NPORT-P false 0000035315 XXXXXXXX S000056354 C000177581 Fidelity Salem Street Trust 811-02105 0000035315 S4W85DGKOEJ24DPRB829 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Flex U.S. Bond Index Fund S000056354 549300UAIY6D4KDOPE74 2026-08-31 2026-05-31 N 4219954229.00 191566292.76 4028387936.24 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 117693221.04000000 0.00000000 0.00000000 2981854.23000000 USD N Bloomberg US Aggregate Bond Index 19808143 BANK OF MONTREAL QUE NQQ6HPCNCCU6TUTQYE16 06368BGS1 100000.00000000 PA USD 98445.19000000 0.002443786238 Long DBT CORP CA N 2 2032-12-15 Variable 0.03803000 N N N N N N MANULIFE FINANCIAL CORP 5493007GBX87QOZACS27 56501RAX4 260000.00000000 PA USD 256896.59000000 0.006377156174 Long DBT CORP CA N 2 2035-12-11 Fixed 0.04986000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400FL2 100000.00000000 PA USD 101655.69000000 0.002523483130 Long DBT CORP US N 2 2039-03-15 Fixed 0.06050000 N N N N N N RABOBANK NEDERLAND NEW YORK BRH DG3RU1DBUFHT4ZF9WN62 21688ABK7 300000.00000000 PA USD 303332.74000000 0.007529879068 Long DBT CORP US N 2 2028-01-21 Fixed 0.04883000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475CC7 180000.00000000 PA USD 184546.99000000 0.004581162314 Long DBT CORP US N 2 2036-01-29 Variable 0.05575000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAH4 464000.00000000 PA USD 459587.04000000 0.011408708577 Long DBT CORP US N 2 2027-09-01 Fixed 0.03650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KM2Y0 1603984.16000000 PA USD 1296332.78000000 0.032179938985 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AX6 90000.00000000 PA USD 50150.20000000 0.001244919823 Long DBT CORP GB N 2 2050-08-06 Fixed 0.02125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMYC3 24713.41500000 PA USD 20725.92000000 0.000514496625 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BL5 100000.00000000 PA USD 71826.23000000 0.001783001814 Long DBT CORP US N 2 2049-08-15 Fixed 0.03950000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BB3 100000.00000000 PA USD 97919.25000000 0.002430730395 Long DBT CORP US N 2 2027-06-01 Fixed 0.02250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XBV7 279014.46700000 PA USD 277863.11000000 0.006897625412 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 0.05000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442RAD3 220000.00000000 PA USD 180517.47000000 0.004481134211 Long DBT CORP US N 2 2044-12-01 Fixed 0.04150000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKP93 4209586.87500000 PA USD 3571152.93000000 0.088649677899 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 4581X0DC9 680000.00000000 PA USD 666267.45000000 0.016539307051 Long DBT CORP US N 2 2028-09-18 Fixed 0.03125000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BK3 251000.00000000 PA USD 252542.54000000 0.006269071995 Long DBT CORP US N 2 2027-06-15 Fixed 0.05125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140E6KP6 49256.26830000 PA USD 45779.48000000 0.001136421832 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.03500000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBS7 200000.00000000 PA USD 199392.15000000 0.004949675978 Long DBT CORP JP N 2 2027-07-09 Variable 0.01554000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HLL2 290000.00000000 PA USD 266759.64000000 0.006621994808 Long DBT CORP US N 2 2045-06-01 Fixed 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XKQM5 69842.78300000 PA USD 62738.97000000 0.001557421256 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W4WV5 4449928.94500000 PA USD 4127762.54000000 0.102466857843 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.03500000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123CJ8 130000.00000000 PA USD 91483.96000000 0.002270981877 Long DBT CORP US N 2 2050-04-09 Fixed 0.03250000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BU3 100000.00000000 PA USD 98324.16000000 0.002440781810 Long DBT CORP US N 2 2050-06-01 Variable 0.04750000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CV0 50000.00000000 PA USD 49616.83000000 0.001231679539 Long DBT CORP US N 2 2028-03-14 Fixed 0.03950000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 906548CR1 170000.00000000 PA USD 160923.55000000 0.003994738156 Long DBT CORP US N 2 2030-03-15 Fixed 0.02950000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2X49 127672.51500000 PA USD 121570.41000000 0.003017842668 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 0.04000000 N N N N N N GALLAGHER (ARTHUR J.) and CO 54930049QLLMPART6V29 04316JAL3 120000.00000000 PA USD 121005.86000000 0.003003828377 Long DBT CORP US N 2 2029-12-15 Fixed 0.04850000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAS6 100000.00000000 PA USD 101162.06000000 0.002511229345 Long DBT CORP US N 2 2034-02-01 Fixed 0.05400000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132ADW38 15090.92500000 PA USD 14652.62000000 0.000363734084 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138X3EH1 162158.19300000 PA USD 147588.25000000 0.003663704994 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.03000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EK2 470000.00000000 PA USD 475708.83000000 0.011808913082 Long DBT CORP US N 2 2035-09-15 Fixed 0.05450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140AR6G0 131596.63500000 PA USD 134706.53000000 0.003343931422 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 0.06000000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BV3 190000.00000000 PA USD 188001.03000000 0.004666904801 Long DBT CORP US N 2 2053-09-15 Fixed 0.05700000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076CB3 110000.00000000 PA USD 111557.84000000 0.002769292376 Long DBT CORP US N 2 2032-08-15 Fixed 0.05200000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMQ9 140000.00000000 PA USD 143124.07000000 0.003552886967 Long DBT CORP US N 2 2036-02-12 Variable 0.05744000 N N N N N N AON CORP / AON GLOBAL HOLDINGS PLC N/A 03740LAE2 200000.00000000 PA USD 148315.66000000 0.003681762093 Long DBT CORP US N 2 2052-02-28 Fixed 0.03900000 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 776696AM8 150000.00000000 PA USD 145817.81000000 0.003619755900 Long DBT CORP US N 2 2035-09-15 Fixed 0.05100000 N N N N N N ENTERGY ARKANSAS LLC KYX6QEFGFXUFFAWLGG05 29366MAH1 500000.00000000 PA USD 491672.23000000 0.012205185741 Long DBT CORP US N 2 2036-01-15 Fixed 0.04950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9US4 13841.11100000 PA USD 13371.86000000 0.000331940721 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.03000000 N N N N N N NATIONAL OILWELL VARCO INC 549300EHF3IW1AR6U008 637071AK7 50000.00000000 PA USD 40254.64000000 0.000999274167 Long DBT CORP US N 2 2042-12-01 Fixed 0.03950000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BV3 170000.00000000 PA USD 175203.33000000 0.004349216926 Long DBT CORP US N 2 2033-03-01 Fixed 0.05875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NLC0 3023.14100000 PA USD 2754.03000000 0.000068365560 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 0.03000000 N N N N N N EMERSON ELECTRIC CO FGLT0EWZSUIRRITFOA30 291011BN3 40000.00000000 PA USD 36076.74000000 0.000895562705 Long DBT CORP US N 2 2030-10-15 Fixed 0.01950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J6GQ4 358137.04500000 PA USD 340910.22000000 0.008462695882 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31425VHT3 167090.66200000 PA USD 160806.85000000 0.003991841216 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.04500000 N N N N N N CANADIAN NATIONAL RAILWAY CO 3SU7BEP7TH9YEQOZCS77 136375DV1 700000.00000000 PA USD 687369.80000000 0.017063148109 Long DBT CORP CA N 2 2031-03-12 Fixed 0.04200000 N N N N N N AIR PRODUCTS and CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158BA3 40000.00000000 PA USD 25109.56000000 0.000623315340 Long DBT CORP US N 2 2050-05-15 Fixed 0.02800000 N N N N N N ABB FINANCE USA INC 5493002Y01YAFV45F528 00037BAC6 70000.00000000 PA USD 61735.94000000 0.001532522214 Long DBT CORP US N 2 2042-05-08 Fixed 0.04375000 N N N N N N ENTERGY MISSISSIPPI LLC FKUZOUT82DOBGXFS6K20 29366WAG1 80000.00000000 PA USD 79705.74000000 0.001978601397 Long DBT CORP US N 2 2055-04-15 Fixed 0.05800000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6NZ9 827217.85100000 PA USD 764556.93000000 0.018979227971 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.02000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38148LAF3 330000.00000000 PA USD 301581.44000000 0.007486405102 Long DBT CORP US N 2 2045-05-22 Fixed 0.05150000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418JAC5 250000.00000000 PA USD 261028.40000000 0.006479723505 Long DBT CORP CA N 2 2034-02-01 Fixed 0.05650000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RJZ6 630000.00000000 PA USD 489947.16000000 0.012162362904 Long DBT CORP US N 2 2041-06-01 Fixed 0.03500000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AR0 340000.00000000 PA USD 313935.26000000 0.007793074176 Long DBT CORP US N 2 2031-08-15 Fixed 0.03375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9VF9 58661.17800000 PA USD 54180.99000000 0.001344979452 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MBXG2 194831.34000000 PA USD 171307.91000000 0.004252517699 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAU1 290000.00000000 PA USD 292792.80000000 0.007268237434 Long DBT CORP US N 2 2035-06-15 Fixed 0.05400000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JR8 2950000.00000000 PA USD 2771968.71000000 0.068810868115 Long DBT CORP LU N 2 2029-03-15 Fixed 0.01750000 N N N N N N PUBLIC SERVICE CO OF COLORADO 5BANEF6PGSEK0SNMQF44 744448DB4 240000.00000000 PA USD 240802.43000000 0.005977637551 Long DBT CORP US N 2 2055-05-15 Fixed 0.05850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M9H88 12942.00400000 PA USD 12471.69000000 0.000309595058 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYWP0 742935.40300000 PA USD 660966.89000000 0.016407726873 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.02500000 N N N N N N KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 49456BAV3 600000.00000000 PA USD 596203.69000000 0.014800056485 Long DBT CORP US N 2 2033-02-01 Fixed 0.04800000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEW7 3320000.00000000 PA USD 3296915.64000000 0.081842059210 Long DBT UST US N 2 2027-06-30 Fixed 0.03250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180ACA9 476854.98600000 PA USD 481698.45000000 0.011957598365 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 0.05500000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAD6 174000.00000000 PA USD 173732.46000000 0.004312704306 Long DBT CORP US N 2 2028-04-15 Fixed 0.04250000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AL8 150000.00000000 PA USD 122693.91000000 0.003045732236 Long DBT CORP US N 2 2047-03-01 Fixed 0.04100000 N N N N N N FEDERAL REALTY OP LP 549300LI6XZ51GOCJ427 313747BC0 290000.00000000 PA USD 294304.68000000 0.007305768080 Long DBT CORP US N 2 2028-05-01 Fixed 0.05375000 N N N N N N INDIANA MICHIGAN POWER CO JHR9V15J0ZRG02MIRD06 454889AR7 120000.00000000 PA USD 90483.44000000 0.002246145143 Long DBT CORP US N 2 2047-07-01 Fixed 0.03750000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CC4 120000.00000000 PA USD 115137.28000000 0.002858147770 Long DBT CORP US N 2 2055-05-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133C1QU7 27908.61500000 PA USD 27586.47000000 0.000684801723 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.05000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CG7 310000.00000000 PA USD 182243.58000000 0.004523982865 Long DBT CORP US N 2 2062-06-30 Fixed 0.03950000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAQ5 190000.00000000 PA USD 179464.71000000 0.004455000681 Long DBT CORP US N 2 2028-09-01 Fixed 0.02100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D55T5 208063.81600000 PA USD 196594.32000000 0.004880223134 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XND4 678685.16600000 PA USD 639248.47000000 0.015868592601 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 0.04000000 N N N N N N INTERNATIONAL FLAVORS and FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AL5 90000.00000000 PA USD 79464.56000000 0.001972614387 Long DBT CORP US N 2 2048-09-26 Fixed 0.05000000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822CT9 200000.00000000 PA USD 204860.67000000 0.005085425565 Long DBT CORP JP N 2 2031-02-22 Variable 0.05475000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RKD3 210000.00000000 PA USD 151888.20000000 0.003770446203 Long DBT CORP US N 2 2043-02-01 Fixed 0.03100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QAY53 8080.65000000 PA USD 7845.95000000 0.000194766495 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 0.03500000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DD5 600000.00000000 PA USD 593281.03000000 0.014727504882 Long DBT CORP US N 2 2031-03-13 Fixed 0.04250000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEP3 100000.00000000 PA USD 101577.10000000 0.002521532225 Long DBT CORP US N 2 2028-02-15 Fixed 0.05250000 N N N N N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 42824CCE7 100000.00000000 PA USD 100831.31000000 0.002503018865 Long DBT CORP US N 2 2033-04-01 Fixed 0.05250000 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CM6 250000.00000000 PA USD 254783.91000000 0.006324711374 Long DBT CORP US N 2 2034-06-15 Fixed 0.05330000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GAV45 249720.17000000 PA USD 230257.85000000 0.005715880735 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XG3A4 113967.26000000 PA USD 112475.26000000 0.002792066250 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L0VU8 106259.02600000 PA USD 85911.27000000 0.002132646392 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCNV6 185698.15300000 PA USD 175694.46000000 0.004361408652 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 0.02500000 N N N N N N NOVARTIS CAP CORP 5493002KF87V5RSRQS84 66989HAR9 290000.00000000 PA USD 265205.52000000 0.006583415604 Long DBT CORP US N 2 2030-08-14 Fixed 0.02200000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCK9 200000.00000000 PA USD 205004.68000000 0.005089000444 Long DBT CORP CA N 2 2035-06-20 Fixed 0.05550000 N N N N N N UNILEVER CAPITAL CORP MYF1DAS6G5WY7PRWCU78 904764BK2 380000.00000000 PA USD 335662.55000000 0.008332428636 Long DBT CORP US N 2 2030-09-14 Fixed 0.01375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV4N2 148471.97100000 PA USD 126232.81000000 0.003133581273 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UZV7 44565.89600000 PA USD 43736.62000000 0.001085710231 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 0.04500000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312AJ5 234000.00000000 PA USD 254521.51000000 0.006318197602 Long DBT CORP US N 2 2038-01-15 Fixed 0.06200000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AF2 100000.00000000 PA USD 100360.16000000 0.002491323119 Long DBT CORP US N 2 2030-05-15 Fixed 0.04700000 N N N N N N BANK 2025-BNK51 N/A 06541HAE5 1290000.00000000 PA USD 1306671.06000000 0.032436574646 Long ABS-MBS CORP US N 2 2067-12-25 Fixed 0.05290000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DR3 120000.00000000 PA USD 128014.58000000 0.003177811621 Long DBT CORP US N 2 2031-05-01 Fixed 0.06388000 N N N N N N CANADIAN NATIONAL RAILWAY CO 3SU7BEP7TH9YEQOZCS77 136375DJ8 60000.00000000 PA USD 63526.93000000 0.001576981437 Long DBT CORP CA N 2 2053-11-01 Fixed 0.06125000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AG4 100000.00000000 PA USD 98990.92000000 0.002457333344 Long DBT CORP US N 2 2029-07-30 Fixed 0.04500000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EK0 593000.00000000 PA USD 577669.86000000 0.014339975919 Long DBT CORP US N 2 2054-02-22 Fixed 0.05550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QBS82 90242.07000000 PA USD 80277.10000000 0.001992784738 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UG1 5390000.00000000 PA USD 5083725.11000000 0.126197506061 Long DBT UST US N 2 2055-02-15 Fixed 0.04625000 N N N N N N TAMPA ELECTRIC CO WS423EPRKJIIJUITXD73 875127BG6 140000.00000000 PA USD 101096.52000000 0.002509602391 Long DBT CORP US N 2 2050-06-15 Fixed 0.03625000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457DL9 500000.00000000 PA USD 497443.40000000 0.012348448259 Long DBT CORP US N 2 2031-05-20 Fixed 0.04375000 N N N N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021AQ9 250000.00000000 PA USD 235776.85000000 0.005852883429 Long DBT CORP US N 2 2043-10-01 Fixed 0.04875000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 760942AS1 130000.00000000 PA USD 153608.00000000 0.003813138218 Long DBT NUSS UY N 2 2036-03-21 Fixed 0.07625000 N N N N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 446150BB9 290000.00000000 PA USD 289747.24000000 0.007192634984 Long DBT CORP US N 2 2028-08-04 Variable 0.04443000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAN3 500000.00000000 PA USD 493971.77000000 0.012262269121 Long DBT CORP US N 2 2028-08-20 Fixed 0.03900000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAM1 139000.00000000 PA USD 101599.99000000 0.002522100443 Long DBT CORP US N 2 2050-04-01 Fixed 0.03650000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJW0 100000.00000000 PA USD 77416.21000000 0.001921766503 Long DBT CORP US N 2 2042-04-22 Variable 0.03311000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LQCK4 489086.94000000 PA USD 439341.17000000 0.010906128628 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 0.01500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHU6 100000.00000000 PA USD 87657.85000000 0.002176003190 Long DBT CORP US N 2 2040-04-23 Variable 0.04078000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YYU2 1341097.53000000 PA USD 1293302.02000000 0.032104703927 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 0.04500000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457CV8 100000.00000000 PA USD 101467.61000000 0.002518814265 Long DBT CORP US N 2 2030-02-12 Fixed 0.04750000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BC9 680000.00000000 PA USD 673251.48000000 0.016712677394 Long DBT CORP US N 2 2027-08-22 Fixed 0.03150000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A37A2 52812.50200000 PA USD 49547.11000000 0.001229948822 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.03500000 N N N N N N LINCOLN NATIONAL CORP IND EFQMQROEDSNBRIP7LE47 534187BT5 260000.00000000 PA USD 267391.20000000 0.006637672543 Long DBT CORP US N 2 2034-03-15 Fixed 0.05852000 N N N N N N MARTIN MARIETTA MATERIALS INC 5299005MZ4WZECVATV08 573284BB1 150000.00000000 PA USD 144460.08000000 0.003586051847 Long DBT CORP US N 2 2054-12-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EJ50 1489058.05000000 PA USD 1400796.96000000 0.034773139582 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.04000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BS1 150000.00000000 PA USD 141861.93000000 0.003521555824 Long DBT CORP US N 2 2030-06-01 Fixed 0.03250000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAU4 110000.00000000 PA USD 109714.25000000 0.002723527419 Long DBT CORP US N 2 2026-09-15 Fixed 0.03400000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89115KAM2 50000.00000000 PA USD 49510.46000000 0.001229039029 Long DBT CORP CA N 2 2031-01-13 Fixed 0.04411000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804GR9 300000.00000000 PA USD 301127.16000000 0.007475128134 Long DBT CORP US N 2 2034-08-15 Fixed 0.05050000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBL6 20000.00000000 PA USD 19446.60000000 0.000482739008 Long DBT CORP US N 2 2031-01-15 Fixed 0.05100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L7ZS4 506215.73000000 PA USD 428651.13000000 0.010640760939 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02500000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795HT0 240000.00000000 PA USD 263635.39000000 0.006544438970 Long DBT CORP US N 2 2038-01-15 Fixed 0.06450000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCC8 300000.00000000 PA USD 270949.93000000 0.006726013837 Long DBT CORP US N 2 2032-04-22 Variable 0.02580000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAN7 80000.00000000 PA USD 78621.24000000 0.001951679958 Long DBT CORP US N 2 2029-06-15 Fixed 0.04000000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XEY8 100000.00000000 PA USD 102876.82000000 0.002553796248 Long DBT CORP US N 2 2031-06-18 Fixed 0.05600000 N N N N N N BLACKROCK INC 529900VBK42Y5HHRMD23 09247XAS0 650000.00000000 PA USD 571211.06000000 0.014179643794 Long DBT CORP US N 2 2032-02-25 Fixed 0.02100000 N N N N N N TRAVELERS COS INC 549300Y650407RU8B149 89417EAD1 256000.00000000 PA USD 279798.88000000 0.006945678629 Long DBT CORP US N 2 2037-06-15 Fixed 0.06250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EKT6 1709694.80400000 PA USD 1653946.44000000 0.041057278151 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140B0P36 22176.86800000 PA USD 23390.90000000 0.000580651624 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.06500000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HQ9 340000.00000000 PA USD 315923.99000000 0.007842442063 Long DBT CORP US N 2 2030-02-15 Fixed 0.02400000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SSQ1 47790.67030000 PA USD 44302.35000000 0.001099753814 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 0.03500000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAG9 615000.00000000 PA USD 611956.88000000 0.015191110927 Long DBT CORP US N 2 2026-11-21 Fixed 0.02950000 N N N N N N DUKE ENERGY IND INC 6URPHM2EAWGJ2C6ISB97 26443TAG1 210000.00000000 PA USD 207255.38000000 0.005144871429 Long DBT CORP US N 2 2036-03-15 Fixed 0.04950000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89116CQJ9 220000.00000000 PA USD 221356.52000000 0.005494915671 Long DBT CORP CA N 2 2034-09-10 Variable 0.05146000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3134A4KX1 830000.00000000 PA USD 918785.63000000 0.022807774339 Long DBT USGSE US N 2 2032-07-15 Fixed 0.06250000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494AZ6 80000.00000000 PA USD 78509.64000000 0.001948909619 Long DBT CORP US N 2 2034-08-15 Fixed 0.04875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3140KVXR6 1525154.48800000 PA USD 1233099.60000000 0.030610249546 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N ALABAMA POWER and LIGHT 0RL818ELFOHP5JHOFU19 010392GB8 190000.00000000 PA USD 200427.11000000 0.004975367645 Long DBT CORP US N 2 2033-11-15 Fixed 0.05850000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TQ1 10190000.00000000 PA USD 8989490.63000000 0.223153548572 Long DBT UST US N 2 2043-02-15 Fixed 0.03875000 N N N N N N BANK OF MONTREAL QUE NQQ6HPCNCCU6TUTQYE16 06368DH72 110000.00000000 PA USD 98365.32000000 0.002441803559 Long DBT CORP CA N 2 2037-01-10 Variable 0.03088000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBT7 390000.00000000 PA USD 327709.39000000 0.008135000779 Long DBT CORP US N 2 2036-07-15 Fixed 0.03200000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 340000.00000000 PA USD 275743.11000000 0.006844998901 Long DBT CORP US N 2 2037-11-15 Fixed 0.03800000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JCU6 100000.00000000 PA USD 96429.44000000 0.002393747611 Long DBT CORP US N 2 2054-06-15 Fixed 0.05550000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YDH9 400000.00000000 PA USD 405109.62000000 0.010056370598 Long DBT CORP JP N 2 2031-05-13 Variable 0.05098000 N N N N N N ARCELORMITTAL SA LUXEMBOURG 2EULGUTUI56JI9SAL165 03938LBG8 120000.00000000 PA USD 126363.57000000 0.003136827237 Long DBT CORP LU N 2 2034-06-17 Fixed 0.06000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AK9 140000.00000000 PA USD 140478.74000000 0.003487219756 Long DBT CORP US N 2 2035-04-01 Fixed 0.05625000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAR8 110000.00000000 PA USD 110555.04000000 0.002744399043 Long DBT CORP US N 2 2027-06-08 Fixed 0.05170000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FA6 90000.00000000 PA USD 92285.91000000 0.002290889344 Long DBT CORP US N 2 2040-06-15 Fixed 0.05700000 N N N N N N CITIZENS FINANCIAL GRP INC 2138004JDDA4ZQUPFW65 174610AS4 190000.00000000 PA USD 175061.04000000 0.004345684744 Long DBT CORP US N 2 2030-02-06 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QDG32 916986.76000000 PA USD 809710.86000000 0.020100121259 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.03000000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661DQ7 132000.00000000 PA USD 103196.50000000 0.002561731929 Long DBT CORP US N 2 2047-05-03 Fixed 0.04050000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216DC1 100000.00000000 PA USD 59602.24000000 0.001479555617 Long DBT CORP US N 2 2051-03-15 Fixed 0.02500000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAE6 200000.00000000 PA USD 156298.91000000 0.003879936899 Long DBT CORP US N 2 2040-06-22 Fixed 0.03850000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179T4R3 27438.06300000 PA USD 27682.82000000 0.000687193498 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 0.05000000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XCE4 310000.00000000 PA USD 234688.22000000 0.005825859468 Long DBT CORP US N 2 2041-05-15 Fixed 0.03250000 N N N N N N BURLINGTON NORTHN SANTA FE LLC N/A 12189TAZ7 70000.00000000 PA USD 76681.47000000 0.001903527446 Long DBT CORP US N 2 2037-05-01 Fixed 0.06150000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAU4 316000.00000000 PA USD 314760.93000000 0.007813570464 Long DBT CORP US N 2 2026-12-01 Fixed 0.03350000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 490000.00000000 PA USD 516308.40000000 0.012816749731 Long DBT CORP US N 2 2028-11-15 Fixed 0.06875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNKV4 754254.07600000 PA USD 659651.83000000 0.016375082053 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFL0 5080000.00000000 PA USD 5048051.58000000 0.125311952570 Long DBT UST US N 2 2029-09-30 Fixed 0.03875000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RKG6 200000.00000000 PA USD 191351.43000000 0.004750074546 Long DBT CORP US N 2 2028-02-01 Fixed 0.01650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B6U32 238954.05800000 PA USD 194017.67000000 0.004816260823 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N OGLETHORPE PWR CORP 3EERXCUSWMS9GV5D9M98 677050AG1 110000.00000000 PA USD 113893.96000000 0.002827283811 Long DBT CORP US N 2 2039-11-01 Fixed 0.05950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133D03J8 2278609.12800000 PA USD 2250099.85000000 0.055856086494 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 0.05000000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89115KAB6 840000.00000000 PA USD 844714.98000000 0.020969057433 Long DBT CORP CA N 2 2030-06-03 Fixed 0.04808000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W5A2 938018.66400000 PA USD 770385.44000000 0.019123913887 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 0.02000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MBA5 380000.00000000 PA USD 383101.57000000 0.009510046600 Long DBT CORP CA N 2 2028-03-27 Fixed 0.04900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GVTJ0 1654439.12000000 PA USD 1695237.92000000 0.042082290654 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D4W9 2659756.50200000 PA USD 2035695.71000000 0.050533755492 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.01500000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TNR2 230000.00000000 PA USD 229007.16000000 0.005684833824 Long DBT CORP US N 2 2028-09-05 Fixed 0.04050000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 89788JAJ8 1500000.00000000 PA USD 1491468.15000000 0.037023945399 Long DBT CORP US N 2 2029-01-27 Variable 0.04144000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KN6N8 713057.05800000 PA USD 604244.98000000 0.014999672066 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N MARKEL GROUP INC 549300SCNO12JLWIK605 570535AY0 160000.00000000 PA USD 160107.20000000 0.003974473226 Long DBT CORP US N 2 2054-05-16 Fixed 0.06000000 N N N N N N ATRIUM HEALTH N/A 160853VC8 150000.00000000 PA USD 100349.99000000 0.002491070661 Long DBT MUN US N 2 2051-01-15 Fixed 0.03204000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJN2 6830000.00000000 PA USD 6884159.78000000 0.170891182501 Long DBT UST US N 2 2028-11-30 Fixed 0.04375000 N N N N N N PHARMACIA LLC N/A 71713UAW2 190000.00000000 PA USD 199947.91000000 0.004963472067 Long DBT CORP US N 2 2028-12-01 Variable 0.06600000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TPH2 250000.00000000 PA USD 246520.64000000 0.006119585399 Long DBT CORP US N 2 2031-01-10 Fixed 0.04200000 N N N N N N BMO MORTGAGE TRUST N/A 09664JAC0 650000.00000000 PA USD 658834.28000000 0.016354787334 Long ABS-MBS CORP US N 2 2058-12-15 Fixed 0.05227000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BT9 90000.00000000 PA USD 70350.37000000 0.001746365323 Long DBT CORP US N 2 2041-11-01 Fixed 0.03366000 N N N N N N PLAINS ALL AM PIPELN/PAA FIN C N/A 72650RBS0 569000.00000000 PA USD 573404.65000000 0.014234097089 Long DBT CORP US N 2 2036-01-15 Fixed 0.05600000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B5AU6 666450.43100000 PA USD 559127.32000000 0.013879679138 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02500000 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556CV2 430000.00000000 PA USD 430461.08000000 0.010685690822 Long DBT CORP US N 2 2026-08-10 Fixed 0.04953000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DS5 290000.00000000 PA USD 333629.63000000 0.008281963785 Long DBT CORP GB N 2 2033-11-03 Variable 0.08113000 N N N N N N TOTALENERGIES CAPITAL SA 529900QI55ZLJVCMPA71 89157XAC5 70000.00000000 PA USD 68113.84000000 0.001690846092 Long DBT CORP FR N 2 2064-04-05 Fixed 0.05638000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 520000.00000000 PA USD 452133.21000000 0.011223676000 Long DBT CORP US N 2 2036-09-16 Variable 0.02484000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAT7 300000.00000000 PA USD 293423.19000000 0.007283886126 Long DBT CORP US N 2 2031-01-15 Fixed 0.04150000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLQ50 587653.41300000 PA USD 540384.63000000 0.013414413868 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 0.02000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAR1 70000.00000000 PA USD 69059.01000000 0.001714308827 Long DBT CORP US N 2 2028-01-15 Fixed 0.03600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJHV8 312267.17500000 PA USD 252470.51000000 0.006267283935 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DW8 490000.00000000 PA USD 460462.04000000 0.011430429424 Long DBT CORP US N 2 2054-09-15 Fixed 0.05500000 N N N N N N BRITISH COLUMBIA PROVINCE CDA 54930058TO7MEKUHWL16 11070TAM0 360000.00000000 PA USD 353620.22000000 0.008778206706 Long DBT NUSS CA N 2 2033-07-06 Fixed 0.04200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UQ54 51052.18700000 PA USD 48340.93000000 0.001200006820 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QASP6 129907.94800000 PA USD 126280.96000000 0.003134776540 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VMC1 441051.96700000 PA USD 379431.94000000 0.009418952345 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 0.02500000 N N N N N N PROGRESSIVE CORP OHIO 529900TACNVLY9DCR586 743315AZ6 560000.00000000 PA USD 512483.94000000 0.012721812003 Long DBT CORP US N 2 2032-03-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QGAJ6 405532.20100000 PA USD 328636.40000000 0.008158012713 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWGJ6 223996.35500000 PA USD 230077.32000000 0.005711399290 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 0.06000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAY6 150000.00000000 PA USD 109949.27000000 0.002729361514 Long DBT CORP US N 2 2049-10-15 Fixed 0.03700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C4E1 65816.53500000 PA USD 60619.62000000 0.001504810881 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMA6 10860000.00000000 PA USD 10873575.00000000 0.269923730586 Long DBT UST US N 2 2029-11-30 Fixed 0.04125000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JBC6 238000.00000000 PA USD 229273.50000000 0.005691445402 Long DBT CORP US N 2 2055-09-01 Fixed 0.05662000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 906548CW0 100000.00000000 PA USD 95744.57000000 0.002376746517 Long DBT CORP US N 2 2053-03-15 Fixed 0.05450000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BG7 100000.00000000 PA USD 97607.44000000 0.002422990078 Long DBT CORP US N 2 2035-09-01 Fixed 0.04600000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FDB4 350000.00000000 PA USD 345873.94000000 0.008585914402 Long DBT CORP US N 2 2036-01-15 Fixed 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y6NX4 1282560.62800000 PA USD 1329102.44000000 0.032993407314 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 0.06000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DC9 110000.00000000 PA USD 111933.78000000 0.002778624645 Long DBT CORP US N 2 2031-02-15 Fixed 0.05300000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 242000.00000000 PA USD 238563.86000000 0.005922067680 Long DBT CORP US N 2 2029-06-15 Fixed 0.04125000 N N N N N N REINSURANCE GROUP OF AMERICA INC LORM1GNEU1DKEW527V90 759351AP4 100000.00000000 PA USD 93837.77000000 0.002329412446 Long DBT CORP US N 2 2030-06-15 Fixed 0.03150000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAN9 390000.00000000 PA USD 401656.16000000 0.009970642509 Long DBT CORP US N 2 2034-04-15 Fixed 0.05650000 N N N N N N BENCHMARK 2021-B24 MTG TR N/A 08163CBC2 450000.00000000 PA USD 403780.01000000 0.010023364591 Long ABS-MBS CORP US N 2 2054-03-15 Fixed 0.02584300 N N N N N N WASTE MANAGEMENT INC DEL 549300YX8JIID70NFS41 94106LCC1 140000.00000000 PA USD 140887.97000000 0.003497378411 Long DBT CORP US N 2 2030-03-15 Fixed 0.04650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CZJ6 82530.33900000 PA USD 80329.28000000 0.001994080045 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.04500000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBA4 1270000.00000000 PA USD 1226475.26000000 0.030445808085 Long DBT CORP US N 2 2055-11-15 Fixed 0.05450000 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AF5 140000.00000000 PA USD 139801.42000000 0.003470406083 Long DBT CORP US N 2 2027-07-15 Fixed 0.04450000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DG3 130000.00000000 PA USD 107571.59000000 0.002670338400 Long DBT CORP US N 2 2047-02-01 Fixed 0.04450000 N N N N N N SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 254900Z1WAY7QFQ7O850 83007CAH5 100000.00000000 PA USD 96688.21000000 0.002400171272 Long DBT CORP US N 2 2054-10-01 Fixed 0.06176000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4KD7 148275.68100000 PA USD 143254.38000000 0.003556121760 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 0.04000000 N N N N N N BERKSHIRE HATHAWAY FIN CORP 549300RLHFT5RU20WM87 084664CR0 100000.00000000 PA USD 82665.16000000 0.002052065523 Long DBT CORP US N 2 2049-01-15 Fixed 0.04250000 N N N N N N FORD CR FLOORPLN MAST OWN TR A 5493001DTG5N7T8BG747 34528QJU9 410000.00000000 PA USD 407258.70000000 0.010109718985 Long ABS-CBDO CORP US N 2 2030-09-15 Fixed 0.04060000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HJM3 247000.00000000 PA USD 248604.34000000 0.006171310805 Long DBT CORP US N 2 2043-08-16 Fixed 0.05625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SP4 290000.00000000 PA USD 140638.67000000 0.003491189831 Long DBT UST US N 2 2050-08-15 Fixed 0.01375000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3D3 580000.00000000 PA USD 590520.41000000 0.014658975732 Long DBT CORP US N 2 2034-04-24 Variable 0.05389000 N N N N N N BRUNSWICK CORP YM4O38W15AX4YLLQKU27 117043AW9 300000.00000000 PA USD 307746.02000000 0.007639433561 Long DBT CORP US N 2 2029-03-18 Fixed 0.05850000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BV0 610000.00000000 PA USD 565553.30000000 0.014039196545 Long DBT CORP US N 2 2047-06-15 Fixed 0.05500000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137AU1 230000.00000000 PA USD 204952.80000000 0.005087712584 Long DBT CORP US N 2 2049-03-01 Fixed 0.04700000 N N N N N N WISCONSIN PWR and LT CO JWBYHVQVMY66CVCOSO49 976826BE6 60000.00000000 PA USD 64829.57000000 0.001609317946 Long DBT CORP US N 2 2037-08-15 Fixed 0.06375000 N N N N N N ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC N/A 03522AAH3 200000.00000000 PA USD 194727.12000000 0.004833872086 Long DBT CORP US N 2 2036-02-01 Fixed 0.04700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YWFY8 26294.27080000 PA USD 25977.68000000 0.000644865400 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLK9 490374.11100000 PA USD 419680.85000000 0.010418084271 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02500000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844BH0 370000.00000000 PA USD 344757.84000000 0.008558208530 Long DBT CORP US N 2 2041-10-01 Fixed 0.04837000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAR6 300000.00000000 PA USD 280134.36000000 0.006954006526 Long DBT CORP US N 2 2030-05-15 Fixed 0.02800000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XLD6 194658.99900000 PA USD 173681.44000000 0.004311437794 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 0.03000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 630000.00000000 PA USD 609868.69000000 0.015139274063 Long DBT CORP GB N 2 2028-09-22 Variable 0.02013000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 N/A 17327FAD8 250000.00000000 PA USD 247673.43000000 0.006148202057 Long ABS-MBS CORP US N 2 2051-03-10 Fixed 0.04009000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135AQ9 200000.00000000 PA USD 188245.68000000 0.004672977949 Long DBT CORP US N 2 2044-12-05 Fixed 0.04950000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAH6 280000.00000000 PA USD 255717.75000000 0.006347892855 Long DBT CORP US N 2 2030-05-01 Fixed 0.02250000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F030660 -4050000.00000000 PA USD -3538687.50000000 -0.08784376172 Short ABS-MBS USGA US N 2 2056-06-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YDK7 402989.66000000 PA USD 408845.95000000 0.010149120602 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 0.05500000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 760942BH4 1000000.00000000 PA USD 1029880.00000000 0.025565561616 Long DBT NUSS UY N 2 2037-02-14 Fixed 0.05442000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N5FJ8 635592.90400000 PA USD 630143.20000000 0.015642564965 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N CORNING INC 549300X2937PB0CJ7I56 219350BF1 110000.00000000 PA USD 88373.79000000 0.002193775559 Long DBT CORP US N 2 2057-11-15 Fixed 0.04375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDL2 1062000.00000000 PA USD 998445.94000000 0.024785247990 Long DBT UST US N 2 2028-11-30 Fixed 0.01500000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCM5 60000.00000000 PA USD 60971.42000000 0.001513543903 Long DBT CORP US N 2 2032-03-15 Fixed 0.05800000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CE2 610000.00000000 PA USD 393567.35000000 0.009769847299 Long DBT CORP US N 2 2052-03-17 Fixed 0.02921000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5AX7 594267.33900000 PA USD 529761.40000000 0.013150704658 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 0.03000000 N N N N N N S and P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBJ2 270000.00000000 PA USD 259582.77000000 0.006443837438 Long DBT CORP US N 2 2029-03-01 Fixed 0.02700000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TUD5 7743.75100000 PA USD 7844.29000000 0.000194725287 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 0.05000000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 00440EAW7 74000.00000000 PA USD 63626.99000000 0.001579465309 Long DBT CORP US N 2 2045-11-03 Fixed 0.04350000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAL9 140000.00000000 PA USD 134330.53000000 0.003334597663 Long DBT CORP US N 2 2032-04-15 Fixed 0.04200000 N N N N N N NEXTERA ENERGY CAP HLDGS INC UMI46YPGBLUE4VGNNT48 65339KDY3 400000.00000000 PA USD 395589.49000000 0.009820044550 Long DBT CORP US N 2 2031-03-01 Fixed 0.04400000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SLS4 27718.85190000 PA USD 25695.61000000 0.000637863344 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 0.03500000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KJ5 100000.00000000 PA USD 104858.45000000 0.002602987886 Long DBT CORP US N 2 2033-01-15 Fixed 0.06150000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BK8 450000.00000000 PA USD 448307.29000000 0.011128702029 Long DBT CORP US N 2 2029-03-01 Fixed 0.04350000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F83Q4 70000.00000000 PA USD 62102.10000000 0.001541611706 Long ABS-MBS USGSE US N 2 2030-10-25 Fixed 0.01547000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622AAXY5 92178.21800000 PA USD 93000.48000000 0.002308627705 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 0.05000000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216DD9 230000.00000000 PA USD 217962.62000000 0.005410666089 Long DBT CORP US N 2 2028-03-15 Fixed 0.01000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WBY3 214485.00600000 PA USD 183915.75000000 0.004565492522 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 0.02500000 N N N N N N NATIONAL GRID USA MOM4570XTJ5YYX7JKH83 49337WAJ9 60000.00000000 PA USD 62457.17000000 0.001550425902 Long DBT CORP US N 2 2035-04-01 Fixed 0.05803000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAP9 490000.00000000 PA USD 442104.16000000 0.010974716611 Long DBT CORP US N 2 2032-01-15 Fixed 0.02750000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844BM9 305000.00000000 PA USD 251408.81000000 0.006240928480 Long DBT CORP US N 2 2042-10-01 Fixed 0.03950000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCG4 100000.00000000 PA USD 101046.24000000 0.002508354249 Long DBT CORP US N 2 2028-06-15 Fixed 0.04875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNYG2 779387.98000000 PA USD 634525.47000000 0.015751349672 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W1NL3 88064.85500000 PA USD 77046.85000000 0.001912597575 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.03000000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591CS9 110000.00000000 PA USD 121232.74000000 0.003009460407 Long DBT USGSE US N 2 2036-04-01 Fixed 0.05880000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AX3 160000.00000000 PA USD 103248.51000000 0.002563023016 Long DBT CORP US N 2 2051-10-01 Fixed 0.02950000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807CL9 110000.00000000 PA USD 100071.25000000 0.002484151268 Long DBT CORP US N 2 2042-03-15 Fixed 0.04750000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJA8 100000.00000000 PA USD 78999.85000000 0.001961078507 Long DBT CORP US N 2 2051-03-20 Variable 0.04083000 N N N N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49446RAX7 610000.00000000 PA USD 585651.86000000 0.014538119696 Long DBT CORP US N 2 2028-03-01 Fixed 0.01900000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EJ4 600000.00000000 PA USD 598149.20000000 0.014848351486 Long DBT CORP US N 2 2029-07-20 Variable 0.04351000 N N N N N N BBCMS MTG TR 2021-C11 N/A 05493MAF1 450000.00000000 PA USD 396556.25000000 0.009844043232 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 0.02322000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017FZS5 250000.00000000 PA USD 250669.34000000 0.006222572005 Long DBT CORP CA N 2 2028-10-18 Variable 0.04522000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBE2 510000.00000000 PA USD 516521.32000000 0.012822035220 Long DBT CORP US N 2 2039-02-14 Fixed 0.05800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W3VH9 423280.47100000 PA USD 400440.00000000 0.009940452765 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.04000000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4NYF266XZC35SCTGX023 63743HFJ6 300000.00000000 PA USD 303924.23000000 0.007544562112 Long DBT CORP US N 2 2028-09-15 Fixed 0.05050000 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 776743AJ5 400000.00000000 PA USD 358293.99000000 0.008894227558 Long DBT CORP US N 2 2030-06-30 Fixed 0.02000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759BM1 250000.00000000 PA USD 254399.36000000 0.006315165372 Long DBT CORP US N 2 2035-03-15 Fixed 0.05150000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJWP1 23466.73600000 PA USD 21156.34000000 0.000525181296 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 0.03000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AW7 70000.00000000 PA USD 73473.84000000 0.001823901798 Long DBT CORP US N 2 2029-11-15 Fixed 0.06950000 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAK7 1140000.00000000 