fannie Mae N/A 3136A75W8 127714.570000000000 PA USD 128994.910000000000 0.0370936082 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 1.500000000000 N N N N N N Freddie Mac N/A 31394TFV2 228138.260000000000 PA USD 250210.180000000000 0.0719501132 Long ABS-MBS USGSE US N 2 2034-03-15 Fixed 4.500000000000 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BR6 40000.000000000000 PA USD 41501.460000000000 0.0119341057 Long DBT CORP US N 2 2022-03-15 Fixed 3.150000000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAW0 1980000.000000000000 PA USD 1777559.890000000000 0.5111528048 Long DBT CORP JP N 2 2023-01-17 Floating 2.576130000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MBA7 2200000.000000000000 PA USD 2169442.350000000000 0.6238420141 Long DBT CORP JP N 2 2023-07-19 Floating 2.679130000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 86787EAW7 6700000.000000000000 PA USD 6325673.950000000000 1.8190025550 Long DBT CORP US N 2 2022-08-02 Floating 2.353250000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 86787EAZ0 3000000.000000000000 PA USD 2919546.000000000000 0.8395408419 Long DBT CORP US N 2 2021-10-26 Floating 2.294130000000 N N N N N N Fannie Mae N/A 3136A7RE4 136788.670000000000 PA USD 135734.620000000000 0.0390316704 Long ABS-MBS USGSE US N 2 2042-03-25 Fixed 1.500000000000 N N N N N N Fannie Mae N/A 3136A8RL6 109484.430000000000 PA USD 111721.720000000000 0.0321265522 Long ABS-MBS USGSE US N 2 2042-02-25 Fixed 2.000000000000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508BA1 60000.000000000000 PA USD 61208.200000000000 0.0176009502 Long DBT CORP US N 2 2022-05-15 Fixed 1.850000000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QBH0 1500000.000000000000 PA USD 1491061.490000000000 0.4287676983 Long DBT CORP CA N 2 2021-04-07 Floating 2.873880000000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YAA3 50000.000000000000 PA USD 50614.180000000000 0.0145545476 Long DBT CORP US N 2 2021-01-15 Fixed 3.875000000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBB3 150000.000000000000 PA USD 158301.990000000000 0.0455211139 Long DBT CORP US N 2 2023-09-15 Fixed 4.368000000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBM9 100000.000000000000 PA USD 98630.450000000000 0.0283620436 Long DBT CORP US N 2 2025-03-01 Fixed 3.000000000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBQ0 125000.000000000000 PA USD 130951.790000000000 0.0376563260 Long DBT CORP US N 2 2025-11-13 Fixed 3.600000000000 N N N N N N Fannie Mae N/A 3136AAWS0 146249.410000000000 PA USD 153353.860000000000 0.0440982361 Long ABS-MBS USGSE US N 2 2042-10-25 Fixed 3.000000000000 N N N N N N Fannie Mae N/A 3136ABLC5 118191.490000000000 PA USD 119603.030000000000 0.0343928914 Long ABS-MBS USGSE US N 2 2028-01-25 Fixed 1.250000000000 N N N N N N Fannie Mae N/A 3136ABZ22 70810.190000000000 PA USD 72430.480000000000 0.0208280144 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 2.000000000000 N N N N N N Fannie Mae N/A 3136AC2Z3 87190.760000000000 PA USD 86915.050000000000 0.0249931785 Long ABS-MBS USGSE US N 2 2043-03-25 Fixed 1.500000000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918BP8 225000.000000000000 PA USD 226701.850000000000 0.0651900885 Long DBT CORP US N 2 2021-08-08 Fixed 1.550000000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822AF1 2000000.000000000000 PA USD 1970201.920000000000 0.5665486958 Long DBT CORP JP N 2 2021-09-13 Floating 1.832500000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822AS3 4432000.000000000000 PA USD 4215122.470000000000 1.2120951227 Long DBT CORP JP N 2 2023-03-02 Floating 2.320380000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWK6 