PA USD 1132516.60000000 0.028113394686 Long DBT CORP US N 2 2027-03-24 Fixed 0.03375000 N N N N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 446150AX2 190000.00000000 PA USD 163794.56000000 0.004066007608 Long DBT CORP US N 2 2036-08-15 Variable 0.02487000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4 N/A 802923AC6 470000.00000000 PA USD 469628.89000000 0.011657985711 Long ABS-CBDO CORP US N 2 2030-04-15 Fixed 0.04170000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DK3 130000.00000000 PA USD 113248.89000000 0.002811270706 Long DBT CORP US N 2 2053-03-01 Fixed 0.04875000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAK8 1650000.00000000 PA USD 1664867.79000000 0.041328387840 Long DBT CORP US N 2 2056-05-15 Fixed 0.06300000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638EB4 290000.00000000 PA USD 293050.80000000 0.007274641981 Long DBT NUSS PE N 2 2035-02-08 Fixed 0.05375000 N N N N N N PIEDMONT HEALTHCARE INC 254900D1I6W7J0DSAY11 72014TAD1 150000.00000000 PA USD 105353.52000000 0.002615277417 Long DBT CORP US N 2 2042-01-01 Fixed 0.02719000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620BA2 240000.00000000 PA USD 231730.04000000 0.005752426123 Long DBT CORP US N 2 2056-11-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCJA7 67025.48400000 PA USD 67192.26000000 0.001667968950 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.05000000 N N N N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807AX6 50000.00000000 PA USD 30968.05000000 0.000768745475 Long DBT CORP US N 2 2060-06-15 Fixed 0.03125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31382PP35 3396.11500000 PA USD 3527.74000000 0.000087572002 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 0.06500000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBS3 200000.00000000 PA USD 194167.42000000 0.004819978191 Long DBT CORP IE N 2 2035-11-15 Fixed 0.05000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DX3 120000.00000000 PA USD 86092.07000000 0.002137134540 Long DBT CORP US N 2 2062-03-15 Fixed 0.03900000 N N N N N N COCA COLA FEMSA SAB DE CV 5493008KEVFYPMGTXO33 191241AH1 150000.00000000 PA USD 140112.75000000 0.003478134485 Long DBT CORP MX N 2 2030-01-22 Fixed 0.02750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142JCAK6 536888.76800000 PA USD 540354.71000000 0.013413671139 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 0.05000000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BH5 250000.00000000 PA USD 229795.34000000 0.005704399467 Long DBT CORP US N 2 2048-09-28 Fixed 0.05100000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13645RBH6 300000.00000000 PA USD 195973.57000000 0.004864813744 Long DBT CORP CA N 2 2051-12-02 Fixed 0.03100000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 631103AM0 69000.00000000 PA USD 51915.34000000 0.001288737351 Long DBT CORP US N 2 2052-03-07 Fixed 0.03950000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBL8 210000.00000000 PA USD 209538.28000000 0.005201541741 Long DBT CORP IE N 2 2029-09-10 Fixed 0.04625000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDX7 170000.00000000 PA USD 154465.18000000 0.003834416705 Long DBT CORP US N 2 2030-05-15 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNVR2 110114.22500000 PA USD 117619.09000000 0.002919755789 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCR91 290579.89400000 PA USD 264334.89000000 0.006561803237 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03000000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YCM9 200000.00000000 PA USD 207628.48000000 0.005154133198 Long DBT CORP JP N 2 2033-09-13 Variable 0.05669000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAW7 550000.00000000 PA USD 544353.61000000 0.013512939136 Long DBT CORP US N 2 2030-11-15 Fixed 0.04100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QHCC7 2341544.24000000 PA USD 1983494.26000000 0.049237915796 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02500000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QAV0 120000.00000000 PA USD 117240.00000000 0.002910345325 Long DBT NUSS MX N 2 2040-01-11 Fixed 0.06050000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BQ0 120000.00000000 PA USD 89302.76000000 0.002216836149 Long DBT CORP US N 2 2041-06-01 Fixed 0.02850000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBL2 280000.00000000 PA USD 249580.51000000 0.006195543079 Long DBT CORP JP N 2 2031-09-08 Variable 0.01979000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XFH4 588599.77900000 PA USD 571393.36000000 0.014184169177 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SJS7 836419.20600000 PA USD 755495.56000000 0.018754290102 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 0.03000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFG5 480000.00000000 PA USD 489222.03000000 0.012144362403 Long DBT CORP US N 2 2034-07-21 Variable 0.05424000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 891906AF6 170000.00000000 PA USD 168872.04000000 0.004192050087 Long DBT CORP US N 2 2028-06-01 Fixed 0.04450000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818EN4 90000.00000000 PA USD 71508.67000000 0.001775118760 Long DBT CORP US N 2 2047-04-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133C1U73 17243.83100000 PA USD 17095.98000000 0.000424387627 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YWKG1 9763.71040000 PA USD 9543.09000000 0.000236896002 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M2D90 842861.80600000 PA USD 675139.05000000 0.016759534103 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D56Q0 439134.20400000 PA USD 404909.62000000 0.010051405833 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.02000000 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 30161MAN3 200000.00000000 PA USD 197814.04000000 0.004910501250 Long DBT CORP US N 2 2042-06-15 Fixed 0.05600000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAJ4 214000.00000000 PA USD 210529.77000000 0.005226154316 Long DBT CORP US N 2 2039-01-25 Fixed 0.05476000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AR3 170000.00000000 PA USD 166593.76000000 0.004135494461 Long DBT CORP US N 2 2029-04-15 Fixed 0.04200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV3V5 69105.01200000 PA USD 65521.83000000 0.001626502487 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WJGA0 81353.38740000 PA USD 78239.71000000 0.001942208924 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DJL7 14984.04100000 PA USD 14502.02000000 0.000359995616 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ET75 1210791.66400000 PA USD 1241769.89000000 0.030825479314 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.06000000 N N N N N N DOMINION ENERGY SOUTH CAROLINA INC 3QRVFYR22IUIEOORTK28 25731VAB0 50000.00000000 PA USD 53747.87000000 0.001334227756 Long DBT CORP US N 2 2053-10-15 Fixed 0.06250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B42X2 258333.51500000 PA USD 197639.79000000 0.004906175699 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.01500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WR34 339257.80900000 PA USD 302087.84000000 0.007498975887 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 0.03000000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 96950FAP9 100000.00000000 PA USD 88831.13000000 0.002205128488 Long DBT CORP US N 2 2045-01-15 Fixed 0.04900000 N N N N N N CONTINENTAL RESOURCES INC OKLA XXRTID9RYWOZ0UPIVR53 212015AS0 300000.00000000 PA USD 298378.53000000 0.007406896622 Long DBT CORP US N 2 2028-01-15 Fixed 0.04375000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDP7 1185000.00000000 PA USD 1059787.40000000 0.026307977701 Long DBT CORP US N 2 2045-09-26 Fixed 0.05875000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BG6 120000.00000000 PA USD 119905.55000000 0.002976514474 Long DBT CORP US N 2 2029-03-15 Fixed 0.04375000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XEA9 500000.00000000 PA USD 482095.97000000 0.011967466332 Long DBT CORP US N 2 2046-02-04 Fixed 0.06550000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DS2X9 20602.27100000 PA USD 20852.64000000 0.000517642300 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 0.05500000 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAL9 160000.00000000 PA USD 135738.48000000 0.003369548368 Long DBT CORP US N 2 2039-12-31 Fixed 0.02742000 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642BB8 200000.00000000 PA USD 214147.75000000 0.005315966421 Long DBT CORP US N 2 2032-11-22 Fixed 0.06300000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0MB8 379824.06600000 PA USD 310532.95000000 0.007708615826 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179USV5 43683.10300000 PA USD 42856.61000000 0.001063865016 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 0.04500000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AN3 960000.00000000 PA USD 878398.88000000 0.021805220696 Long DBT CORP US N 2 2030-05-15 Fixed 0.02250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q8BQ7 20613.21800000 PA USD 19684.27000000 0.000488638887 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N7EP1 223425.26000000 PA USD 210112.33000000 0.005215791858 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.04000000 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002BJ9 630000.00000000 PA USD 548419.34000000 0.013613866109 Long DBT CORP US N 2 2030-12-15 Fixed 0.01450000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058JC8 1054000.00000000 PA USD 929540.34000000 0.023074747385 Long DBT CORP US N 2 2030-05-14 Fixed 0.00875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L4WN5 776830.92300000 PA USD 630016.09000000 0.015639409609 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N NXP B V/NXP FDG LLC/NXP USA INC N/A 62954HAJ7 300000.00000000 PA USD 266459.03000000 0.006614532518 Long DBT CORP NL N 2 2032-02-15 Fixed 0.02650000 N N N N N N NEW JERSEY ST TPK AUTH TPK REV 5493005YN67D71KSMI84 646139W35 320000.00000000 PA USD 374030.94000000 0.009284878862 Long DBT MUN US N 2 2040-01-01 Fixed 0.07414000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EB74 439028.71700000 PA USD 335881.86000000 0.008337872749 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.01500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CD3 240000.00000000 PA USD 238568.12000000 0.005922173429 Long DBT CORP US N 2 2031-10-15 Fixed 0.04750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H062669 1500000.00000000 PA USD 1561406.25000000 0.038760076604 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.06500000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBT7 100000.00000000 PA USD 99111.50000000 0.002460326601 Long DBT CORP US N 2 2033-01-15 Fixed 0.04625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133G96T1 809292.65200000 PA USD 747230.83000000 0.018549127885 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.02000000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 171232AS0 358000.00000000 PA USD 400107.65000000 0.009932202566 Long DBT CORP US N 2 2038-05-15 Fixed 0.06500000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBY3 1000000.00000000 PA USD 1011339.07000000 0.025105304801 Long DBT CORP US N 2 2034-06-15 Fixed 0.05000000 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BF2 100000.00000000 PA USD 107643.27000000 0.002672117772 Long DBT CORP US N 2 2040-09-15 Fixed 0.06550000 N N N N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 4581X0CE6 190000.00000000 PA USD 175676.74000000 0.004360968774 Long DBT CORP US N 2 2044-01-24 Fixed 0.04375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WFE3 83019.48200000 PA USD 65076.09000000 0.001615437515 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 0.01500000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312BZ8 160000.00000000 PA USD 162449.15000000 0.004032609385 Long DBT CORP US N 2 2033-03-03 Fixed 0.04875000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAP9 100000.00000000 PA USD 98839.18000000 0.002453566577 Long DBT CORP US N 2 2027-02-15 Fixed 0.02493000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133WNQ94 558676.61600000 PA USD 563723.53000000 0.013993774654 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 0.05000000 N N N N N N DALLAS FORT WORTH TX INTL ARPT N/A 23503CAN7 100000.00000000 PA USD 85756.35000000 0.002128800685 Long DBT MUN US N 2 2051-11-01 Fixed 0.04507000 N N N N N N GE AEROSPACE 3C7474T6CDKPR9K6YT90 369604BH5 200000.00000000 PA USD 178421.74000000 0.004429110175 Long DBT CORP US N 2 2044-03-11 Fixed 0.04500000 N N N N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 446150BK9 300000.00000000 PA USD 295872.75000000 0.007344693576 Long DBT CORP US N 2 2032-01-28 Variable 0.04623000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ECQ1 61522.06300000 PA USD 51922.35000000 0.001288911366 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBW4 465000.00000000 PA USD 348611.67000000 0.008653875334 Long DBT CORP GB N 2 2042-11-24 Variable 0.03330000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967BL4 200000.00000000 PA USD 217396.67000000 0.005396617044 Long DBT CORP US N 2 2032-06-15 Fixed 0.06625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MHAW3 42766.05000000 PA USD 38916.56000000 0.000966057902 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.03000000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBE4 150000.00000000 PA USD 157134.69000000 0.003900684156 Long DBT CORP IE N 2 2030-09-30 Fixed 0.06150000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331AZ0 90000.00000000 PA USD 89128.41000000 0.002212508115 Long DBT CORP US N 2 2027-03-15 Fixed 0.03800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X5D42 64288.04700000 PA USD 64568.56000000 0.001602838679 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLRP5 2485378.92800000 PA USD 2224134.78000000 0.055211534122 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMC2 14380000.00000000 PA USD 14599070.38000000 0.362404778563 Long DBT UST US N 2 2031-12-31 Fixed 0.04500000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CF3 100000.00000000 PA USD 65169.08000000 0.001617745883 Long DBT CORP US N 2 2050-05-15 Fixed 0.03050000 N N N N N N BANK 2017-BNK4 N/A 06541FAY5 22300.64000000 PA USD 22240.81000000 0.000552101990 Long ABS-MBS CORP US N 2 2050-05-15 Fixed 0.03419000 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687FY7 163000.00000000 PA USD 133921.30000000 0.003324439009 Long DBT CORP US N 2 2040-05-13 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140A5MU9 32514.37800000 PA USD 33795.93000000 0.000838944275 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 0.06500000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAP5 120000.00000000 PA USD 114353.73000000 0.002838697062 Long DBT CORP US N 2 2038-04-01 Fixed 0.05150000 N N N N N N HONEYWELL AEROSPACE INC 213800ZUAQRBYL67JS90 43849RAH8 400000.00000000 PA USD 399081.15000000 0.009906720909 Long DBT CORP US N 2 2046-03-16 Fixed 0.05622000 N N N N N N ARCH CAP GROUP US INC 549300B4QKQFLY1XST28 03938JAA7 100000.00000000 PA USD 94229.72000000 0.002339142145 Long DBT CORP US N 2 2043-11-01 Fixed 0.05144000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EF6 500000.00000000 PA USD 488312.26000000 0.012121778431 Long DBT CORP AU N 2 2034-07-24 Variable 0.04110000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNG2 21070000.00000000 PA USD 20987695.31000000 0.520994890318 Long DBT UST US N 2 2030-05-31 Fixed 0.04000000 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAC7 110000.00000000 PA USD 121841.22000000 0.003024565208 Long DBT CORP ES N 2 2036-06-20 Fixed 0.07045000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBE5 130000.00000000 PA USD 121735.85000000 0.003021949522 Long DBT CORP US N 2 2053-05-15 Fixed 0.05300000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807CH3 140000.00000000 PA USD 139361.71000000 0.003459490798 Long DBT CORP US N 2 2033-03-15 Fixed 0.04700000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCS8 630000.00000000 PA USD 471000.46000000 0.011692033325 Long DBT CORP US N 2 2051-02-15 Fixed 0.03750000 N N N N N N NORTHERN STATES POWER CO (MN) 3S1GHB0TEH85KX44SB51 665772DB2 100000.00000000 PA USD 98524.63000000 0.002445758242 Long DBT CORP US N 2 2036-05-15 Fixed 0.04850000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBJ2 130000.00000000 PA USD 131423.06000000 0.003262423135 Long DBT CORP US N 2 2035-01-15 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCNJ3 1005877.64300000 PA USD 942483.81000000 0.023396053828 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.03500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDS7 273000.00000000 PA USD 159342.49000000 0.003955490199 Long DBT CORP US N 2 2051-11-01 Fixed 0.02887000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TNS0 33382.42000000 PA USD 31703.45000000 0.000787000917 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV4B8 62469.67000000 PA USD 59230.54000000 0.001470328601 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.04000000 N N N N N N REGENCY CTRS LP 5493008PTR2GAOYBXW28 75884RBF9 120000.00000000 PA USD 117083.85000000 0.002906469085 Long DBT CORP US N 2 2033-03-15 Fixed 0.04500000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBF1 520000.00000000 PA USD 444513.21000000 0.011034518448 Long DBT CORP CA N 2 2033-08-01 Fixed 0.02500000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBJ8 1600000.00000000 PA USD 1563520.00000000 0.038812547965 Long DBT NUSS MX N 2 2031-03-22 Fixed 0.04750000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAE1 110000.00000000 PA USD 97504.73000000 0.002420440422 Long DBT CORP CA N 2 2032-02-02 Fixed 0.02450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ACNQ7 832846.16500000 PA USD 698206.67000000 0.017332160681 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UKX9 120183.81200000 PA USD 113951.38000000 0.002828709195 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 0.04000000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDW5 210000.00000000 PA USD 220653.30000000 0.005477459060 Long EP CORP GB N 2 N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SC3 48000.00000000 PA USD 35805.00000000 0.000888817079 Long DBT UST US N 2 2048-05-15 Fixed 0.03125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6GL8 292710.83000000 PA USD 295057.81000000 0.007324463648 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 0.05000000 N N N N N N ADVANCED MICRO DEVICES INC R2I72C950HOYXII45366 007903BG1 70000.00000000 PA USD 58570.48000000 0.001453943386 Long DBT CORP US N 2 2052-06-01 Fixed 0.04393000 N N N N N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 17275RBX9 260000.00000000 PA USD 263280.78000000 0.006535636194 Long DBT CORP US N 2 2030-02-24 Fixed 0.04750000 N N N N N N TRAVELERS PROPERTY CASUALTY CORP N/A 89420GAE9 160000.00000000 PA USD 176897.57000000 0.004391274445 Long DBT CORP US N 2 2033-03-15 Fixed 0.06375000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XCD6 350000.00000000 PA USD 314094.82000000 0.007797035066 Long DBT CORP US N 2 2031-05-15 Fixed 0.02400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HMKD5 10337.70200000 PA USD 10010.31000000 0.000248494190 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VKK5 80524.53800000 PA USD 69274.33000000 0.001719653893 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 0.02500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GVS0 245000.00000000 PA USD 216411.90000000 0.005372171286 Long DBT CORP US N 2 2045-10-21 Fixed 0.04750000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AV5 22000.00000000 PA USD 19547.52000000 0.000485244229 Long DBT CORP US N 2 2048-07-15 Fixed 0.05200000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3F8 590000.00000000 PA USD 606950.41000000 0.015066831189 Long DBT CORP US N 2 2034-07-25 Variable 0.05557000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KSJQ1 29773.82300000 PA USD 22787.97000000 0.000565684595 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.01500000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543CG6 100000.00000000 PA USD 81049.67000000 0.002011962881 Long DBT CORP US N 2 2042-11-15 Fixed 0.04375000 N N N N N N EASTERN ENERGY GAS HOLDINGS LLC 549300BFOD6TDMVV4O24 27636AAC6 300000.00000000 PA USD 307154.09000000 0.007624739594 Long DBT CORP US N 2 2055-01-15 Fixed 0.06200000 N N N N N N AVALONBAY COMMUNITIES INC K9G90K85RBWD2LAGQX17 053484AE1 100000.00000000 PA USD 103018.14000000 0.002557304351 Long DBT CORP US N 2 2033-12-07 Fixed 0.05300000 N N N N N N CDW LLC / CDW FIN CORP N/A 12513GBJ7 70000.00000000 PA USD 64003.72000000 0.001588817189 Long DBT CORP US N 2 2031-12-01 Fixed 0.03569000 N N N N N N HAROT 2025-4 N/A 43814XAD5 700000.00000000 PA USD 696754.24000000 0.017296105812 Long ABS-CBDO CORP US N 2 2030-06-17 Fixed 0.03980000 N N N N N N FAIRFAX FINANCIAL HOLDINGS LTD GLS7OQD0WOEDI8YAP031 303901BR2 150000.00000000 PA USD 155436.89000000 0.003858538265 Long DBT CORP CA N 2 2054-03-22 Fixed 0.06350000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958667AJ6 550000.00000000 PA USD 547830.78000000 0.013599255798 Long DBT CORP US N 2 2035-12-15 Fixed 0.05500000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAP7 300000.00000000 PA USD 312787.66000000 0.007764586354 Long DBT CORP US N 2 2034-06-08 Variable 0.05867000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAH7 220000.00000000 PA USD 173070.60000000 0.004296274409 Long DBT CORP US N 2 2046-11-21 Fixed 0.03800000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TZ1 34995000.00000000 PA USD 33175533.31000000 0.823543656546 Long DBT UST US N 2 2044-02-15 Fixed 0.04500000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AM1 100000.00000000 PA USD 74540.97000000 0.001850392047 Long DBT CORP US N 2 2047-12-01 Fixed 0.03750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNF40 238416.05600000 PA USD 217802.46000000 0.005406690305 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DY3 470000.00000000 PA USD 476948.80000000 0.011839693881 Long DBT CORP US N 2 2033-06-01 Fixed 0.05300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142J6D91 2099790.00000000 PA USD 2068268.58000000 0.051342338740 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 0.05000000 N N N N N N BROOKFIELD CAPITAL FINANCE LLC 254900P8CLQEIJ039941 11259NAA2 100000.00000000 PA USD 105478.36000000 0.002618376424 Long DBT CORP US N 2 2033-06-14 Fixed 0.06087000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDQ9 380000.00000000 PA USD 328168.44000000 0.008146396156 Long DBT CORP US N 2 2052-08-15 Fixed 0.04850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H9CS0 28718.66600000 PA USD 28087.37000000 0.000697235977 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.04500000 N N N N N N TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 89352HAE9 100000.00000000 PA USD 115062.66000000 0.002856295416 Long DBT CORP CA N 2 2038-08-15 Fixed 0.07250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HEAW2 24540.89700000 PA USD 23314.44000000 0.000578753594 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04000000 N N N N N N EART 2025-5A N/A 30166VAE8 420000.00000000 PA USD 420027.68000000 0.010426693919 Long ABS-CBDO CORP US N 2 2029-11-15 Fixed 0.04240000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3142GWT41 621738.87000000 PA USD 597288.37000000 0.014826982392 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H4SH4 1090000.00000000 PA USD 968445.49000000 0.024040522048 Long ABS-MBS USGSE US N 2 2031-11-25 Fixed 0.02127000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FN3 100000.00000000 PA USD 58677.08000000 0.001456589606 Long DBT CORP US N 2 2062-09-16 Fixed 0.02973000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4FH4 587630.52100000 PA USD 544785.73000000 0.013523666007 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 0.03500000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAY3 520000.00000000 PA USD 514718.74000000 0.012777288288 Long DBT CORP CA N 2 2030-02-02 Variable 0.04247000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BA0 270000.00000000 PA USD 259491.17000000 0.006441563575 Long DBT CORP US N 2 2054-06-15 Fixed 0.05650000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAS0 280000.00000000 PA USD 280276.27000000 0.006957529275 Long DBT CORP US N 2 2036-07-30 Fixed 0.05400000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAB8 3020000.00000000 PA USD 2981231.14000000 0.074005562204 Long DBT CORP US N 2 2030-11-15 Fixed 0.04200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y8W36 1977095.33000000 PA USD 2039109.50000000 0.050618498820 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DS3K6 1412800.84900000 PA USD 1443170.84000000 0.035825021394 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DKT8 585319.58500000 PA USD 517393.31000000 0.012843681348 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 0.03000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGC2 140000.00000000 PA USD 94995.83000000 0.002358159926 Long DBT CORP US N 2 2061-03-22 Fixed 0.03700000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECM1 470000.00000000 PA USD 410463.07000000 0.010189263707 Long DBT CORP US N 2 2031-09-01 Fixed 0.01900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4Y26 11307.04400000 PA USD 10999.84000000 0.000273058110 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CNH54 25084.86700000 PA USD 26073.58000000 0.000647246005 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 0.06500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCG8 110000.00000000 PA USD 95092.55000000 0.002360560887 Long DBT CORP US N 2 2032-07-29 Variable 0.02359000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 013817AK7 50000.00000000 PA USD 53231.65000000 0.001321413201 Long DBT CORP US N 2 2037-02-01 Fixed 0.05950000 N N N N N N TWDC ENTERPRISES 18 CORP 7260JQNI6SCF9FIV2392 25468PBW5 290000.00000000 PA USD 324325.42000000 0.008050997697 Long DBT CORP US N 2 2032-03-01 Fixed 0.07000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAY4 400000.00000000 PA USD 415090.57000000 0.010304135961 Long DBT CORP US N 2 2041-02-06 Fixed 0.05875000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BC7 390000.00000000 PA USD 367628.83000000 0.009125953999 Long DBT CORP US N 2 2055-10-23 Fixed 0.06834000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAD9 190000.00000000 PA USD 193947.71000000 0.004814524148 Long DBT CORP US N 2 2041-02-15 Fixed 0.05600000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WG36 1319915.25700000 PA USD 1130970.71000000 0.028075019782 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 0.02500000 N N N N N N BALTIMORE GAS and ELECTRIC CO 88V8C2WYSOD1SPSSLH72 059165ET3 220000.00000000 PA USD 224476.67000000 0.005572369730 Long DBT CORP US N 2 2035-06-01 Fixed 0.05450000 N N N N N N WELLS FARGO BANK NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 94988J6F9 1760000.00000000 PA USD 1770245.65000000 0.043944269470 Long DBT CORP US N 2 2026-12-11 Fixed 0.05254000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBJ3 100000.00000000 PA USD 99747.34000000 0.002476110582 Long DBT CORP US N 2 2026-09-06 Fixed 0.03215000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAX4 100000.00000000 PA USD 89177.31000000 0.002213722000 Long DBT CORP US N 2 2039-10-01 Fixed 0.04625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H050664 -5025000.00000000 PA USD -4963482.95000000 -0.12321263563 Short ABS-MBS USGA US N 2 2056-06-01 Fixed 0.05000000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457BU1 100000.00000000 PA USD 78117.23000000 0.001939168502 Long DBT CORP US N 2 2059-03-15 Fixed 0.04150000 N N N N N N EXPEDIA GROUP INC CI7MUJI4USF3V0NJ1H64 30212PAR6 110000.00000000 PA USD 104431.36000000 0.002592385878 Long DBT CORP US N 2 2030-02-15 Fixed 0.03250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5C72 2093341.02800000 PA USD 2145384.63000000 0.053256654124 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 0.06000000 N N N N N N WISCONSIN PWR and LT CO JWBYHVQVMY66CVCOSO49 976826BR7 170000.00000000 PA USD 170681.19000000 0.004236960111 Long DBT CORP US N 2 2033-04-01 Fixed 0.04950000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BM9 90000.00000000 PA USD 87228.49000000 0.002165344832 Long DBT CORP US N 2 2035-11-15 Fixed 0.05250000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457CZ9 100000.00000000 PA USD 98405.59000000 0.002442803214 Long DBT CORP US N 2 2065-02-12 Fixed 0.05600000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BT5 100000.00000000 PA USD 100862.20000000 0.002503785672 Long DBT CORP US N 2 2054-10-01 Variable 0.06400000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YMJ0 437700.42200000 PA USD 434663.22000000 0.010790004013 Long ABS-MBS USGA US N 2 2053-12-20 Fixed 0.05000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TN8 9520000.00000000 PA USD 7550178.15000000 0.187424306434 Long DBT UST US N 2 2053-02-15 Fixed 0.03625000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAT8 200000.00000000 PA USD 179130.73000000 0.004446710019 Long DBT CORP US N 2 2050-04-15 Fixed 0.04950000 N N N N N N BERKSHIRE HATHAWAY FIN CORP 549300RLHFT5RU20WM87 084664CQ2 130000.00000000 PA USD 107023.62000000 0.002656735689 Long DBT CORP US N 2 2048-08-15 Fixed 0.04200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DSG48 150906.86900000 PA USD 161018.91000000 0.003997105356 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 0.07000000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAD9 330000.00000000 PA USD 336007.59000000 0.008340993849 Long DBT CORP CA N 2 2028-06-12 Fixed 0.05250000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCZ6 270000.00000000 PA USD 278579.12000000 0.006915399519 Long DBT CORP US N 2 2029-06-08 Variable 0.06312000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AN8 140000.00000000 PA USD 138897.13000000 0.003447958145 Long DBT CORP GB N 2 2027-06-12 Fixed 0.03125000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140MWL87 212837.71100000 PA USD 195518.26000000 0.004853511208 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133W6WG8 893413.74200000 PA USD 900669.42000000 0.022358060699 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 0.05500000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KL4 640000.00000000 PA USD 605106.65000000 0.015021062012 Long DBT CORP US N 2 2029-09-15 Fixed 0.02650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWMZ3 446158.88800000 PA USD 455935.66000000 0.011318067356 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EDG2 483337.96700000 PA USD 444082.37000000 0.011023823351 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 0.02000000 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216AW1 100000.00000000 PA USD 110977.95000000 0.002754897287 Long DBT CORP US N 2 2038-09-15 Fixed 0.06700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9UR0 15267.96000000 PA USD 15796.56000000 0.000392131052 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.05500000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AR0 350000.00000000 PA USD 346661.46000000 0.008605463661 Long DBT CORP US N 2 2028-11-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EXT2 253798.06300000 PA USD 251336.42000000 0.006239131483 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.05000000 N N N N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 92857WBL3 130000.00000000 PA USD 127317.49000000 0.003160507180 Long DBT CORP GB N 2 2038-05-30 Fixed 0.05000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DJ6 560000.00000000 PA USD 540326.82000000 0.013412978803 Long DBT CORP US N 2 2033-03-01 Fixed 0.04200000 N N N N N N MCCORMICK and CO INC 549300JQQA6MQ4OJP259 579780AS6 260000.00000000 PA USD 228490.82000000 0.005672016290 Long DBT CORP US N 2 2031-02-15 Fixed 0.01850000 N N N N N N ARIZONA PUBLIC SERVICE CO YG6VT0TPHRH4TFVAQV64 040555DG6 160000.00000000 PA USD 164595.70000000 0.004085894968 Long DBT CORP US N 2 2033-08-01 Fixed 0.05550000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 219868CK0 147000.00000000 PA USD 146782.44000000 0.003643701707 Long DBT CORP VE N 2 2028-01-07 Fixed 0.04125000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AE4 100000.00000000 PA USD 107500.64000000 0.002668577150 Long DBT CORP US N 2 2037-08-15 Fixed 0.06625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427PCU6 111547.28100000 PA USD 115940.41000000 0.002878084529 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 0.06500000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DD9 110000.00000000 PA USD 85834.27000000 0.002130734957 Long DBT CORP US N 2 2047-09-12 Fixed 0.03750000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAN6 200000.00000000 PA USD 202540.83000000 0.005027838261 Long DBT CORP GB N 2 2033-03-09 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EVT4 235598.84100000 PA USD 229876.29000000 0.005706408956 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 0.04000000 N N N N N N SHERWIN WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BJ4 120000.00000000 PA USD 114398.72000000 0.002839813886 Long DBT CORP US N 2 2029-08-15 Fixed 0.02950000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBF9 60000.00000000 PA USD 49356.04000000 0.001225205734 Long DBT CORP US N 2 2047-05-15 Fixed 0.04375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJQ5 3600000.00000000 PA USD 3542343.77000000 0.087934524332 Long DBT UST US N 2 2030-12-31 Fixed 0.03750000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAG9 270000.00000000 PA USD 254843.05000000 0.006326179455 Long DBT CORP US N 2 2028-06-11 Fixed 0.02875000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526DA4 250000.00000000 PA USD 252341.98000000 0.006264093329 Long DBT CORP US N 2 2031-05-09 Variable 0.05297000 N N N N N N GALLAGHER (ARTHUR J.) and CO 54930049QLLMPART6V29 04316JAG4 100000.00000000 PA USD 109498.09000000 0.002718161501 Long DBT CORP US N 2 2054-02-15 Fixed 0.06750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FWBB9 83020.87410000 PA USD 79288.34000000 0.001968239932 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 0.02500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HA4B9 500000.00000000 PA USD 499963.90000000 0.012411016712 Long ABS-MBS USGSE US N 2 2030-03-25 Fixed 0.04412000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BR0 90000.00000000 PA USD 87515.23000000 0.002172462816 Long DBT CORP US N 2 2030-03-25 Fixed 0.03900000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XDB9 311357.41100000 PA USD 277414.56000000 0.006886490685 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 0.03000000 N N N N N N JAPAN BANK INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 471048CF3 240000.00000000 PA USD 222980.32000000 0.005535224599 Long DBT CORP JP N 2 2029-10-17 Fixed 0.02000000 N N N N N N FHLMC MFD HSG COP GTD (FREDMAC N/A 3142GUPP2 2809751.12300000 PA USD 2907321.70000000 0.072170847148 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 0.06000000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231GBG6 100000.00000000 PA USD 83831.04000000 0.002081007125 Long DBT CORP US N 2 2050-03-19 Fixed 0.04327000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TZ40 299556.96400000 PA USD 276662.06000000 0.006867810756 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 0.03500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMT3 2010000.00000000 PA USD 2014764.06000000 0.050014151861 Long DBT CORP US N 2 2029-05-09 Variable 0.04623000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CAT2 110000.00000000 PA USD 82395.81000000 0.002045379226 Long DBT CORP US N 2 2046-09-01 Fixed 0.03750000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200KX8 680000.00000000 PA USD 681938.15000000 0.016928313776 Long DBT CORP US N 2 2028-02-06 Fixed 0.04500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XAW5 120000.00000000 PA USD 91630.82000000 0.002274627504 Long DBT CORP US N 2 2044-07-08 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5ET2 830053.37000000 PA USD 799952.23000000 0.019857874729 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131YA7G9 83911.23500000 PA USD 79717.67000000 0.001978897545 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNL26 1433970.61600000 PA USD 1224557.99000000 0.030398214109 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDA6 680000.00000000 PA USD 636100.97000000 0.015790459609 Long DBT CORP US N 2 2030-02-01 Fixed 0.02650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJ4Q0 123436.99700000 PA USD 113831.20000000 0.002825725868 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.03500000 N N N N N N OGLETHORPE PWR CORP 3EERXCUSWMS9GV5D9M98 677052AA0 120000.00000000 PA USD 116571.95000000 0.002893761768 Long DBT CORP US N 2 2040-11-01 Fixed 0.05375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWJ61 1002026.20500000 PA USD 1042585.62000000 0.025880963713 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 0.06500000 N N N N N N AVERY DENNISON CORP 549300PW7VPFCYKLIV37 053611AK5 140000.00000000 PA USD 129394.83000000 0.003212074707 Long DBT CORP US N 2 2030-04-30 Fixed 0.02650000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBF6 300000.00000000 PA USD 299000.30000000 0.007422331332 Long DBT CORP US N 2 2055-04-01 Fixed 0.06200000 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAQ3 70000.00000000 PA USD 72416.28000000 0.001797649112 Long DBT CORP GB N 2 2029-02-02 Fixed 0.05931000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CE1 660000.00000000 PA USD 649802.58000000 0.016130585988 Long DBT CORP US N 2 2034-11-01 Fixed 0.05050000 N N N N N N DTE ELEC CO 9N0FWODEJVKHC2DYLO03 23338VBB1 420000.00000000 PA USD 411661.97000000 0.010219024992 Long DBT CORP US N 2 2036-03-01 Fixed 0.04850000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAK8 250000.00000000 PA USD 221270.00000000 0.005492767913 Long DBT CORP AT N 2 2032-01-15 Fixed 0.03125000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HBN4 280000.00000000 PA USD 279052.96000000 0.006927162041 Long DBT CORP US N 2 2027-03-09 Fixed 0.03750000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BP1 70000.00000000 PA USD 68889.84000000 0.001710109380 Long DBT CORP US N 2 2035-10-01 Fixed 0.05050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X8YM3 1126330.21100000 PA USD 916630.62000000 0.022754278746 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAQ3 100000.00000000 PA USD 90322.42000000 0.002242148011 Long DBT CORP US N 2 2052-05-15 Fixed 0.05250000 N N N N N N MOSAIC CO 2YD5STGSJNMUB7H76907 61945CAD5 150000.00000000 PA USD 152001.31000000 0.003773254026 Long DBT CORP US N 2 2033-11-15 Fixed 0.05450000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 74432QCC7 45000.00000000 PA USD 44672.02000000 0.001108930438 Long DBT CORP US N 2 2028-03-27 Fixed 0.03878000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XDV5 370000.00000000 PA USD 366193.84000000 0.009090332058 Long DBT CORP US N 2 2029-04-06 Fixed 0.04300000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591FB3 269000.00000000 PA USD 268496.61000000 0.006665113048 Long DBT USGSE US N 2 2034-08-01 Fixed 0.04375000 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BF6 560000.00000000 PA USD 483790.22000000 0.012009524098 Long DBT CORP US N 2 2031-01-30 Fixed 0.01300000 N N N N N N EXPORT IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154DD8 680000.00000000 PA USD 598456.34000000 0.014855975876 Long DBT CORP KR N 2 2030-09-21 Fixed 0.01250000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KR1 518000.00000000 PA USD 441359.86000000 0.010956240237 Long DBT CORP US N 2 2046-05-18 Fixed 0.04750000 N N N N N N GRAINGER (W.W.) INC 549300TWZSP6O1IH2V34 384802AF1 100000.00000000 PA USD 97639.06000000 0.002423775007 Long DBT CORP US N 2 2034-09-15 Fixed 0.04450000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BH6 400000.00000000 PA USD 319650.00000000 0.007934935886 Long DBT NUSS PA N 2 2050-04-16 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQN4 27400000.00000000 PA USD 27143125.00000000 0.673796204079 Long DBT UST US N 2 2033-04-30 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DVC3 1460626.62800000 PA USD 1237279.44000000 0.030714009166 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02500000 N N N N N N PROCTER and GAMBLE CO 2572IBTT8CCZW6AU4141 742718GP8 400000.00000000 PA USD 392457.69000000 0.009742301293 Long DBT CORP US N 2 2032-11-03 Fixed 0.04100000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TDR3 810000.00000000 PA USD 805831.38000000 0.020003817724 Long DBT CORP US N 2 2027-01-11 Fixed 0.03200000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G72 400000.00000000 PA USD 405945.55000000 0.010077121578 Long DBT CORP US N 2 2028-03-20 Fixed 0.05918000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QK7 126000.00000000 PA USD 114502.50000000 0.002842390102 Long DBT UST US N 2 2040-08-15 Fixed 0.03875000 N N N N N N BANNER HEALTH PLD0E0WJKFN8IZJ2WD85 06654DAE7 150000.00000000 PA USD 94568.79000000 0.002347559160 Long DBT CORP US N 2 2051-01-01 Fixed 0.02913000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAZ9 500000.00000000 PA USD 502486.58000000 0.012473639280 Long DBT CORP US N 2 2034-08-15 Fixed 0.04900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBJW1 180037.43300000 PA USD 174954.58000000 0.004343042000 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.04500000 N N N N N N MERCEDES-BENZ AUTO LEASE TRUST 2025-B N/A 58770XAD5 660000.00000000 PA USD 656728.31000000 0.016302509102 Long ABS-CBDO CORP US N 2 2029-04-16 Fixed 0.03880000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YRH9 949707.91200000 PA USD 961505.85000000 0.023868253634 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 0.05500000 N N N N N N BROWN and BROWN INC 549300PC8KTJ71XKFY89 115236AE1 140000.00000000 PA USD 133117.67000000 0.003304489838 Long DBT CORP US N 2 2032-03-17 Fixed 0.04200000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAY1 200000.00000000 PA USD 194169.52000000 0.004820030321 Long DBT CORP GB N 2 2036-09-22 Variable 0.05136000 N N N N N N KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 49456BAW1 210000.00000000 PA USD 197627.60000000 0.004905873096 Long DBT CORP US N 2 2052-08-01 Fixed 0.05450000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GWZ3 1650000.00000000 PA USD 1638037.91000000 0.040662367575 Long DBT CORP US N 2 2029-05-01 Variable 0.04223000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448FF0 100000.00000000 PA USD 71823.11000000 0.001782924364 Long DBT CORP US N 2 2041-10-21 Fixed 0.02625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FJT5 1057004.91600000 PA USD 1063210.91000000 0.026392962317 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 0.05500000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EY5 100000.00000000 PA USD 73894.55000000 0.001834345429 Long DBT CORP AU N 2 2041-11-18 Fixed 0.03133000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427QTE2 418731.41500000 PA USD 384359.60000000 0.009541275718 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.03500000 N N N N N N MARTIN MARIETTA MATERIALS INC 5299005MZ4WZECVATV08 573284AW6 120000.00000000 PA USD 107817.83000000 0.002676451019 Long DBT CORP US N 2 2031-07-15 Fixed 0.02400000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV4W2 152153.63700000 PA USD 128651.24000000 0.003193615958 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 0.02500000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAL5 210000.00000000 PA USD 207443.07000000 0.005149530613 Long DBT CORP US N 2 2055-05-19 Fixed 0.06625000 N N N N N N DALLAS FORT WORTH TX INTL ARPT N/A 2350368N3 250000.00000000 PA USD 178303.00000000 0.004426162594 Long DBT MUN US N 2 2046-11-01 Fixed 0.02843000 N N N N N N ILLINOIS ST N/A 452152GS4 71428.57300000 PA USD 77011.32000000 0.001911715584 Long DBT MUN US N 2 2035-07-01 Fixed 0.07350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9NN7 68772.88200000 PA USD 62614.49000000 0.001554331186 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.03000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MM0 500000.00000000 PA USD 491071.33000000 0.012190269104 Long DBT CORP US N 2 2041-03-26 Variable 0.05316000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAR5 190000.00000000 PA USD 190387.90000000 0.004726156045 Long DBT CORP US N 2 2029-03-15 Fixed 0.04650000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKB4 220000.00000000 PA USD 142149.22000000 0.003528687461 Long DBT CORP US N 2 2052-07-21 Variable 0.02972000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCA7 340000.00000000 PA USD 299102.24000000 0.007424861873 Long DBT CORP US N 2 2031-02-01 Fixed 0.01750000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAR2 110000.00000000 PA USD 116365.10000000 0.002888626960 Long DBT CORP US N 2 2053-11-15 Fixed 0.06200000 N N N N N N INTERNATIONAL PAPER CO 824LMFJDH41EY779Q875 460146CH4 70000.00000000 PA USD 71302.24000000 0.001769994378 Long DBT CORP US N 2 2041-11-15 Fixed 0.06000000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KX4 230000.00000000 PA USD 237298.59000000 0.005890658838 Long DBT CORP US N 2 2035-08-15 Fixed 0.06000000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AP6 350000.00000000 PA USD 345358.19000000 0.008573111514 Long DBT CORP US N 2 2031-03-15 Fixed 0.04550000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AX2 238000.00000000 PA USD 223939.75000000 0.005559041322 Long DBT CORP US N 2 2031-01-15 Fixed 0.03250000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCK7 600000.00000000 PA USD 599732.37000000 0.014887651822 Long DBT CORP US N 2 2031-01-15 Fixed 0.04600000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804GD0 200000.00000000 PA USD 114445.31000000 0.002840970428 Long DBT CORP US N 2 2050-12-15 Fixed 0.02450000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VV49 56472.18500000 PA USD 55456.66000000 0.001376646462 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 0.04500000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AV8 70000.00000000 PA USD 67444.85000000 0.001674239201 Long DBT CORP US N 2 2044-11-15 Fixed 0.05050000 N N N N N N PECO ENERGY COMPANY YH65D4JBECK76IFEJ279 693304BJ5 80000.00000000 PA USD 78907.80000000 0.001958793473 Long DBT CORP US N 2 2055-09-15 Fixed 0.05650000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BB1 100000.00000000 PA USD 98476.71000000 0.002444568685 Long DBT CORP US N 2 2045-08-15 Fixed 0.05850000 N N N N N N CONNECTICUT LIGHT AND POWER CO(THE) 549300O45IUXEDS1VZ32 207597EL5 60000.00000000 PA USD 47530.66000000 0.001179892819 Long DBT CORP US N 2 2048-04-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GDW48 2159250.52100000 PA USD 1940641.95000000 0.048174157521 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 0.01500000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YBK0 400000.00000000 PA USD 397062.03000000 0.009856598626 Long DBT CORP US N 2 2033-05-17 Fixed 0.04500000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAN3 530000.00000000 PA USD 536581.83000000 0.013320013824 Long DBT CORP US N 2 2034-02-26 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QK5U8 2018997.31600000 PA USD 1765764.78000000 0.043833037134 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.03000000 N N N N N N SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 254900Z1WAY7QFQ7O850 83007CAF9 150000.00000000 PA USD 149873.59000000 0.003720435875 Long DBT CORP US N 2 2034-10-01 Fixed 0.05584000 N N N N N N RIO TINTO FINANCE (USA) LTD 213800RX94ZKEZXPKH58 767201AL0 324000.00000000 PA USD 319726.50000000 0.007936834909 Long DBT CORP AU N 2 2040-11-02 Fixed 0.05200000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659BF7 100000.00000000 PA USD 83519.29000000 0.002073268297 Long DBT CORP US N 2 2053-05-01 Fixed 0.04600000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XFF8 1015043.93500000 PA USD 923904.56000000 0.022934845765 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 0.03500000 N N N N N N OREILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAK3 270000.00000000 PA USD 236228.18000000 0.005864087166 Long DBT CORP US N 2 2031-03-15 Fixed 0.01750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UCD2 7464.72300000 PA USD 7531.31000000 0.000186955926 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140AVW64 22621.21500000 PA USD 23417.36000000 0.000581308463 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 0.06000000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAC9 250000.00000000 PA USD 237457.10000000 0.005894593662 Long DBT CORP US N 2 2030-06-17 Fixed 0.03400000 N N N N N N SOUTHWEST GAS CORP OQQR1IQTGBKH0UR88X59 845011AH8 165000.00000000 PA USD 167519.71000000 0.004158480083 Long DBT CORP US N 2 2028-03-23 Fixed 0.05450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XTDR9 1955840.28200000 PA USD 1782925.03000000 0.044259020189 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 0.03000000 N N N N N N MARVELL TECHNOLOGY INC 254900WVU0BM7ZCJ9E93 573874AS3 100000.00000000 PA USD 102319.48000000 0.002539960937 Long DBT CORP US N 2 2035-07-15 Fixed 0.05450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329KJT2 15070.44000000 PA USD 15192.82000000 0.000377143915 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 0.05500000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 140000.00000000 PA USD 138935.82000000 0.003448918579 Long DBT CORP US N 2 2032-05-15 Fixed 0.05125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179QWJ6 13096.59000000 PA USD 13359.32000000 0.000331629431 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 0.05500000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451BN7 200000.00000000 PA USD 200728.29000000 0.004982844084 Long DBT CORP AU N 2 2036-02-15 Fixed 0.05000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 110000.00000000 PA USD 94913.20000000 0.002356108733 Long DBT CORP US N 2 2041-09-01 Fixed 0.05500000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RCP5 220000.00000000 PA USD 208759.62000000 0.005182212421 Long DBT CORP US N 2 2035-05-15 Fixed 0.04500000 N N N N N N JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS N/A 472140AD4 60000.00000000 PA USD 59921.44000000 0.001487479382 Long DBT CORP NL N 2 2055-02-25 Fixed 0.06375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWMR1 568576.71300000 PA USD 561462.85000000 0.013937655928 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ECU2 2736306.41200000 PA USD 2514069.90000000 0.062408833006 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 0.02000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDR2 780000.00000000 PA USD 732402.36000000 0.018181028530 Long DBT CORP US N 2 2039-03-15 Fixed 0.04812000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 25160PAR8 300000.00000000 PA USD 295364.01000000 0.007332064703 Long DBT CORP US N 2 2032-02-06 Variable 0.04725000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAT5 32000.00000000 PA USD 31761.62000000 0.000788444918 Long DBT CORP CA N 2 2029-04-01 Fixed 0.04200000 N N N N N N HONEYWELL AEROSPACE INC 213800ZUAQRBYL67JS90 43849RAJ4 600000.00000000 PA USD 600232.88000000 0.014900076395 Long DBT CORP US N 2 2056-03-16 Fixed 0.05732000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWDS9 811920.73400000 PA USD 711861.73000000 0.017671131511 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.03000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 470000.00000000 PA USD 413291.97000000 0.010259487828 Long DBT CORP US N 2 2032-07-21 Variable 0.02239000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QDQN7 19732.80400000 PA USD 19181.87000000 0.000476167397 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.04500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SK5 38000.00000000 PA USD 23993.44000000 0.000595608972 Long DBT UST US N 2 2049-11-15 Fixed 0.02375000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WFU0 100000.00000000 PA USD 99784.47000000 0.002477032291 Long DBT CORP US N 2 2031-10-23 Fixed 0.04850000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TL2 6250000.00000000 PA USD 5306640.63000000 0.131731122076 Long DBT UST US N 2 2052-11-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CW26 2330.41500000 PA USD 2270.74000000 0.000056368453 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 0.03500000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EBE4 400000.00000000 PA USD 390401.73000000 0.009691264500 Long DBT CORP US N 2 2036-02-13 Fixed 0.04900000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457CG1 60000.00000000 PA USD 54322.45000000 0.001348491030 Long DBT CORP US N 2 2053-02-27 Fixed 0.04875000 N N N N N N GLP CAP LP / GLP FING II INC N/A 361841AV1 200000.00000000 PA USD 196516.98000000 0.004878303259 Long DBT CORP US N 2 2033-02-15 Fixed 0.05250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9TT2 51586.35100000 PA USD 41740.22000000 0.001036151946 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02000000 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HBY2 130000.00000000 PA USD 124879.63000000 0.003099990169 Long DBT CORP US N 2 2030-09-10 Fixed 0.05050000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YKL7 789758.57000000 PA USD 677137.34000000 0.016809139306 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 0.02500000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 13607QFD9 800000.00000000 PA USD 798113.70000000 0.019812235381 Long DBT CORP CA N 2 2028-09-08 Variable 0.04243000 N N N N N N NOVARTIS CAP CORP 5493002KF87V5RSRQS84 66989HBF4 300000.00000000 PA USD 298387.86000000 0.007407128229 Long DBT CORP US N 2 2029-03-16 Fixed 0.04100000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KR7 120000.00000000 PA USD 122826.30000000 0.003049018663 Long DBT CORP US N 2 2034-05-15 Fixed 0.05800000 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAQ6 500000.00000000 PA USD 477190.00000000 0.011845681388 Long DBT CORP KY N 2 2030-07-08 Fixed 0.03750000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GFD1 492000.00000000 PA USD 538025.98000000 0.013355863152 Long DBT CORP US N 2 2037-10-01 Fixed 0.06750000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299AW4 240000.00000000 PA USD 259509.60000000 0.006442021079 Long DBT NUSS PA N 2 2036-01-26 Fixed 0.06700000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGN8 615000.00000000 PA USD 540058.74000000 0.013406324032 Long DBT CORP US N 2 2032-03-15 Fixed 0.02355000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140NPQS2 57502.45700000 PA USD 57933.51000000 0.001438131354 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.05500000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAK0 100000.00000000 PA USD 102466.20000000 0.002543603089 Long DBT CORP US N 2 2034-05-20 Fixed 0.06000000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123BS9 300000.00000000 PA USD 300656.24000000 0.007463438098 Long DBT CORP US N 2 2041-05-27 Fixed 0.05200000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312AZ9 190000.00000000 PA USD 137014.30000000 0.003401219102 Long DBT CORP US N 2 2046-11-15 Fixed 0.03400000 N N N N N N ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 635400FQ1M7J2CHLAS59 45115AAB0 200000.00000000 PA USD 203628.39000000 0.005054835661 Long DBT CORP IE N 2 2029-05-08 Fixed 0.05849000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDS5 370000.00000000 PA USD 374183.79000000 0.009288673184 Long DBT CORP US N 2 2029-03-15 Fixed 0.04800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y6B33 686877.83000000 PA USD 701929.52000000 0.017424576061 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.06000000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAY1 250000.00000000 PA USD 222568.86000000 0.005525010587 Long DBT CORP IE N 2 2033-10-29 Fixed 0.03400000 N N N N N N AMCOR GROUP FINANCE 2549008XHB8M1L64J275 02344BAA4 150000.00000000 PA USD 153587.69000000 0.003812634046 Long DBT CORP GB N 2 2029-05-23 Fixed 0.05450000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WXH6 2153370.42600000 PA USD 1768541.81000000 0.043901973642 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 0.02000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBL4 100000.00000000 PA USD 95906.26000000 0.002380760282 Long DBT CORP US N 2 2053-03-15 Fixed 0.05600000 N N N N N N HONDA AUTO RECEIVABLES 2026-1 OWNER TRUST N/A 43815CAD0 440000.00000000 PA USD 435445.12000000 0.010809413762 Long ABS-CBDO CORP US N 2 2030-09-23 Fixed 0.03780000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795KB5 240000.00000000 PA USD 244484.82000000 0.006069048559 Long DBT CORP US N 2 2055-06-01 Fixed 0.05950000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBB5 110000.00000000 PA USD 107234.79000000 0.002661977736 Long DBT CORP US N 2 2054-09-01 Fixed 0.06050000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KKZR3 770823.15300000 PA USD 625143.74000000 0.015518459242 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JH0 400000.00000000 PA USD 347194.51000000 0.008618696001 Long DBT CORP LU N 2 2030-09-23 Fixed 0.00750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJVZ0 55136.25500000 PA USD 49807.78000000 0.001236419649 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y8HV1 1991421.30500000 PA USD 2012448.32000000 0.049956666335 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 0.05500000 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HBS5 150000.00000000 PA USD 145689.84000000 0.003616579195 Long DBT CORP US N 2 2030-04-01 Fixed 0.05250000 N N N N N N LEAR CORP 549300UPNBTXA1SYTQ33 521865BC8 110000.00000000 PA USD 97309.14000000 0.002415585130 Long DBT CORP US N 2 2032-01-15 Fixed 0.02600000 N N N N N N PEACEHEALTH OBLIGATED GROUP N/A 70462GAE8 40000.00000000 PA USD 39752.03000000 0.000986797464 Long DBT CORP US N 2 2028-11-15 Fixed 0.04335000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231GAW2 200000.00000000 PA USD 166748.53000000 0.004139336445 Long DBT CORP US N 2 2046-03-01 Fixed 0.04114000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCP6 1458165.35500000 PA USD 1231549.11000000 0.030571760453 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWLL5 154121.70300000 PA USD 155411.90000000 0.003857917918 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179X5H5 400351.26400000 PA USD 406700.92000000 0.010095872752 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 0.05500000 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAR4 70000.00000000 PA USD 73442.60000000 0.001823126301 Long DBT CORP KY N 2 2033-06-12 Fixed 0.06125000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CS7 210000.00000000 PA USD 148220.02000000 0.003679387942 Long DBT CORP US N 2 2050-02-21 Fixed 0.03375000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BT6 400000.00000000 PA USD 389115.50000000 0.009659335350 Long DBT CORP US N 2 2033-03-15 Fixed 0.04300000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CV6 460000.00000000 PA USD 402799.00000000 0.009999012170 Long DBT NUSS ID N 2 2031-03-12 Fixed 0.01850000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H052678 8675000.00000000 PA USD 8714341.13000000 0.216323285342 Long ABS-MBS USGA US N 2 2056-07-01 Fixed 0.05500000 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216AY7 120000.00000000 PA USD 140898.42000000 0.003497637820 Long DBT CORP US N 2 2039-09-15 Fixed 0.07450000 N N N N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 92857WAQ3 30000.00000000 PA USD 32250.43000000 0.000800579053 Long DBT CORP GB N 2 2037-02-27 Fixed 0.06150000 N N N N N N JERSEY CENTRAL POWR and LIGHT CO 549300W9UGH9ZPLNPF79 476556DF9 120000.00000000 PA USD 119768.64000000 0.002973115844 Long DBT CORP US N 2 2035-01-15 Fixed 0.05100000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLJ8 2030000.00000000 PA USD 1990113.67000000 0.049402234876 Long DBT UST US N 2 2031-08-31 Fixed 0.03750000 N N N N N N AMPHENOL CORPORATION NEW 549300D3L3G0R4U4VT04 032095AY7 1760000.00000000 PA USD 1730553.16000000 0.042958950016 Long DBT CORP US N 2 2030-11-15 Fixed 0.04125000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BK7 100000.00000000 PA USD 95766.90000000 0.002377300833 Long DBT CORP US N 2 2029-08-15 Fixed 0.03125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNVS0 112737.12300000 PA USD 119840.38000000 0.002974896705 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBTH3 616518.95400000 PA USD 493836.61000000 0.012258913933 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02000000 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAT1 360000.00000000 PA USD 270673.83000000 0.006719159978 Long DBT CORP US N 2 2047-12-01 Fixed 0.03700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AEML5 691709.33100000 PA USD 562711.07000000 0.013968641523 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N BURLINGTON NORTHN SANTA FE LLC N/A 12189LAP6 100000.00000000 PA USD 95886.20000000 0.002380262316 Long DBT CORP US N 2 2043-09-01 Fixed 0.05150000 N N N N N N NORTHERN STATES POWER CO (MN) 3S1GHB0TEH85KX44SB51 665772CZ0 550000.00000000 PA USD 552722.05000000 0.013720675832 Long DBT CORP US N 2 2035-05-15 Fixed 0.05050000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FJ2 120000.00000000 PA USD 118516.62000000 0.002942035917 Long DBT CORP US N 2 2027-02-05 Fixed 0.02150000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448FA1 680000.00000000 PA USD 593482.03000000 0.014732494471 Long DBT CORP US N 2 2031-02-25 Fixed 0.01400000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CR3 250000.00000000 PA USD 256500.58000000 0.006367325691 Long DBT CORP US N 2 2034-06-01 Fixed 0.06550000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAR1 1226000.00000000 PA USD 1044306.80000000 0.025923689985 Long DBT NUSS MX N 2 2034-02-12 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N16T5 385980.30600000 PA USD 373394.57000000 0.009269081724 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.04500000 N N N N N N TRANE TECHNOLOGIES FINANCING LTD 549300A5OEF3CJI2CO89 892938AA9 80000.00000000 PA USD 82060.32000000 0.002037051080 Long DBT CORP IE N 2 2033-03-03 Fixed 0.05250000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKK4 250000.00000000 PA USD 226053.69000000 0.005611517400 Long DBT CORP US N 2 2033-02-04 Variable 0.02972000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 94974BGK0 1100000.00000000 PA USD 872670.41000000 0.021663018155 Long DBT CORP US N 2 2045-05-01 Fixed 0.03900000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5JB6 580526.76000000 PA USD 559247.73000000 0.013882668175 Long ABS-MBS USGA US N 2 2055-03-20 Fixed 0.04500000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAS2 200000.00000000 PA USD 194696.93000000 0.004833122655 Long DBT CORP US N 2 2036-03-02 Fixed 0.04600000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6A42 1180460.30000000 PA USD 1060393.91000000 0.026323033600 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 0.01500000 N N N N N N LANDWIRTSCHAFTLICHE RENTENBANK 529900Z3J0N6S0F7CT25 515110CH5 310000.00000000 PA USD 303802.55000000 0.007541541549 Long DBT CORP DE N 2 2030-10-08 Fixed 0.03625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJ3X6 93683.33100000 PA USD 86422.23000000 0.002145330374 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.03500000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89115KAJ9 140000.00000000 PA USD 137626.69000000 0.003416420964 Long DBT CORP CA N 2 2035-10-15 Fixed 0.04928000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E66 200000.00000000 PA USD 202999.78000000 0.005039231156 Long DBT CORP US N 2 2034-03-08 Fixed 0.06125000 N N N N N N CAPITAL ONE NATL ASSN MCLEAN VA 207ALC1P1YM0OVDV0K75 25466AAR2 500000.00000000 PA USD 467897.48000000 0.011615005491 Long DBT CORP US N 2 2030-02-06 Fixed 0.02700000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AS7 240000.00000000 PA USD 241735.41000000 0.006000797684 Long DBT CORP GB N 2 2030-08-15 Variable 0.04964000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJX0 9240000.00000000 PA USD 9185498.41000000 0.228019211540 Long DBT UST US N 2 2031-01-31 Fixed 0.04000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAN0 110000.00000000 PA USD 108851.37000000 0.002702107436 Long DBT CORP US N 2 2030-01-15 Fixed 0.04300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X75T2 210242.60700000 PA USD 201863.37000000 0.005011021113 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.03000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAW9 400000.00000000 PA USD 399790.03000000 0.009924318023 Long DBT CORP ES N 2 2036-04-15 Fixed 0.05437000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 549300S8SEQBOJLKHW63 15189XAW8 70000.00000000 PA USD 48585.51000000 0.001206078232 Long DBT CORP US N 2 2051-04-01 Fixed 0.03350000 N N N N N N NEXTERA ENERGY CAP HLDGS INC UMI46YPGBLUE4VGNNT48 65339KDM9 220000.00000000 PA USD 217581.73000000 0.005401210942 Long DBT CORP US N 2 2055-03-15 Fixed 0.05900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ER77 950554.58300000 PA USD 942523.16000000 0.023397030646 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.05000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCU3 200000.00000000 PA USD 196589.28000000 0.004880098022 Long DBT CORP US N 2 2031-06-15 Fixed 0.04250000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFR0 110000.00000000 PA USD 87801.24000000 0.002179562678 Long DBT CORP US N 2 2050-04-01 Fixed 0.04200000 N N N N N N GE HEALTHCARE TECHNOLOGIES INC 549300OI9J7XOWZMUN85 36267VAM5 200000.00000000 PA USD 213030.65000000 0.005288235725 Long DBT CORP US N 2 2052-11-22 Fixed 0.06377000 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 210385AD2 50000.00000000 PA USD 53296.84000000 0.001323031466 Long DBT CORP US N 2 2034-01-15 Fixed 0.06125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DM2S3 573326.89300000 PA USD 468018.50000000 0.011618009670 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N AMERICAN ELECTRIC POWER CO INC 1B4S6S7G0TW5EE83BO58 02557TAE9 390000.00000000 PA USD 388796.15000000 0.009651407862 Long DBT CORP US N 2 2056-03-15 Variable 0.05800000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PG0 380000.00000000 PA USD 388009.13000000 0.009631871014 Long DBT CORP US N 2 2035-02-13 Variable 0.05827000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FW8 240000.00000000 PA USD 166458.56000000 0.004132138280 Long DBT CORP US N 2 2059-11-15 Fixed 0.03700000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EC3 190000.00000000 PA USD 174982.53000000 0.004343735826 Long DBT CORP US N 2 2036-12-15 Fixed 0.04000000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJM3 100000.00000000 PA USD 102451.01000000 0.002543226015 Long DBT CORP US N 2 2029-06-12 Variable 0.05775000 N N N N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807AW8 150000.00000000 PA USD 96317.99000000 0.002390980995 Long DBT CORP US N 2 2050-06-15 Fixed 0.02875000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G05Q2 108000.00000000 PA USD 94730.04000000 0.002351562001 Long DBT USGSE US N 2 2030-08-05 Fixed 0.00875000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBD4 30000.00000000 PA USD 30194.54000000 0.000749543998 Long DBT CORP US N 2 2029-02-14 Fixed 0.04800000 N N N N N N JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS N/A 46590XAX4 280000.00000000 PA USD 283017.84000000 0.007025585531 Long DBT CORP NL N 2 2052-12-01 Fixed 0.06500000 N N N N N N ROHM and HAAS CO N/A 775371AU1 120000.00000000 PA USD 130472.33000000 0.003238822379 Long DBT CORP US N 2 2029-07-15 Fixed 0.07850000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179M5L0 11388.90400000 PA USD 10396.91000000 0.000258091081 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWB69 5995767.90000000 PA USD 5063954.22000000 0.125706716933 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02500000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DQ2 810000.00000000 PA USD 442098.00000000 0.010974563696 Long DBT NUSS PE N 2 2060-12-01 Fixed 0.02780000 N N N N N N AGREE LP 549300DXY3G299V1BO77 008513AA1 100000.00000000 PA USD 93079.84000000 0.002310597724 Long DBT CORP US N 2 2030-10-01 Fixed 0.02900000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EF3 1140000.00000000 PA USD 699133.82000000 0.017355176091 Long DBT CORP US N 2 2051-02-08 Fixed 0.02650000 N N N N N N BROOKFIELD FIN INC 549300XH8D8K6OYWGD17 11271LAC6 190000.00000000 PA USD 188047.43000000 0.004668056626 Long DBT CORP CA N 2 2028-01-25 Fixed 0.03900000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284N7 231000.00000000 PA USD 226100.27000000 0.005612673694 Long DBT UST US N 2 2028-05-15 Fixed 0.02875000 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813CL1 144000.00000000 PA USD 141538.96000000 0.003513538473 Long DBT CORP US N 2 2027-02-01 Fixed 0.01915000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBL3 400000.00000000 PA USD 403915.83000000 0.010026736163 Long DBT CORP US N 2 2056-01-15 Fixed 0.06300000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EYM5 150000.00000000 PA USD 149506.44000000 0.003711321808 Long DBT CORP US N 2 2029-01-18 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q9H97 348903.49500000 PA USD 339598.34000000 0.008430130001 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04500000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCQ2 370000.00000000 PA USD 372976.81000000 0.009258711323 Long DBT CORP US N 2 2031-01-15 Fixed 0.04750000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDN8 1115000.00000000 PA USD 967829.20000000 0.024025223372 Long DBT CORP US N 2 2031-02-15 Fixed 0.01500000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076AV4 120000.00000000 PA USD 127332.48000000 0.003160879290 Long DBT CORP US N 2 2041-04-01 Fixed 0.05950000 N N N N N N LYB INTERNATIONAL FINANCE III LLC 984500A51LA0B8EB4053 50249AAH6 220000.00000000 PA USD 163004.93000000 0.004046405971 Long DBT CORP US N 2 2040-10-01 Fixed 0.03375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKX8 4530000.00000000 PA USD 4554578.42000000 0.113062060856 Long DBT UST US N 2 2029-06-30 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMYM1 553032.12800000 PA USD 454735.09000000 0.011288264615 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 873923AG1 130000.00000000 PA USD 129536.22000000 0.003215584547 Long DBT CORP US N 2 2036-03-24 Fixed 0.05500000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 14916RAD6 560000.00000000 PA USD 483100.50000000 0.011992402609 Long DBT CORP US N 2 2042-11-01 Fixed 0.04350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KLJH6 67426.39300000 PA USD 54620.13000000 0.001355880587 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408GX5 50000.00000000 PA USD 43890.83000000 0.001089538313 Long DBT CORP US N 2 2043-03-01 Fixed 0.04400000 N N N N N N MISSISSIPPI POWER CO LNZ0J6YZ5SC6ILIRU850 605417BZ6 50000.00000000 PA USD 42184.42000000 0.001047178689 Long DBT CORP US N 2 2042-03-15 Fixed 0.04250000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DF4 50000.00000000 PA USD 48275.46000000 0.001198381604 Long DBT CORP US N 2 2033-04-25 Variable 0.04337000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9D32 233516.62100000 PA USD 218939.84000000 0.005434924427 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CV92 55457.19100000 PA USD 53598.54000000 0.001330520814 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.03000000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475CD5 100000.00000000 PA USD 100793.96000000 0.002502091695 Long DBT CORP US N 2 2031-05-13 Variable 0.04899000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2C59 279864.20100000 PA USD 255807.19000000 0.006350113098 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 0.03000000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BC1 100000.00000000 PA USD 99306.43000000 0.002465165509 Long DBT CORP US N 2 2028-05-15 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQY84 361963.16400000 PA USD 376823.13000000 0.009354191700 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 0.06000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400FZ1 158000.00000000 PA USD 133093.83000000 0.003303898038 Long DBT CORP US N 2 2043-10-01 Fixed 0.04650000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179X2J4 322679.38000000 PA USD 312540.70000000 0.007758455862 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 0.04500000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YBJ9 270000.00000000 PA USD 253304.54000000 0.006287987751 Long DBT CORP US N 2 2029-08-26 Fixed 0.02375000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CX3 200000.00000000 PA USD 191000.00000000 0.004741350709 Long DBT NUSS PH N 2 2048-01-17 Fixed 0.05500000 N N N N N N SAN DIEGO GAS and ELECTRIC CO KNIRVXKVNJJ4P8OTMS63 797440CA0 220000.00000000 PA USD 139527.16000000 0.003463597900 Long DBT CORP US N 2 2051-08-15 Fixed 0.02950000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451AR9 225000.00000000 PA USD 194114.83000000 0.004818672706 Long DBT CORP AU N 2 2042-02-24 Fixed 0.04125000 N N N N N N MORGAN STANLEY PRIVATE BANK NA 549300GS0W0TEUQS8571 61776NU43 500000.00000000 PA USD 494500.53000000 0.012275394967 Long DBT CORP US N 2 2030-02-08 Variable 0.04213000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XL6Z6 729950.35400000 PA USD 612629.52000000 0.015207808426 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.02500000 N N N N N N NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH 549300E2IPL06NDXMZ63 632525CR0 300000.00000000 PA USD 296300.33000000 0.007355307748 Long DBT CORP US N 2 2031-01-13 Fixed 0.04148000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 2150000.00000000 PA USD 2187874.21000000 0.054311408052 Long DBT CORP US N 2 2029-07-20 Variable 0.05449000 N N N N N N DTE ELEC CO 9N0FWODEJVKHC2DYLO03 23338VAJ5 56000.00000000 PA USD 43400.96000000 0.001077377866 Long DBT CORP US N 2 2049-03-01 Fixed 0.03950000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3W1 1300000.00000000 PA USD 1319317.00000000 0.032750495257 Long DBT CORP US N 2 2031-04-23 Variable 0.05150000 N N N N N N BP CAP MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QBV1 110000.00000000 PA USD 110045.50000000 0.002731750311 Long DBT CORP US N 2 2033-09-11 Fixed 0.04893000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427QPZ9 528228.61500000 PA USD 497909.30000000 0.012360013679 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.04000000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBT4 1195000.00000000 PA USD 1013465.81000000 0.025158098625 Long DBT CORP US N 2 2048-10-06 Fixed 0.04439000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918BS2 1130000.00000000 PA USD 1015059.91000000 0.025197670285 Long DBT CORP US N 2 2036-08-08 Fixed 0.03450000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457CQ9 290000.00000000 PA USD 289580.23000000 0.007188489157 Long DBT CORP US N 2 2029-08-14 Fixed 0.04200000 N N N N N N PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP N/A 743820AG7 110000.00000000 PA USD 111660.89000000 0.002771850471 Long DBT CORP US N 2 2032-10-01 Fixed 0.05369000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EVL0 170000.00000000 PA USD 148485.29000000 0.003685972958 Long DBT CORP US N 2 2031-01-15 Fixed 0.01450000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBF4 560000.00000000 PA USD 525006.07000000 0.013032659175 Long DBT CORP US N 2 2030-05-01 Fixed 0.02875000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAH1 120000.00000000 PA USD 83784.13000000 0.002079842639 Long DBT CORP US N 2 2050-01-15 Fixed 0.03450000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 100000.00000000 PA USD 90505.37000000 0.002246689530 Long DBT CORP US N 2 2034-07-08 Fixed 0.04300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132ADXF0 463113.38000000 PA USD 447597.69000000 0.011111087042 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140BDUZ1 2302306.28400000 PA USD 2315823.81000000 0.057487606622 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNCA8 74011.25800000 PA USD 59607.41000000 0.001479683956 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DX4 200000.00000000 PA USD 212876.71000000 0.005284414345 Long DBT CORP GB N 2 2034-06-20 Variable 0.06547000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAJ9 110000.00000000 PA USD 97811.82000000 0.002428063571 Long DBT CORP US N 2 2045-04-01 Fixed 0.05200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140BDY46 22573.10900000 PA USD 23478.66000000 0.000582830163 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 0.06000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLQ2 5980000.00000000 PA USD 5973225.80000000 0.148278316153 Long DBT UST US N 2 2027-10-15 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945DS4 28062.65100000 PA USD 27166.53000000 0.000674377205 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EM23 1069512.73200000 PA USD 1102725.17000000 0.027373857420 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.06000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AP8 110000.00000000 PA USD 116570.36000000 0.002893722298 Long DBT CORP US N 2 2033-04-15 Fixed 0.06400000 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABJ1 160000.00000000 PA USD 157542.51000000 0.003910807809 Long DBT CORP US N 2 2028-03-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FPJM2 8156.74890000 PA USD 7299.37000000 0.000181198288 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03000000 N N N N N N BALTIMORE GAS and ELECTRIC CO 88V8C2WYSOD1SPSSLH72 059165EM8 120000.00000000 PA USD 75511.09000000 0.001874474136 Long DBT CORP US N 2 2050-06-15 Fixed 0.02900000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBF6 370000.00000000 PA USD 377899.50000000 0.009380911321 Long DBT NUSS MX N 2 2038-01-29 Fixed 0.06625000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YBG4 500000.00000000 PA USD 495040.23000000 0.012288792386 Long DBT CORP US N 2 2036-03-10 Fixed 0.05150000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAL4 405000.00000000 PA USD 428009.07000000 0.010624822553 Long DBT CORP US N 2 2046-04-01 Fixed 0.06750000 N N N N N N ARIZONA PUBLIC SERVICE CO YG6VT0TPHRH4TFVAQV64 040555CX0 100000.00000000 PA USD 78908.92000000 0.001958821276 Long DBT CORP US N 2 2048-08-15 Fixed 0.04200000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAU7 200000.00000000 PA USD 199383.67000000 0.004949465472 Long DBT CORP GB N 2 2033-08-11 Variable 0.04976000 N N N N N N REGIONS FINL CORP NEW CW05CS5KW59QTC0DG824 7591EPAE0 100000.00000000 PA USD 113625.33000000 0.002820615387 Long DBT CORP US N 2 2037-12-10 Fixed 0.07375000 N N N N N N SOUTHWESTERN ELEC POWER CO R64UBJHEC74EB3HGQ410 845437BV3 200000.00000000 PA USD 197531.32000000 0.004903483058 Long DBT CORP US N 2 2036-04-01 Fixed 0.05200000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCM0 30000.00000000 PA USD 30472.55000000 0.000756445269 Long DBT CORP US N 2 2035-01-31 Fixed 0.05400000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DV9 140000.00000000 PA USD 131256.76000000 0.003258294932 Long DBT CORP US N 2 2053-02-21 Fixed 0.05625000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAH3 140000.00000000 PA USD 143379.17000000 0.003559219525 Long DBT CORP US N 2 2029-04-01 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5GN3 910042.84000000 PA USD 900315.39000000 0.022349272320 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M4EL8 241246.29200000 PA USD 206166.21000000 0.005117834063 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N CARMAX SELECT RECEIVABLES TRUST 2026-A N/A 142929AD0 115000.00000000 PA USD 114002.79000000 0.002829985388 Long ABS-CBDO CORP US N 2 2032-05-17 Fixed 0.03990000 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166BX1 270000.00000000 PA USD 264491.32000000 0.006565686428 Long DBT CORP US N 2 2029-11-15 Fixed 0.04000000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAU0 420000.00000000 PA USD 428171.60000000 0.010628857170 Long DBT CORP GB N 2 2035-03-14 Fixed 0.05250000 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687FL5 730000.00000000 PA USD 678808.49000000 0.016850623642 Long DBT CORP US N 2 2029-09-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KQWY3 1439505.37000000 PA USD 1163851.61000000 0.028891249512 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400GT4 410000.00000000 PA USD 283436.41000000 0.007035976040 Long DBT CORP US N 2 2050-02-01 Fixed 0.03650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMBH7 315325.82500000 PA USD 279816.23000000 0.006946109322 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.03000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659BD2 160000.00000000 PA USD 138720.57000000 0.003443575251 Long DBT CORP US N 2 2031-05-15 Fixed 0.01650000 N N N N N N TOTALENERGIES CAPITAL SA 529900QI55ZLJVCMPA71 89157XAA9 510000.00000000 PA USD 519644.08000000 0.012899554070 Long DBT CORP FR N 2 2034-04-05 Fixed 0.05150000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BW9 920000.00000000 PA USD 898058.35000000 0.022293243953 Long DBT CORP US N 2 2056-03-15 Fixed 0.05500000 N N N N N N BMO 2023-C6 MTG TR N/A 055985AE5 140000.00000000 PA USD 146366.67000000 0.003633380705 Long ABS-MBS CORP US N 2 2056-09-15 Fixed 0.05956200 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AY9 220000.00000000 PA USD 198849.51000000 0.004936205577 Long DBT CORP US N 2 2031-05-10 Fixed 0.02600000 N N N N N N SOUTHERN CALIFORNIA GAS CO XY0N0J73VHV5F4CUJV89 842434CS9 130000.00000000 PA USD 104612.45000000 0.002596881225 Long DBT CORP US N 2 2049-01-15 Fixed 0.04300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140BM2N9 121795.30000000 PA USD 124388.10000000 0.003087788514 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 0.06000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BB8 200000.00000000 PA USD 199372.64000000 0.004949191665 Long DBT CORP NL N 2 2028-03-28 Variable 0.04017000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GBD8 400000.00000000 PA USD 400073.76000000 0.009931361287 Long DBT CORP CA N 2 2029-06-05 Variable 0.04578000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5EU9 3979491.79000000 PA USD 3936955.00000000 0.097730284727 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 0.05000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477DF7 500000.00000000 PA USD 496062.32000000 0.012314164570 Long DBT CORP US N 2 2032-04-23 Variable 0.04558000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BS1 400000.00000000 PA USD 406816.35000000 0.010098738166 Long DBT CORP NL N 2 2036-03-25 Variable 0.05525000 N N N N N N CNA FINANCIAL CORP 549300YX2GSZD7YG1R84 126117AV2 400000.00000000 PA USD 391894.83000000 0.009728328954 Long DBT CORP US N 2 2029-05-01 Fixed 0.03900000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJZ5 6580000.00000000 PA USD 6438375.76000000 0.159825117687 Long DBT UST US N 2 2034-02-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HBH68 43514.15200000 PA USD 41393.87000000 0.001027554214 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UMM1 7882.58500000 PA USD 7733.44000000 0.000191973566 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 0.04500000 N N N N N N BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC N/A 05723KAG5 230000.00000000 PA USD 220638.77000000 0.005477098370 Long DBT CORP US N 2 2029-11-07 Fixed 0.03138000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JKRG3 2770.71900000 PA USD 2632.25000000 0.000065342515 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.04000000 N N N N N N MARRIOTT INTERNATIONAL INC/MD 225YDZ14ZO8E1TXUSU86 571903BV4 450000.00000000 PA USD 449601.63000000 0.011160832499 Long DBT CORP US N 2 2027-07-15 Fixed 0.04200000 N N N N N N BROWN and BROWN INC 549300PC8KTJ71XKFY89 115236AN1 200000.00000000 PA USD 200774.49000000 0.004983990945 Long DBT CORP US N 2 2055-06-23 Fixed 0.06250000 N N N N N N SAFEHOLD GL HOLDINGS LLC 54930012UY5Z4Q8NL108 785931AB2 150000.00000000 PA USD 151982.45000000 0.003772785848 Long DBT CORP US N 2 2035-01-15 Fixed 0.05650000 N N N N N N NXP B V/NXP FDG LLC/NXP USA INC N/A 62954HBF4 300000.00000000 PA USD 298831.03000000 0.007418129403 Long DBT CORP NL N 2 2028-08-19 Fixed 0.04300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GS5P9 857179.24500000 PA USD 871855.27000000 0.021642783262 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 0.05500000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BT5 100000.00000000 PA USD 78468.79000000 0.001947895566 Long DBT CORP US N 2 2062-06-15 Fixed 0.04300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ER5G1 117271.14470000 PA USD 115316.22000000 0.002862589746 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.04500000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BS0 410000.00000000 PA USD 408822.89000000 0.010148548165 Long DBT CORP US N 2 2030-05-01 Fixed 0.04400000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCK5 270000.00000000 PA USD 255108.93000000 0.006332779614 Long DBT CORP US N 2 2054-03-15 Fixed 0.05250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KEQC5 596667.30100000 PA USD 483342.58000000 0.011998411961 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286B1 1038000.00000000 PA USD 1000250.86000000 0.024830053009 Long DBT UST US N 2 2029-02-15 Fixed 0.02625000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167EY5 150000.00000000 PA USD 129938.54000000 0.003225571669 Long DBT CORP PH N 2 2030-10-08 Fixed 0.00750000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGA7 230000.00000000 PA USD 236707.63000000 0.005875988950 Long DBT CORP US N 2 2036-04-17 Variable 0.05664000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AU2 180000.00000000 PA USD 154994.41000000 0.003847554219 Long DBT CORP GB N 2 2048-08-17 Fixed 0.04375000 N N N N N N SCHWAB CHARLES CORP 549300VSGCJ7E698NM85 808513BG9 197000.00000000 PA USD 172327.02000000 0.004277815908 Long DBT CORP US N 2 2031-03-11 Fixed 0.01650000 N N N N N N JOHNSON and JOHNSON 549300G0CFPGEF6X2043 478160CS1 100000.00000000 PA USD 57914.07000000 0.001437648779 Long DBT CORP US N 2 2050-09-01 Fixed 0.02250000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CW2 230000.00000000 PA USD 137178.84000000 0.003405303614 Long DBT CORP US N 2 2050-09-15 Fixed 0.02500000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YAJ4 100000.00000000 PA USD 84988.76000000 0.002109746165 Long DBT CORP US N 2 2043-05-18 Fixed 0.04150000 N N N N N N NEXTERA ENERGY CAP HLDGS INC UMI46YPGBLUE4VGNNT48 65339KDL1 240000.00000000 PA USD 244554.90000000 0.006070788212 Long DBT CORP US N 2 2035-03-15 Fixed 0.05450000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EU3 390000.00000000 PA USD 280932.62000000 0.006973822393 Long DBT CORP US N 2 2041-09-22 Fixed 0.02500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECK9 800000.00000000 PA USD 830490.35000000 0.020615947697 Long DBT CORP GB N 2 2029-09-13 Variable 0.06490000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCD5 230000.00000000 PA USD 231622.50000000 0.005749756569 Long DBT CORP CA N 2 2054-04-05 Fixed 0.05950000 N N N N N N GE AEROSPACE 3C7474T6CDKPR9K6YT90 369604BX0 50000.00000000 PA USD 42584.58000000 0.001057112191 Long DBT CORP US N 2 2040-05-01 Fixed 0.04250000 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370CS7 250000.00000000 PA USD 209449.88000000 0.005199347314 Long DBT CORP US N 2 2046-12-08 Fixed 0.05291000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468N2 190000.00000000 PA USD 186663.47000000 0.004633701444 Long DBT CORP US N 2 2051-03-24 Variable 0.05597000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CA9 100000.00000000 PA USD 99557.20000000 0.002471390580 Long DBT CORP US N 2 2034-01-26 Variable 0.04821000 N N N N N N MARKEL GROUP INC 549300SCNO12JLWIK605 570535AU8 100000.00000000 PA USD 96302.97000000 0.002390608142 Long DBT CORP US N 2 2029-09-17 Fixed 0.03350000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJV56 74334.63000000 PA USD 67100.96000000 0.001665702535 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 0.03000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016HZV5 90000.00000000 PA USD 91485.62000000 0.002271023085 Long DBT CORP CA N 2 2029-02-01 Fixed 0.04950000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822BR4 200000.00000000 PA USD 185375.29000000 0.004601723888 Long DBT CORP JP N 2 2030-02-25 Fixed 0.02559000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XCR72 53268.54300000 PA USD 49339.62000000 0.001224798127 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 0.03500000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAX2 120000.00000000 PA USD 108011.64000000 0.002681262125 Long DBT CORP US N 2 2052-06-15 Fixed 0.04950000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BM1 390000.00000000 PA USD 324561.27000000 0.008056852396 Long DBT CORP US N 2 2050-03-25 Fixed 0.04750000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBD6 110000.00000000 PA USD 102659.92000000 0.002548411960 Long DBT CORP US N 2 2030-05-15 Fixed 0.03250000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816BF5 140000.00000000 PA USD 117870.24000000 0.002925990293 Long DBT CORP US N 2 2042-12-03 Fixed 0.04050000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SUW5 75149.54520000 PA USD 71557.77000000 0.001776337610 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 0.04000000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451AV0 151000.00000000 PA USD 142551.87000000 0.003538682774 Long DBT CORP AU N 2 2043-09-30 Fixed 0.05000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214FW8 100000.00000000 PA USD 101210.62000000 0.002512434790 Long DBT CORP AU N 2 2035-11-20 Variable 0.05618000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBN5 210000.00000000 PA USD 203142.73000000 0.005042779722 Long DBT CORP US N 2 2065-01-15 Fixed 0.05650000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DZ9 200000.00000000 PA USD 204153.59000000 0.005067873135 Long DBT CORP US N 2 2036-01-30 Variable 0.05442000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400FV0 160000.00000000 PA USD 126621.80000000 0.003143237493 Long DBT CORP US N 2 2042-03-15 Fixed 0.04050000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967BU4 310000.00000000 PA USD 323478.40000000 0.008029971420 Long DBT CORP US N 2 2033-02-22 Fixed 