3700000.000000000000 PA USD 3543225.670000000000 1.0188853548 Long DBT CORP US N 2 2023-06-05 Floating 2.364250000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWN0 2449000.000000000000 PA USD 2322647.690000000000 0.6678975420 Long DBT CORP US N 2 2023-07-24 Floating 2.800880000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAF7 2000000.000000000000 PA USD 1960524.980000000000 0.5637660075 Long DBT CORP US N 2 2021-11-15 Floating 2.861750000000 N N N N N N Fannie Mae N/A 3136ACA50 207264.040000000000 PA USD 212905.480000000000 0.0612228223 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 2.000000000000 N N N N N N Fannie Mae N/A 3136AFDT8 231666.100000000000 PA USD 245099.950000000000 0.0704806221 Long ABS-MBS USGSE US N 2 2033-04-25 Fixed 3.000000000000 N N N N N N Fannie Mae N/A 3136AFW83 19849.840000000000 PA USD 20141.710000000000 0.0057919239 Long ABS-MBS USGSE US N 2 2037-10-25 Fixed 3.500000000000 N N N N N N Fannie Mae N/A 3136AHHB9 136026.380000000000 PA USD 139661.690000000000 0.0401609335 Long ABS-MBS USGSE US N 2 2028-12-25 Fixed 2.500000000000 N N N N N N Freddie Mac N/A 3137A7SX9 94565.530000000000 PA USD 95975.180000000000 0.0275984976 Long ABS-MBS USGSE US N 2 2039-11-15 Fixed 4.500000000000 N N N N N N Freddie Mac N/A 3137A9J56 20155.070000000000 PA USD 20991.820000000000 0.0060363804 Long ABS-MBS USGSE US N 2 2039-10-15 Fixed 3.750000000000 N N N N N N Freddie Mac N/A 3137ADHX8 83380.140000000000 PA USD 85603.040000000000 0.0246158986 Long ABS-MBS USGSE US N 2 2040-11-15 Fixed 2.500000000000 N N N N N N Freddie Mac N/A 3137AEGP4 57595.200000000000 PA USD 58317.010000000000 0.0167695634 Long ABS-MBS USGSE US N 2 2026-07-15 Fixed 1.750000000000 N N N N N N Freddie Mac N/A 3137AEZ65 56557.260000000000 PA USD 57881.800000000000 0.0166444150 Long ABS-MBS USGSE US N 2 2040-08-15 Fixed 2.500000000000 N N N N N N Freddie Mac N/A 3137AK6F3 200000.000000000000 PA USD 215327.620000000000 0.0619193297 Long ABS-MBS USGSE US N 2 2026-12-15 Fixed 3.000000000000 N N N N N N Freddie Mac N/A 3137AL5U9 67342.820000000000 PA USD 68144.200000000000 0.0195954573 Long ABS-MBS USGSE US N 2 2026-01-15 Fixed 2.500000000000 N N N N N N Freddie Mac N/A 3137AM2T3 211874.110000000000 PA USD 216430.760000000000 0.0622365472 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 2.000000000000 N N N N N N Freddie Mac N/A 3137AMLM7 66378.390000000000 PA USD 68640.090000000000 0.0197380548 Long ABS-MBS USGSE US N 2 2027-03-15 Fixed 2.750000000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200AM3 150000.000000000000 PA USD 186470.050000000000 0.0536210845 Long DBT CORP US N 2 2025-10-30 Fixed 7.000000000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200HP9 150000.000000000000 PA USD 158111.560000000000 0.0454663541 Long DBT CORP US N 2 2023-08-01 Fixed 3.375000000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200HU8 100000.000000000000 PA USD 106871.590000000000 0.0307318551 Long DBT CORP US N 2 2024-02-12 Fixed 3.625000000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200JY8 100000.000000000000 PA USD 104766.670000000000 0.0301265671 Long DBT CORP US N 2 2024-05-15 Fixed 3.000000000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CD4 60000.000000000000 PA USD 62217.390000000000 0.0178911516 Long DBT CORP US N 2 2022-03-03 Fixed 2.250000000000 N N N N N N KENTUCKY UTILITIES CO AGX0G2MXE54NFNNICD28 491674BE6 30000.000000000000 PA USD 29900.360000000000 0.0085981085 Long DBT CORP US N 2 2020-11-01 Fixed 3.250000000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457BQ0 70000.000000000000 PA USD 71421.840000000000 0.0205379712 Long DBT CORP US N 2 2022-05-15 Fixed 