0.05875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DP5P9 882390.52600000 PA USD 872205.09000000 0.021651467132 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.05000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SJ8 267000.00000000 PA USD 164622.19000000 0.004086552551 Long DBT UST US N 2 2049-08-15 Fixed 0.02250000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457CS7 200000.00000000 PA USD 200361.54000000 0.004973739946 Long DBT CORP US N 2 2035-09-30 Fixed 0.05300000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCW9 1600000.00000000 PA USD 1576008.26000000 0.039122554355 Long DBT CORP US N 2 2030-10-15 Fixed 0.04200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CWXP4 300430.47800000 PA USD 283305.97000000 0.007032738020 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 0.02500000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475AZ8 530000.00000000 PA USD 494482.89000000 0.012274957075 Long DBT CORP US N 2 2030-01-22 Fixed 0.02550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XML79 422587.00700000 PA USD 439857.29000000 0.010918940701 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140AUYE7 478787.97700000 PA USD 484581.02000000 0.012029154780 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140AKQL2 19379.77600000 PA USD 20347.42000000 0.000505100807 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.06500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLR0 13400000.00000000 PA USD 13416226.60000000 0.333042070732 Long DBT UST US N 2 2029-10-31 Fixed 0.04125000 N N N N N N UBS AG STAMFORD BRH 254900R882POXXVAK772 90261AAH5 250000.00000000 PA USD 249067.68000000 0.006182812676 Long DBT CORP US N 2 2032-02-16 Variable 0.04632000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAN2 830000.00000000 PA USD 805397.34000000 0.019993043191 Long DBT CORP US N 2 2036-10-22 Variable 0.04892000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EKV1 126750.76100000 PA USD 128445.58000000 0.003188510690 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05500000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807CZ8 116000.00000000 PA USD 95509.43000000 0.002370909443 Long DBT CORP US N 2 2046-11-30 Fixed 0.04250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAY7 2407000.00000000 PA USD 2290410.94000000 0.056856761966 Long DBT UST US N 2 2027-11-30 Fixed 0.00625000 N N N N N N LABORATORY CORP OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 50540RBB7 340000.00000000 PA USD 332634.87000000 0.008257270036 Long DBT CORP US N 2 2034-10-01 Fixed 0.04800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XHKM8 902033.27600000 PA USD 690388.49000000 0.017138083544 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JADM7 85591.84000000 PA USD 76595.08000000 0.001901382915 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.03000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 28622HAB7 160000.00000000 PA USD 157996.56000000 0.003922079067 Long DBT CORP US N 2 2033-02-15 Fixed 0.04750000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCY5 330000.00000000 PA USD 321281.00000000 0.007975423546 Long DBT CORP US N 2 2036-02-15 Fixed 0.04800000 N N N N N N JOHNSON CONTROLS/TYCO FI N/A 47837RAD2 280000.00000000 PA USD 245035.38000000 0.006082715564 Long DBT CORP IE N 2 2031-09-16 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLF0 969385.36300000 PA USD 830848.66000000 0.020624842322 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DQR65 3542718.85400000 PA USD 2992138.19000000 0.074276316912 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 038222AP0 190000.00000000 PA USD 121218.24000000 0.003009100461 Long DBT CORP US N 2 2050-06-01 Fixed 0.02750000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BT9 180000.00000000 PA USD 113672.19000000 0.002821778632 Long DBT CORP US N 2 2050-10-01 Fixed 0.02800000 N N N N N N MARVELL TECHNOLOGY INC 254900WVU0BM7ZCJ9E93 573874AR5 180000.00000000 PA USD 180566.68000000 0.004482355792 Long DBT CORP US N 2 2030-07-15 Fixed 0.04750000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667AZ4 200000.00000000 PA USD 128599.59000000 0.003192333807 Long DBT CORP US N 2 2050-06-15 Fixed 0.02900000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBR3 370000.00000000 PA USD 411022.81000000 0.010203158596 Long DBT CORP US N 2 2033-11-01 Fixed 0.06875000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822CC6 330000.00000000 PA USD 325797.74000000 0.008087546312 Long DBT CORP JP N 2 2028-01-19 Variable 0.02341000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X3CN6 134903.01400000 PA USD 119753.42000000 0.002972738025 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03000000 N N N N N N NSTAR ELEC CO 54930080R72Y2Z31UR68 67021CAT4 100000.00000000 PA USD 89169.64000000 0.002213531601 Long DBT CORP US N 2 2052-09-15 Fixed 0.04950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6CU2 172035.07000000 PA USD 164995.55000000 0.004095820775 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 0.03500000 N N N N N N REINSURANCE GROUP OF AMERICA INC LORM1GNEU1DKEW527V90 759351AM1 200000.00000000 PA USD 199860.77000000 0.004961308919 Long DBT CORP US N 2 2026-09-15 Fixed 0.03950000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DY0 120000.00000000 PA USD 117429.47000000 0.002915048695 Long DBT CORP US N 2 2034-09-26 Fixed 0.04750000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXE4 170000.00000000 PA USD 174505.35000000 0.004331890392 Long DBT CORP US N 2 2033-09-08 Fixed 0.05150000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BJ0 270000.00000000 PA USD 240019.69000000 0.005958206950 Long DBT CORP US N 2 2049-03-15 Fixed 0.04900000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABK7 290000.00000000 PA USD 295042.11000000 0.007324073914 Long DBT CORP US N 2 2030-03-01 Fixed 0.05150000 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370CQ1 400000.00000000 PA USD 318826.62000000 0.007914496444 Long DBT CORP US N 2 2043-01-15 Fixed 0.04750000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BG4 110000.00000000 PA USD 79753.56000000 0.001979788472 Long DBT CORP US N 2 2047-12-08 Fixed 0.03734000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WGS4 280000.00000000 PA USD 275170.07000000 0.006830773856 Long DBT CORP US N 2 2031-01-08 Fixed 0.04450000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAG5 1920000.00000000 PA USD 1424947.20000000 0.035372640931 Long DBT NUSS MX N 2 2050-01-31 Fixed 0.04500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U4E0 290000.00000000 PA USD 283216.34000000 0.007030513060 Long DBT CORP US N 2 2037-01-23 Variable 0.04960000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3132E0SK9 32477.87700000 PA USD 28401.81000000 0.000705041581 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.03000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GZU1 820000.00000000 PA USD 820041.20000000 0.020356559819 Long DBT CORP US N 2 2028-08-23 Variable 0.04482000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AN3 290000.00000000 PA USD 302667.96000000 0.007513376685 Long DBT CORP US N 2 2030-02-15 Fixed 0.06300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BMJP1 1193872.50900000 PA USD 1154943.67000000 0.028670120362 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ABX54 480627.33700000 PA USD 402928.21000000 0.010002219656 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5MS5 454777.75100000 PA USD 473418.05000000 0.011752047158 Long ABS-MBS USGA US N 2 2055-05-20 Fixed 0.06500000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BS4 1160000.00000000 PA USD 1038368.46000000 0.025776277668 Long DBT CORP US N 2 2030-06-03 Fixed 0.01500000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DW7 330000.00000000 PA USD 204364.56000000 0.005073110217 Long DBT CORP US N 2 2050-05-11 Fixed 0.02650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EBQ2 164247.20000000 PA USD 125658.42000000 0.003119322716 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.01500000 N N N N N N UNIVERSAL HEALTH SERVICES INC 549300YGMGQDO0NMJD09 913903AW0 180000.00000000 PA USD 162686.91000000 0.004038511498 Long DBT CORP US N 2 2030-10-15 Fixed 0.02650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133APLG2 2448889.71200000 PA USD 1977651.09000000 0.049092865962 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CU1 280000.00000000 PA USD 293553.04000000 0.007287109500 Long DBT CORP US N 2 2029-11-20 Variable 0.06819000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWG80 481745.79900000 PA USD 477675.43000000 0.011857731617 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.05000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADN2 320000.00000000 PA USD 287850.01000000 0.007145538477 Long DBT CORP US N 2 2055-06-15 Fixed 0.05250000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785KN5 830000.00000000 PA USD 815484.69000000 0.020243449809 Long DBT CORP LU N 2 2031-03-13 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DN57 80901.18600000 PA USD 79305.61000000 0.001968668640 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140NBLQ2 407069.34100000 PA USD 416670.11000000 0.010343346186 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 0.06000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFJ5 2250000.00000000 PA USD 2185400.39000000 0.054249998376 Long DBT UST US N 2 2029-08-31 Fixed 0.03125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDM29 692209.48100000 PA USD 593933.46000000 0.014743700691 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XDH6 190000.00000000 PA USD 182836.01000000 0.004538689244 Long DBT CORP US N 2 2028-04-10 Fixed 0.02400000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAM5 380000.00000000 PA USD 376299.00000000 0.009341180788 Long DBT CORP US N 2 2027-12-01 Fixed 0.03950000 N N N N N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 17275RBZ4 280000.00000000 PA USD 284208.55000000 0.007055143508 Long DBT CORP US N 2 2035-02-24 Fixed 0.05100000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UB2 8980000.00000000 PA USD 8635532.77000000 0.214366960349 Long DBT UST US N 2 2044-05-15 Fixed 0.04625000 N N N N N N CITIZENS FINANCIAL GRP INC 2138004JDDA4ZQUPFW65 174610BJ3 260000.00000000 PA USD 263038.46000000 0.006529620884 Long DBT CORP US N 2 2031-03-05 Variable 0.05253000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAP7 650000.00000000 PA USD 638577.13000000 0.015851927374 Long DBT CORP NO N 2 2035-11-14 Fixed 0.04750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ATNQ0 629308.43300000 PA USD 504081.09000000 0.012513221119 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AN0 120000.00000000 PA USD 111134.92000000 0.002758793883 Long DBT CORP US N 2 2062-07-15 Fixed 0.05250000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526BN8 200000.00000000 PA USD 199359.23000000 0.004948858778 Long DBT CORP US N 2 2032-12-01 Variable 0.04875000 N N N N N N BLACKSTONE REG FINANCE CO L.L.C. 254900S2G1V55FTA4590 092914AC4 100000.00000000 PA USD 97342.12000000 0.002416403820 Long DBT CORP US N 2 2036-02-15 Fixed 0.04950000 N N N N N N DIAGEO INVT CORP S4G8DPIPDVCF6CB81Z61 25245BAE7 400000.00000000 PA USD 416195.09000000 0.010331554373 Long DBT CORP US N 2 2035-04-15 Fixed 0.05625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JAPK8 18068.44000000 PA USD 17999.35000000 0.000446812727 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 0.04000000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13645RBS2 50000.00000000 PA USD 48248.13000000 0.001197703169 Long DBT CORP CA N 2 2056-03-15 Fixed 0.05500000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CT9 350000.00000000 PA USD 348429.83000000 0.008649361370 Long DBT CORP US N 2 2033-03-29 Fixed 0.04950000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VHH0 1280000.00000000 PA USD 1262026.65000000 0.031328329594 Long DBT CORP US N 2 2045-11-30 Fixed 0.05875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWK93 597018.60700000 PA USD 602016.43000000 0.014944350929 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.05500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAV7 200000.00000000 PA USD 178568.90000000 0.004432763249 Long DBT CORP GB N 2 2047-01-10 Fixed 0.04950000 N N N N N N NEVADA POWER CO MJZFGXRJ52U8U4MKJ519 641423CG1 70000.00000000 PA USD 70930.20000000 0.001760758921 Long DBT CORP US N 2 2054-03-15 Fixed 0.06000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHF1 1860000.00000000 PA USD 1835660.15000000 0.045568107616 Long DBT UST US N 2 2030-05-31 Fixed 0.03750000 N N N N N N AMRIZE FINANCE US LLC 529900FB2F1WKLFNGY62 43475RAT3 550000.00000000 PA USD 558822.59000000 0.013872114573 Long DBT CORP US N 2 2035-04-07 Fixed 0.05400000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCT6 230000.00000000 PA USD 206995.17000000 0.005138412021 Long DBT CORP US N 2 2034-04-15 Fixed 0.03469000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 150000.00000000 PA USD 138533.39000000 0.003438928727 Long DBT CORP US N 2 2030-08-15 Fixed 0.02650000 N N N N N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 17275RBR2 300000.00000000 PA USD 304569.98000000 0.007560592098 Long DBT CORP US N 2 2029-02-26 Fixed 0.04850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AJFA6 64189.71900000 PA USD 52359.26000000 0.001299757144 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N BLUE OWL CREDIT INCOME CORP 5493003I42XBWPE05N35 69120VAZ4 190000.00000000 PA USD 190537.35000000 0.004729865966 Long DBT CORP US N 2 2031-03-15 Fixed 0.06650000 N N N N N N EATON CORP 0NZWDMRCE180888QQE14 278058EA6 300000.00000000 PA USD 295245.48000000 0.007329122335 Long DBT CORP US N 2 2056-03-06 Fixed 0.05450000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJY7 330000.00000000 PA USD 325100.45000000 0.008070236907 Long DBT CORP US N 2 2037-01-26 Variable 0.05033000 N N N N N N METROPOLITAN TRANSN AUTH NY RV N/A 59261A6J1 70000.00000000 PA USD 76979.24000000 0.001910919236 Long DBT MUN US N 2 2040-11-15 Fixed 0.06814000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BL1 270000.00000000 PA USD 269242.23000000 0.006683622189 Long DBT CORP US N 2 2034-03-15 Fixed 0.05450000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3E1 900000.00000000 PA USD 917710.86000000 0.022781094435 Long DBT CORP US N 2 2029-07-25 Variable 0.05574000 N N N N N N FLORIDA PWR and LT CO A89MY1K3YLIGJMYWVX50 341081FG7 210000.00000000 PA USD 177230.11000000 0.004399529360 Long DBT CORP US N 2 2042-06-01 Fixed 0.04050000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RMM1 210000.00000000 PA USD 177938.24000000 0.004417107855 Long DBT CORP US N 2 2033-12-01 Fixed 0.02550000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBP5 5030000.00000000 PA USD 4787931.25000000 0.118854770835 Long DBT UST US N 2 2028-02-29 Fixed 0.01125000 N N N N N N WESTROCK MWV LLC 4DL8C98Z5G5IXZLH3578 961548AV6 200000.00000000 PA USD 222714.89000000 0.005528635611 Long DBT CORP US N 2 2030-01-15 Fixed 0.08200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WNE4 1075345.32000000 PA USD 921410.71000000 0.022872938867 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 0.02500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 330000.00000000 PA USD 326627.74000000 0.008108150088 Long DBT CORP US N 2 2060-05-01 Fixed 0.05930000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6K91 73285.62300000 PA USD 71019.70000000 0.001762980654 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.03500000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 21685WCJ4 180000.00000000 PA USD 177558.49000000 0.004407681008 Long DBT CORP NL N 2 2041-05-24 Fixed 0.05250000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS CO 549300RUHPVD434XUK18 74456QCC8 300000.00000000 PA USD 201818.45000000 0.005009906026 Long DBT CORP US N 2 2050-01-01 Fixed 0.03150000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CU2 100000.00000000 PA USD 101912.31000000 0.002529853420 Long DBT CORP US N 2 2031-05-15 Fixed 0.05125000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 716973AC6 500000.00000000 PA USD 501435.01000000 0.012447535290 Long DBT CORP SG N 2 2028-05-19 Fixed 0.04450000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DJ6 380000.00000000 PA USD 389463.39000000 0.009667971311 Long DBT CORP US N 2 2028-10-27 Variable 0.06361000 N N N N N N UNILEVER CAPITAL CORP MYF1DAS6G5WY7PRWCU78 904764BS5 180000.00000000 PA USD 182463.06000000 0.004529431198 Long DBT CORP US N 2 2028-09-08 Fixed 0.04875000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAM2 950000.00000000 PA USD 943214.69000000 0.023414197066 Long DBT CORP US N 2 2027-01-15 Fixed 0.03125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5A25 3362920.13600000 PA USD 3243331.67000000 0.080511900078 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 0.04500000 N N N N N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 17275RCA8 130000.00000000 PA USD 127484.92000000 0.003164663434 Long DBT CORP US N 2 2055-02-24 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPZ8 47861000.00000000 PA USD 46686909.84000000 1.158947712557 Long DBT UST US N 2 2036-02-15 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140B0DU9 20998.41800000 PA USD 22151.87000000 0.000549894159 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AWKE3 677798.67000000 PA USD 568436.26000000 0.014110762642 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FWHT0 640000.00000000 PA USD 568619.65000000 0.014115315083 Long ABS-MBS USGSE US N 2 2030-07-25 Fixed 0.01378000 N N N N N N EATON CORP 0NZWDMRCE180888QQE14 278062AE4 100000.00000000 PA USD 86366.31000000 0.002143942226 Long DBT CORP US N 2 2042-11-02 Fixed 0.04150000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CB3 140000.00000000 PA USD 93725.64000000 0.002326628951 Long DBT CORP US N 2 2051-07-15 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179T7K5 47411.43800000 PA USD 44952.80000000 0.001115900472 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 0.04000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F050460 -1050000.00000000 PA USD -1055414.01000000 -0.02619941343 Short ABS-MBS USGA US N 2 2041-06-01 Fixed 0.05000000 N N N N N N GE AEROSPACE 3C7474T6CDKPR9K6YT90 36962GXZ2 130000.00000000 PA USD 143701.66000000 0.003567224961 Long DBT CORP US N 2 2032-03-15 Fixed 0.06750000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAN3 670000.00000000 PA USD 679886.59000000 0.016877386209 Long DBT CORP US N 2 2031-01-15 Fixed 0.05050000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJM4 8470000.00000000 PA USD 8554038.32000000 0.212343956326 Long DBT UST US N 2 2030-11-30 Fixed 0.04375000 N N N N N N SMURFIT KAPPA TREASURY 635400B3DOXSWFOWJT40 83272GAE1 300000.00000000 PA USD 304599.00000000 0.007561312485 Long DBT CORP IE N 2 2034-04-03 Fixed 0.05438000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CB4 790000.00000000 PA USD 784419.07000000 0.019472282273 Long DBT CORP US N 2 2027-03-01 Fixed 0.03400000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AU2 520000.00000000 PA USD 500243.33000000 0.012417953233 Long DBT CORP US N 2 2029-07-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPQA9 1546838.01300000 PA USD 1500750.44000000 0.037254367348 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 0.04500000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CF8 200000.00000000 PA USD 205982.50000000 0.005113273678 Long DBT CORP US N 2 2029-11-21 Variable 0.05684000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DP4N5 954254.05400000 PA USD 800285.73000000 0.019866153475 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N AVALONBAY COMMUNITIES INC K9G90K85RBWD2LAGQX17 05348EBA6 170000.00000000 PA USD 168744.09000000 0.004188873878 Long DBT CORP US N 2 2027-05-15 Fixed 0.03350000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BZ6 280000.00000000 PA USD 195523.13000000 0.004853632100 Long DBT CORP US N 2 2041-06-01 Fixed 0.03500000 N N N N N N EASTERN GAS TRANSMISSION and STORAGE INC H2VQBNB3NSKRM5QWBI71 276480AB6 90000.00000000 PA USD 66191.65000000 0.001643129982 Long DBT CORP US N 2 2049-11-15 Fixed 0.03900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HKCC0 63501.30700000 PA USD 61324.69000000 0.001522313415 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 0.03000000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RBN6 560000.00000000 PA USD 561866.07000000 0.013947665391 Long DBT CORP US N 2 2029-02-01 Variable 0.04543000 N N N N N N SOUTHERN CALIFORNIA GAS CO XY0N0J73VHV5F4CUJV89 842434CU4 210000.00000000 PA USD 196692.23000000 0.004882653634 Long DBT CORP US N 2 2030-02-01 Fixed 0.02550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNLC4 20888.27100000 PA USD 18274.89000000 0.000453652684 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133A94U6 1612944.86900000 PA USD 1306599.06000000 0.032434787331 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAL6 320000.00000000 PA USD 304200.00000000 0.007551407779 Long DBT CORP AT N 2 2028-09-15 Fixed 0.02500000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573AQ9 100000.00000000 PA USD 88293.26000000 0.002191776497 Long DBT CORP US N 2 2030-08-15 Fixed 0.01600000 N N N N N N HERSHEY CO 21X2CX66SU2BR6QTAD08 427866BG2 55000.00000000 PA USD 33703.37000000 0.000836646582 Long DBT CORP US N 2 2050-06-01 Fixed 0.02650000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DU1 580000.00000000 PA USD 562989.77000000 0.013975559923 Long DBT CORP US N 2 2063-03-02 Fixed 0.05750000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAG7 80000.00000000 PA USD 77701.90000000 0.001928858422 Long DBT CORP US N 2 2035-02-01 Fixed 0.04875000 N N N N N N PUBLIC SERVICE CO OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CZ2 160000.00000000 PA USD 162794.54000000 0.004041183286 Long DBT CORP US N 2 2034-05-15 Fixed 0.05350000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HC0 370000.00000000 PA USD 286637.41000000 0.007115437106 Long DBT CORP US N 2 2050-05-01 Fixed 0.03950000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBC4 280000.00000000 PA USD 278391.67000000 0.006910746293 Long DBT CORP US N 2 2033-05-01 Fixed 0.05100000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAJ7 310000.00000000 PA USD 337993.02000000 0.008390279817 Long DBT CORP US N 2 2034-06-15 Fixed 0.06375000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAB8 290000.00000000 PA USD 290000.00000000 0.007198909454 Long DBT CORP US N 2 2026-06-01 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C4Y7 20262.91500000 PA USD 20332.33000000 0.000504726216 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XBU9 503127.73400000 PA USD 488419.90000000 0.012124450468 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 0.04500000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TPJ8 70000.00000000 PA USD 68809.77000000 0.001708121737 Long DBT CORP US N 2 2036-01-11 Fixed 0.04800000 N N N N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 92857WBT6 500000.00000000 PA USD 441228.18000000 0.010952971436 Long DBT CORP GB N 2 2059-06-19 Fixed 0.05125000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XCS3 130000.00000000 PA USD 132940.72000000 0.003300097262 Long DBT CORP US N 2 2029-01-17 Fixed 0.05650000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BR2 510000.00000000 PA USD 442214.67000000 0.010977459892 Long DBT CORP US N 2 2032-02-03 Fixed 0.02150000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AMGJ9 438989.96800000 PA USD 351634.48000000 0.008728913043 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140AVVS7 24645.15600000 PA USD 25861.45000000 0.000641980127 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.06500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDK5 960000.00000000 PA USD 952594.28000000 0.023647034373 Long DBT CORP US N 2 2028-06-15 Fixed 0.03850000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EE6 920000.00000000 PA USD 655406.01000000 0.016269684558 Long DBT CORP US N 2 2041-02-08 Fixed 0.02375000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAR3 160000.00000000 PA USD 144942.29000000 0.003598022144 Long DBT CORP US N 2 2063-03-22 Fixed 0.05200000 N N N N N N AMPHENOL CORPORATION NEW 549300D3L3G0R4U4VT04 032095AL5 140000.00000000 PA USD 123756.40000000 0.003072107303 Long DBT CORP US N 2 2031-09-15 Fixed 0.02200000 N N N N N N WESTINGHOUSE AIR BRAKE TECH CORP 06BTX5UWZD0GQ5N5Y745 960386AL4 200000.00000000 PA USD 199188.73000000 0.004944626315 Long DBT CORP US N 2 2026-11-15 Fixed 0.03450000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TV69 25642.36300000 PA USD 24328.64000000 0.000603929918 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 0.04000000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523AH3 100000.00000000 PA USD 99894.41000000 0.002479761422 Long DBT CORP US N 2 2028-10-15 Fixed 0.04375000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAJ5 160000.00000000 PA USD 158249.21000000 0.003928350806 Long DBT CORP US N 2 2042-08-15 Fixed 0.05750000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAP8 390000.00000000 PA USD 260666.73000000 0.006470745472 Long DBT CORP GB N 2 2051-09-02 Fixed 0.03350000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AJ4 690000.00000000 PA USD 686055.32000000 0.017030517687 Long DBT CORP US N 2 2026-08-15 Fixed 0.01400000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBD9 100000.00000000 PA USD 88900.49000000 0.002206850268 Long DBT CORP US N 2 2045-09-15 Fixed 0.04900000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XEB8 330000.00000000 PA USD 336943.16000000 0.008364218276 Long DBT CORP US N 2 2028-01-09 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GQR38 390435.81000000 PA USD 410662.53000000 0.010194215068 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 0.06500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UQ9 24950000.00000000 PA USD 23842843.75000000 0.591870597553 Long DBT UST US N 2 2045-11-15 Fixed 0.04625000 N N N N N N NOVARTIS CAP CORP 5493002KF87V5RSRQS84 66989HBL1 200000.00000000 PA USD 202875.73000000 0.005036151761 Long DBT CORP US N 2 2056-03-18 Fixed 0.05700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427QEB4 1533755.96200000 PA USD 1561124.30000000 0.038753077526 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W5D6 143680.92400000 PA USD 130858.59000000 0.003248410830 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 0.03500000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BX9 100000.00000000 PA USD 84815.18000000 0.002105437245 Long DBT CORP US N 2 2048-12-06 Fixed 0.04500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDA4 340000.00000000 PA USD 312156.04000000 0.007748907129 Long DBT CORP US N 2 2044-06-15 Fixed 0.04850000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAQ0 160000.00000000 PA USD 139428.71000000 0.003461153995 Long DBT CORP US N 2 2049-04-15 Fixed 0.04875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWKW2 1194104.75300000 PA USD 1222323.84000000 0.030342753958 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 0.06000000 N N N N N N KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 49456BAH4 300000.00000000 PA USD 290114.62000000 0.007201754761 Long DBT CORP US N 2 2045-06-01 Fixed 0.05550000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D54U3 177939.70300000 PA USD 168297.61000000 0.004177790537 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 0.02500000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89115A3G5 400000.00000000 PA USD 409532.54000000 0.010166164393 Long DBT CORP CA N 2 2032-01-30 Fixed 0.05298000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCH2 100000.00000000 PA USD 101101.66000000 0.002509729986 Long DBT CORP US N 2 2034-01-15 Fixed 0.05125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DWR9 3687721.02900000 PA USD 2981551.95000000 0.074013525936 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MP3S8 43355.05100000 PA USD 40690.42000000 0.001010091893 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJG7 7650000.00000000 PA USD 7877706.99000000 0.195554825272 Long DBT UST US N 2 2030-10-31 Fixed 0.04875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X5SE4 589862.86400000 PA USD 552708.58000000 0.013720341455 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 0.03500000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AG5 160000.00000000 PA USD 158899.20000000 0.003944486045 Long DBT CORP US N 2 2029-03-15 Fixed 0.04100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D57K2 1296769.35600000 PA USD 1193677.49000000 0.029631641959 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 0.02000000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WEM9 170000.00000000 PA USD 171839.46000000 0.004265712804 Long DBT CORP US N 2 2028-07-07 Fixed 0.05125000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAV9 150000.00000000 PA USD 148771.72000000 0.003693083247 Long DBT CORP US N 2 2033-01-15 Fixed 0.04950000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RBT3 500000.00000000 PA USD 520639.52000000 0.012924264699 Long DBT CORP US N 2 2029-10-25 Variable 0.06317000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439BE8 270000.00000000 PA USD 277988.42000000 0.006900736085 Long DBT CORP GB N 2 2036-06-13 Variable 0.06068000 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160BB4 50000.00000000 PA USD 50640.77000000 0.001257097648 Long DBT CORP US N 2 2029-12-01 Fixed 0.04950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M9LX8 23293.44500000 PA USD 22536.25000000 0.000559435942 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N NOVARTIS CAP CORP 5493002KF87V5RSRQS84 66989HBG2 300000.00000000 PA USD 298502.95000000 0.007409985203 Long DBT CORP US N 2 2031-03-18 Fixed 0.04400000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPT2 38840000.00000000 PA USD 38316570.41000000 0.951163865458 Long DBT UST US N 2 2029-01-15 Fixed 0.03500000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCQ9 200000.00000000 PA USD 205450.40000000 0.005100064920 Long DBT CORP US N 2 2055-03-15 Variable 0.06350000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5PJ2 4005932.00600000 PA USD 4039422.40000000 0.100273917605 Long ABS-MBS USGA US N 2 2055-06-20 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L7ZT2 1065929.16000000 PA USD 861146.05000000 0.021376939451 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAB0 180000.00000000 PA USD 148154.07000000 0.003677750811 Long DBT CORP US N 2 2045-08-15 Fixed 0.04200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CJJ4 96465.44170000 PA USD 93589.24000000 0.002323242981 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 0.03000000 N N N N N N OWENS CORNING NEW JO5M6676RDJIZ2U8X907 690742AP6 120000.00000000 PA USD 124282.57000000 0.003085168855 Long DBT CORP US N 2 2034-06-15 Fixed 0.05700000 N N N N N N PUBLIC SERVICE CO OF OK F3TJNSIZRGXRH8GEIK79 744533BQ2 100000.00000000 PA USD 101503.71000000 0.002519710405 Long DBT CORP US N 2 2033-01-15 Fixed 0.05250000 N N N N N N PRINCIPAL FINANCIAL GROUP INC CUMYEZJOAF02RYZ1JJ85 74251VAW2 100000.00000000 PA USD 99962.26000000 0.002481445719 Long DBT CORP US N 2 2037-01-15 Fixed 0.05300000 N N N N N N BMO 2026-C14 MORTGAGE TRUST N/A 096942AV9 1280000.00000000 PA USD 1296041.09000000 0.032172698124 Long ABS-MBS CORP US N 2 2059-02-15 Fixed 0.05317200 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DSQJ4 3339915.45000000 PA USD 2705566.98000000 0.067162523143 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MDJ6 200000.00000000 PA USD 209484.04000000 0.005200195296 Long DBT CORP JP N 2 2033-09-14 Fixed 0.05808000 N N N N N N KIMBERLY-CLARK CORP MP3J6QPYPGN75NVW2S34 494368BV4 100000.00000000 PA USD 71041.09000000 0.001763511636 Long DBT CORP US N 2 2046-07-30 Fixed 0.03200000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST N/A 02589BAC4 200000.00000000 PA USD 203795.06000000 0.005058973048 Long ABS-CBDO CORP US N 2 2030-09-16 Fixed 0.05150000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KY2 120000.00000000 PA USD 119376.90000000 0.002963391358 Long DBT CORP US N 2 2032-10-15 Fixed 0.05050000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137AX5 100000.00000000 PA USD 99156.46000000 0.002461442680 Long DBT CORP US N 2 2029-03-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPK1 16240000.00000000 PA USD 16035731.33000000 0.398068199582 Long DBT UST US N 2 2028-11-15 Fixed 0.03500000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TLE3 570000.00000000 PA USD 592701.95000000 0.014713129901 Long DBT CORP US N 2 2030-11-20 Fixed 0.05550000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKT7 990000.00000000 PA USD 1002104.29000000 0.024876062232 Long DBT UST US N 2 2029-05-31 Fixed 0.04500000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 48125LRU8 725000.00000000 PA USD 727932.24000000 0.018070063050 Long DBT CORP US N 2 2026-12-08 Fixed 0.05110000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BQYN0 205385.51500000 PA USD 211217.97000000 0.005243238072 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYVJ5 1193062.67900000 PA USD 1003497.79000000 0.024910654233 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.01500000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BY5 150000.00000000 PA USD 154177.95000000 0.003827286558 Long DBT CORP US N 2 2055-06-01 Variable 0.06500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCY3 570000.00000000 PA USD 553778.87000000 0.013746910147 Long DBT CORP US N 2 2035-03-15 Fixed 0.04550000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UM8 11850000.00000000 PA USD 11409790.99000000 0.283234662862 Long DBT UST US N 2 2055-08-15 Fixed 0.04750000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BJ1 60000.00000000 PA USD 61427.51000000 0.001524865801 Long DBT CORP US N 2 2028-11-01 Fixed 0.05650000 N N N N N N BROWN and BROWN INC 549300PC8KTJ71XKFY89 115236AG6 130000.00000000 PA USD 131705.05000000 0.003269423205 Long DBT CORP US N 2 2034-06-11 Fixed 0.05650000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AG9 220000.00000000 PA USD 233613.79000000 0.005799188005 Long DBT CORP US N 2 2038-02-01 Fixed 0.06500000 N N N N N N CAPTIAL ONE MULTI-ASSET EXECUT R42WS16M9R97TJJKGU15 14041NGH8 390000.00000000 PA USD 383175.98000000 0.009511893741 Long ABS-CBDO CORP US N 2 2037-10-15 Fixed 0.04650000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CL6 370000.00000000 PA USD 283842.06000000 0.007046045825 Long DBT CORP US N 2 2063-04-01 Fixed 0.05500000 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BU9 110000.00000000 PA USD 98374.58000000 0.002442033427 Long DBT CORP US N 2 2045-03-15 Fixed 0.04625000 N N N N N N BRUNSWICK CORP YM4O38W15AX4YLLQKU27 117043AV1 4000.00000000 PA USD 3036.20000000 0.000075370099 Long DBT CORP US N 2 2052-04-01 Fixed 0.05100000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCP3 170000.00000000 PA USD 172265.60000000 0.004276291229 Long DBT CORP US N 2 2035-03-15 Fixed 0.05350000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KBG0 100000.00000000 PA USD 103543.53000000 0.002570346541 Long DBT CORP US N 2 2029-06-12 Variable 0.06565000 N N N N N N BALTIMORE GAS and ELECTRIC CO 88V8C2WYSOD1SPSSLH72 059165EP1 100000.00000000 PA USD 83139.39000000 0.002063837726 Long DBT CORP US N 2 2052-06-01 Fixed 0.04550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9R23 31630.12000000 PA USD 27119.68000000 0.000673214209 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AD3U0 10139.66600000 PA USD 9856.57000000 0.000244677775 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WK6U4 13059.06800000 PA USD 12753.24000000 0.000316584206 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.03500000 N N N N N N BBCMS MTG TR 2026-5C41 N/A 055292AU0 150000.00000000 PA USD 153708.27000000 0.003815627303 Long ABS-MBS CORP US N 2 2069-05-15 Fixed 0.05438000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAN7 100000.00000000 PA USD 92611.24000000 0.002298965280 Long DBT CORP US N 2 2065-05-15 Fixed 0.05300000 N N N N N N TAMPA ELECTRIC CO WS423EPRKJIIJUITXD73 875127BM3 170000.00000000 PA USD 171741.80000000 0.004263288509 Long DBT CORP US N 2 2029-03-01 Fixed 0.04900000 N N N N N N SCHWAB CHARLES CORP 549300VSGCJ7E698NM85 808513BP9 120000.00000000 PA USD 115385.91000000 0.002864319718 Long DBT CORP US N 2 2028-03-20 Fixed 0.02000000 N N N N N N TYCO ELECTRONICS GROUP SA C33G1C5SYE2YM95EE712 902133BF3 270000.00000000 PA USD 265976.88000000 0.006602563710 Long DBT CORP LU N 2 2036-02-09 Fixed 0.04875000 N N N N N N UNILEVER CAPITAL CORP MYF1DAS6G5WY7PRWCU78 904764AY3 400000.00000000 PA USD 396096.26000000 0.009832624520 Long DBT CORP US N 2 2027-05-05 Fixed 0.02900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D54V1 27710.39700000 PA USD 26587.40000000 0.000660000983 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 0.03000000 N N N N N N UBS AG STAMFORD BRH 254900R882POXXVAK772 90261AAG7 500000.00000000 PA USD 499081.82000000 0.012389120112 Long DBT CORP US N 2 2029-03-16 Variable 0.04302000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F8ZV8 540000.00000000 PA USD 479559.91000000 0.011904511620 Long ABS-MBS USGSE US N 2 2030-12-25 Fixed 0.01621000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAT4 700000.00000000 PA USD 699969.08000000 0.017375910440 Long DBT CORP US N 2 2029-05-07 Fixed 0.04488000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAF1 140000.00000000 PA USD 138366.84000000 0.003434794319 Long DBT CORP US N 2 2028-04-11 Fixed 0.03700000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDN2 330000.00000000 PA USD 321475.53000000 0.007980252525 Long DBT CORP US N 2 2036-09-11 Variable 0.05197000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQD6 7280000.00000000 PA USD 7083781.29000000 0.175846552072 Long DBT UST US N 2 2031-02-28 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVL60 176937.38600000 PA USD 144658.79000000 0.003590984589 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 85771PAC6 180000.00000000 PA USD 176794.73000000 0.004388721563 Long DBT CORP NO N 2 2040-08-17 Fixed 0.05100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132Y3UK8 187952.10800000 PA USD 178543.00000000 0.004432120312 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31368HP64 1242459.50600000 PA USD 1289955.50000000 0.032021630498 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TCX1 12666.04620000 PA USD 11725.70000000 0.000291076733 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 0.03500000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DK0 138000.00000000 PA USD 128343.01000000 0.003185964510 Long DBT CORP US N 2 2030-07-15 Fixed 0.02650000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DX4 1300000.00000000 PA USD 1287027.65000000 0.031948950060 Long DBT CORP US N 2 2028-10-27 Fixed 0.03875000 N N N N N N SOUTHWESTERN ELEC POWER CO R64UBJHEC74EB3HGQ410 845437BW1 100000.00000000 PA USD 98360.24000000 0.002441677454 Long DBT CORP US N 2 2056-04-01 Fixed 0.05900000 N N N N N N HERSHEY CO 21X2CX66SU2BR6QTAD08 427866BE7 340000.00000000 PA USD 305503.62000000 0.007583768615 Long DBT CORP US N 2 2030-06-01 Fixed 0.01700000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VSG6 1413183.23300000 PA USD 1211108.35000000 0.030064342589 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 0.02500000 N N N N N N AVERY DENNISON CORP 549300PW7VPFCYKLIV37 053611AN9 100000.00000000 PA USD 103790.06000000 0.002576466359 Long DBT CORP US N 2 2033-03-15 Fixed 0.05750000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 110000.00000000 PA USD 78251.95000000 0.001942512767 Long DBT CORP US N 2 2045-05-15 Fixed 0.04125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWJ53 861807.89200000 PA USD 882174.14000000 0.021898937092 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 0.06000000 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABQ5 330000.00000000 PA USD 332766.60000000 0.008260540078 Long DBT CORP US N 2 2032-06-15 Fixed 0.04950000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142FP3 1000000.00000000 PA USD 1011108.37000000 0.025099577945 Long DBT CORP US N 2 2035-04-28 Fixed 0.04900000 N N N N N N ILLINOIS TOOL WORKS INC 76NA4I14SZCFAYMNSV04 452308AR0 100000.00000000 PA USD 84255.11000000 0.002091534165 Long DBT CORP US N 2 2042-09-01 Fixed 0.03900000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5PF0 102936.49100000 PA USD 95780.99000000 0.002377650601 Long ABS-MBS USGA US N 2 2055-06-20 Fixed 0.04000000 N N N N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572QAF2 150000.00000000 PA USD 148939.00000000 0.003697235776 Long DBT CORP US N 2 2043-09-15 Fixed 0.05300000 N N N N N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 17275RBU5 140000.00000000 PA USD 133258.47000000 0.003307985032 Long DBT CORP US N 2 2054-02-26 Fixed 0.05300000 N N N N N N GE VERNOVA INC 254900DP080RU6OK2553 36828AAB7 220000.00000000 PA USD 216829.67000000 0.005382541935 Long DBT CORP US N 2 2036-02-04 Fixed 0.04875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3140KFC78 253942.33700000 PA USD 215270.25000000 0.005343831165 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AR0 656000.00000000 PA USD 655420.27000000 0.016270038545 Long DBT CORP GB N 2 2028-03-22 Fixed 0.04375000 N N N N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346AV7 200000.00000000 PA USD 184708.03000000 0.004585159942 Long DBT CORP US N 2 2032-04-01 Fixed 0.03125000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918AM6 280000.00000000 PA USD 287924.57000000 0.007147389341 Long DBT CORP US N 2 2041-02-08 Fixed 0.05300000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BK8 380000.00000000 PA USD 348271.10000000 0.008645421084 Long DBT CORP US N 2 2030-05-20 Fixed 0.02150000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAR3 1360000.00000000 PA USD 1345047.67000000 0.033389228924 Long DBT CORP US N 2 2030-01-09 Variable 0.04238000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W3VA4 381766.41400000 PA USD 359973.05000000 0.008935908251 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.04000000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BN2 100000.00000000 PA USD 97650.60000000 0.002424061474 Long DBT CORP US N 2 2036-02-20 Fixed 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CAF1 4036.13300000 PA USD 3615.67000000 0.000089754761 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 0.03000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBE4 100000.00000000 PA USD 86048.74000000 0.002136058923 Long DBT CORP US N 2 2035-05-15 Fixed 0.03900000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PES1 370000.00000000 PA USD 368166.71000000 0.009139306239 Long DBT CORP US N 2 2045-11-29 Variable 0.05534000 N N N N N N BP CAP MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QAE0 1130000.00000000 PA USD 1126275.01000000 0.027958454543 Long DBT CORP US N 2 2028-11-06 Fixed 0.04234000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJW2 11640000.00000000 PA USD 11624540.68000000 0.288565571737 Long DBT UST US N 2 2029-01-31 Fixed 0.04000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 712000.00000000 PA USD 664863.78000000 0.016504462592 Long DBT CORP US N 2 2038-03-25 Fixed 0.04780000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807EA1 200000.00000000 PA USD 199939.19000000 0.004963255604 Long DBT CORP US N 2 2035-10-01 Fixed 0.05125000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 600000.00000000 PA USD 571433.29000000 0.014185160392 Long DBT CORP US N 2 2035-09-26 Fixed 0.05200000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NAF8 476000.00000000 PA USD 492271.65000000 0.012220065638 Long DBT CORP US N 2 2035-06-15 Fixed 0.05650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MPRJ6 26732.40900000 PA USD 24343.96000000 0.000604310220 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9VC2 7804.52700000 PA USD 7624.29000000 0.000189264046 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBV72 3806364.95200000 PA USD 3358689.23000000 0.083375516041 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.03000000 N N N N N N ONTARIO PROVINCE CDA C7PVKCRGLG18EBQGZV36 683234AR9 1111000.00000000 PA USD 972915.48000000 0.024151484300 Long DBT NUSS CA N 2 2030-10-07 Fixed 0.01125000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200KL4 100000.00000000 PA USD 62507.77000000 0.001551681987 Long DBT CORP US N 2 2050-05-15 Fixed 0.02950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AA2G8 492196.09900000 PA USD 458733.16000000 0.011387512008 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03500000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BS7 150000.00000000 PA USD 119025.38000000 0.002954665287 Long DBT CORP US N 2 2053-06-15 Fixed 0.04150000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMM0 18370000.00000000 PA USD 18688605.61000000 0.463922688325 Long DBT UST US N 2 2035-02-15 Fixed 0.04625000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 230000.00000000 PA USD 228489.91000000 0.005671993701 Long DBT CORP US N 2 2045-12-15 Fixed 0.06125000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CAX3 352000.00000000 PA USD 347087.34000000 0.008616035632 Long DBT CORP US N 2 2027-08-15 Fixed 0.03150000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAW4 790000.00000000 PA USD 805417.58000000 0.019993545625 Long DBT CORP US N 2 2056-03-15 Fixed 0.06550000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAH6 130000.00000000 PA USD 118874.42000000 0.002950917882 Long DBT CORP US N 2 2030-06-01 Fixed 0.02300000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAZ8 250000.00000000 PA USD 202192.79000000 0.005019198577 Long DBT CORP IE N 2 2041-10-29 Fixed 0.03850000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAG8 230000.00000000 PA USD 149006.71000000 0.003698916597 Long DBT CORP US N 2 2050-05-01 Fixed 0.03150000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KN5A7 295109.54200000 PA USD 240073.97000000 0.005959554387 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02000000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HH3 370000.00000000 PA USD 313231.39000000 0.007775601430 Long DBT CORP US N 2 2044-02-15 Fixed 0.04750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWES8 760780.02100000 PA USD 735973.11000000 0.018269668205 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPR6 7320000.00000000 PA USD 7166165.66000000 0.177891647314 Long DBT UST US N 2 2030-12-31 Fixed 0.03625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMD0 9890000.00000000 PA USD 9983105.05000000 0.247818859752 Long DBT UST US N 2 2029-12-31 Fixed 0.04375000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFK5 670000.00000000 PA USD 487240.31000000 0.012095168531 Long DBT CORP US N 2 2049-09-01 Fixed 0.03625000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XFM3 500000.00000000 PA USD 495141.38000000 0.012291303316 Long DBT CORP US N 2 2031-01-08 Fixed 0.04600000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAJ2 48000.00000000 PA USD 46728.76000000 0.001159986593 Long DBT CORP US N 2 2030-07-01 Fixed 0.04050000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0ME2 452557.57700000 PA USD 368724.91000000 0.009153162898 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAJ6 170000.00000000 PA USD 167382.35000000 0.004155070282 Long DBT CORP US N 2 2027-04-05 Fixed 0.02293000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 731011AZ5 400000.00000000 PA USD 370556.00000000 0.009198617557 Long DBT NUSS PL N 2 2054-03-18 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D55E8 235986.60100000 PA USD 223125.35000000 0.005538824798 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 0.02500000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KAP1 110000.00000000 PA USD 109967.33000000 0.002729809833 Long DBT CORP US N 2 2027-07-13 Fixed 0.04400000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAN5 800000.00000000 PA USD 793819.12000000 0.019705627475 Long DBT CORP ES N 2 2027-09-14 Variable 0.01722000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WDV7 47292.33400000 PA USD 46412.33000000 0.001152131590 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 0.04500000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BR3 550000.00000000 PA USD 555648.38000000 0.013793318538 Long DBT CORP NL N 2 2031-03-25 Variable 0.05066000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BA9 180000.00000000 PA USD 156956.41000000 0.003896258565 Long DBT CORP US N 2 2031-01-15 Fixed 0.01650000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBJ9 4807000.00000000 PA USD 4557636.88000000 0.113137983534 Long DBT UST US N 2 2028-01-31 Fixed 0.00750000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216DZ0 600000.00000000 PA USD 570869.21000000 0.014171157769 Long DBT CORP US N 2 2055-01-14 Fixed 0.05200000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CZ9 140000.00000000 PA USD 125567.52000000 0.003117066230 Long DBT CORP US N 2 2053-12-01 Fixed 0.05350000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M9TQ5 190650.06400000 PA USD 178583.82000000 0.004433133621 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.03500000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513EAD3 130000.00000000 PA USD 119071.67000000 0.002955814382 Long DBT CORP US N 2 2030-07-01 Fixed 0.02250000 N N N N N N OHIO POWER CO 06ZODLC132CY1O2Y7D77 677415CV1 100000.00000000 PA USD 99868.26000000 0.002479112279 Long DBT CORP US N 2 2033-06-01 Fixed 0.05000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAM6 30000.00000000 PA USD 29848.88000000 0.000740963394 Long DBT CORP US N 2 2035-03-15 Fixed 0.05650000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DC1 100000.00000000 PA USD 64867.09000000 0.001610249336 Long DBT CORP US N 2 2052-01-15 Fixed 0.03000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAC3 200000.00000000 PA USD 192767.48000000 0.004785226325 Long DBT CORP ES N 2 2029-06-27 Fixed 0.03306000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XFJ0 940000.00000000 PA USD 962610.37000000 0.023895672046 Long DBT CORP US N 2 2030-07-15 Fixed 0.05450000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 94974BGT1 120000.00000000 PA USD 97839.11000000 0.002428741013 Long DBT CORP US N 2 2046-06-14 Fixed 0.04400000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EWL9 320000.00000000 PA USD 316142.79000000 0.007847873516 Long DBT CORP US N 2 2032-09-15 Fixed 0.04350000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WY93 619446.03200000 PA USD 530579.38000000 0.013171010051 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 0.02500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCT0 100000.00000000 PA USD 100548.74000000 0.002496004396 Long DBT CORP US N 2 2033-05-10 Variable 0.05268000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822DC5 200000.00000000 PA USD 205042.43000000 0.005089937544 Long DBT CORP JP N 2 2034-04-19 Variable 0.05406000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAH0 100000.00000000 PA USD 102224.34000000 0.002537599198 Long DBT CORP US N 2 2047-04-01 Fixed 0.05800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KSRJ8 3784249.65000000 PA USD 3051318.07000000 0.075745387939 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QRMY6 634991.86000000 PA USD 642688.79000000 0.015953994505 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ERJ76 98254.73900000 PA USD 90680.71000000 0.002251042139 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 0.03500000 N N N N N N AON CORP / AON GLOBAL HOLDINGS PLC N/A 03740LAD4 100000.00000000 PA USD 98676.18000000 0.002449520293 Long DBT CORP US N 2 2027-05-28 Fixed 0.02850000 N N N N N N ARCHER DANIELS MIDLAND CO 549300LO13MQ9HYSTR83 039482AE4 100000.00000000 PA USD 99123.58000000 0.002460626473 Long DBT CORP US N 2 2033-08-15 Fixed 0.04500000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CD3 440000.00000000 PA USD 440516.08000000 0.010935294390 Long DBT CORP US N 2 2026-08-03 Fixed 0.05272000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13645RAU8 230000.00000000 PA USD 207399.73000000 0.005148454748 Long DBT CORP CA N 2 2045-08-01 Fixed 0.04800000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNBA0 670345.20000000 PA USD 536951.87000000 0.013329199632 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46514BRN9 200000.00000000 PA USD 203247.25000000 0.005045374308 Long DBT NUSS IL N 2 2029-03-12 Fixed 0.05375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DSJ2 1079785.55100000 PA USD 915348.36000000 0.022722448147 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02500000 N N N N N N JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS N/A 46590XAY2 650000.00000000 PA USD 668375.50000000 0.016591636917 Long DBT CORP NL N 2 2033-04-01 Fixed 0.05750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNW90 70977.06500000 PA USD 70931.87000000 0.001760800377 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.05000000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BX4 160000.00000000 PA USD 154729.83000000 0.003840986331 Long DBT CORP US N 2 2036-03-25 Fixed 0.04950000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BM4 220000.00000000 PA USD 224575.82000000 0.005574831013 Long DBT CORP NL N 2 2035-03-19 Variable 0.05550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HDSY1 108124.62800000 PA USD 95576.78000000 0.002372581328 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X8SZ1 27856.01800000 PA USD 26463.88000000 0.000656934744 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W7L6 1117937.86200000 PA USD 1017647.10000000 0.025261894239 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 0.03500000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MCD6 700000.00000000 PA USD 696161.79000000 0.017281398937 Long DBT CORP US N 2 2029-03-10 Fixed 0.04550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CBF0 70650.89700000 PA USD 63290.85000000 0.001571121029 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.03000000 N N N N N N UBS AMERICAS INC T2E64KWP8B9GCLM28W20 22541LAE3 220000.00000000 PA USD 245828.68000000 0.006102408305 Long DBT CORP US N 2 2032-07-15 Fixed 0.07125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AXTW2 181078.83500000 PA USD 145045.60000000 0.003600586693 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N JPMBB COML MTG SECS TR 2014-C24 N/A 46643GAE0 23935.23000000 PA USD 23383.69000000 0.000580472644 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 0.03638500 N N N N N N PORT AUTH NY and NJ 54930006MR4KZ4W74Z83 73358XCN0 300000.00000000 PA USD 191756.91000000 0.004760140111 Long DBT MUN US N 2 2060-07-15 Fixed 0.03175000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 94974BFP0 100000.00000000 PA USD 94207.02000000 0.002338578644 Long DBT CORP US N 2 2043-11-02 Fixed 0.05375000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214DK6 670000.00000000 PA USD 666645.40000000 0.016548689216 Long DBT CORP AU N 2 2027-03-08 Fixed 0.03350000 N N N N N N MOODYS CORP 549300GCEDD8YCF5WU84 615369AU9 100000.00000000 PA USD 50334.34000000 0.001249490883 Long DBT CORP US N 2 2060-08-18 Fixed 0.02550000 N N N N N N GRAINGER (W.W.) INC 549300TWZSP6O1IH2V34 384802AC8 120000.00000000 PA USD 93836.63000000 0.002329384147 Long DBT CORP US N 2 2046-05-15 Fixed 0.03750000 N N N N N N TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 89352HBA6 670000.00000000 PA USD 656796.76000000 0.016304208293 Long DBT CORP CA N 2 2030-04-15 Fixed 0.04100000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477DE0 210000.00000000 PA USD 204521.14000000 0.005076997132 Long DBT CORP US N 2 2036-10-23 Variable 0.04784000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JM5C2 79162.47400000 PA USD 75107.28000000 0.001864450027 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.04000000 N N N N N N DR HORTON INC 529900ZIUEYVSB8QDD25 23331ABQ1 130000.00000000 PA USD 128687.70000000 0.003194521035 Long DBT CORP US N 2 2026-10-15 Fixed 0.01300000 N N N N N N PUBLIC STORAGE OPERATING CO 549300LMZF40TKJ6DM64 74464AAC5 50000.00000000 PA USD 49739.51000000 0.001234724926 Long DBT CORP US N 2 2030-07-01 Fixed 0.04375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQG9 10480000.00000000 PA USD 10359643.70000000 0.257165989571 Long DBT UST US N 2 2031-03-31 Fixed 0.03875000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DB2 100000.00000000 PA USD 102910.71000000 0.002554637528 Long DBT CORP US N 2 2035-03-01 Fixed 0.05750000 N N N N N N BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC N/A 05723KAF7 390000.00000000 PA USD 312150.82000000 0.007748777549 Long DBT CORP US N 2 2047-12-15 Fixed 0.04080000 N N N N N N MARRIOTT INTERNATIONAL INC/MD 225YDZ14ZO8E1TXUSU86 571903BF9 130000.00000000 PA USD 119951.30000000 0.002977650164 Long DBT CORP US N 2 2032-10-15 Fixed 0.03500000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGL2 920000.00000000 PA USD 658707.81000000 0.016351647865 Long DBT CORP US N 2 2041-09-03 Fixed 0.02850000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAS4 600000.00000000 PA USD 606062.02000000 0.015044777950 Long DBT CORP ES N 2 2027-08-18 Fixed 0.05294000 N N N N N N BANK5 2026-5YR20 N/A 06650JAB4 770000.00000000 PA USD 763379.54000000 0.018950000647 Long ABS-MBS CORP US N 2 2059-02-15 Fixed 0.04619000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKC4 6710000.00000000 PA USD 6741453.13000000 0.167348657495 Long DBT UST US N 2 2031-02-28 Fixed 0.04250000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8V7 366000.00000000 PA USD 327650.38000000 0.008133535925 Long DBT CORP US N 2 2054-08-15 Fixed 0.05400000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MEJ5 1000000.00000000 PA USD 990673.40000000 0.024592303811 Long DBT CORP JP N 2 2029-01-15 Fixed 0.04108000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EYN3 140000.00000000 PA USD 138929.19000000 0.003448753997 Long DBT CORP US N 2 2031-04-15 Fixed 0.04375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EAM2 93006.29900000 PA USD 74905.69000000 0.001859445792 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KHWS1 76703.72000000 PA USD 68089.90000000 0.001690251809 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.03000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109CD4 160000.00000000 PA USD 149887.36000000 0.003720777699 Long DBT CORP US N 2 2031-02-15 Fixed 0.03200000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958667AE7 110000.00000000 PA USD 115669.67000000 0.002871363727 Long DBT CORP US N 2 2033-04-01 Fixed 0.06150000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AR3 100000.00000000 PA USD 101305.05000000 0.002514778904 Long DBT CORP US N 2 2035-03-15 Fixed 0.05375000 N N N N N N CORNELL UNIV NY REV 549300ZZIJPNT0RZWP17 219207AD9 50000.00000000 PA USD 49568.64000000 0.001230483279 Long DBT MUN US N 2 2030-06-15 Fixed 0.04169000 N N N N N N ALBERTA PROVINCE CDA LQPXMHHNJKIPJYE53543 013051EM5 360000.00000000 PA USD 320441.04000000 0.007954572525 Long DBT NUSS CA N 2 2030-07-22 Fixed 0.01300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AACN0 40845.74800000 PA USD 33087.94000000 0.000821369255 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HMXF6 18246.24700000 PA USD 17714.01000000 0.000439729496 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04500000 N N N N N N CONNECTICUT LIGHT AND POWER CO(THE) 549300O45IUXEDS1VZ32 207597EH4 160000.00000000 PA USD 131406.83000000 0.003262020244 Long DBT CORP US N 2 2045-06-01 Fixed 0.04150000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JW2X7 31415.45000000 PA USD 26758.91000000 0.000664258517 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SYQ4 14411.19770000 PA USD 12505.08000000 0.000310423926 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 0.02500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 290000.00000000 PA USD 247038.04000000 0.006132429247 Long DBT CORP US N 2 2035-11-15 Fixed 0.03137000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CT1 3100000.00000000 PA USD 3056223.29000000 0.075867154265 Long DBT CORP US N 2 2030-11-20 Fixed 0.04100000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780EA0 300000.00000000 PA USD 306000.00000000 0.007596090665 Long DBT NUSS ID N 2 2035-01-15 Fixed 0.05600000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DK3 890000.00000000 PA USD 877994.60000000 0.021795184920 Long DBT CORP US N 2 2027-11-13 Fixed 0.03000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2Q5 380000.00000000 PA USD 289070.81000000 0.007175843403 Long DBT CORP US N 2 2041-04-30 Variable 0.03068000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EP0 650000.00000000 PA USD 642145.18000000 0.015940500025 Long DBT CORP US N 2 2032-02-10 Variable 0.04456000 N N N N N N INTERSTATE PWR and LT CO EF9UQIIO4KY2BWOK3P26 461070AS3 104000.00000000 PA USD 95218.81000000 0.002363695143 Long DBT CORP US N 2 2030-06-01 Fixed 0.02300000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAE6 450000.00000000 PA USD 450523.54000000 0.011183717832 Long DBT CORP US N 2 2026-10-01 Fixed 0.04900000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 88339WAA4 350000.00000000 PA USD 242761.37000000 0.006026265936 Long DBT CORP US N 2 2051-10-15 Fixed 0.03500000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FU7 540000.00000000 PA USD 489122.44000000 0.012141890198 Long DBT CORP US N 2 2031-05-20 Fixed 0.02375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QAJQ4 38745.93100000 PA USD 38878.67000000 0.000965117327 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.05000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QY7 329000.00000000 PA USD 248639.18000000 0.006172175667 Long DBT UST US N 2 2042-11-15 Fixed 0.02750000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AX8 500000.00000000 PA USD 434692.68000000 0.010790735323 Long DBT CORP US N 2 2031-02-15 Fixed 0.01450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV6U4 480474.34600000 PA USD 407304.40000000 0.010110853434 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02500000 N N N N N N PHILLIPS 66 CO RVJMT2IZVVSKIRJJBH76 718547AX0 100000.00000000 PA USD 93157.56000000 0.002312527032 Long DBT CORP US N 2 2055-03-15 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131YAXW5 29880.17800000 PA USD 29129.97000000 0.000723117298 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.04500000 N N N N N N KEYBANK NATL ASSN HUX2X73FUCYHUVH1BK78 49327M3F9 710000.00000000 PA USD 722917.16000000 0.017945569578 Long DBT CORP US N 2 2027-11-15 Fixed 0.05850000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YBL8 300000.00000000 PA USD 277872.66000000 0.006897862479 Long DBT CORP US N 2 2044-05-17 Fixed 0.04900000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457CW8 250000.00000000 PA USD 248849.88000000 0.006177406047 Long DBT CORP US N 2 2056-03-15 Fixed 0.05950000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TB4 1574000.00000000 PA USD 856231.41000000 0.021254939284 Long DBT UST US N 2 2051-11-15 Fixed 0.01875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBB6 1696000.00000000 PA USD 1609278.75000000 0.039948455200 Long DBT UST US N 2 2027-12-31 Fixed 0.00625000 N N N N N N MARRIOTT INTERNATIONAL INC/MD 225YDZ14ZO8E1TXUSU86 571903BS1 240000.00000000 PA USD 243589.42000000 0.006046821305 Long DBT CORP US N 2 2035-03-15 Fixed 0.05350000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DP2 400000.00000000 PA USD 404993.70000000 0.010053493020 Long DBT CORP US N 2 2028-03-02 Fixed 0.05150000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FVV6 6999305.94300000 PA USD 6558187.98000000 0.162799315353 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.04000000 N N N N N N WISCONSIN ELEC PWR CO AENKIFMULUAWOUU8Q584 976656CM8 490000.00000000 PA USD 466136.03000000 0.011571279563 Long DBT CORP US N 2 2028-06-15 Fixed 0.01700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DES7 325277.49600000 PA USD 288647.22000000 0.007165328279 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.03000000 N N N N N N EASTERN ENERGY GAS HOLDINGS LLC 549300BFOD6TDMVV4O24 27636AAB8 300000.00000000 PA USD 312789.23000000 0.007764625327 Long DBT CORP US N 2 2035-01-15 Fixed 0.05800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F5C92 89880.84870000 PA USD 82924.24000000 0.002058496880 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.03500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UA4 8840000.00000000 PA USD 8334462.50000000 0.206893244442 Long DBT UST US N 2 2054-05-15 Fixed 0.04625000 N N N N N N QUEBEC PROVINCE CDA 549300WN65YFEQH74Y36 748148SF1 130000.00000000 PA USD 127078.25000000 0.003154568328 Long DBT NUSS CA N 2 2034-09-05 Fixed 0.04250000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAY0 140000.00000000 PA USD 138063.72000000 0.003427269721 Long DBT CORP US N 2 2027-12-01 Fixed 0.03625000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFL3 930000.00000000 PA USD 820674.71000000 0.020372285961 Long DBT CORP US N 2 2030-09-18 Fixed 0.01500000 N N N N N N PROCTER and GAMBLE CO 2572IBTT8CCZW6AU4141 742718FH7 100000.00000000 PA USD 95633.10000000 0.002373979405 Long DBT CORP US N 2 2030-03-25 Fixed 0.03000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JW7 1710000.00000000 PA USD 1678110.64000000 0.041657126040 Long DBT CORP LU N 2 2030-07-15 Fixed 0.03625000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EX3 500000.00000000 PA USD 516340.47000000 0.012817545831 Long DBT CORP GB N 2 2036-05-13 Variable 0.05790000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EVS99 55877.52200000 PA USD 53381.83000000 0.001325141243 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CZG2 27075.25700000 PA USD 24937.38000000 0.000619041174 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.03500000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DR6 210000.00000000 PA USD 147326.71000000 0.003657212570 Long DBT CORP US N 2 2040-11-13 Fixed 0.02350000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8Y1 500000.00000000 PA USD 458182.57000000 0.011373844258 Long DBT CORP US N 2 2065-11-15 Fixed 0.05750000 N N N N N N GALLAGHER (ARTHUR J.) and CO 54930049QLLMPART6V29 04316JAP4 87000.00000000 PA USD 82283.97000000 0.002042602929 Long DBT CORP US N 2 2055-02-15 Fixed 0.05550000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JN8 380000.00000000 PA USD 318682.39000000 0.007910916104 Long DBT CORP US N 2 2050-07-01 Fixed 0.04950000 N N N N N N TAMPA ELECTRIC CO WS423EPRKJIIJUITXD73 875127BN1 200000.00000000 PA USD 200999.35000000 0.004989572831 Long DBT CORP US N 2 2035-03-01 Fixed 0.05150000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200KB6 450000.00000000 PA USD 394234.00000000 0.009786396102 Long DBT CORP US N 2 2039-05-15 Fixed 0.04150000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YAH2 120000.00000000 PA USD 127442.44000000 0.003163608917 Long DBT CORP GB N 2 2036-09-30 Fixed 0.05875000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JBR4 100000.00000000 PA USD 65933.81000000 0.001636729407 Long DBT CORP US N 2 2049-09-15 Fixed 0.03100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MBEN8 145338.72000000 PA USD 131487.17000000 0.003264014590 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 0.01500000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 96950FAK0 100000.00000000 PA USD 99159.74000000 0.002461524102 Long DBT CORP US N 2 2043-11-15 Fixed 0.05800000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CR4 160000.00000000 PA USD 114693.79000000 0.002847138652 Long DBT CORP US N 2 2059-08-01 Fixed 0.03950000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EV1 100000.00000000 PA USD 62147.80000000 0.001542746155 Long DBT CORP US N 2 2051-09-22 Fixed 0.02650000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 341099CL1 360000.00000000 PA USD 393481.68000000 0.009767720642 Long DBT CORP US N 2 2038-06-15 Fixed 0.06400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKCJ5 1531052.46700000 PA USD 1296457.87000000 0.032183044198 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419LFA6 45153.74500000 PA USD 43600.31000000 0.001082326496 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DJ4 110000.00000000 PA USD 102039.40000000 0.002533008280 Long DBT CORP US N 2 2045-08-15 Fixed 0.05000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEF4 330000.00000000 PA USD 292210.33000000 0.007253778301 Long DBT CORP US N 2 2053-05-15 Fixed 0.05350000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAJ0 110000.00000000 PA USD 105730.08000000 0.002624625077 Long DBT CORP US N 2 2054-10-15 Variable 0.06625000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABY0 560000.00000000 PA USD 370199.66000000 0.009189771835 Long DBT CORP US N 2 2060-11-15 Fixed 0.03600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CRH9 111992.47800000 PA USD 107118.45000000 0.002659089732 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.02500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PBK7 126000.00000000 PA USD 143785.26000000 0.003569300233 Long DBT CORP US N 2 2038-02-15 Fixed 0.06875000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 820000.00000000 PA USD 734482.36000000 0.018232662087 Long DBT CORP US N 2 2031-03-25 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLD1 15070000.00000000 PA USD 15047078.53000000 0.373526054793 Long DBT UST US N 2 2031-07-31 Fixed 0.04125000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475BM6 160000.00000000 PA USD 160483.40000000 0.003983811950 Long DBT CORP US N 2 2034-01-24 Variable 0.05068000 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 210385AQ3 140000.00000000 PA USD 138110.30000000 0.003428426015 Long DBT CORP US N 2 2031-01-15 Fixed 0.04400000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VBB2 300000.00000000 PA USD 264836.49000000 0.006574254867 Long DBT CORP US N 2 2043-01-15 Fixed 0.04650000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RDS8 160000.00000000 PA USD 148552.24000000 0.003687634913 Long DBT CORP US N 2 2047-03-01 Fixed 0.05450000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JDC5 340000.00000000 PA USD 347780.62000000 0.008633245494 Long DBT CORP US N 2 2035-04-01 Fixed 0.05350000 N N N N N N FLORIDA PWR and LT CO A89MY1K3YLIGJMYWVX50 341081FQ5 160000.00000000 PA USD 126183.73000000 0.003132362920 Long DBT CORP US N 2 2048-03-01 Fixed 0.03950000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650BR0 100000.00000000 PA USD 103620.64000000 0.002572260706 Long DBT CORP US N 2 2039-09-15 Fixed 0.06125000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCL5 830000.00000000 PA USD 835873.93000000 0.020749588749 Long DBT CORP US N 2 2036-01-15 Fixed 0.05200000 N N N N N N BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 549300O5ZKB2MUUSKB97 0778FPAA7 130000.00000000 PA USD 108531.69000000 0.002694171755 Long DBT CORP CA N 2 2048-04-01 Fixed 0.04464000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13648TAH0 50000.00000000 PA USD 37280.35000000 0.000925440910 Long DBT CORP CA N 2 2069-11-15 Fixed 0.04200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142JCC81 821193.50000000 PA USD 773872.31000000 0.019210471341 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.02500000 N N N N N N S and P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAS3 120000.00000000 PA USD 104898.46000000 0.002603981087 Long DBT CORP US N 2 2030-08-15 Fixed 0.01250000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBU3 130000.00000000 PA USD 129591.06000000 0.003216945886 Long DBT CORP US N 2 2032-09-01 Fixed 0.04950000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31425YNL7 1980773.45900000 PA USD 2023559.55000000 0.050232489572 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 0.06000000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822BY9 550000.00000000 PA USD 547861.72000000 0.013600023847 Long DBT CORP JP N 2 2027-07-20 Variable 0.01538000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAJ2 180000.00000000 PA USD 117818.09000000 0.002924695731 Long DBT CORP US N 2 2050-06-01 Fixed 0.03250000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4NYF266XZC35SCTGX023 637432NT8 70000.00000000 PA USD 57698.95000000 0.001432308678 Long DBT CORP US N 2 2049-03-15 Fixed 0.04300000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016HZQ6 200000.00000000 PA USD 202123.82000000 0.005017486478 Long DBT CORP CA N 2 2033-05-02 Fixed 0.05000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AB4 200000.00000000 PA USD 216853.25000000 0.005383127281 Long DBT CORP US N 2 2033-08-02 Fixed 0.06421000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759BK5 200000.00000000 PA USD 203930.79000000 0.005062342386 Long DBT CORP US N 2 2034-11-15 Fixed 0.05200000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SL3 683000.00000000 PA USD 394192.38000000 0.009785362935 Long DBT UST US N 2 2050-02-15 Fixed 0.02000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FBBX3 570000.00000000 PA USD 563660.18000000 0.013992202064 Long ABS-MBS USGSE US N 2 2027-08-25 Fixed 0.03244000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNZ22 176787.55300000 PA USD 166529.79000000 0.004133906481 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.04000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAF4 510000.00000000 PA USD 274152.19000000 0.006805506181 Long DBT CORP US N 2 2050-08-15 Fixed 0.02050000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822DG6 400000.00000000 PA USD 405434.60000000 0.010064437845 Long DBT CORP JP N 2 2031-01-16 Variable 0.05197000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MFNL8 22554.64300000 PA USD 21995.19000000 0.000546004762 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNZT4 289721.21300000 PA USD 284887.68000000 0.007072002113 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 0.03500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JU6 267000.00000000 PA USD 236337.08000000 0.005866790481 Long DBT CORP US N 2 2045-07-30 Fixed 0.04650000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAZ4 200000.00000000 PA USD 203225.73000000 0.005044840100 Long DBT CORP US N 2 2036-01-15 Fixed 0.05350000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UF3 4350000.00000000 PA USD 4171921.88000000 0.103563061602 Long DBT UST US N 2 2044-11-15 Fixed 0.04625000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543CE1 130000.00000000 PA USD 117813.06000000 0.002924570867 Long DBT CORP US N 2 2041-11-15 Fixed 0.05250000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 906548CU4 120000.00000000 PA USD 90626.76000000 0.002249702894 Long DBT CORP US N 2 2052-04-01 Fixed 0.03900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QB7A0 5069.08600000 PA USD 4795.89000000 0.000119052337 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 0.02500000 N N N N N N HONEYWELL AEROSPACE INC 213800ZUAQRBYL67JS90 43849RAC9 380000.00000000 PA USD 375573.07000000 0.009323160429 Long DBT CORP US N 2 2029-03-16 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JPCG8 447231.15200000 PA USD 442054.81000000 0.010973491555 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K7WQ2 294987.19800000 PA USD 260477.41000000 0.006466045825 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6C24 56114.35100000 PA USD 54856.58000000 0.001361750180 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNWP3 829745.98600000 PA USD 696126.26000000 0.017280516946 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 570000.00000000 PA USD 517800.52000000 0.012853789858 Long DBT CORP US N 2 2038-04-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DSR20 734712.73300000 PA USD 698224.18000000 0.017332595347 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 0.04000000 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687EF9 120000.00000000 PA USD 130508.06000000 0.003239709334 Long DBT CORP US N 2 2037-03-01 Fixed 0.06150000 N N N N N N NEXTERA ENERGY CAP HLDGS INC UMI46YPGBLUE4VGNNT48 65339KBZ2 400000.00000000 PA USD 353867.32000000 0.008784340674 Long DBT CORP US N 2 2032-01-15 Fixed 0.02440000 N N N N N N FLORIDA PWR and LT CO A89MY1K3YLIGJMYWVX50 341081FU6 133000.00000000 PA USD 104287.30000000 0.002588809758 Long DBT CORP US N 2 2049-03-01 Fixed 0.03990000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RAY0 100000.00000000 PA USD 99563.28000000 0.002471541509 Long DBT CORP US N 2 2026-10-01 Fixed 0.02750000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BD4 240000.00000000 PA USD 215623.35000000 0.005352596458 Long DBT CORP US N 2 2046-03-01 Fixed 0.04750000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAU4 220000.00000000 PA USD 239149.64000000 0.005936608980 Long DBT CORP US N 2 2033-12-01 Fixed 0.06550000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBX0 815226.06700000 PA USD 623948.92000000 0.015488799238 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.01500000 N N N N N N CSAIL 2019-C17 COML MTG TR N/A 12597BAU3 200000.00000000 PA USD 188765.44000000 0.004685880381 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 0.03016100 N N N N N N ARIZONA PUBLIC SERVICE CO YG6VT0TPHRH4TFVAQV64 040555DK7 100000.00000000 PA USD 98725.06000000 0.002450733682 Long DBT CORP US N 2 2036-03-15 Fixed 0.05100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427MAN1 2221550.17200000 PA USD 2023225.50000000 0.050224197173 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZS2 143000.00000000 PA USD 138268.71000000 0.003432358357 Long DBT UST US N 2 2027-05-31 Fixed 0.00500000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAN1 190000.00000000 PA USD 190419.19000000 0.004726932783 Long DBT CORP US N 2 2055-05-15 Fixed 0.06125000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAL2 440000.00000000 PA USD 387586.16000000 0.009621371281 Long DBT CORP US N 2 2038-07-22 Variable 0.03971000 N N N N N N NXP B V/NXP FDG LLC/NXP USA INC N/A 62954HAV0 100000.00000000 PA USD 99198.74000000 0.002462492231 Long DBT CORP NL N 2 2029-06-18 Fixed 0.04300000 N N N N N N BECTON DICKINSON and CO ICE2EP6D98PQUILVRZ91 075887CS6 600000.00000000 PA USD 602557.92000000 0.014957792783 Long DBT CORP US N 2 2034-02-08 Fixed 0.05110000 N N N N N N ARES STRATEGIC INCOME FUND 549300IANZJVZPTICV54 04020EAJ6 150000.00000000 PA USD 149153.19000000 0.003702552791 Long DBT CORP US N 2 2032-03-21 Fixed 0.06200000 N N N N N N FAIRFAX FINANCIAL HOLDINGS LTD GLS7OQD0WOEDI8YAP031 303901BX9 440000.00000000 PA USD 451205.01000000 0.011200634525 Long DBT CORP CA N 2 2035-05-20 Fixed 0.05750000 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160BC2 300000.00000000 PA USD 305807.74000000 0.007591318036 Long DBT CORP US N 2 2034-12-01 Fixed 0.05350000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200LK5 300000.00000000 PA USD 288151.61000000 0.007153025343 Long DBT CORP US N 2 2055-02-10 Fixed 0.05700000 N N N N N N AON GLOBAL LTD VVT2B79I2Z4U3R6BY589 00185AAG9 165000.00000000 PA USD 143361.59000000 0.003558783122 Long DBT CORP GB N 2 2044-06-14 Fixed 0.04600000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056BA4 240000.00000000 PA USD 250843.24000000 0.006226888868 Long DBT CORP US N 2 2034-05-14 Fixed 0.06050000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EU3 70000.00000000 PA USD 61040.16000000 0.001515250292 Long DBT CORP US N 2 2039-03-15 Fixed 0.03900000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GC51 320000.00000000 PA USD 315832.27000000 0.007840165222 Long DBT CORP US N 2 2056-01-28 Variable 0.05734000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWGN7 331165.04500000 PA USD 311432.38000000 0.007730943119 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ET59 21807.14400000 PA USD 21616.08000000 0.000536593802 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.05000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UR7 17090000.00000000 PA USD 16470487.50000000 0.408860510970 Long DBT UST US N 2 2056-02-15 Fixed 0.04750000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BN8 119000.00000000 PA USD 93581.67000000 0.002323055065 Long DBT CORP US N 2 2052-09-15 Fixed 0.04090000 N N N N N N REGENERON PHARMACEUTICALS INC 549300RCBFWIRX3HYQ56 75886FAE7 300000.00000000 PA USD 265860.99000000 0.006599686877 Long DBT CORP US N 2 2030-09-15 Fixed 0.01750000 N N N N N N NEW YORK and PRESBYTERIAN HOSP 19EOSPKL8HML7MY3UE63 649322AA2 280000.00000000 PA USD 228336.02000000 0.005668173562 Long DBT CORP US N 2 2045-08-01 Fixed 0.04024000 N N N N N N WASTE MANAGEMENT INC DEL 549300YX8JIID70NFS41 94106LBE8 50000.00000000 PA USD 49289.10000000 0.001223544027 Long DBT CORP US N 2 2027-11-15 Fixed 0.03150000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPB1 8381300.00000000 PA USD 8332845.61000000 0.206853107046 Long DBT UST US N 2 2027-09-30 Fixed 0.03500000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAQ3 100000.00000000 PA USD 95359.57000000 0.002367189344 Long DBT CORP US N 2 2030-01-15 Fixed 0.03200000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCB3 770000.00000000 PA USD 630321.09000000 0.015646980876 Long DBT CORP US N 2 2049-11-21 Fixed 0.04250000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBU9 640000.00000000 PA USD 607120.55000000 0.015071054714 Long DBT CORP US N 2 2032-04-15 Fixed 0.03900000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 735000.00000000 PA USD 723547.64000000 0.017961220504 Long DBT CORP US N 2 2028-12-20 Variable 0.03419000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFF3 13225000.00000000 PA USD 12156151.40000000 0.301762183593 Long DBT UST US N 2 2032-08-15 Fixed 0.02750000 N N N N N N OWENS CORNING NEW JO5M6676RDJIZ2U8X907 690742AQ4 100000.00000000 PA USD 100489.42000000 0.002494531847 Long DBT CORP US N 2 2054-06-15 Fixed 0.05950000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SNZ6 19106.06910000 PA USD 19519.24000000 0.000484542211 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 0.05500000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140H2CS5 109056.97000000 PA USD 104093.26000000 0.002583992943 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.02500000 N N N N N N CLECO CORPORATE HLDGS LLC 5493002H80P81B3HXL31 18551PAD1 50000.00000000 PA USD 42493.75000000 0.001054857443 Long DBT CORP US N 2 2046-05-01 Fixed 0.04973000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AL4 450000.00000000 PA USD 451591.34000000 0.011210224713 Long DBT CORP US N 2 2032-07-15 Fixed 0.04650000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAG6 180000.00000000 PA USD 172953.51000000 0.004293367787 Long DBT CORP CA N 2 2037-05-04 Variable 0.04588000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNRN5 449999.57700000 PA USD 409545.47000000 0.010166485365 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03500000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017FZT3 960000.00000000 PA USD 961194.97000000 0.023860536403 Long DBT CORP CA N 2 2030-10-18 Variable 0.04650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FX93 995618.74000000 PA USD 938246.31000000 0.023290862867 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.02500000 N N N N N N NORTHERN STATES POWER CO (MN) 3S1GHB0TEH85KX44SB51 665772CS6 187000.00000000 PA USD 113265.63000000 0.002811686257 Long DBT CORP US N 2 2051-06-01 Fixed 0.02600000 N N N N N N WASTE MANAGEMENT INC DEL 549300YX8JIID70NFS41 94106LBX6 70000.00000000 PA USD 70573.73000000 0.001751909972 Long DBT CORP US N 2 2027-07-03 Fixed 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XTEE7 402601.70800000 PA USD 418331.80000000 0.010384595689 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.06500000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAZ6 440000.00000000 PA USD 429795.84000000 0.010669177020 Long DBT CORP US N 2 2032-02-25 Variable 0.04947000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543DC4 450000.00000000 PA USD 398326.23000000 0.009887980907 Long DBT CORP US N 2 2030-11-15 Fixed 0.02100000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAS6 195000.00000000 PA USD 197238.92000000 0.004896224572 Long DBT CORP US N 2 2032-06-08 Fixed 0.05670000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756BJ4 1270000.00000000 PA USD 1268601.55000000 0.031491543765 Long DBT CORP US N 2 2030-10-15 Fixed 0.04300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWDK6 848452.95500000 PA USD 744289.49000000 0.018476112573 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335BT48 136763.08200000 PA USD 131610.27000000 0.003267070403 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 0.04000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BX7 100000.00000000 PA USD 58692.96000000 0.001456983809 Long DBT CORP US N 2 2061-08-12 Fixed 0.03200000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAX0 300000.00000000 PA USD 301529.48000000 0.007485115256 Long DBT CORP US N 2 2031-07-15 Fixed 0.05200000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8H8 120000.00000000 PA USD 113863.53000000 0.002826528422 Long DBT CORP US N 2 2032-08-15 Fixed 0.03850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV4G7 24227.51200000 PA USD 20636.40000000 0.000512274396 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 0.02500000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE CO LLC N/A 893574AR4 100000.00000000 PA USD 76487.86000000 0.001898721305 Long DBT CORP US N 2 2050-05-15 Fixed 0.03950000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBX0 560000.00000000 PA USD 527836.69000000 0.013102925993 Long DBT CORP US N 2 2030-01-31 Fixed 0.02800000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AY3 445000.00000000 PA USD 443493.19000000 0.011009197649 Long DBT CORP US N 2 2026-11-19 Fixed 0.03550000 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAQ6 1350000.00000000 PA USD 1397151.75000000 0.034682651524 Long DBT CORP US N 2 2035-08-15 Fixed 0.05537000 N N N N N N COLGATE-PALMOLIVE CO YMEGZFW4SBUSS5BQXF88 194162AN3 410000.00000000 PA USD 405873.63000000 0.010075336249 Long DBT CORP US N 2 2027-08-15 Fixed 0.03100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQRB5 571109.19400000 PA USD 588362.23000000 0.014605401448 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y6U57 34691.81900000 PA USD 36106.89000000 0.000896311144 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C3D4 67741.99100000 PA USD 64356.50000000 0.001597574538 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.04000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BM9 180000.00000000 PA USD 178753.69000000 0.004437350444 Long DBT CORP US N 2 2030-03-15 Fixed 0.04750000 N N N N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 92857WCA6 260000.00000000 PA USD 248896.04000000 0.006178551915 Long DBT CORP GB N 2 2054-06-28 Fixed 0.05750000 N N N N N N EASTMAN CHEMICAL CO FDPVHDGJ1IQZFK9KH630 277432AL4 80000.00000000 PA USD 71039.72000000 0.001763477627 Long DBT CORP US N 2 2042-09-01 Fixed 0.04800000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKP3 1000000.00000000 PA USD 999669.54000000 0.024815622423 Long DBT CORP US N 2 2028-04-27 Variable 0.04376000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HQMF5 600000.00000000 PA USD 580799.82000000 0.014417673500 Long ABS-MBS USGSE US N 2 2036-01-25 Variable 0.04300000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAC6 430000.00000000 PA USD 415267.94000000 0.010308538963 Long DBT CORP US N 2 2027-08-03 Fixed 0.01125000 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160BD0 120000.00000000 PA USD 118638.74000000 0.002945067403 Long DBT CORP US N 2 2054-12-01 Fixed 0.05700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JLLY8 18230.86700000 PA USD 18700.81000000 0.000464225647 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131Y3DN3 340553.50700000 PA USD 331258.20000000 0.008223095820 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.04500000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGB4 500000.00000000 PA USD 351933.35000000 0.008736332140 Long DBT CORP US N 2 2051-03-22 Fixed 0.03550000 N N N N N N LABORATORY CORP OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 50540RAY8 160000.00000000 PA USD 145764.98000000 0.003618444457 Long DBT CORP US N 2 2031-06-01 Fixed 0.02700000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8R6 530000.00000000 PA USD 486317.58000000 0.012072262843 Long DBT CORP US N 2 2063-05-15 Fixed 0.05750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B02E2 279555.54300000 PA USD 223926.23000000 0.005558705704 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518DU7 160000.00000000 PA USD 158270.76000000 0.003928885760 Long DBT CORP US N 2 2033-05-15 Fixed 0.04625000 N N N N N N NNN REIT INC 5493008JKH5SOTI0JS97 637417AJ5 530000.00000000 PA USD 527966.18000000 0.013106140430 Long DBT CORP US N 2 2026-12-15 Fixed 0.03600000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 25160PAS6 300000.00000000 PA USD 299521.76000000 0.007435275964 Long DBT CORP US N 2 2032-04-14 Variable 0.05060000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XPXH7 3792303.84700000 PA USD 3180417.90000000 0.078950139617 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DTD23 451164.07700000 PA USD 477074.66000000 0.011842818207 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.06500000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451AZ1 400000.00000000 PA USD 403024.17000000 0.010004601750 Long DBT CORP AU N 2 2028-02-28 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H4AW4 20743.82900000 PA USD 19808.62000000 0.000491725730 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.02500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAF2 600000.00000000 PA USD 592893.98000000 0.014717896820 Long DBT CORP ES N 2 2028-02-23 Fixed 0.03800000 N N N N N N VONTIER CORP 549300VVSQLG4P5K4639 928881AF8 250000.00000000 PA USD 227039.04000000 0.005635977557 Long DBT CORP US N 2 2031-04-01 Fixed 0.02950000 N N N N N N TAMPA ELECTRIC CO WS423EPRKJIIJUITXD73 875127BE1 60000.00000000 PA USD 48756.96000000 0.001210334276 Long DBT CORP US N 2 2048-06-15 Fixed 0.04300000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAU2 156000.00000000 PA USD 139105.86000000 0.003453139623 Long DBT CORP CA N 2 2049-04-01 Fixed 0.05000000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAP8 40000.00000000 PA USD 39377.00000000 0.000977487784 Long DBT CORP US N 2 2033-02-15 Fixed 0.04850000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141EC31 120000.00000000 PA USD 107789.08000000 0.002675737334 Long DBT CORP US N 2 2044-07-08 Fixed 0.04800000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 