2.350000000000 N N N N N N LOUISVILLE GAS & ELEC KO3GRIB3RPH1XDX50U72 546676AW7 150000.000000000000 PA USD 158429.520000000000 0.0455577862 Long DBT CORP US N 2 2025-10-01 Fixed 3.300000000000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAK0 6000000.000000000000 PA USD 5495355.300000000000 1.5802372064 Long DBT CORP US N 2 2023-07-26 Floating 2.474130000000 N N N N N N MANUF & TRADERS TRUST CO WWB2V0FCW3A0EE3ZJN75 564759QB7 5000000.000000000000 PA USD 4858834.950000000000 1.3972002443 Long DBT CORP US N 2 2021-12-01 Variable 2.220380000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828X96 200000.000000000000 PA USD 200343.150000000000 0.0576104150 Long DBT UST US N 2 2020-05-15 Fixed 1.500000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828XE5 1320000.000000000000 PA USD 1323071.510000000000 0.3804607187 Long DBT UST US N 2 2020-05-31 Fixed 1.500000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828XM7 2000000.000000000000 PA USD 2009751.860000000000 0.5779216250 Long DBT UST US N 2 2020-07-31 Fixed 1.625000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828XY1 3500000.000000000000 PA USD 3520933.780000000000 1.0124751279 Long DBT UST US N 2 2020-06-30 Fixed 2.500000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Z52 125000.000000000000 PA USD 130986.330000000000 0.0376662583 Long DBT UST US N 2 2025-01-31 Fixed 1.375000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PCM2 155000.000000000000 PA USD 155024.200000000000 0.0445785569 Long DBT CORP US N 2 2020-07-15 Fixed 2.700000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDM1 260000.000000000000 PA USD 277160.710000000000 0.0796999725 Long DBT CORP US N 2 2024-02-15 Fixed 3.500000000000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAB8 70000.000000000000 PA USD 70386.110000000000 0.0202401380 Long DBT CORP US N 2 2020-12-14 Fixed 2.200000000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142DD2 60000.000000000000 PA USD 61838.330000000000 0.0177821496 Long DBT CORP US N 2 2021-04-15 Fixed 4.250000000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EA7 30000.000000000000 PA USD 30096.030000000000 0.0086543752 Long DBT CORP US N 2 2020-12-15 Fixed 1.900000000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RS2 30000.000000000000 PA USD 30031.210000000000 0.0086357356 Long DBT CORP US N 2 2021-03-04 Fixed 2.500000000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RT0 2500000.000000000000 PA USD 2492490.680000000000 0.7167373708 Long DBT CORP US N 2 2021-03-04 Floating 2.593750000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SA0 110000.000000000000 PA USD 109931.080000000000 0.0316116381 Long DBT CORP US N 2 2021-07-26 Fixed 2.100000000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SJ1 925000.000000000000 PA USD 883097.500000000000 0.2539423659 Long DBT CORP US N 2 2023-10-31 Floating 3.007130000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SP7 4500000.000000000000 PA USD 4414603.370000000000 1.2694575903 Long DBT CORP US N 2 2022-02-11 Floating 2.660880000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BEV8 60000.000000000000 PA USD 61323.650000000000 0.0176341489 Long DBT CORP US N 2 2021-04-01 Fixed 4.600000000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGN4 7490000.000000000000 PA USD 7451054.470000000000 2.1426155103 Long DBT CORP US N 2 2020-07-22 Floating 2.682130000000 N N N N N N EVERGY KANSAS CENTRAL J75GNWGEO73W89ZV3S44 95709TAD2 75000.000000000000 PA USD 75367.820000000000 0.0216726721 Long DBT CORP US N 2 2020-07-15 Fixed 5.100000000000 N N N N N N 2020-05-29 Manager Directed Portfolios /s/ Douglas J. Neilson Manager Directed Portfolios President