320000.00000000 PA USD 316795.83000000 0.007864084467 Long DBT CORP US N 2 2050-05-01 Fixed 0.05805000 N N N N N N JEFFERIES FINANCIAL GROUP INC 549300HOF34RGOJ5YL07 47233JBH0 507000.00000000 PA USD 491715.14000000 0.012206250931 Long DBT CORP US N 2 2030-01-23 Fixed 0.04150000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CW4 670000.00000000 PA USD 639346.52000000 0.015871026577 Long DBT CORP US N 2 2055-11-20 Fixed 0.05450000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TSG1 212597.51800000 PA USD 196348.86000000 0.004874129877 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 0.03500000 N N N N N N WORLD OMNI AUTO RECEIVABLES TR 2025-D N/A 98165HAD9 270000.00000000 PA USD 268136.24000000 0.006656167286 Long ABS-CBDO CORP US N 2 2031-03-17 Fixed 0.03950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWDN0 453070.67200000 PA USD 346624.75000000 0.008604552378 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.01500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F030660 4050000.00000000 PA USD 3538687.50000000 0.087843761723 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.03000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140MW2U9 703304.00200000 PA USD 709795.99000000 0.017619851941 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.05500000 N N N N N N JM SMUCKER CO/THE 5493000WDH6A0LHDJD55 832696AX6 100000.00000000 PA USD 106627.96000000 0.002646913894 Long DBT CORP US N 2 2033-11-15 Fixed 0.06200000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475AW5 710000.00000000 PA USD 692298.83000000 0.017185505491 Long DBT CORP US N 2 2029-04-23 Fixed 0.03450000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCM5 700000.00000000 PA USD 695256.27000000 0.017258920466 Long DBT CORP CA N 2 2028-11-20 Fixed 0.04200000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DC0 210000.00000000 PA USD 205140.28000000 0.005092366555 Long DBT CORP GB N 2 2033-03-29 Variable 0.04762000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SA7 121000.00000000 PA USD 88462.34000000 0.002195973709 Long DBT UST US N 2 2048-02-15 Fixed 0.03000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAQ7 410000.00000000 PA USD 318466.04000000 0.007905545469 Long DBT CORP US N 2 2050-03-26 Fixed 0.03850000 N N N N N N JOHNSON and JOHNSON 549300G0CFPGEF6X2043 478160BK9 100000.00000000 PA USD 92789.47000000 0.002303389630 Long DBT CORP US N 2 2043-12-05 Fixed 0.04500000 N N N N N N KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 49456BBA8 100000.00000000 PA USD 100584.87000000 0.002496901281 Long DBT CORP US N 2 2054-08-01 Fixed 0.05950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWEQ2 32696.92400000 PA USD 29788.19000000 0.000739456836 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.03500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCU3 190000.00000000 PA USD 173625.97000000 0.004310060817 Long DBT CORP US N 2 2033-04-15 Fixed 0.03419000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBA5 190000.00000000 PA USD 180558.95000000 0.004482163904 Long DBT CORP US N 2 2033-03-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWE58 249480.98900000 PA USD 234693.48000000 0.005825990041 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.04000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AV3 300000.00000000 PA USD 290974.73000000 0.007223105981 Long DBT CORP US N 2 2030-07-15 Fixed 0.03700000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YBE4 380000.00000000 PA USD 335922.90000000 0.008338891519 Long DBT CORP US N 2 2031-12-10 Fixed 0.02150000 N N N N N N EATON CORP 0NZWDMRCE180888QQE14 278062AH7 730000.00000000 PA USD 709034.80000000 0.017600956293 Long DBT CORP US N 2 2033-03-15 Fixed 0.04150000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BJ0 50000.00000000 PA USD 50801.40000000 0.001261085099 Long DBT CORP US N 2 2029-07-15 Fixed 0.05100000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TLD5 1155000.00000000 PA USD 1162346.12000000 0.028853877491 Long DBT CORP US N 2 2026-11-20 Fixed 0.05400000 N N N N N N BERKSHIRE HATHAWAY FIN CORP 549300RLHFT5RU20WM87 084664BU4 300000.00000000 PA USD 269603.66000000 0.006692594265 Long DBT CORP US N 2 2042-05-15 Fixed 0.04400000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400HW6 410000.00000000 PA USD 410000.00000000 0.010177768538 Long DBT CORP US N 2 2026-06-01 Fixed 0.04900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNYS6 2289861.58000000 PA USD 1932558.68000000 0.047973499836 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02500000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BZ1 230000.00000000 PA USD 233562.44000000 0.005797913301 Long DBT CORP US N 2 2034-04-15 Fixed 0.05400000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 94974BGL8 2480000.00000000 PA USD 2479041.63000000 0.061539297337 Long DBT CORP US N 2 2027-07-22 Fixed 0.04300000 N N N N N N PPL CAP FDG INC 549300MROK5WY0D2NU17 69352PAM5 90000.00000000 PA USD 65224.41000000 0.001619119385 Long DBT CORP US N 2 2047-09-15 Fixed 0.04000000 N N N N N N MASSACHUSETTS INSTITUTE OF TECHNOLOGY DLZO3A31IADZ27B62557 575718AH4 1000000.00000000 PA USD 566312.20000000 0.014058035347 Long DBT CORP US N 2 2051-07-01 Fixed 0.02294000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MHCF8 79439.41500000 PA USD 72391.13000000 0.001797024793 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWJR5 807527.91000000 PA USD 815297.38000000 0.020238800058 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.05500000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AE7 370000.00000000 PA USD 369511.98000000 0.009172700987 Long DBT CORP US N 2 2035-04-01 Fixed 0.05150000 N N N N N N TRANE TECHNOLOGIES HOLDCO INC N/A 45687AAN2 190000.00000000 PA USD 157088.77000000 0.003899544246 Long DBT CORP US N 2 2048-02-21 Fixed 0.04300000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDP3 2240000.00000000 PA USD 2094750.00000000 0.051999708894 Long DBT UST US N 2 2028-12-31 Fixed 0.01375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QU5 264000.00000000 PA USD 213530.62000000 0.005300646893 Long DBT UST US N 2 2042-02-15 Fixed 0.03125000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EW5 300000.00000000 PA USD 303814.55000000 0.007541839435 Long DBT CORP GB N 2 2031-05-13 Variable 0.05240000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAE2 1280000.00000000 PA USD 1180275.94000000 0.029298964217 Long DBT CORP US N 2 2055-11-15 Fixed 0.05625000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 549300S8SEQBOJLKHW63 15189XAU2 100000.00000000 PA USD 63784.08000000 0.001583364884 Long DBT CORP US N 2 2050-07-01 Fixed 0.02900000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HAAG1 600000.00000000 PA USD 586726.38000000 0.014564793393 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 0.04200000 N N N N N N TRAVELERS COS INC 549300Y650407RU8B149 89417EAT6 310000.00000000 PA USD 310261.30000000 0.007701872434 Long DBT CORP US N 2 2035-07-24 Fixed 0.05050000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 210000.00000000 PA USD 131260.63000000 0.003258391001 Long DBT CORP US N 2 2050-04-01 Fixed 0.03600000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H030666 2750000.00000000 PA USD 2445276.35000000 0.060701113912 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.03000000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJJ0 460000.00000000 PA USD 481209.47000000 0.011945460010 Long DBT CORP US N 2 2033-10-21 Variable 0.05850000 N N N N N N AMERICOLD REALTY OPERATING PARTNERSHIP LP 549300FKD9KVWNHSUU79 03063UAB7 150000.00000000 PA USD 150940.43000000 0.003746918926 Long DBT CORP US N 2 2032-05-15 Fixed 0.05600000 N N N N N N ARCELORMITTAL SA LUXEMBOURG 2EULGUTUI56JI9SAL165 03938LBE3 230000.00000000 PA USD 236443.96000000 0.005869443651 Long DBT CORP LU N 2 2027-11-29 Fixed 0.06550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DDL3 17633.58100000 PA USD 18222.04000000 0.000452340744 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 0.05500000 N N N N N N NNN REIT INC 5493008JKH5SOTI0JS97 637417AR7 200000.00000000 PA USD 124890.97000000 0.003100271671 Long DBT CORP US N 2 2052-04-15 Fixed 0.03000000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAY0 320000.00000000 PA USD 290674.30000000 0.007215648160 Long DBT CORP US N 2 2062-06-15 Fixed 0.05200000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBD1 490000.00000000 PA USD 519204.00000000 0.012888629601 Long DBT NUSS MX N 2 2055-05-13 Fixed 0.07375000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBV9 400000.00000000 PA USD 394301.27000000 0.009788066001 Long DBT CORP US N 2 2049-01-23 Fixed 0.05550000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJYN4 212914.79100000 PA USD 196745.10000000 0.004883966070 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 0.03500000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AF7 180000.00000000 PA USD 192737.22000000 0.004784475156 Long DBT CORP US N 2 2035-06-15 Fixed 0.05875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFY2 3970000.00000000 PA USD 3942706.25000000 0.097873052754 Long DBT UST US N 2 2029-11-30 Fixed 0.03875000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RNJ7 570000.00000000 PA USD 556618.17000000 0.013817392436 Long DBT CORP US N 2 2046-04-30 Fixed 0.05850000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BS1 580000.00000000 PA USD 422331.53000000 0.010483884290 Long DBT CORP US N 2 2040-10-01 Fixed 0.02600000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CK6 400000.00000000 PA USD 399554.45000000 0.009918470026 Long DBT CORP US N 2 2030-08-01 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UUJ9 22496.99600000 PA USD 20679.14000000 0.000513335367 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XHEW3 406219.96300000 PA USD 381253.44000000 0.009464168943 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.04000000 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HBW6 90000.00000000 PA USD 86493.06000000 0.002147088646 Long DBT CORP US N 2 2034-11-22 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140AXYZ4 466461.66900000 PA USD 448664.24000000 0.011137562893 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 0.04500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAX3 100000.00000000 PA USD 88771.88000000 0.002203657676 Long DBT CORP US N 2 2040-04-15 Fixed 0.04375000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U4D2 290000.00000000 PA USD 287039.31000000 0.007125413801 Long DBT CORP US N 2 2030-01-23 Variable 0.04182000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244BJ7 67000.00000000 PA USD 67797.13000000 0.001682984138 Long DBT CORP US N 2 2034-02-15 Fixed 0.05000000 N N N N N N BANK5 2025-5YR18 N/A 06604CAC4 560000.00000000 PA USD 566663.66000000 0.014066759929 Long ABS-MBS CORP US N 2 2058-12-15 Fixed 0.05145000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XX2D2 110059.25000000 PA USD 101747.23000000 0.002525755503 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 0.03500000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BQ0 360000.00000000 PA USD 352484.66000000 0.008750017763 Long DBT CORP US N 2 2035-08-11 Fixed 0.05250000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VHC1 1822000.00000000 PA USD 1830606.13000000 0.045442647505 Long DBT CORP US N 2 2037-07-02 Fixed 0.05401000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAR5 150000.00000000 PA USD 120169.92000000 0.002983077149 Long DBT CORP US N 2 2040-04-05 Fixed 0.03377000 N N N N N N SHERWIN WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BN5 140000.00000000 PA USD 122334.18000000 0.003036802362 Long DBT CORP US N 2 2032-03-15 Fixed 0.02200000 N N N N N N SOUTHERN COPPER CORP DEL 2549007U6NAP46Q9TU15 84265VAG0 100000.00000000 PA USD 94500.00000000 0.002345851529 Long DBT CORP US N 2 2042-11-08 Fixed 0.05250000 N N N N N N HONEYWELL AEROSPACE INC 213800ZUAQRBYL67JS90 43849RAE5 790000.00000000 PA USD 778253.35000000 0.019319225514 Long DBT CORP US N 2 2031-03-16 Fixed 0.04300000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAD9 410000.00000000 PA USD 360714.63000000 0.008954317104 Long DBT CORP US N 2 2030-08-15 Fixed 0.01100000 N N N N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 446150BC7 100000.00000000 PA USD 103296.17000000 0.002564206120 Long DBT CORP US N 2 2029-08-21 Variable 0.06208000 N N N N N N CARMAX AUTO OWNER TRUST 2024-4 N/A 14290DAC5 1000000.00000000 PA USD 1003908.70000000 0.024920854592 Long ABS-CBDO CORP US N 2 2029-10-15 Fixed 0.04600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QFVC0 523982.47400000 PA USD 463174.36000000 0.011497759583 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 0.03000000 N N N N N N SUN CMNTYS OPER LTD PRTNRSHP 549300PUNBPJCGT6X741 866677AF4 170000.00000000 PA USD 161330.82000000 0.004004848156 Long DBT CORP US N 2 2028-11-01 Fixed 0.02300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133A26H8 22178.41500000 PA USD 19410.55000000 0.000481844110 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EMK3 419447.40100000 PA USD 402283.99000000 0.009986227651 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 0.03500000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBU1 260000.00000000 PA USD 257904.80000000 0.006402183803 Long DBT CORP US N 2 2030-09-15 Fixed 0.04500000 N N N N N N TANGER PROPERTIES LP PQPGJDNFN35EXH363L31 875484AJ6 100000.00000000 PA USD 99724.43000000 0.002475541868 Long DBT CORP US N 2 2026-09-01 Fixed 0.03125000 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550AQ9 530000.00000000 PA USD 601940.38000000 0.014942463077 Long DBT CORP US N 2 2033-08-15 Fixed 0.07300000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032666 -4900000.00000000 PA USD -4456320.19000000 -0.11062291568 Short ABS-MBS USGA US N 2 2056-06-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNGD9 1200476.39000000 PA USD 1019910.46000000 0.025318079493 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329PZR7 171914.53700000 PA USD 167405.87000000 0.004155654138 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 0.04000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AX3 140000.00000000 PA USD 144808.12000000 0.003594691531 Long DBT CORP US N 2 2032-10-15 Fixed 0.05450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFGS4 175354.22600000 PA USD 149910.43000000 0.003721350385 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TJZ9 5279.03800000 PA USD 5195.65000000 0.000128975910 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 0.04500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CA9 35000.00000000 PA USD 25363.86000000 0.000629628039 Long DBT CORP US N 2 2050-03-01 Fixed 0.03950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140BTDH5 749925.26500000 PA USD 702662.65000000 0.017442775152 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.04000000 N N N N N N KIMBERLY-CLARK CORP MP3J6QPYPGN75NVW2S34 494368CA9 130000.00000000 PA USD 84450.12000000 0.002096375059 Long DBT CORP US N 2 2050-02-07 Fixed 0.02875000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LBD0 500000.00000000 PA USD 497125.16000000 0.012340548325 Long DBT CORP US N 2 2031-01-15 Fixed 0.04750000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAU4 590000.00000000 PA USD 574489.25000000 0.014261021011 Long DBT CORP US N 2 2035-09-15 Fixed 0.04800000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GGKG7 147695.24000000 PA USD 135769.00000000 0.003370305992 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 0.02000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAQ3 110000.00000000 PA USD 102404.67000000 0.002542075679 Long DBT CORP US N 2 2054-09-15 Fixed 0.05350000 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AX0 190000.00000000 PA USD 182387.61000000 0.004527558241 Long DBT CORP US N 2 2029-07-01 Fixed 0.03150000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCB5 9580000.00000000 PA USD 8505243.75000000 0.211132688425 Long DBT UST US N 2 2031-05-15 Fixed 0.01625000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DG2 110000.00000000 PA USD 86101.78000000 0.002137375579 Long DBT CORP US N 2 2062-02-22 Fixed 0.04400000 N N N N N N BENCHMARK 2026-V20 MTG TR N/A 08164KAV2 850000.00000000 PA USD 845733.68000000 0.020994345464 Long ABS-MBS CORP US N 2 2059-02-15 Fixed 0.04697000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CGLD7 162987.45500000 PA USD 161386.23000000 0.004006223644 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLPD4 41852.44100000 PA USD 35321.92000000 0.000876825185 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.02500000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECX7 190000.00000000 PA USD 207602.84000000 0.005153496715 Long DBT CORP US N 2 2054-03-15 Fixed 0.06400000 N N N N N N COREWELL HEALTH OBLIGATED GROUP N/A 84765EAA6 270000.00000000 PA USD 188922.70000000 0.004689784176 Long DBT CORP US N 2 2049-07-15 Fixed 0.03487000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BP6 328000.00000000 PA USD 261037.90000000 0.006479959331 Long DBT CORP US N 2 2047-10-15 Fixed 0.04030000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AJE90 49758.45000000 PA USD 40712.14000000 0.001010631067 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BN1 380000.00000000 PA USD 380864.06000000 0.009454503042 Long DBT CORP US N 2 2030-04-01 Fixed 0.04875000 N N N N N N SCHWAB CHARLES CORP 549300VSGCJ7E698NM85 808513CH6 370000.00000000 PA USD 394040.39000000 0.009781589961 Long DBT CORP US N 2 2034-08-24 Variable 0.06136000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V7G9 1784302.48400000 PA USD 1636220.19000000 0.040617244811 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 0.03500000 N N N N N N TOLL BROTHERS FINANCE CORP N/A 88947EAT7 100000.00000000 PA USD 99590.72000000 0.002472222675 Long DBT CORP US N 2 2028-02-15 Fixed 0.04350000 N N N N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 4581X0DS4 730000.00000000 PA USD 637900.96000000 0.015835142247 Long DBT CORP US N 2 2031-01-13 Fixed 0.01125000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHV4 270000.00000000 PA USD 258698.18000000 0.006421878530 Long DBT CORP US N 2 2030-07-23 Variable 0.03194000 N N N N N N ITALY REPUBLIC OF 815600DE60799F5A9309 465410BY3 400000.00000000 PA USD 381252.00000000 0.009464133197 Long DBT NUSS IT N 2 2029-10-17 Fixed 0.02875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VSL5 51862.41300000 PA USD 50881.16000000 0.001263065047 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C7F5 11308.39900000 PA USD 10992.67000000 0.000272880124 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.04500000 N N N N N N CRH AMERICA FINANCE INC 549300WEVUODRJ4CWK56 12636YAF9 400000.00000000 PA USD 408116.27000000 0.010131007153 Long DBT CORP US N 2 2035-01-09 Fixed 0.05500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCJ2 150000.00000000 PA USD 155964.50000000 0.003871635564 Long DBT CORP US N 2 2032-11-09 Fixed 0.06250000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCC0 120000.00000000 PA USD 108529.20000000 0.002694109944 Long DBT CORP US N 2 2052-07-15 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLZ2 6970000.00000000 PA USD 6950396.88000000 0.172535440727 Long DBT UST US N 2 2031-11-30 Fixed 0.04125000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661DV6 330000.00000000 PA USD 313907.15000000 0.007792376379 Long DBT CORP US N 2 2040-04-15 Fixed 0.05000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BBA7 70000.00000000 PA USD 71464.67000000 0.001774026512 Long DBT CORP US N 2 2033-08-15 Fixed 0.05450000 N N N N N N MARRIOTT INTERNATIONAL INC/MD 225YDZ14ZO8E1TXUSU86 571903BP7 300000.00000000 PA USD 303017.29000000 0.007522048392 Long DBT CORP US N 2 2029-05-15 Fixed 0.04875000 N N N N N N NEXTERA ENERGY CAP HLDGS INC UMI46YPGBLUE4VGNNT48 65339KCV0 140000.00000000 PA USD 132600.69000000 0.003291656416 Long DBT CORP US N 2 2054-03-15 Fixed 0.05550000 N N N N N N M and T BANK CORP 549300WYXDDBYRASEG81 55261FAT1 100000.00000000 PA USD 104481.99000000 0.002593642709 Long DBT CORP US N 2 2032-03-13 Variable 0.06082000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RBK2 100000.00000000 PA USD 100242.64000000 0.002488405823 Long DBT CORP US N 2 2030-07-26 Variable 0.04596000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBN2 300000.00000000 PA USD 208631.37000000 0.005179028765 Long DBT CORP US N 2 2051-02-04 Fixed 0.03700000 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA S.A K8MS7FD7N5Z2WQ51AZ71 05946KAU5 200000.00000000 PA USD 194577.13000000 0.004830148761 Long DBT CORP ES N 2 2036-03-03 Fixed 0.05127000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ASH89 487608.02600000 PA USD 373200.16000000 0.009264255724 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.01500000 N N N N N N FLORIDA PWR and LT CO A89MY1K3YLIGJMYWVX50 341081GV3 130000.00000000 PA USD 128009.09000000 0.003177675338 Long DBT CORP US N 2 2054-06-15 Fixed 0.05600000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWB51 563274.24100000 PA USD 454883.66000000 0.011291952691 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02000000 N N N N N N ASIAN INFRASTRUCTURE INVESTMENT BANK 25490065OSV2524LCR32 04522KAM8 300000.00000000 PA USD 297926.70000000 0.007395680473 Long DBT CORP CN N 2 2034-03-13 Fixed 0.04250000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EUY3 310000.00000000 PA USD 296191.61000000 0.007352608901 Long DBT CORP US N 2 2029-07-18 Fixed 0.02800000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081ED1 200000.00000000 PA USD 164449.34000000 0.004082261753 Long DBT CORP US N 2 2046-12-15 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMZQ0 325970.38300000 PA USD 278672.28000000 0.006917712107 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HLH33 53454.39700000 PA USD 52162.42000000 0.001294870822 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QEZ39 1077619.31100000 PA USD 996907.67000000 0.024747062243 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMA0 4817864.17900000 PA USD 4282840.84000000 0.106316494532 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140AHHL9 1034148.93800000 PA USD 995257.49000000 0.024706098463 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWMA8 30843.51500000 PA USD 31092.08000000 0.000771824374 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 0.05500000 N N N N N N BANK 2020-BN28 N/A 06540YAH2 380000.00000000 PA USD 337425.33000000 0.008376187580 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 0.01844000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525AV5 313000.00000000 PA USD 259539.81000000 0.006442771006 Long DBT CORP US N 2 2047-05-20 Fixed 0.04300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QVPL2 631695.70000000 PA USD 608926.42000000 0.015115883317 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 0.04500000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CY4 120000.00000000 PA USD 69745.48000000 0.001731349639 Long DBT CORP US N 2 2060-06-01 Fixed 0.02750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJD67 142169.01700000 PA USD 119230.13000000 0.002959747965 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSSK8 55095.65400000 PA USD 55642.96000000 0.001381271140 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05500000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBM0 200000.00000000 PA USD 205735.00000000 0.005107129781 Long DBT CORP JP N 2 2028-07-12 Fixed 0.06070000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312BN5 160000.00000000 PA USD 121240.85000000 0.003009661728 Long DBT CORP US N 2 2047-11-15 Fixed 0.03750000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724PAC3 240000.00000000 PA USD 237016.45000000 0.005883655043 Long DBT CORP US N 2 2027-02-01 Fixed 0.02150000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BQ9 240000.00000000 PA USD 213002.29000000 0.005287531721 Long DBT CORP US N 2 2031-12-14 Fixed 0.02450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329PTF0 105672.90700000 PA USD 102788.60000000 0.002551606290 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M4DX0 36541.81300000 PA USD 35039.78000000 0.000869821391 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 0.04000000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081DK6 110000.00000000 PA USD 95928.54000000 0.002381313357 Long DBT CORP US N 2 2044-05-15 Fixed 0.04400000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SY5 6995000.00000000 PA USD 5073287.71000000 0.125938409862 Long DBT UST US N 2 2041-05-15 Fixed 0.02250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MSU45 196152.49800000 PA USD 189756.51000000 0.004710482530 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KQPL9 635108.16200000 PA USD 513886.97000000 0.012756640575 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNH0 23390000.00000000 PA USD 23326956.70000000 0.579064307341 Long DBT UST US N 2 2028-06-15 Fixed 0.03875000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBQ2 460000.00000000 PA USD 452184.60000000 0.011224951696 Long DBT NUSS MX N 2 2034-02-09 Fixed 0.05625000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CBF1 310000.00000000 PA USD 241515.58000000 0.005995340662 Long DBT CORP US N 2 2049-06-15 Fixed 0.04200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6BM2 71910.23400000 PA USD 69683.61000000 0.001729813789 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 0.03000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCU8 630000.00000000 PA USD 571673.87000000 0.014191132508 Long DBT CORP US N 2 2033-01-25 Variable 0.02963000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XXNS4 169173.84700000 PA USD 156061.71000000 0.003874048688 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CR89 812539.31450000 PA USD 748888.56000000 0.018590279085 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 0.03500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFY6 110000.00000000 PA USD 110829.09000000 0.002751202013 Long DBT CORP US N 2 2029-04-12 Variable 0.04994000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBE9 600000.00000000 PA USD 602983.50000000 0.014968357306 Long DBT CORP US N 2 2027-12-15 Fixed 0.04600000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDV8 220000.00000000 PA USD 225315.42000000 0.005593190714 Long DBT CORP US N 2 2055-05-15 Variable 0.06625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XGJP5 44058.71900000 PA USD 38532.66000000 0.000956528035 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329QNG2 576223.86200000 PA USD 546706.10000000 0.013571336938 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNX5 2690000.00000000 PA USD 2638301.56000000 0.065492738081 Long DBT UST US N 2 2030-08-31 Fixed 0.03625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HKVK1 35543.03000000 PA USD 34595.11000000 0.000858782980 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04500000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BW9 110000.00000000 PA USD 109332.52000000 0.002714051420 Long DBT CORP US N 2 2036-02-23 Fixed 0.04500000 N N N N N N BARRICK PD AUSTRALIA FIN PTY LTD 5493008DX0TK7OFLV260 06849UAD7 100000.00000000 PA USD 104629.72000000 0.002597309932 Long DBT CORP AU N 2 2039-10-15 Fixed 0.05950000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBG2 145000.00000000 PA USD 133419.66000000 0.003311986385 Long DBT CORP US N 2 2043-11-13 Fixed 0.04875000 N N N N N N BANK OF MONTREAL QUE NQQ6HPCNCCU6TUTQYE16 06368MK78 300000.00000000 PA USD 298213.32000000 0.007402795478 Long DBT CORP CA N 2 2030-03-19 Variable 0.04338000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAF6 130000.00000000 PA USD 125442.91000000 0.003113972933 Long DBT CORP US N 2 2029-08-15 Fixed 0.03750000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDW8 160000.00000000 PA USD 85771.47000000 0.002129176021 Long DBT CORP US N 2 2063-11-01 Fixed 0.02987000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CDL5 350289.24700000 PA USD 313469.50000000 0.007781512231 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03000000 N N N N N N RABOBANK NEDERLAND NEW YORK BRH DG3RU1DBUFHT4ZF9WN62 21688ABV3 750000.00000000 PA USD 750699.85000000 0.018635242232 Long DBT CORP US N 2 2029-04-01 Fixed 0.04322000 N N N N N N HPS CORPORATE LENDING FUND 549300ZS7IHUA6FKFV61 40440VAV7 150000.00000000 PA USD 146334.95000000 0.003632593293 Long DBT CORP US N 2 2031-04-02 Fixed 0.05650000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JBB9 100000.00000000 PA USD 77438.85000000 0.001922328515 Long DBT CORP US N 2 2045-04-01 Fixed 0.03750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDW8 4210000.00000000 PA USD 3967267.19000000 0.098482749248 Long DBT UST US N 2 2029-01-31 Fixed 0.01750000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AW6 100000.00000000 PA USD 93955.37000000 0.002332331728 Long DBT CORP US N 2 2047-08-15 Fixed 0.04950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142J6DY6 1999900.34400000 PA USD 1969253.47000000 0.048884404907 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 0.05000000 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAR5 240000.00000000 PA USD 187416.84000000 0.004652402970 Long DBT CORP US N 2 2046-03-15 Fixed 0.03875000 N N N N N N OWENS CORNING NEW JO5M6676RDJIZ2U8X907 690742AK7 70000.00000000 PA USD 68020.48000000 0.001688528539 Long DBT CORP US N 2 2030-06-01 Fixed 0.03875000 N N N N N N MOLSON COORS BEVERAGE CO 54930073LBBH6ZCBE225 60871RAH3 210000.00000000 PA USD 168235.19000000 0.004176241033 Long DBT CORP US N 2 2046-07-15 Fixed 0.04200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TLT0 22662.33700000 PA USD 21522.53000000 0.000534271533 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 0.04000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEU2 300000.00000000 PA USD 299098.56000000 0.007424770521 Long DBT CORP US N 2 2029-01-15 Fixed 0.04250000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DW5 230000.00000000 PA USD 167926.59000000 0.004168580401 Long DBT CORP US N 2 2052-03-15 Fixed 0.03700000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EYE3 1200000.00000000 PA USD 1205045.87000000 0.029913848643 Long DBT CORP US N 2 2030-06-05 Fixed 0.04550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138X6XS9 38140.13000000 PA USD 36520.11000000 0.000906568845 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 0.04000000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JH1 100000.00000000 PA USD 75151.23000000 0.001865541035 Long DBT CORP US N 2 2040-08-01 Fixed 0.03300000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123CM1 100000.00000000 PA USD 101559.50000000 0.002521095326 Long DBT CORP US N 2 2055-05-15 Fixed 0.05500000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560BE4 170000.00000000 PA USD 163683.33000000 0.004063246454 Long DBT CORP US N 2 2056-01-15 Fixed 0.05450000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123BN0 100000.00000000 PA USD 109505.71000000 0.002718350658 Long DBT CORP US N 2 2036-08-15 Fixed 0.06050000 N N N N N N ASSURED GUARANTY US HOLDINGS INC 5493007YCE0652G9TZ64 04621WAF7 180000.00000000 PA USD 185750.94000000 0.004611048959 Long DBT CORP US N 2 2028-09-15 Fixed 0.06125000 N N N N N N AMCOR FLEXIBLES NORTH AMERICA INC PTVU09TE3QPJPL7K4E13 02344AAK4 200000.00000000 PA USD 196344.39000000 0.004874018915 Long DBT CORP US N 2 2036-03-12 Fixed 0.05125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XNC6 1619166.92200000 PA USD 1473278.20000000 0.036572401251 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 0.03500000 N N N N N N MARKEL GROUP INC 549300SCNO12JLWIK605 570535AT1 120000.00000000 PA USD 105154.71000000 0.002610342193 Long DBT CORP US N 2 2049-05-20 Fixed 0.05000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016HZW3 400000.00000000 PA USD 408952.86000000 0.010151774518 Long DBT CORP CA N 2 2034-02-01 Fixed 0.05150000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCK5 930000.00000000 PA USD 930657.35000000 0.023102475847 Long DBT CORP US N 2 2030-07-15 Fixed 0.04600000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV3L7 102044.98700000 PA USD 96753.83000000 0.002401800212 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.04000000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2019-C16 N/A 90276YAE3 350000.00000000 PA USD 336030.17000000 0.008341554371 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 0.03604800 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QM5E0 9021937.85800000 PA USD 7571892.31000000 0.187963334957 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAK9 150000.00000000 PA USD 98095.81000000 0.002435113289 Long DBT CORP US N 2 2051-02-15 Fixed 0.03250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QBG28 550073.71800000 PA USD 509905.63000000 0.012657808484 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.03500000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFC3 153000.00000000 PA USD 129095.61000000 0.003204646921 Long DBT CORP US N 2 2047-03-01 Fixed 0.04450000 N N N N N N LYB INTERNATIONAL FINANCE III LLC 984500A51LA0B8EB4053 50249AAD5 100000.00000000 PA USD 73114.61000000 0.001814984335 Long DBT CORP US N 2 2050-05-01 Fixed 0.04200000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PFE1 1000000.00000000 PA USD 970511.23000000 0.024091801617 Long DBT CORP US N 2 2036-10-22 Variable 0.04810000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AULZ9 667002.82000000 PA USD 510503.41000000 0.012672647671 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.01500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SH2 361000.00000000 PA USD 254420.39000000 0.006315687417 Long DBT UST US N 2 2049-05-15 Fixed 0.02875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417ARG6 9878.22200000 PA USD 9834.24000000 0.000244123459 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 0.03000000 N N N N N N TOTALENERGIES CAPITAL SA 529900QI55ZLJVCMPA71 89157XAB7 480000.00000000 PA USD 466297.34000000 0.011575283894 Long DBT CORP FR N 2 2054-04-05 Fixed 0.05488000 N N N N N N MARRIOTT INTERNATIONAL INC/MD 225YDZ14ZO8E1TXUSU86 571903BE2 123000.00000000 PA USD 122757.74000000 0.003047316741 Long DBT CORP US N 2 2030-06-15 Fixed 0.04625000 N N N N N N BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 06405LAH4 380000.00000000 PA USD 382790.57000000 0.009502326391 Long DBT CORP US N 2 2029-04-20 Variable 0.04729000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JDD3 50000.00000000 PA USD 50225.26000000 0.001246783100 Long DBT CORP US N 2 2055-04-01 Fixed 0.05800000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RD2 94000.00000000 PA USD 80865.70000000 0.002007396042 Long DBT UST US N 2 2043-11-15 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DJJ2 62251.69000000 PA USD 58878.43000000 0.001461587884 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.02500000 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST 2025-A N/A 98164YAD3 145000.00000000 PA USD 145827.69000000 0.003620001159 Long ABS-CBDO CORP US N 2 2030-03-15 Fixed 0.04730000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AK0 220000.00000000 PA USD 214050.89000000 0.005313561985 Long DBT CORP US N 2 2034-11-15 Fixed 0.04650000 N N N N N N DR HORTON INC 529900ZIUEYVSB8QDD25 23331ABU2 240000.00000000 PA USD 245234.35000000 0.006087654761 Long DBT CORP US N 2 2035-10-15 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQF1 11800000.00000000 PA USD 11781562.50000000 0.292463454028 Long DBT UST US N 2 2033-03-31 Fixed 0.04250000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AE1 140000.00000000 PA USD 152171.05000000 0.003777467622 Long DBT CORP CA N 2 2033-06-30 Fixed 0.06450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AEKD7 15207.48300000 PA USD 14737.28000000 0.000365835670 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 0.03500000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BL6 570000.00000000 PA USD 582960.39000000 0.014471307114 Long DBT CORP US N 2 2029-03-15 Fixed 0.05400000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BY4 150000.00000000 PA USD 154533.58000000 0.003836114655 Long DBT CORP US N 2 2063-11-15 Fixed 0.05900000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKF7 8030000.00000000 PA USD 8022785.53000000 0.199156229662 Long DBT UST US N 2 2031-03-31 Fixed 0.04125000 N N N N N N WISCONSIN PWR and LT CO JWBYHVQVMY66CVCOSO49 976826BQ9 120000.00000000 PA USD 114637.60000000 0.002845743801 Long DBT CORP US N 2 2032-09-01 Fixed 0.03950000 N N N N N N TAKEDA PHARMACEUTICAL CO LTD 549300ZLMVP4X0OGR454 874060AY2 330000.00000000 PA USD 250390.74000000 0.006215656087 Long DBT CORP JP N 2 2040-07-09 Fixed 0.03025000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHR5 1020000.00000000 PA USD 1015417.97000000 0.025206558704 Long DBT UST US N 2 2030-07-31 Fixed 0.04000000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RKF8 410000.00000000 PA USD 255943.67000000 0.006353501054 Long DBT CORP US N 2 2061-02-01 Fixed 0.03500000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AV9 280000.00000000 PA USD 276735.73000000 0.006869639527 Long DBT CORP US N 2 2027-09-15 Fixed 0.03500000 N N N N N N BROOKFIELD FIN INC 549300XH8D8K6OYWGD17 11271LAF9 100000.00000000 PA USD 68825.28000000 0.001708506754 Long DBT CORP CA N 2 2051-03-30 Fixed 0.03500000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400GY3 250000.00000000 PA USD 150374.98000000 0.003732882293 Long DBT CORP US N 2 2051-02-01 Fixed 0.02950000 N N N N N N PUBLIC SVC CO OF NEW HAMPSHIRE 549300SHPFALUPKK2351 744538AF6 140000.00000000 PA USD 144241.06000000 0.003580614932 Long DBT CORP US N 2 2033-10-01 Fixed 0.05350000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPC9 33130000.00000000 PA USD 32733993.80000000 0.812582956708 Long DBT UST US N 2 2028-10-15 Fixed 0.03500000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CS7 300000.00000000 PA USD 308227.22000000 0.007651378786 Long DBT CORP US N 2 2033-03-15 Fixed 0.05400000 N N N N N N DEUTSCHE TELEKOM INTL FIN BV 529900ERDFHS6C1M4U58 25156PAC7 370000.00000000 PA USD 418759.80000000 0.010395220287 Long DBT CORP NL N 2 2030-06-15 Variable 0.08750000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BY5 210000.00000000 PA USD 190450.38000000 0.004727707038 Long DBT CORP US N 2 2031-03-15 Fixed 0.02600000 N N N N N N REVVITY INC 549300IKL1SDPFI7N655 714046AG4 150000.00000000 PA USD 143800.37000000 0.003569675321 Long DBT CORP US N 2 2029-09-15 Fixed 0.03300000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89115A2V3 300000.00000000 PA USD 301702.12000000 0.007489400841 Long DBT CORP CA N 2 2026-12-11 Fixed 0.05264000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 74432QCE3 180000.00000000 PA USD 146426.13000000 0.003634856729 Long DBT CORP US N 2 2050-02-25 Fixed 0.04350000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JDJ0 100000.00000000 PA USD 101153.14000000 0.002511007916 Long DBT CORP US N 2 2056-03-15 Fixed 0.05900000 N N N N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 4581X0EB0 1000000.00000000 PA USD 985721.28000000 0.024469373248 Long DBT CORP US N 2 2027-01-13 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133A8AB3 56511.73600000 PA USD 49900.57000000 0.001238723052 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.03000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830AR0 100000.00000000 PA USD 109174.84000000 0.002710137199 Long DBT CORP US N 2 2036-09-01 Fixed 0.06150000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W7K8 1320094.36500000 PA USD 1175151.96000000 0.029171767431 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 0.03000000 N N N N N N WASTE CONNECTION INC 549300HDLRTPBQU69P29 94106BAB7 420000.00000000 PA USD 278865.87000000 0.006922517751 Long DBT CORP CA N 2 2050-04-01 Fixed 0.03050000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W5B0 2906771.74000000 PA USD 2489761.91000000 0.061805415699 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 0.02500000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 744320BF8 74000.00000000 PA USD 74122.47000000 0.001840003276 Long DBT CORP US N 2 2048-09-15 Variable 0.05700000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DH6 1847000.00000000 PA USD 1848762.54000000 0.045893359062 Long DBT CORP US N 2 2056-03-13 Fixed 0.05800000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 390000.00000000 PA USD 376792.37000000 0.009353428119 Long DBT CORP US N 2 2030-05-15 Fixed 0.03750000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525AJ2 150000.00000000 PA USD 148110.48000000 0.003676668740 Long DBT CORP US N 2 2035-05-20 Fixed 0.04650000 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAP5 1870000.00000000 PA USD 1870694.16000000 0.046437785774 Long DBT CORP GB N 2 2028-03-16 Fixed 0.04448000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XX43 243054.81600000 PA USD 235569.87000000 0.005847745394 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 0.04500000 N N N N N N NORTHERN STATES POWER CO (MN) 3S1GHB0TEH85KX44SB51 665772DA4 200000.00000000 PA USD 198200.51000000 0.004920094914 Long DBT CORP US N 2 2055-05-15 Fixed 0.05650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133C72D8 54746.93600000 PA USD 54267.26000000 0.001347121003 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.05000000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XCG9 160000.00000000 PA USD 158539.27000000 0.003935551205 Long DBT CORP US N 2 2028-01-05 Fixed 0.03850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4NL6 6362.81000000 PA USD 6384.61000000 0.000158490445 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.05000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFV2 600000.00000000 PA USD 581574.50000000 0.014436904022 Long DBT CORP US N 2 2055-11-19 Variable 0.05516000 N N N N N N TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 89352HAL3 440000.00000000 PA USD 406033.59000000 0.010079307068 Long DBT CORP CA N 2 2043-10-16 Fixed 0.05000000 N N N N N N WELLS FARGO COML MTG TR 2019-C54 N/A 95001YAE4 500000.00000000 PA USD 474144.30000000 0.011770075462 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 0.03146000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QDLK8 363827.29400000 PA USD 321491.48000000 0.007980648465 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCHQ4 307991.89900000 PA USD 292599.63000000 0.007263442216 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPQ8 18700000.00000000 PA USD 18287285.20000000 0.453960380416 Long DBT UST US N 2 2032-12-31 Fixed 0.03875000 N N N N N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 17275RAD4 400000.00000000 PA USD 426148.30000000 0.010578631123 Long DBT CORP US N 2 2039-02-15 Fixed 0.05900000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AW8 240000.00000000 PA USD 212192.94000000 0.005267440558 Long DBT CORP GB N 2 2030-08-06 Fixed 0.01375000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAS8 400000.00000000 PA USD 392625.12000000 0.009746457546 Long DBT CORP ES N 2 2035-11-06 Fixed 0.05127000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 650000.00000000 PA USD 392507.87000000 0.009743546952 Long DBT CORP US N 2 2060-04-01 Fixed 0.03850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KLPC0 342334.66200000 PA USD 277315.21000000 0.006884024438 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02000000 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 02364WBJ3 511000.00000000 PA USD 475605.59000000 0.011806350270 Long DBT CORP MX N 2 2030-05-07 Fixed 0.02875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XQU3 463088.96000000 PA USD 436180.02000000 0.010827656792 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 0.04000000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MEZ3 100000.00000000 PA USD 98004.43000000 0.002432844888 Long DBT CORP US N 2 2035-12-09 Fixed 0.04700000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACX1 330000.00000000 PA USD 321379.40000000 0.007977866210 Long DBT CORP US N 2 2062-09-15 Fixed 0.05800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W23H2 9941207.81500000 PA USD 8028226.17000000 0.199291287161 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.02000000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAQ9 300000.00000000 PA USD 294085.05000000 0.007300316023 Long DBT CORP US N 2 2036-03-15 Fixed 0.05125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WLHT6 24082.27900000 PA USD 21554.82000000 0.000535073094 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 0.03000000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286DA2 400000.00000000 PA USD 401000.00000000 0.009954354107 Long DBT NUSS PH N 2 2034-05-14 Fixed 0.05250000 N N N N N N CORNING INC 549300X2937PB0CJ7I56 219350AV7 100000.00000000 PA USD 102388.76000000 0.002541680732 Long DBT CORP US N 2 2040-08-15 Fixed 0.05750000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAQ5 440000.00000000 PA USD 235657.79000000 0.005849927904 Long DBT CORP US N 2 2050-08-15 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EYJ3 387727.21400000 PA USD 384886.45000000 0.009554354150 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 0.04500000 N N N N N N NISSAN AUTO LEASE TRUST 2025-A N/A 65479XAD4 100000.00000000 PA USD 100541.16000000 0.002495816231 Long ABS-CBDO CORP US N 2 2028-03-15 Fixed 0.04750000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAM5 120000.00000000 PA USD 142749.81000000 0.003543596402 Long DBT CORP US N 2 2038-04-15 Fixed 0.07550000 N N N N N N ARES STRATEGIC INCOME FUND 549300IANZJVZPTICV54 04020EAP2 260000.00000000 PA USD 253181.13000000 0.006284924242 Long DBT CORP US N 2 2029-01-15 Fixed 0.04850000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAL4 1195000.00000000 PA USD 941552.45000000 0.023372933910 Long DBT NUSS MX N 2 2051-04-27 Fixed 0.05000000 N N N N N N FLORIDA PWR and LT CO A89MY1K3YLIGJMYWVX50 341081FF9 405000.00000000 PA USD 345861.03000000 0.008585593926 Long DBT CORP US N 2 2042-02-01 Fixed 0.04125000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCC3 480000.00000000 PA USD 475328.09000000 0.011799461658 Long DBT CORP US N 2 2032-02-15 Fixed 0.04550000 N N N N N N HPS CORPORATE LENDING FUND 549300ZS7IHUA6FKFV61 40440VAH8 220000.00000000 PA USD 219393.29000000 0.005446180791 Long DBT CORP US N 2 2028-01-14 Fixed 0.05450000 N N N N N N INTERNATIONAL PAPER CO 824LMFJDH41EY779Q875 460146CM3 328000.00000000 PA USD 323432.39000000 0.008028829276 Long DBT CORP US N 2 2035-09-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GSRR5 128553.83100000 PA USD 122330.06000000 0.003036700087 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBB8 4386215.36300000 PA USD 3546290.21000000 0.088032490071 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM INC 254900OPFK0OOKZFLV35 351837AA7 120000.00000000 PA USD 89656.64000000 0.002225620804 Long DBT CORP US N 2 2049-07-01 Fixed 0.03914000 N N N N N N LINCOLN NATIONAL CORP IND EFQMQROEDSNBRIP7LE47 534187AW9 50000.00000000 PA USD 53054.44000000 0.001317014171 Long DBT CORP US N 2 2037-10-09 Fixed 0.06300000 N N N N N N MANUFACTURERS and TRADERS TRUST COMPANY WWB2V0FCW3A0EE3ZJN75 564760CC8 620000.00000000 PA USD 621273.56000000 0.015422386568 Long DBT CORP US N 2 2028-07-06 Variable 0.04762000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132Y1DG0 97849.55400000 PA USD 93073.40000000 0.002310437859 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DE9 600000.00000000 PA USD 602842.84000000 0.014964865587 Long DBT CORP US N 2 2034-06-25 Fixed 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QA4W7 14907.38900000 PA USD 15404.87000000 0.000382407807 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.05500000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448FZ6 200000.00000000 PA USD 192534.46000000 0.004779441877 Long DBT CORP US N 2 2054-07-17 Fixed 0.05250000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAK8 260000.00000000 PA USD 261769.68000000 0.006498124911 Long DBT CORP US N 2 2033-03-22 Fixed 0.04900000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAT4 130000.00000000 PA USD 130855.38000000 0.003248331145 Long DBT CORP US N 2 2035-01-15 Fixed 0.05350000 N N N N N N CNA FINANCIAL CORP 549300YX2GSZD7YG1R84 126117AZ3 50000.00000000 PA USD 49217.38000000 0.001221763662 Long DBT CORP US N 2 2035-08-15 Fixed 0.05200000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 59022CAB9 480000.00000000 PA USD 482364.85000000 0.011974140962 Long DBT CORP US N 2 2026-09-15 Fixed 0.06220000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WAZ1 490000.00000000 PA USD 483681.07000000 0.012006814578 Long DBT CORP US N 2 2027-09-01 Fixed 0.03120000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV5U5 73336.12300000 PA USD 71242.77000000 0.001768518105 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W4ED5 961649.16200000 PA USD 910058.51000000 0.022591133833 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.04000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BE9 200000.00000000 PA USD 186795.27000000 0.004636973224 Long DBT CORP US N 2 2041-10-01 Fixed 0.04950000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAX8 100000.00000000 PA USD 70371.13000000 0.001746880665 Long DBT CORP US N 2 2049-12-01 Fixed 0.03500000 N N N N N N MSC 2021-L6 N/A 61692CBE7 275000.00000000 PA USD 245592.38000000 0.006096542435 Long ABS-MBS CORP US N 2 2054-06-15 Variable 0.02444000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 744320BJ0 140000.00000000 PA USD 137253.98000000 0.003407168876 Long DBT CORP US N 2 2052-03-01 Variable 0.05125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDF5 7420000.00000000 PA USD 6969003.13000000 0.172997319034 Long DBT UST US N 2 2028-10-31 Fixed 0.01375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D6B3 8553365.97100000 PA USD 6896754.33000000 0.171203827415 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWLT8 20733.26000000 PA USD 20900.35000000 0.000518826645 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TG66 5497.55300000 PA USD 5407.28000000 0.000134229376 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133D1W96 149425.01700000 PA USD 143805.56000000 0.003569804156 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 0.04500000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CV0 370000.00000000 PA USD 374956.35000000 0.009307851079 Long DBT CORP US N 2 2034-02-15 Fixed 0.05250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CXV1 11187.60800000 PA USD 10800.34000000 0.000268105757 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 0.03000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDC7 1230000.00000000 PA USD 1212898.54000000 0.030108781954 Long DBT CORP US N 2 2033-04-26 Variable 0.04586000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YCK9 230000.00000000 PA USD 231120.57000000 0.005737296746 Long DBT CORP US N 2 2031-05-22 Fixed 0.04650000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DM6 250000.00000000 PA USD 224863.09000000 0.005581962153 Long DBT CORP US N 2 2031-02-01 Fixed 0.02200000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 744320BP6 160000.00000000 PA USD 164771.04000000 0.004090247578 Long DBT CORP US N 2 2054-03-15 Variable 0.06500000 N N N N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 92857WBU3 170000.00000000 PA USD 132188.35000000 0.003281420560 Long DBT CORP GB N 2 2050-09-17 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131Y3J49 6390.16100000 PA USD 6070.81000000 0.000150700729 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.04000000 N N N N N N NEW YORK ST DORM AUTH ST PERSINCOME TAX REV N/A 64990FE42 300000.00000000 PA USD 253237.14000000 0.006286314625 Long DBT MUN US N 2 2034-03-15 Fixed 0.02202000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BG7 340000.00000000 PA USD 358807.04000000 0.008906963422 Long DBT CORP US N 2 2032-11-15 Fixed 0.06100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QB7C6 11860.96200000 PA USD 11516.47000000 0.000285882844 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427RB41 980704.70200000 PA USD 857730.51000000 0.021292152681 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SW9 14910000.00000000 PA USD 10282075.86000000 0.255240459030 Long DBT UST US N 2 2041-02-15 Fixed 0.01875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427P4F8 1338033.56200000 PA USD 1124233.33000000 0.027907772235 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.02500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CZ0 60000.00000000 PA USD 61035.20000000 0.001515127166 Long DBT CORP US N 2 2030-03-01 Fixed 0.05250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VHR4 113870.19800000 PA USD 97961.22000000 0.002431772251 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 0.02500000 N N N N N N MARRIOTT INTERNATIONAL INC/MD 225YDZ14ZO8E1TXUSU86 571903BH5 100000.00000000 PA USD 87033.80000000 0.002160511881 Long DBT CORP US N 2 2033-10-15 Fixed 0.02750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6BR0 855897.68800000 PA USD 786383.65000000 0.019521050664 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 0.02000000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAD4 110000.00000000 PA USD 104638.57000000 0.002597529623 Long DBT CORP US N 2 2032-04-15 Fixed 0.04150000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEY8 230000.00000000 PA USD 233822.56000000 0.005804370475 Long DBT CORP US N 2 2031-04-22 Variable 0.05103000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XAA93 1899881.35800000 PA USD 1778264.63000000 0.044143331231 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 0.03500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GC36 600000.00000000 PA USD 607952.47000000 0.015091706152 Long DBT CORP US N 2 2031-01-28 Variable 0.05207000 N N N N N N OREILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAP2 200000.00000000 PA USD 197940.93000000 0.004913651146 Long DBT CORP US N 2 2036-03-12 Fixed 0.05100000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAH7 120000.00000000 PA USD 98788.55000000 0.002452309746 Long DBT CORP US N 2 2048-09-21 Fixed 0.04250000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS CO 549300RUHPVD434XUK18 74456QBU9 120000.00000000 PA USD 118927.06000000 0.002952224609 Long DBT CORP US N 2 2028-05-01 Fixed 0.03700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XMQZ2 326805.64200000 PA USD 264735.61000000 0.006571750640 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNM9 19150000.00000000 PA USD 19092400.44000000 0.473946420806 Long DBT UST US N 2 2028-07-15 Fixed 0.03875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAH4 2377000.00000000 PA USD 2278113.09000000 0.056551482281 Long DBT UST US N 2 2027-08-31 Fixed 0.00500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CZ80 18449.72300000 PA USD 16992.92000000 0.000421829284 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.03500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACA1 200000.00000000 PA USD 192450.22000000 0.004777350718 Long DBT CORP US N 2 2028-02-15 Fixed 0.02050000 N N N N N N HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 438516BZ8 100000.00000000 PA USD 90660.01000000 0.002250528286 Long DBT CORP US N 2 2030-06-01 Fixed 0.01950000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810PU6 391000.00000000 PA USD 410107.07000000 0.010180426425 Long DBT UST US N 2 2037-05-15 Fixed 0.05000000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804GK4 100000.00000000 PA USD 101100.95000000 0.002509712361 Long DBT CORP US N 2 2033-04-01 Fixed 0.05000000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958667AC1 230000.00000000 PA USD 223661.04000000 0.005552122673 Long DBT CORP US N 2 2030-02-01 Variable 0.04050000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179USU7 70042.55000000 PA USD 66322.77000000 0.001646384882 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RY6 177000.00000000 PA USD 124238.79000000 0.003084082068 Long DBT UST US N 2 2047-08-15 Fixed 0.02750000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058KU6 750000.00000000 PA USD 746328.67000000 0.018526732822 Long DBT CORP US N 2 2030-07-25 Fixed 0.04000000 N N N N N N BURLINGTON NORTHN SANTA FE LLC N/A 12189LAS0 350000.00000000 PA USD 325174.33000000 0.008072070891 Long DBT CORP US N 2 2044-04-01 Fixed 0.04900000 N N N N N N TOTAL CAPITAL INTL SA 549300U37G2I8G4RUG09 89153VAV1 100000.00000000 PA USD 67367.93000000 0.001672329752 Long DBT CORP FR N 2 2050-05-29 Fixed 0.03127000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UMN9 43040.30900000 PA USD 43343.55000000 0.001075952730 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 0.05000000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFV1 140000.00000000 PA USD 142125.13000000 0.003528089455 Long DBT CORP US N 2 2033-08-14 Fixed 0.04950000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DG2 170000.00000000 PA USD 169991.42000000 0.004219837381 Long DBT CORP US N 2 2030-07-28 Variable 0.04772000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AM7 200000.00000000 PA USD 136390.51000000 0.003385734248 Long DBT CORP US N 2 2050-06-01 Fixed 0.03350000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RKE1 350000.00000000 PA USD 224067.28000000 0.005562207104 Long DBT CORP US N 2 2052-02-01 Fixed 0.03300000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457CN6 290000.00000000 PA USD 264114.77000000 0.006556339016 Long DBT CORP US N 2 2064-02-09 Fixed 0.05100000 N N N N N N PEACEHEALTH OBLIGATED GROUP N/A 70462GAF5 530000.00000000 PA USD 524409.94000000 0.013017860948 Long DBT CORP US N 2 2032-11-15 Fixed 0.04855000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BU3 50000.00000000 PA USD 43652.00000000 0.001083609639 Long DBT CORP US N 2 2031-08-12 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLL3 3650000.00000000 PA USD 3624193.37000000 0.089966344536 Long DBT UST US N 2 2027-09-15 Fixed 0.03375000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46513JXN6 475000.00000000 PA USD 315928.90000000 0.007842563948 Long DBT NUSS IL N 2 2050-01-15 Fixed 0.03375000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDA1 550000.00000000 PA USD 549717.20000000 0.013646083959 Long DBT CORP US N 2 2028-04-26 Variable 0.04323000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VAY3 150000.00000000 PA USD 133100.56000000 0.003304065102 Long DBT CORP US N 2 2042-05-15 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140BDZE3 24293.70400000 PA USD 25673.72000000 0.000637319950 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 0.06500000 N N N N N N ANHEUSER-BUSCH INBEV FIN INC 5493000EYEKDT0FBSQ91 035242AM8 220000.00000000 PA USD 214199.83000000 0.005317259245 Long DBT CORP US N 2 2036-02-01 Fixed 0.04700000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PAN6 350000.00000000 PA USD 273617.26000000 0.006792227172 Long DBT CORP US N 2 2049-01-23 Variable 0.03897000 N N N N N N CATERPILLAR FINL SVCS CORP EDBQKYOPJUCJKLOJDE72 14913R2G1 540000.00000000 PA USD 520282.36000000 0.012915398621 Long DBT CORP US N 2 2027-09-14 Fixed 0.01100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLQ33 1000000.65100000 PA USD 801008.52000000 0.019884095888 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EZ7 309000.00000000 PA USD 278706.41000000 0.006918559344 Long DBT CORP US N 2 2030-05-01 Fixed 0.01625000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385BD2 400000.00000000 PA USD 405952.19000000 0.010077286408 Long DBT CORP CA N 2 2029-12-15 Fixed 0.05000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GWB6 960000.00000000 PA USD 958063.36000000 0.023782797862 Long DBT CORP US N 2 2027-01-26 Fixed 0.03850000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BK5 201000.00000000 PA USD 201295.79000000 0.004996931606 Long DBT CORP US N 2 2028-01-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CUH5 6601.88400000 PA USD 6380.73000000 0.000158394129 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 0.03000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BH4 110000.00000000 PA USD 100157.94000000 0.002486303245 Long DBT CORP US N 2 2043-06-01 Fixed 0.04750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312946B47 37712.12300000 PA USD 36525.24000000 0.000906696191 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BT8 150000.00000000 PA USD 147071.75000000 0.003650883488 Long DBT CORP US N 2 2040-05-01 Fixed 0.05150000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJXA3 3351.54600000 PA USD 3206.04000000 0.000079586178 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 0.04000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331AY3 200000.00000000 PA USD 199110.90000000 0.004942694277 Long DBT CORP US N 2 2026-10-01 Fixed 0.02850000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5TM1 239778.43000000 PA USD 237084.30000000 0.005885339340 Long ABS-MBS USGA US N 2 2055-08-20 Fixed 0.05000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TJQ9 210000.00000000 PA USD 183208.54000000 0.004547936864 Long DBT CORP US N 2 2031-09-12 Fixed 0.01900000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WDJ7 690000.00000000 PA USD 682381.56000000 0.016939320909 Long DBT CORP US N 2 2027-01-08 Fixed 0.02350000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546BA1 440000.00000000 PA USD 290224.04000000 0.007204470984 Long DBT CORP US N 2 2052-03-15 Fixed 0.03300000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCH4 130000.00000000 PA USD 125978.64000000 0.003127271801 Long DBT CORP US N 2 2055-02-16 Fixed 0.05550000 N N N N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 502431AN9 575000.00000000 PA USD 506332.05000000 0.012569098557 Long DBT CORP US N 2 2031-01-15 Fixed 0.01800000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284V9 1186000.00000000 PA USD 1157508.20000000 0.028733781808 Long DBT UST US N 2 2028-08-15 Fixed 0.02875000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EG1 590000.00000000 PA USD 340905.22000000 0.008462571763 Long DBT CORP US N 2 2061-02-08 Fixed 0.02800000 N N N N N N CONOCOPHILLIPS INC WPTL2Z3FIYTHSP5V2253 20825CAQ7 120000.00000000 PA USD 133018.45000000 0.003302026818 Long DBT CORP US N 2 2039-02-01 Fixed 0.06500000 N N N N N N TAKEDA PHARMACEUTICAL CO LTD 549300ZLMVP4X0OGR454 874060BN5 410000.00000000 PA USD 401294.67000000 0.009961668944 Long DBT CORP JP N 2 2064-07-05 Fixed 0.05800000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CY1 100000.00000000 PA USD 71692.66000000 0.001779686096 Long DBT CORP US N 2 2050-05-01 Fixed 0.03700000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AB3 700000.00000000 PA USD 702561.94000000 0.017440275145 Long DBT CORP US N 2 2028-04-01 Fixed 0.04650000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKV2 11480000.00000000 PA USD 11563487.15000000 0.287049989549 Long DBT UST US N 2 2027-06-15 Fixed 0.04625000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DS4 510000.00000000 PA USD 300469.31000000 0.007458797781 Long DBT CORP US N 2 2050-11-13 Fixed 0.02550000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBN7 100000.00000000 PA USD 81983.83000000 0.002035152306 Long DBT CORP US N 2 2045-03-01 Fixed 0.04050000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CX5 250000.00000000 PA USD 249494.12000000 0.006193398549 Long DBT CORP US N 2 2033-05-26 Variable 0.04989000 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687EV4 151000.00000000 PA USD 135894.65000000 0.003373425105 Long DBT CORP US N 2 2044-09-15 Fixed 0.04750000 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAN1 160000.00000000 PA USD 146898.25000000 0.003646576554 Long DBT CORP US N 2 2032-01-31 Fixed 0.03250000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEX0 930000.00000000 PA USD 957042.71000000 0.023757461424 Long DBT CORP US N 2 2036-04-22 Variable 0.05572000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142J6DG5 2794257.86400000 PA USD 2751438.10000000 0.068301219831 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FKM8 439297.04700000 PA USD 432977.01000000 0.010748145830 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TG58 11239.50800000 PA USD 10691.78000000 0.000265410883 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 0.04000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DK3 43000.00000000 PA USD 36562.97000000 0.000907632794 Long DBT CORP US N 2 2040-04-01 Fixed 0.04125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBP7 4178829.97000000 PA USD 3376005.69000000 0.083805376826 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02000000 N N N N N N NORTHWESTERN UNIV OBWWNZE695DUK77DTI34 668444AQ5 100000.00000000 PA USD 72476.88000000 0.001799153436 Long DBT CORP US N 2 2057-12-01 Fixed 0.03662000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DUW86 754317.77900000 PA USD 770061.37000000 0.019115869230 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 0.05500000 N N N N N N DOLLAR GEN CORP NEW OPX52SQVOZI8IVSWYU66 256677AG0 210000.00000000 PA USD 200156.95000000 0.004968661240 Long DBT CORP US N 2 2030-04-03 Fixed 0.03500000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200KP5 180000.00000000 PA USD 120585.12000000 0.002993384001 Long DBT CORP US N 2 2052-02-09 Fixed 0.03430000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WFZ9 180000.00000000 PA USD 179824.19000000 0.004463924350 Long DBT CORP US N 2 2035-03-05 Fixed 0.05200000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCV5 470000.00000000 PA USD 476876.20000000 0.011837891671 Long DBT CORP US N 2 2030-07-26 Variable 0.05247000 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAU7 160000.00000000 PA USD 142279.13000000 0.003531912324 Long DBT CORP ES N 2 2047-03-08 Fixed 0.05213000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 980000.00000000 PA USD 962825.54000000 0.023901013388 Long DBT CORP US N 2 2036-02-04 Fixed 0.05700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XMRQ1 157431.48800000 PA USD 164816.55000000 0.004091377310 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFMT5 897065.88400000 PA USD 752324.84000000 0.018675580701 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BH0 204000.00000000 PA USD 183281.54000000 0.004549749003 Long DBT CORP US N 2 2040-04-01 Fixed 0.04250000 N N N N N N COLGATE-PALMOLIVE CO YMEGZFW4SBUSS5BQXF88 19416QEK2 140000.00000000 PA USD 108522.93000000 0.002693954299 Long DBT CORP US N 2 2047-08-01 Fixed 0.03700000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 857524AL6 290000.00000000 PA USD 289051.70000000 0.007175369020 Long DBT NUSS PL N 2 2056-04-14 Fixed 0.06125000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEQ0 1190000.00000000 PA USD 1175507.78000000 0.029180600245 Long DBT CORP US N 2 2055-05-15 Fixed 0.06050000 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 500630ER5 800000.00000000 PA USD 788593.66000000 0.019575911567 Long DBT CORP KR N 2 2031-01-28 Fixed 0.04000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFP2 250000.00000000 PA USD 250678.06000000 0.006222788469 Long DBT CORP US N 2 2031-01-15 Fixed 0.04650000 N N N N N N GLP CAP LP / GLP FING II INC N/A 361841AX7 200000.00000000 PA USD 196335.64000000 0.004873801706 Long DBT CORP US N 2 2036-03-01 Fixed 0.05625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V4Z0 57923.20100000 PA USD 56881.58000000 0.001412018427 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 0.04500000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200BB6 120000.00000000 PA USD 127240.49000000 0.003158595746 Long DBT CORP US N 2 2032-11-29 Fixed 0.05875000 N N N N N N TOTAL CAPITAL INTL SA 549300U37G2I8G4RUG09 89153VAW9 380000.00000000 PA USD 248444.66000000 0.006167346937 Long DBT CORP FR N 2 2060-06-29 Fixed 0.03386000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AJ3 180000.00000000 PA USD 178829.31000000 0.004439227622 Long DBT CORP US N 2 2027-03-01 Fixed 0.03250000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 250000.00000000 PA USD 239940.51000000 0.005956241399 Long DBT CORP US N 2 2029-08-15 Fixed 0.03250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHC8 960000.00000000 PA USD 907612.50000000 0.022530414507 Long DBT UST US N 2 2033-05-15 Fixed 0.03375000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BF9 170000.00000000 PA USD 159601.48000000 0.003961919321 Long DBT CORP US N 2 2034-11-01 Variable 0.03031000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBV2 300000.00000000 PA USD 291869.44000000 0.007245316107 Long DBT CORP US N 2 2036-03-15 Fixed 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417GT30 433481.01300000 PA USD 412176.46000000 0.010231796602 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 0.03500000 N N N N N N REINSURANCE GROUP OF AMERICA INC LORM1GNEU1DKEW527V90 759351AR0 160000.00000000 PA USD 167102.83000000 0.004148131526 Long DBT CORP US N 2 2033-09-15 Fixed 0.06000000 N N N N N N AGILENT TECHNOLOGIES INC QUIX8Y7A2WP0XRMW7G29 00846UAQ4 140000.00000000 PA USD 139703.73000000 0.003467981043 Long DBT CORP US N 2 2027-09-09 Fixed 0.04200000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38145GAS9 1100000.00000000 PA USD 1076090.31000000 0.026712678297 Long DBT CORP US N 2 2037-01-21 Variable 0.05065000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 89788JAH2 500000.00000000 PA USD 495353.86000000 0.012296577882 Long DBT CORP US N 2 2029-10-23 Variable 0.04136000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAL8 270000.00000000 PA USD 238927.31000000 0.005931089899 Long DBT CORP US N 2 2031-08-15 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020667 -2175000.00000000 PA USD -1784967.26000000 -0.04430971615 Short ABS-MBS USGA US N 2 2056-06-01 Fixed 0.02000000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAF1 535000.00000000 PA USD 526906.84000000 0.013079843558 Long DBT CORP US N 2 2027-09-15 Fixed 0.03100000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BU6 320000.00000000 PA USD 321600.51000000 0.007983355006 Long DBT CORP US N 2 2030-05-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EU99 1014505.96300000 PA USD 1024583.86000000 0.025434091160 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAL5 3744000.00000000 PA USD 3572156.24000000 0.088674583891 Long DBT UST US N 2 2027-09-30 Fixed 0.00375000 N N N N N N BRIGHTHOUSE FINANCIAL INC 5493003T8SZSHOGGAW52 10922NAG8 309000.00000000 PA USD 311999.74000000 0.007745027165 Long DBT CORP US N 2 2030-05-15 Fixed 0.05625000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31359MGK3 2450000.00000000 PA USD 2696266.55000000 0.066931650890 Long DBT USGSE US N 2 2030-11-15 Fixed 0.06625000 N N N N N N CATERPILLAR FINL SVCS CORP EDBQKYOPJUCJKLOJDE72 14913UBH2 300000.00000000 PA USD 295717.25000000 0.007340833471 Long DBT CORP US N 2 2031-01-08 Fixed 0.04150000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CC4 100000.00000000 PA USD 80354.23000000 0.001994699400 Long DBT CORP US N 2 2040-04-15 Fixed 0.03300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KNKS6 2203201.13800000 PA USD 1782682.75000000 0.044253005872 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XX76 177521.15300000 PA USD 182517.10000000 0.004530772678 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418E3D0 658752.71400000 PA USD 674320.36000000 0.016739211085 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 0.06000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AN8 400000.00000000 PA USD 414639.90000000 0.010292948607 Long DBT CORP GB N 2 2035-03-01 Variable 0.05778000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAD1 290000.00000000 PA USD 288529.93000000 0.007162416692 Long DBT CORP US N 2 2027-04-05 Fixed 0.03650000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PFL5 2000000.00000000 PA USD 1989399.04000000 0.049384495025 Long DBT CORP US N 2 2030-04-23 Variable 0.04408000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAY6 73000.00000000 PA USD 69612.83000000 0.001728056758 Long DBT CORP US N 2 2030-06-01 Fixed 0.03400000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HHR4 810000.00000000 PA USD 803784.97000000 0.019953017999 Long DBT CORP US N 2 2027-04-27 Fixed 0.03150000 N N N N N N AMERICAN WATER CAP CORP 5IDHQUFVC8Q2KIBBFF06 03040WAX3 130000.00000000 PA USD 91414.42000000 0.002269255628 Long DBT CORP US N 2 2050-05-01 Fixed 0.03450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419BBT1 10927.08400000 PA USD 10561.76000000 0.000262183289 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWLS0 216922.03500000 PA USD 214275.76000000 0.005319144118 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.05000000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 13607LNG4 310000.00000000 PA USD 313474.08000000 0.007781625924 Long DBT CORP CA N 2 2028-04-28 Fixed 0.05001000 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAH6 120000.00000000 PA USD 134378.40000000 0.003335785980 Long DBT CORP KY N 2 2036-11-21 Fixed 0.06875000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAY3 480000.00000000 PA USD 471957.79000000 0.011715797918 Long DBT CORP US N 2 2035-11-15 Fixed 0.04700000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SGK7 90773.88800000 PA USD 81991.51000000 0.002035342953 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 0.03000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAJ4 120000.00000000 PA USD 102050.37000000 0.002533280597 Long DBT CORP CA N 2 2044-06-10 Fixed 0.04500000 N N N N N N MASS GENERAL BRIGHAM INC 5493007Z86EDN0QFYU66 70213HAF5 220000.00000000 PA USD 141958.83000000 0.003523961253 Long DBT CORP US N 2 2060-07-01 Fixed 0.03342000 N N N N N N SCHWAB CHARLES CORP 549300VSGCJ7E698NM85 808513CL7 160000.00000000 PA USD 155677.35000000 0.003864507402 Long DBT CORP US N 2 2036-11-14 Variable 0.04914000 N N N N N N AUSTRALIA and NEW ZEALAND BANKING GROUP LTD NEW YORK BRANCH JHE42UYNWWTJB8YTTU19 05253JAZ4 340000.00000000 PA USD 341370.50000000 0.008474121792 Long DBT CORP US N 2 2027-01-18 Fixed 0.04750000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E74 1120000.00000000 PA USD 1130483.94000000 0.028062936288 Long DBT CORP US N 2 2027-05-17 Fixed 0.05850000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EH1 420000.00000000 PA USD 434708.43000000 0.010791126298 Long DBT USGSE US N 2 2039-09-15 Fixed 0.05250000 N N N N N N ENTERGY TEX INC LWXX58X12AJXISQ28573 29365TAQ7 60000.00000000 PA USD 60423.38000000 0.001499939453 Long DBT CORP US N 2 2035-04-15 Fixed 0.05250000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NAC5 210000.00000000 PA USD 235411.06000000 0.005843803122 Long DBT CORP US N 2 2033-03-15 Fixed 0.07050000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109BF7 90000.00000000 PA USD 89483.50000000 0.002221322807 Long DBT CORP CA N 2 2026-11-15 Fixed 0.02900000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAS5 1000000.00000000 PA USD 1012637.17000000 0.025137528610 Long DBT CORP GB N 2 2030-03-14 Fixed 0.04875000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BB4 110000.00000000 PA USD 93305.96000000 0.002316210888 Long DBT CORP US N 2 2042-12-15 Fixed 0.04070000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X5T78 57356.30700000 PA USD 57499.03000000 0.001427345898 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XLH7 646231.05000000 PA USD 642554.64000000 0.015950664389 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSQD6 273309.49500000 PA USD 284017.43000000 0.007050399179 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.06000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DG8 500000.00000000 PA USD 499330.64000000 0.012395296776 Long DBT CORP US N 2 2046-03-13 Fixed 0.05650000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JBP8 390000.00000000 PA USD 290639.56000000 0.007214785780 Long DBT CORP US N 2 2049-06-01 Fixed 0.03800000 N N N N N N RABOBANK NEDERLAND NEW YORK BRH DG3RU1DBUFHT4ZF9WN62 21688ABR2 500000.00000000 PA USD 496580.26000000 0.012327021822 Long DBT CORP US N 2 2028-01-14 Fixed 0.03743000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BP3 170000.00000000 PA USD 166126.36000000 0.004123891805 Long DBT CORP US N 2 2029-04-01 Fixed 0.03700000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPD7 5320000.00000000 PA USD 5213184.40000000 0.129411180911 Long DBT UST US N 2 2030-10-31 Fixed 0.03625000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEP4 60000.00000000 PA USD 63899.61000000 0.001586232781 Long DBT CORP US N 2 2035-03-06 Variable 0.06401000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89115KAR1 500000.00000000 PA USD 496658.84000000 0.012328972478 Long DBT CORP CA N 2 2033-04-22 Fixed 0.04866000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308LA3 150000.00000000 PA USD 146292.87000000 0.003631548706 Long DBT CORP US N 2 2036-05-01 Fixed 0.05200000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DN5 625000.00000000 PA USD 631436.14000000 0.015674660682 Long DBT CORP US N 2 2031-04-15 Fixed 0.05100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KPUG1 259211.87000000 PA USD 250921.70000000 0.006228836546 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6BM1 613395.95900000 PA USD 550718.98000000 0.013670951971 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LQGY0 367345.82700000 PA USD 298264.79000000 0.007404073160 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMSA3 215990.18400000 PA USD 183097.71000000 0.004545185639 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0MY8 2048027.23200000 PA USD 1747659.67000000 0.043383599039 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02500000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KV8 260000.00000000 PA USD 254596.02000000 0.006320047225 Long DBT CORP US N 2 2055-03-01 Fixed 0.06150000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PCW0 370000.00000000 PA USD 368627.61000000 0.009150747540 Long DBT CORP US N 2 2027-01-15 Fixed 0.03450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X8J57 198865.18700000 PA USD 159354.75000000 0.003955794539 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02000000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 857524AE2 200000.00000000 PA USD 211058.00000000 0.005239267005 Long DBT NUSS PL N 2 2032-11-16 Fixed 0.05750000 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 822582CK6 440000.00000000 PA USD 321759.00000000 0.007987289334 Long DBT CORP NL N 2 2041-11-26 Fixed 0.02875000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543CR2 80000.00000000 PA USD 71051.63000000 0.001763773279 Long DBT CORP US N 2 2048-11-30 Fixed 0.05550000 N N N N N N DEVON ENERGY CORP NEW 54930042348RKR3ZPN35 25179MBG7 170000.00000000 PA USD 171179.46000000 0.004249329079 Long DBT CORP US N 2 2034-09-15 Fixed 0.05200000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDP7 500000.00000000 PA USD 494100.69000000 0.012265469409 Long DBT CORP US N 2 2032-01-30 Variable 0.04722000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DT4 160000.00000000 PA USD 162319.91000000 0.004029401154 Long DBT CORP US N 2 2030-02-21 Fixed 0.05125000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017CY3 400000.00000000 PA USD 397435.76000000 0.009865876035 Long DBT CORP US N 2 2028-11-16 Fixed 0.04125000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBV6 50000.00000000 PA USD 47127.71000000 0.001169890058 Long DBT CORP US N 2 2052-03-16 Fixed 0.05650000 N N N N N N UNIV CA REGTS MED CTR POOLED REV N/A 913366KB5 150000.00000000 PA USD 97905.54000000 0.002430390060 Long DBT MUN US N 2 2050-05-15 Fixed 0.03006000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5EW5 1900207.51400000 PA USD 1946113.49000000 0.048309982077 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 0.06000000 N N N N N N MAYO CLINIC 5493001OHMD58DCY4635 578454AF7 120000.00000000 PA USD 75071.33000000 0.001863557611 Long DBT CORP US N 2 2061-11-15 Fixed 0.03196000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FJU2 696936.58200000 PA USD 711990.90000000 0.017674338004 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 0.06000000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EY4 150000.00000000 PA USD 125445.91000000 0.003114047405 Long DBT USGSE US N 2 2052-09-15 Fixed 0.04250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5VN6 590344.43100000 PA USD 549307.41000000 0.013635911404 Long ABS-MBS USGA US N 2 2055-09-20 Fixed 0.04000000 N N N N N N CATERPILLAR FINL SVCS CORP EDBQKYOPJUCJKLOJDE72 14913UBB5 440000.00000000 PA USD 439352.47000000 0.010906409138 Long DBT CORP US N 2 2028-08-15 Fixed 0.04100000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAN5 100000.00000000 PA USD 102492.60000000 0.002544258438 Long DBT CORP US N 2 2033-01-15 Fixed 0.05500000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECR0 100000.00000000 PA USD 102002.19000000 0.002532084586 Long DBT CORP US N 2 2033-02-27 Fixed 0.05150000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UH70 10669.85200000 PA USD 11029.13000000 0.000273785200 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 0.05500000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46514Y8A8 350000.00000000 PA USD 356395.67000000 0.008847103993 Long DBT NUSS IL N 2 2030-02-19 Fixed 0.05375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DY30 114167.83100000 PA USD 105091.60000000 0.002608775561 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M3RH5 291723.45000000 PA USD 262051.82000000 0.006505128705 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 0.01500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PFP6 500000.00000000 PA USD 496943.59000000 0.012336041063 Long DBT CORP US N 2 2037-04-23 Variable 0.05148000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FDD0 200000.00000000 PA USD 199562.64000000 0.004953908192 Long DBT CORP US N 2 2056-01-15 Fixed 0.05700000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCG4 15000.00000000 PA USD 10809.73000000 0.000268338853 Long DBT CORP US N 2 2052-11-01 Fixed 0.04049000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140ARM80 190966.96800000 PA USD 188577.65000000 0.004681218715 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 0.05000000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCH6 110000.00000000 PA USD 111149.40000000 0.002759153332 Long DBT CORP US N 2 2028-06-01 Fixed 0.05450000 N N N N N N BANK 2022-BNK39 N/A 06539VAJ7 300000.00000000 PA USD 270353.25000000 0.006711201956 Long ABS-MBS CORP US N 2 2055-02-15 Fixed 0.02928000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBU3 240000.00000000 PA USD 250083.99000000 0.006208041379 Long DBT CORP US N 2 2030-01-03 Variable 0.06848000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEM9 290000.00000000 PA USD 280665.63000000 0.006967194680 Long DBT UST US N 2 2029-04-30 Fixed 0.02875000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475CA1 500000.00000000 PA USD 498842.90000000 0.012383189203 Long DBT CORP US N 2 2032-10-21 Variable 0.04812000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 700000.00000000 PA USD 713643.90000000 0.017715371788 Long DBT CORP US N 2 2040-05-01 Fixed 0.05705000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UKZ4 5781.64100000 PA USD 5822.37000000 0.000144533498 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 0.05000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAM9 200000.00000000 PA USD 139012.33000000 0.003450817850 Long DBT CORP US N 2 2050-02-15 Fixed 0.03362000 N N N N N N TAKEDA PHARMACEUTICAL CO LTD 549300ZLMVP4X0OGR454 874060AX4 290000.00000000 PA USD 263918.91000000 0.006551477022 Long DBT CORP JP N 2 2030-03-31 Fixed 0.02050000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBE3 160000.00000000 PA USD 139505.95000000 0.003463071387 Long DBT CORP US N 2 2032-04-01 Fixed 0.02550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EAQ3 150876.20800000 PA USD 138019.96000000 0.003426183430 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03500000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XED4 260000.00000000 PA USD 277548.72000000 0.006889821049 Long DBT CORP US N 2 2033-01-09 Fixed 0.06400000 N N N N N N PROCTER and GAMBLE CO 2572IBTT8CCZW6AU4141 742718FK0 160000.00000000 PA USD 122727.53000000 0.003046566813 Long DBT CORP US N 2 2050-03-25 Fixed 0.03600000 N N N N N N AMERIPRISE FINL INC 6ZLKQF7QB6JAEKQS5388 03076CAN6 130000.00000000 PA USD 133893.32000000 0.003323744438 Long DBT CORP US N 2 2028-12-15 Fixed 0.05700000 N N N N N N POTOMAC ELECTRIC POWER CO 549300BXF2DWUNN57U06 737679DB3 60000.00000000 PA USD 66067.26000000 0.001640042147 Long DBT CORP US N 2 2037-11-15 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWMU4 765316.81500000 PA USD 795218.58000000 0.019740367427 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 0.06500000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748CC4 480000.00000000 PA USD 476475.62000000 0.011827947743 Long DBT CORP US N 2 2035-03-15 Fixed 0.05000000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822DT8 300000.00000000 PA USD 295741.95000000 0.007341446620 Long DBT CORP JP N 2 2037-01-14 Variable 0.05057000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 857524AF9 400000.00000000 PA USD 407592.00000000 0.010117992766 Long DBT NUSS PL N 2 2030-02-12 Fixed 0.04875000 N N N N N N MARRIOTT INTERNATIONAL INC/MD 225YDZ14ZO8E1TXUSU86 571903AS2 510000.00000000 PA USD 509780.60000000 0.012654704762 Long DBT CORP US N 2 2026-06-15 Fixed 0.03125000 N N N N N N AMERICAN WATER CAP CORP 5IDHQUFVC8Q2KIBBFF06 03040WAQ8 430000.00000000 PA USD 423371.49000000 0.010509700076 Long DBT CORP US N 2 2027-09-01 Fixed 0.02950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140BFFH3 51090.97800000 PA USD 51420.80000000 0.001276460976 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 0.05000000 N N N N N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBW8 410000.00000000 PA USD 378152.70000000 0.009387196714 Long DBT CORP US N 2 2054-10-15 Fixed 0.05600000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VZU7 72382.58100000 PA USD 68470.66000000 0.001699703729 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 0.04000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCC3 170000.00000000 PA USD 125966.41000000 0.003126968206 Long DBT CORP US N 2 2047-11-01 Fixed 0.03969000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 949746SH5 710000.00000000 PA USD 707128.85000000 0.017553643323 Long DBT CORP US N 2 2026-10-23 Fixed 0.03000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BT9 70000.00000000 PA USD 72576.54000000 0.001801627379 Long DBT CORP US N 2 2053-05-20 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKM70 444620.61800000 PA USD 356144.67000000 0.008840873213 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02000000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312BM7 150000.00000000 PA USD 147808.80000000 0.003669179888 Long DBT CORP US N 2 2027-11-15 Fixed 0.03050000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AS3 640000.00000000 PA USD 635185.41000000 0.015767731907 Long DBT CORP US N 2 2027-01-15 Fixed 0.03000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAR2 560000.00000000 PA USD 574394.69000000 0.014258673670 Long DBT CORP US N 2 2034-03-23 Fixed 0.05600000 N N N N N N BMO 2024-C9 MTG TR N/A 05593MAD5 2245000.00000000 PA USD 2342864.94000000 0.058158870920 Long ABS-MBS CORP US N 2 2057-07-15 Fixed 0.05759200 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XGSH7 25957.79900000 PA USD 24834.78000000 0.000616494250 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AWNL3 50661.61200000 PA USD 48861.21000000 0.001212922160 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.04000000 N N N N N N CENTERPOINT ENERGY RES CORP 2JADVB0458J06WCD4N56 15189WAP5 80000.00000000 PA USD 78307.89000000 0.001943901412 Long DBT CORP US N 2 2032-07-01 Fixed 0.04400000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XHY5 447271.05200000 PA USD 434475.61000000 0.010785346815 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 0.04500000 N N N N N N SCHWAB CHARLES CORP 549300VSGCJ7E698NM85 808513AQ8 910000.00000000 PA USD 904054.13000000 0.022442082150 Long DBT CORP US N 2 2027-03-02 Fixed 0.03200000 N N N N N N AUTONATION INC DEL N/A 05329WAT9 90000.00000000 PA USD 91988.24000000 0.002283500036 Long DBT CORP US N 2 2035-03-15 Fixed 0.05890000 N N N N N N GLP CAP LP / GLP FING II INC N/A 361841AQ2 190000.00000000 PA USD 179681.40000000 0.004460379755 Long DBT CORP US N 2 2031-01-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133D16K0 193999.22400000 PA USD 191935.71000000 0.004764578611 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.05000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DG2 90000.00000000 PA USD 70143.64000000 0.001741233493 Long DBT CORP US N 2 2047-11-13 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JGU37 25530.36600000 PA USD 24817.57000000 0.000616067032 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W7GG3 6036.29700000 PA USD 5504.24000000 0.000136636294 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFV8 9650000.00000000 PA USD 9581771.51000000 0.237856225906 Long DBT UST US N 2 2032-11-15 Fixed 0.04125000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780ED4 1010000.00000000 PA USD 975155.00000000 0.024207077755 Long DBT NUSS ID N 2 2036-04-16 Fixed 0.04900000 N N N N N N CRH SMW FINANCE DAC 54930044475SH442C864 12704PAB4 500000.00000000 PA USD 507899.98000000 0.012608020578 Long DBT CORP IE N 2 2030-01-09 Fixed 0.05125000 N N N N N N BURLINGTON NORTHN SANTA FE LLC N/A 12189LBD2 100000.00000000 PA USD 81006.82000000 0.002010899180 Long DBT CORP US N 2 2048-12-15 Fixed 0.04150000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9JD8 156173.53400000 PA USD 144671.65000000 0.003591303824 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBV6 520000.00000000 PA USD 465608.76000000 0.011558190704 Long DBT CORP GB N 2 2032-11-24 Variable 0.02894000 N N N N N N HARTFORD INSURANCE GROUP INC/THE IU7C3FTM7Y3BQM112U94 416515BE3 490000.00000000 PA USD 464180.31000000 0.011522731110 Long DBT CORP US N 2 2029-08-19 Fixed 0.02800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EVAK3 58032.83800000 PA USD 55585.16000000 0.001379836323 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMT5 6630000.00000000 PA USD 6602029.69000000 0.163887634321 Long DBT UST US N 2 2032-03-31 Fixed 0.04125000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F050478 1050000.00000000 PA USD 1054060.46000000 0.026165813141 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 0.05000000 N N N N N N REXFORD INDUSTRIAL REALTY LP 549300028US163ELJN70 76169XAA2 200000.00000000 PA USD 177202.17000000 0.004398835782 Long DBT CORP US N 2 2030-12-01 Fixed 0.02125000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H13P9 540000.00000000 PA USD 482333.24000000 0.011973356281 Long ABS-MBS USGSE US N 2 2031-05-25 Fixed 0.01914000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDU2 660000.00000000 PA USD 370148.13000000 0.009188492664 Long DBT CORP US N 2 2056-11-01 Fixed 0.02937000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q7BY2 4983.05900000 PA USD 4933.01000000 0.000122456180 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 0.02000000 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA S.A K8MS7FD7N5Z2WQ51AZ71 05946KAT8 800000.00000000 PA USD 790017.19000000 0.019611249028 Long DBT CORP ES N 2 2029-03-03 Fixed 0.04150000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JH4 470000.00000000 PA USD 469732.00000000 0.011660545295 Long DBT CORP US N 2 2026-06-15 Fixed 0.02550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JPKG9 13306.21800000 PA USD 12616.27000000 0.000313184087 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMG3 10630000.00000000 PA USD 10684810.94000000 0.265237884461 Long DBT UST US N 2 2030-01-31 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CWTX2 14244.34000000 PA USD 14094.00000000 0.000349866999 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMV85 453615.92500000 PA USD 399556.29000000 0.009918515702 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.03000000 N N N N N N SAN DIEGO GAS and ELECTRIC CO KNIRVXKVNJJ4P8OTMS63 797440BX1 130000.00000000 PA USD 101417.31000000 0.002517565626 Long DBT CORP US N 2 2049-06-15 Fixed 0.04100000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TJ22 27148.15700000 PA USD 27338.88000000 0.000678655592 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 0.05000000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 88339WAC0 130000.00000000 PA USD 130370.65000000 0.003236298292 Long DBT CORP US N 2 2034-03-15 Fixed 0.05150000 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 960413BB7 30000.00000000 PA USD 29894.76000000 0.000742102311 Long DBT CORP US N 2 2035-11-15 Fixed 0.05550000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543DH3 240000.00000000 PA USD 252028.53000000 0.006256312301 Long DBT CORP US N 2 2053-05-15 Fixed 0.06900000 N N N N N N CHEVRON CORP NEW N/A 166764BY5 70000.00000000 PA USD 64656.06000000 0.001605010764 Long DBT CORP US N 2 2030-05-11 Fixed 0.02236000 N N N N N N NOVARTIS CAP CORP 5493002KF87V5RSRQS84 66989HAS7 310000.00000000 PA USD 196416.49000000 0.004875808713 Long DBT CORP US N 2 2050-08-14 Fixed 0.02750000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMM8 700000.00000000 PA USD 717114.70000000 0.017801530323 Long DBT CORP US N 2 2036-01-24 Variable 0.05511000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AERQ1 691429.99500000 PA USD 682997.80000000 0.016954618343 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DHL9 82921.63700000 PA USD 73298.59000000 0.001819551422 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 0.03000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAF3 70000.00000000 PA USD 47893.22000000 0.001188892945 Long DBT CORP US N 2 2050-06-22 Fixed 0.04000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCD8 80000.00000000 PA USD 75294.97000000 0.001869109211 Long DBT CORP US N 2 2054-01-15 Fixed 0.05250000 N N N N N N JAPAN BANK INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 471048BQ0 760000.00000000 PA USD 745361.27000000 0.018502718253 Long DBT CORP JP N 2 2027-11-16 Fixed 0.02750000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAQ7 410000.00000000 PA USD 383796.14000000 0.009527288485 Long DBT CORP US N 2 2030-02-15 Fixed 0.02722000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DUK97 539108.24400000 PA USD 569901.03000000 0.014147123837 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.06500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HRVN6 1500000.00000000 PA USD 1464692.25000000 0.036359265124 Long ABS-MBS USGSE US N 2 2033-04-25 Variable 0.04180000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAD2 120000.00000000 PA USD 105679.66000000 0.002623373460 Long DBT CORP US N 2 2048-05-25 Fixed 0.05085000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJZ3 1210000.00000000 PA USD 1152454.94000000 0.028608340563 Long DBT CORP US N 2 2029-06-14 Variable 0.02087000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV3Y9 81842.09300000 PA USD 69711.10000000 0.001730496196 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.02500000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CV7 1200000.00000000 PA USD 1217688.00000000 0.030227674674 Long DBT NUSS PH N 2 2027-10-13 Fixed 0.05170000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JBK9 230000.00000000 PA USD 237032.37000000 0.005884050239 Long DBT CORP US N 2 2029-03-15 Fixed 0.05750000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CX2 270000.00000000 PA USD 166387.50000000 0.004130374299 Long DBT NUSS ID N 2 2071-03-12 Fixed 0.03350000 N N N N N N ARIZONA PUBLIC SERVICE CO YG6VT0TPHRH4TFVAQV64 040555DJ0 130000.00000000 PA USD 130285.64000000 0.003234188019 Long DBT CORP US N 2 2055-08-15 Fixed 0.05900000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKD0 1690000.00000000 PA USD 1506515.57000000 0.037397479931 Long DBT CORP US N 2 2032-10-20 Variable 0.02572000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GB86 500000.00000000 PA USD 485808.21000000 0.012059618330 Long DBT CORP US N 2 2045-11-19 Variable 0.05561000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CF5 230000.00000000 PA USD 202269.25000000 0.005021096607 Long DBT CORP US N 2 2046-07-15 Fixed 0.04800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XG7B9 73658.87100000 PA USD 69099.31000000 0.001715309227 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.03500000 N N N N N N JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS N/A 472140AF9 600000.00000000 PA USD 598638.24000000 0.014860491329 Long DBT CORP NL N 2 2036-01-15 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142K3JM1 241798.81200000 PA USD 232365.39000000 0.005768197941 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VQT0 461473.22000000 PA USD 411778.28000000 0.010221912251 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140NJG81 600529.93600000 PA USD 595455.94000000 0.014781494469 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QM4G6 257565.15300000 PA USD 220192.60000000 0.005466022723 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3618N6FK8 5049643.93600000 PA USD 4861394.72000000 0.120678415210 Long ABS-MBS USGA US N 2 2056-04-20 Fixed 0.04500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PCY6 220000.00000000 PA USD 218804.24000000 0.005431558317 Long DBT CORP US N 2 2027-04-15 Fixed 0.03375000 N N N N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587CX3 383000.00000000 PA USD 320126.68000000 0.007946768907 Long DBT CORP US N 2 2046-07-01 Fixed 0.04400000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AR5 380000.00000000 PA USD 376698.50000000 0.009351097907 Long DBT CORP US N 2 2028-03-15 Fixed 0.03900000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VHP2 250000.00000000 PA USD 253224.01000000 0.006285988688 Long DBT CORP US N 2 2058-05-14 Variable 0.06050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D5B4 2451383.97000000 PA USD 2203198.99000000 0.054691827720 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 0.01500000 N N N N N N LANDWIRTSCHAFTLICHE RENTENBANK 529900Z3J0N6S0F7CT25 515110CC6 1110000.00000000 PA USD 1108422.33000000 0.027515282727 Long DBT CORP DE N 2 2027-09-28 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FPDG1 59252.51140000 PA USD 56420.91000000 0.001400582835 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VHU7 639572.87400000 PA USD 605007.16000000 0.015018592289 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 0.04000000 N N N N N N MORGAN STANLEY PRIVATE BANK NA 549300GS0W0TEUQS8571 61776NZU0 500000.00000000 PA USD 498538.04000000 0.012375621412 Long DBT CORP US N 2 2028-11-17 Variable 0.04204000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDP3 645000.00000000 PA USD 337712.67000000 0.008383320458 Long DBT CORP US N 2 2052-08-15 Fixed 0.02450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K06R4 77165.90000000 PA USD 68837.78000000 0.001708817052 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.03000000 N N N N N N BRITISH TELECOMMUNICATION PLC 549300OWFMSO9NYV4H90 111021AE1 154000.00000000 PA USD 183280.75000000 0.004549729393 Long DBT CORP GB N 2 2030-12-15 Variable 0.09625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WA6J1 92189.72800000 PA USD 89381.67000000 0.002218794997 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132KFL34 5201.39000000 PA USD 5025.95000000 0.000124763306 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 0.02500000 N N N N N N PPL ELEC UTILS CORP 549300GCZLSGYEYPIR35 69351UBD4 210000.00000000 PA USD 205628.94000000 0.005104496966 Long DBT CORP US N 2 2055-08-15 Fixed 0.05550000 N N N N N N OGLETHORPE PWR CORP 3EERXCUSWMS9GV5D9M98 677050AW6 150000.00000000 PA USD 145454.62000000 0.003610740134 Long DBT CORP US N 2 2054-06-01 Fixed 0.05800000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DTQC7 367601.50800000 PA USD 375800.42000000 0.009328804125 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.06000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RS9 122000.00000000 PA USD 83188.75000000 0.002065063030 Long DBT UST US N 2 2046-05-15 Fixed 0.02500000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCR9 500000.00000000 PA USD 508853.56000000 0.012631692082 Long DBT CORP JP N 2 2028-01-13 Fixed 0.05520000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AG5 230000.00000000 PA USD 217238.58000000 0.005392692646 Long DBT CORP US N 2 2042-01-15 Fixed 0.04950000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457CX4 100000.00000000 PA USD 101926.46000000 0.002530204677 Long DBT CORP US N 2 2035-02-12 Fixed 0.05100000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457DP0 500000.00000000 PA USD 501505.00000000 0.012449272710 Long DBT CORP US N 2 2056-05-20 Fixed 0.05600000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BY7 330000.00000000 PA USD 317447.04000000 0.007880249991 Long DBT CORP US N 2 2029-06-15 Fixed 0.02950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E2MC6 19968.57500000 PA USD 19871.73000000 0.000493292361 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 0.03000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558CD3 540000.00000000 PA USD 528253.13000000 0.013113263627 Long DBT CORP US N 2 2054-11-15 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VZV5 246931.97700000 PA USD 242259.95000000 0.006013818774 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N6ZV7 567083.99100000 PA USD 574666.64000000 0.014265424509 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.05500000 N N N N N N CITIZENS BANK NA DRMSV1Q0EKMEXLAU1P80 75524KSA3 500000.00000000 PA USD 496459.33000000 0.012324019877 Long DBT CORP US N 2 2029-01-29 Variable 0.04192000 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CBP8 300000.00000000 PA USD 303494.52000000 0.007533895066 Long DBT CORP US N 2 2030-03-15 Fixed 0.04850000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAV8 800000.00000000 PA USD 775069.46000000 0.019240189184 Long DBT CORP US N 2 2030-04-01 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNMS0 906591.99600000 PA USD 915597.90000000 0.022728642685 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 0.05500000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAH6 44000.00000000 PA USD 43418.49000000 0.001077813028 Long DBT CORP US N 2 2029-05-15 Fixed 0.04125000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAF9 402000.00000000 PA USD 346567.95000000 0.008603142385 Long DBT CORP US N 2 2045-12-14 Fixed 0.04300000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 731011AX0 560000.00000000 PA USD 564939.20000000 0.014023952234 Long DBT NUSS PL N 2 2029-03-18 Fixed 0.04625000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312CE4 380000.00000000 PA USD 366533.35000000 0.009098759995 Long DBT CORP US N 2 2054-05-22 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YFK5 640571.54000000 PA USD 636326.79000000 0.015796065326 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 0.05000000 N N N N N N THE CAMPBELL'S COMPANY 5493007JDSMX8Z5Z1902 134429BJ7 100000.00000000 PA USD 90349.99000000 0.002242832404 Long DBT CORP US N 2 2030-04-24 Fixed 0.02375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VBF6 446182.74500000 PA USD 398970.99000000 0.009903986316 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FJ40 164030.77400000 PA USD 162418.89000000 0.004031858216 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 0.04500000 N N N N N N CANADIAN NATIONAL RAILWAY CO 3SU7BEP7TH9YEQOZCS77 136375CZ3 290000.00000000 PA USD 170855.78000000 0.004241294103 Long DBT CORP CA N 2 2050-05-01 Fixed 0.02450000 N N N N N N SOUTHERN CO GAS CAPITAL CORP E8CD46SWUD2TSN8PA636 8426EPAE8 250000.00000000 PA USD 164066.70000000 0.004072763164 Long DBT CORP US N 2 2051-09-30 Fixed 0.03150000 N N N N N N SOUTHERN CALIFORNIA GAS CO XY0N0J73VHV5F4CUJV89 842434DC3 200000.00000000 PA USD 205287.17000000 0.005096012927 Long DBT CORP US N 2 2035-06-15 Fixed 0.05450000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAN8 150000.00000000 PA USD 137970.39000000 0.003424952913 Long DBT CORP CA N 2 2035-03-15 Fixed 0.04125000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3142GWMH9 3819755.67000000 PA USD 3797031.18000000 0.094256840207 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 0.05000000 N N N N N N JEFFERIES FINANCIAL GROUP INC 549300HOF34RGOJ5YL07 47233JAG3 110000.00000000 PA USD 110302.74000000 0.002738135992 Long DBT CORP US N 2 2027-01-15 Fixed 0.04850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9UK1 4129.39100000 PA USD 3990.91000000 0.000099069654 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 0.03000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HCXK3 950000.00000000 PA USD 972381.05000000 0.024138217703 Long ABS-MBS USGSE US N 2 2034-03-25 Variable 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CXBK5 1037352.73700000 PA USD 998340.81000000 0.024782638261 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 0.04500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YES0 330000.00000000 PA USD 330426.80000000 0.008202457291 Long DBT CORP US N 2 2037-04-20 Variable 0.05297000 N N N N N N CNH INDUSTRIAL CAPITAL LLC 549300PNSJ5B81UMVO28 12592BAW4 200000.00000000 PA USD 196061.89000000 0.004867006184 Long DBT CORP US N 2 2031-03-07 Fixed 0.04375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV3M5 75324.77400000 PA USD 66842.27000000 0.001659280860 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.03000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBQ5 270000.00000000 PA USD 221841.93000000 0.005506965404 Long DBT CORP US N 2 2048-02-15 Fixed 0.04250000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBA6 565000.00000000 PA USD 510845.90000000 0.012681149583 Long DBT CORP JP N 2 2032-01-22 Fixed 0.02999000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CCJ2 370000.00000000 PA USD 363152.03000000 0.009014822697 Long DBT CORP US N 2 2035-09-15 Fixed 0.04950000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCZ2 230000.00000000 PA USD 152419.10000000 0.003783625172 Long DBT CORP US N 2 2050-02-01 Fixed 0.03450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140ABZY4 33937.79700000 PA USD 34211.29000000 0.000849255100 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 0.05500000 N N N N N N EQUINIX EUROPE 2 FINANCING CORP LLC 254900FSZR46BPMCKI50 29390XAH7 400000.00000000 PA USD 391719.98000000 0.009723988508 Long DBT CORP US N 2 2033-03-15 Fixed 0.04700000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XBQ8 319343.50500000 PA USD 273754.54000000 0.006795634986 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 0.02500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEQ5 880000.00000000 PA USD 878695.11000000 0.021812574258 Long DBT CORP US N 2 2030-10-22 Variable 0.04603000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457DR6 500000.00000000 PA USD 496604.74000000 0.012327629509 Long DBT CORP US N 2 2036-05-20 Fixed 0.04850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9JY2 58702.07300000 PA USD 56595.75000000 0.001404923033 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.04000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31426J5V7 668296.27800000 PA USD 672199.20000000 0.016686555779 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 0.05500000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAD3 290000.00000000 PA USD 254979.95000000 0.006329577836 Long DBT CORP US N 2 2031-01-15 Fixed 0.01650000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AR6 100000.00000000 PA USD 78386.19000000 0.001945845118 Long DBT CORP US N 2 2047-08-01 Fixed 0.03950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XJ3A3 51333.67100000 PA USD 49221.11000000 0.001221856255 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XJ4Q7 20332.69700000 PA USD 20156.53000000 0.000500362187 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W4UU9 3909647.52600000 PA USD 3397044.26000000 0.084327634621 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 0.02000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 1300000.00000000 PA USD 1322741.39000000 0.032835501717 Long DBT CORP US N 2 2029-04-15 Fixed 0.05250000 N N N N N N PULTE GROUP INC N/A 745867AZ4 200000.00000000 PA USD 194440.52000000 0.004826757578 Long DBT CORP US N 2 2036-03-01 Fixed 0.04900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CXGA4 1448348.21700000 PA USD 1378789.41000000 0.034226827997 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 0.03000000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216DQ0 210000.00000000 PA USD 159750.33000000 0.003965614348 Long DBT CORP US N 2 2041-05-05 Fixed 0.02875000 N N N N N N FRANKLIN RESOURCES INC RIFQSET379FOGTEFKS80 354613AL5 220000.00000000 PA USD 194024.91000000 0.004816440548 Long DBT CORP US N 2 2030-10-30 Fixed 0.01600000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VVX5 100157.05700000 PA USD 82320.60000000 0.002043512226 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 0.02000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 390000.00000000 PA USD 339482.63000000 0.008427257636 Long DBT CORP US N 2 2032-02-13 Variable 0.01794000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SZ2 8892000.00000000 PA USD 5012517.68000000 0.124429865229 Long DBT UST US N 2 2051-08-15 Fixed 0.02000000 N N N N N N PROCTER and GAMBLE CO 2572IBTT8CCZW6AU4141 742718FM6 710000.00000000 PA USD 622032.77000000 0.015441233065 Long DBT CORP US N 2 2030-10-29 Fixed 0.01200000 N N N N N N UNILEVER CAPITAL CORP MYF1DAS6G5WY7PRWCU78 904764BV8 500000.00000000 PA USD 494339.69000000 0.012271402303 Long DBT CORP US N 2 2034-08-12 Fixed 0.04625000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GGM0 220000.00000000 PA USD 234081.01000000 0.005810786193 Long DBT CORP US N 2 2041-02-01 Fixed 0.06250000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJS9 510000.00000000 PA USD 508101.41000000 0.012613020842 Long DBT CORP US N 2 2027-07-22 Variable 0.01734000 N N N N N N GE AEROSPACE 3C7474T6CDKPR9K6YT90 369604BY8 170000.00000000 PA USD 143836.12000000 0.003570562772 Long DBT CORP US N 2 2050-05-01 Fixed 0.04350000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDZ9 380000.00000000 PA USD 382055.58000000 0.009484081127 Long DBT CORP US N 2 2056-02-15 Variable 0.06000000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RCM7 300000.00000000 PA USD 298344.86000000 0.007406060804 Long DBT CORP US N 2 2037-04-23 Variable 0.05085000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AH6 80000.00000000 PA USD 67329.64000000 0.001671379248 Long DBT CORP US N 2 2048-03-01 Fixed 0.04550000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAJ5 420000.00000000 PA USD 504004.04000000 0.012511308443 Long DBT CORP US N 2 2036-07-15 Fixed 0.08100000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EYV3 2730000.00000000 PA USD 2696027.36000000 0.066925713279 Long DBT CORP CA N 2 2027-01-21 Fixed 0.02050000 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78574MAA1 100000.00000000 PA USD 90826.26000000 0.002254655247 Long DBT CORP US N 2 2031-12-01 Fixed 0.03200000 N N N N N N FIFTH THIRD FINANCIAL CORPORATION N/A 200340AW7 140000.00000000 PA USD 144272.63000000 0.003581398621 Long DBT CORP US N 2 2030-01-30 Variable 0.05982000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475BE4 220000.00000000 PA USD 213583.68000000 0.005301964045 Long DBT CORP US N 2 2033-06-06 Variable 0.04626000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KY6 80000.00000000 PA USD 79699.03000000 0.001978434829 Long DBT CORP US N 2 2026-10-21 Fixed 0.03200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNUF8 1002283.77000000 PA USD 998895.55000000 0.024796409030 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.05000000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAM2 350000.00000000 PA USD 344631.11000000 0.008555062607 Long DBT CORP US N 2 2036-06-01 Fixed 0.05250000 N N N N N N S and P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAM6 220000.00000000 PA USD 218444.76000000 0.005422634648 Long DBT CORP US N 2 2027-01-22 Fixed 0.02950000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBC6 200000.00000000 PA USD 201811.76000000 0.005009739955 Long DBT CORP GB N 2 2028-11-26 Variable 0.05087000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QDHE7 143462.42700000 PA USD 135442.00000000 0.003362188601 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 0.02500000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAK1 166000.00000000 PA USD 156680.44000000 0.003889407933 Long DBT CORP US N 2 2049-01-25 Fixed 0.05576000 N N N N N N BLACKROCK INC 529900VBK42Y5HHRMD23 09247XAQ4 550000.00000000 PA USD 510821.69000000 0.012680548598 Long DBT CORP US N 2 2030-04-30 Fixed 0.02400000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9VH7 29422.95400000 PA USD 28623.56000000 0.000710546264 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K5MC8 4342.26800000 PA USD 3980.40000000 0.000098808755 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWMJ9 441932.93000000 PA USD 436403.60000000 0.010833206903 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ECR9 449195.07000000 PA USD 394258.56000000 0.009787005776 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBNW6 194657.15800000 PA USD 177356.36000000 0.004402663368 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 0.03000000 N N N N N N REGENCY CTRS LP 5493008PTR2GAOYBXW28 75884RBC6 200000.00000000 PA USD 200392.02000000 0.004974496577 Long DBT CORP US N 2 2035-01-15 Fixed 0.05100000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591ES7 210000.00000000 PA USD 170357.63000000 0.004228928114 Long DBT USGSE US N 2 2065-09-15 Fixed 0.04250000 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020 N/A 46652JAW2 500000.00000000 PA USD 428352.70000000 0.010633352764 Long ABS-MBS CORP US N 2 2053-05-13 Fixed 0.02179800 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBM4 110000.00000000 PA USD 107516.78000000 0.002668977807 Long DBT CORP US N 2 2031-04-12 Fixed 0.05250000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BK9 800000.00000000 PA USD 757656.00000000 0.018807920488 Long DBT NUSS PA N 2 2030-01-23 Fixed 0.03160000 N N N N N N BUNGE LTD FIN CORP 549300QHC068L40NNM71 120568BF6 100000.00000000 PA USD 96990.42000000 0.002407673281 Long DBT CORP US N 2 2034-09-17 Fixed 0.04650000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAB8 130000.00000000 PA USD 128517.05000000 0.003190284849 Long DBT CORP NO N 2 2028-09-10 Fixed 0.03625000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AD9 370000.00000000 PA USD 372295.51000000 0.009241798850 Long DBT CORP US N 2 2032-04-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KN4X8 550955.01200000 PA USD 447345.44000000 0.011104825232 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDB8 340000.00000000 PA USD 298122.24000000 0.007400534524 Long DBT CORP US N 2 2055-08-03 Fixed 0.06000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JM3 208000.00000000 PA USD 163205.96000000 0.004051396305 Long DBT CORP US N 2 2048-03-01 Fixed 0.04000000 N N N N N N WASTE MANAGEMENT INC DEL 549300YX8JIID70NFS41 94106LBM0 150000.00000000 PA USD 89690.61000000 0.002226464069 Long DBT CORP US N 2 2050-11-15 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNLC5 1638357.63300000 PA USD 1396537.03000000 0.034667391822 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N CARMAX AUTO OWNER TRUST 2025-4 N/A 14320HAD8 690000.00000000 PA USD 685556.26000000 0.017018129108 Long ABS-CBDO CORP US N 2 2030-12-16 Fixed 0.03970000 N N N N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572QAJ4 140000.00000000 PA USD 138803.95000000 0.003445645061 Long DBT CORP US N 2 2028-06-15 Fixed 0.03750000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 42250GAA1 120000.00000000 PA USD 121011.70000000 0.003003973349 Long DBT CORP US N 2 2035-02-15 Fixed 0.05375000 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HBC0 50000.00000000 PA USD 51821.40000000 0.001286405401 Long DBT CORP US N 2 2028-11-27 Fixed 0.07300000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBP0 360000.00000000 PA USD 336779.46000000 0.008360154615 Long DBT CORP US N 2 2031-05-13 Variable 0.02956000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADS1 150000.00000000 PA USD 152146.84000000 0.003776866637 Long DBT CORP US N 2 2032-05-15 Fixed 0.05125000 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAS0 180000.00000000 PA USD 186740.28000000 0.004635608162 Long DBT CORP US N 2 2034-08-15 Fixed 0.05750000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AF3 110000.00000000 PA USD 129204.90000000 0.003207359917 Long DBT NUSS HU N 2 2041-03-29 Fixed 0.07625000 N N N N N N UTAH ACQUISITION SUB INC 254900JOFV74IJ7H9933 62854AAN4 193000.00000000 PA USD 192972.29000000 0.004790310492 Long DBT CORP US N 2 2026-06-15 Fixed 0.03950000 N N N N N N PILGRIMS PRIDE CORP NEW 549300ZSLGV64ZL3HD75 72147KAJ7 140000.00000000 PA USD 134272.14000000 0.003333148200 Long DBT CORP US N 2 2031-04-15 Fixed 0.04250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGZ8 7080000.00000000 PA USD 6925125.00000000 0.171908095983 Long DBT UST US N 2 2030-04-30 Fixed 0.03500000 N N N N N N QUEBEC PROVINCE CDA 549300WN65YFEQH74Y36 748149AR2 600000.00000000 PA USD 537503.40000000 0.013342890717 Long DBT NUSS CA N 2 2031-04-21 Fixed 0.01900000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 200000.00000000 PA USD 137110.72000000 0.003403612615 Long DBT CORP US N 2 2055-05-15 Fixed 0.04375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UD8 19240000.00000000 PA USD 17311490.53000000 0.429737423604 Long DBT UST US N 2 2044-08-15 Fixed 0.04125000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AQ5 140000.00000000 PA USD 138132.24000000 0.003428970649 Long DBT CORP US N 2 2028-03-15 Fixed 0.04125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SD1 188000.00000000 PA USD 136711.25000000 0.003393696241 Long DBT UST US N 2 2048-08-15 Fixed 0.03000000 N N N N N N REXFORD INDUSTRIAL REALTY LP 549300028US163ELJN70 76169XAC8 100000.00000000 PA USD 100799.88000000 0.002502238652 Long DBT CORP US N 2 2028-06-15 Fixed 0.05000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 21684AAF3 250000.00000000 PA USD 249854.06000000 0.006202333637 Long DBT CORP NL N 2 2026-07-21 Fixed 0.03750000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833ET3 500000.00000000 PA USD 500214.32000000 0.012417233094 Long DBT CORP US N 2 2028-05-10 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427PX66 996835.90400000 PA USD 1053461.67000000 0.026150948882 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNR61 235915.88000000 PA USD 222468.70000000 0.005522524233 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 0.02500000 N N N N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 92857WBS8 280000.00000000 PA USD 240735.39000000 0.005975973362 Long DBT CORP GB N 2 2049-06-19 Fixed 0.04875000 N N N N N N SOUTHWESTERN ELEC POWER CO R64UBJHEC74EB3HGQ410 845437BU5 190000.00000000 PA USD 192816.47000000 0.004786442444 Long DBT CORP US N 2 2033-04-01 Fixed 0.05300000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F9Z79 450000.00000000 PA USD 402405.71000000 0.009989249207 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 0.01846000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBB5 400000.00000000 PA USD 412600.00000000 0.010242310485 Long DBT NUSS MX N 2 2030-05-13 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBZ5 1508053.08600000 PA USD 1274626.22000000 0.031641099123 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02500000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VCM4 214000.00000000 PA USD 187346.80000000 0.004650664309 Long DBT CORP US N 2 2054-08-21 Fixed 0.05012000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHJ3 6970000.00000000 PA USD 6874979.31000000 0.170663288114 Long DBT UST US N 2 2030-06-30 Fixed 0.03750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5GL7 1512725.04000000 PA USD 1408160.80000000 0.034955938263 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 0.04000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDB2 420000.00000000 PA USD 378585.41000000 0.009397938232 Long DBT CORP US N 2 2045-03-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LVR76 145868.54900000 PA USD 117799.14000000 0.002924225319 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GUMW4 14042.97500000 PA USD 13460.35000000 0.000334137382 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WVT2 2254342.41900000 PA USD 1851469.11000000 0.045960546484 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 0.02000000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 42250PAB9 430000.00000000 PA USD 395615.61000000 0.009820692948 Long DBT CORP US N 2 2031-01-15 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLM1 9740000.00000000 PA USD 9486988.31000000 0.235503344269 Long DBT UST US N 2 2031-09-30 Fixed 0.03625000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DB2 420000.00000000 PA USD 429272.10000000 0.010656175790 Long DBT CORP US N 2 2027-11-05 Fixed 0.05850000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBV0 1180000.00000000 PA USD 1174503.55000000 0.029155671414 Long DBT CORP US N 2 2026-11-21 Fixed 0.02950000 N N N N N N WELLS FARGO COML MTG TR 2020-C55 N/A 95002EBB2 135000.00000000 PA USD 125839.87000000 0.003123826999 Long ABS-MBS MUN US N 2 2053-02-15 Fixed 0.02725000 N N N N N N JOHNSON and JOHNSON 549300G0CFPGEF6X2043 478160CL6 388000.00000000 PA USD 337552.03000000 0.008379332758 Long DBT CORP US N 2 2038-01-15 Fixed 0.03400000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 21684AAB2 260000.00000000 PA USD 256991.79000000 0.006379519402 Long DBT CORP NL N 2 2043-12-01 Fixed 0.05750000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCA9 290000.00000000 PA USD 192550.05000000 0.004779828880 Long DBT CORP US N 2 2052-02-15 Fixed 0.03200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUVH6 69531.07300000 PA USD 71018.87000000 0.001762960050 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.06000000 N N N N N N CNH INDUSTRIAL CAPITAL LLC 549300PNSJ5B81UMVO28 12592BAR5 120000.00000000 PA USD 122507.45000000 0.003041103586 Long DBT CORP US N 2 2029-01-12 Fixed 0.05500000 N N N N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 4581X0EX2 750000.00000000 PA USD 730677.90000000 0.018138220835 Long DBT CORP US N 2 2036-01-23 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31368HNW9 4591.24100000 PA USD 4442.34000000 0.000110275873 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04000000 N N N N N N WASTE MANAGEMENT INC DEL 549300YX8JIID70NFS41 94106LBS7 220000.00000000 PA USD 214884.53000000 0.005334256119 Long DBT CORP US N 2 2032-04-15 Fixed 0.04150000 N N N N N N TYCO ELECTRONICS GROUP SA C33G1C5SYE2YM95EE712 902133AY3 110000.00000000 PA USD 97886.69000000 0.002429922131 Long DBT CORP LU N 2 2032-02-04 Fixed 0.02500000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCG6 130000.00000000 PA USD 129861.75000000 0.003223665447 Long DBT CORP US N 2 2035-02-15 Fixed 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q8W35 147113.73200000 PA USD 143328.17000000 0.003557953510 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9JH9 88918.71800000 PA USD 82370.02000000 0.002044739019 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140A9CW8 481679.93400000 PA USD 486013.27000000 0.012064708704 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 0.05500000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJL5 490000.00000000 PA USD 484014.03000000 0.012015079919 Long DBT CORP US N 2 2034-02-01 Variable 0.04839000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335BJZ0 47996.31600000 PA USD 46398.63000000 0.001151791504 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TJV8 20355.73000000 PA USD 17592.12000000 0.000436703720 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5JE0 1894930.41500000 PA USD 1938932.40000000 0.048131719950 Long ABS-MBS USGA US N 2 2055-03-20 Fixed 0.06000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPW5 6800000.00000000 PA USD 6690031.22000000 0.166072168964 Long DBT UST US N 2 2031-01-31 Fixed 0.03750000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 69047QAC6 130000.00000000 PA USD 137876.98000000 0.003422634120 Long DBT CORP US N 2 2033-07-15 Fixed 0.06250000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAB9 170000.00000000 PA USD 152930.96000000 0.003796331495 Long DBT CORP US N 2 2031-05-28 Fixed 0.02250000 N N N N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49447BAC7 350000.00000000 PA USD 354964.39000000 0.008811574148 Long DBT CORP US N 2 2036-02-01 Fixed 0.05300000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAR1 250000.00000000 PA USD 229690.72000000 0.005701802399 Long DBT CORP US N 2 2031-08-15 Fixed 0.03000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2Z5 1160000.00000000 PA USD 978212.68000000 0.024282981070 Long DBT CORP US N 2 2053-04-25 Variable 0.04611000 N N N N N N ARIZONA PUBLIC SERVICE CO YG6VT0TPHRH4TFVAQV64 040555CZ5 160000.00000000 PA USD 150868.51000000 0.003745133596 Long DBT CORP US N 2 2029-08-15 Fixed 0.02600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W3BA6 1517312.51500000 PA USD 1561941.53000000 0.038773364301 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6QN4 155184.76500000 PA USD 151191.52000000 0.003753151940 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.04500000 N N N N N N NEXTERA ENERGY CAP HLDGS INC UMI46YPGBLUE4VGNNT48 65339KDB3 580000.00000000 PA USD 605147.06000000 0.015022065143 Long DBT CORP US N 2 2054-06-15 Variable 0.06750000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 126000.00000000 PA USD 125484.12000000 0.003114995923 Long DBT CORP US N 2 2028-04-20 Fixed 0.04350000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SB89 101669.23900000 PA USD 94320.20000000 0.002341388205 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CXTM4 751360.91600000 PA USD 766810.70000000 0.019035175165 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNK3 12400000.00000000 PA USD 12290046.84000000 0.305085980658 Long DBT UST US N 2 2030-06-30 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EHBD3 8222.65200000 PA USD 7946.55000000 0.000197263772 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B1AU5 379474.86500000 PA USD 318365.41000000 0.007903047448 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DZ39 1153621.67300000 PA USD 1088586.37000000 0.027022878313 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 0.02500000 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AU7 190000.00000000 PA USD 188637.09000000 0.004682694243 Long DBT CORP US N 2 2027-06-05 Fixed 0.03600000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058GE7 1340000.00000000 PA USD 1310804.08000000 0.032539172014 Long DBT CORP US N 2 2027-11-22 Fixed 0.02500000 N N N N N N PHILLIPS 66 CO RVJMT2IZVVSKIRJJBH76 718547AU6 1600000.00000000 PA USD 1634134.69000000 0.040565474722 Long DBT CORP US N 2 2031-06-15 Fixed 0.05250000 N N N N N N NEXTERA ENERGY CAP HLDGS INC UMI46YPGBLUE4VGNNT48 65339KCJ7 80000.00000000 PA USD 80717.51000000 0.002003717399 Long DBT CORP US N 2 2032-07-15 Fixed 0.05000000 N N N N N N LINCOLN NATIONAL CORP IND EFQMQROEDSNBRIP7LE47 534187BZ1 50000.00000000 PA USD 48870.82000000 0.001213160717 Long DBT CORP US N 2 2035-11-15 Fixed 0.05350000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451BJ6 120000.00000000 PA USD 121936.47000000 0.003026929678 Long DBT CORP AU N 2 2030-02-21 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179T7J8 148947.12100000 PA USD 137563.21000000 0.003414845148 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 0.03500000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MDS6 200000.00000000 PA USD 203793.46000000 0.005058933330 Long DBT CORP JP N 2 2030-04-15 Fixed 0.05240000 N N N N N N AGILENT TECHNOLOGIES INC QUIX8Y7A2WP0XRMW7G29 00846UAR2 140000.00000000 PA USD 138237.76000000 0.003431590060 Long DBT CORP US N 2 2034-09-09 Fixed 0.04750000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBD5 227000.00000000 PA USD 210852.77000000 0.005234172411 Long DBT CORP US N 2 2031-01-30 Fixed 0.03250000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 200000.00000000 PA USD 174889.41000000 0.004341424231 Long DBT CORP US N 2 2055-09-26 Fixed 0.05950000 N N N N N N SHELL FINANCE US INC N/A 822905AD7 430000.00000000 PA USD 381198.70000000 0.009462810087 Long DBT CORP US N 2 2043-08-12 Fixed 0.04550000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EA4 110000.00000000 PA USD 60065.61000000 0.001491058233 Long DBT CORP US N 2 2060-08-20 Fixed 0.02550000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 480000.00000000 PA USD 391471.98000000 0.009717832199 Long DBT CORP US N 2 2050-04-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M8HE7 57072.41800000 PA USD 55249.47000000 0.001371503213 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEF5 100000.00000000 PA USD 67216.07000000 0.001668560006 Long DBT CORP US N 2 2051-05-15 Fixed 0.03250000 N N N N N N QUEBEC PROVINCE CDA 549300WN65YFEQH74Y36 748148SG9 450000.00000000 PA USD 448650.84000000 0.011137230254 Long DBT NUSS CA N 2 2035-08-28 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JPNT8 11155.38000000 PA USD 11503.25000000 0.000285554673 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DUXW2 435121.38700000 PA USD 452848.80000000 0.011241439681 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.06000000 N N N N N N TIME WARNER CABLE ENTERPRISES LLC N/A 88731EAJ9 100000.00000000 PA USD 112372.40000000 0.002789512871 Long DBT CORP US N 2 2033-07-15 Fixed 0.08375000 N N N N N N KAISER FNDTN HOSPS DW4Z57L3G4IRMHYZYK62 48305QAF0 290000.00000000 PA USD 213037.09000000 0.005288395590 Long DBT CORP US N 2 2041-06-01 Fixed 0.02810000 N N N N N N WELLS FARGO COML MTG TR 2019-C52 N/A 95002MAX7 200000.00000000 PA USD 188603.50000000 0.004681860411 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 0.02892000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CD0 310000.00000000 PA USD 287499.30000000 0.007136832513 Long DBT CORP US N 2 2043-12-05 Fixed 0.05300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D54R0 88595.47700000 PA USD 85005.03000000 0.002110150048 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.03000000 N N N N N N CDW LLC / CDW FIN CORP N/A 12513GBG3 430000.00000000 PA USD 426238.92000000 0.010580880658 Long DBT CORP US N 2 2026-12-01 Fixed 0.02670000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WB23 112960.64900000 PA USD 103585.85000000 0.002571397085 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140NJR30 223765.15200000 PA USD 221657.75000000 0.005502393352 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.05000000 N N N N N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBV0 270000.00000000 PA USD 264849.20000000 0.006574570378 Long DBT CORP US N 2 2034-10-15 Fixed 0.05000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2025-P3 N/A 14688AAC1 315000.00000000 PA USD 314031.60000000 0.007795465704 Long ABS-CBDO CORP US N 2 2030-11-11 Fixed 0.04040000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 380000.00000000 PA USD 349561.48000000 0.008677453252 Long DBT CORP US N 2 2031-06-03 Variable 0.02572000 N N N N N N SOUTHERN CALIFORNIA GAS CO XY0N0J73VHV5F4CUJV89 842434DD1 250000.00000000 PA USD 254580.87000000 0.006319671144 Long DBT CORP US N 2 2055-06-15 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ECA6 216371.37000000 PA USD 189909.17000000 0.004714272135 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DV0 290000.00000000 PA USD 287124.49000000 0.007127528295 Long DBT CORP US N 2 2034-09-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UUL4 19931.67500000 PA USD 19554.56000000 0.000485418989 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D55A6 13783.39900000 PA USD 13224.81000000 0.000328290378 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A93R6 520.09500000 PA USD 531.17000000 0.000013185671 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 0.06000000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AV6 150000.00000000 PA USD 136733.97000000 0.003394260239 Long DBT CORP US N 2 2030-05-01 Fixed 0.01950000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RJK9 110000.00000000 PA USD 93723.20000000 0.002326568381 Long DBT CORP US N 2 2044-06-01 Fixed 0.04650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131YAL65 46603.52700000 PA USD 42909.12000000 0.001065168516 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UN99 223024.07300000 PA USD 205211.88000000 0.005094143941 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UH54 14296.76600000 PA USD 14030.73000000 0.000348296396 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QP2D8 816425.55900000 PA USD 744050.98000000 0.018470191842 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.03500000 N N N N N N LEAR CORP 549300UPNBTXA1SYTQ33 521865AY1 240000.00000000 PA USD 238255.93000000 0.005914423679 Long DBT CORP US N 2 2027-09-15 Fixed 0.03800000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VFR6 93243.55900000 PA USD 88291.63000000 0.002191736034 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 0.04000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BM7 100000.00000000 PA USD 78604.77000000 0.001951271110 Long DBT CORP US N 2 2057-08-22 Fixed 0.04250000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017BP3 640000.00000000 PA USD 689579.64000000 0.017118004792 Long DBT CORP US N 2 2038-07-15 Fixed 0.06125000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AH3 100000.00000000 PA USD 91941.17000000 0.002282331579 Long DBT CORP US N 2 2049-03-15 Fixed 0.05000000 N N N N N N MID AMERICA APTS LP 549300FXWGE3QSYCUJ38 59523UAV9 50000.00000000 PA USD 49876.96000000 0.001238136961 Long DBT CORP US N 2 2034-03-15 Fixed 0.05000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AM1 240000.00000000 PA USD 255430.04000000 0.006340750792 Long DBT CORP GB N 2 2042-01-14 Fixed 0.06100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWNW9 521889.33200000 PA USD 515359.61000000 0.012793197133 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.05000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBD2 292000.00000000 PA USD 296104.26000000 0.007350440540 Long DBT CORP US N 2 2030-04-15 Fixed 0.05000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AWTR1 30000.00000000 PA USD 30213.23000000 0.000750007955 Long DBT USGSE US N 2 2028-09-08 Fixed 0.04375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D53Z3 37730.09600000 PA USD 36212.83000000 0.000898940980 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XKKS8 52099.50600000 PA USD 51516.03000000 0.001278824949 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 0.05000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAY9 132000.00000000 PA USD 129435.29000000 0.003213079078 Long DBT CORP US N 2 2030-09-01 Fixed 0.04352000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CRJ5 79019.16400000 PA USD 76458.43000000 0.001897990739 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMTE4 1017179.24300000 PA USD 828119.19000000 0.020557086435 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DGG1 65536.07700000 PA USD 62900.62000000 0.001561434027 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 0.03000000 N N N N N N JAPAN INTERNATIONAL COOPERATION AGENCY 254900XEIG78M2AJB031 47109LAE4 200000.00000000 PA USD 177383.27000000 0.004403331377 Long DBT NUSS JP N 2 2031-04-28 Fixed 0.01750000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FE4 700000.00000000 PA USD 691485.44000000 0.017165314039 Long DBT CORP GB N 2 2031-11-06 Variable 0.04619000 N N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518DN3 115000.00000000 PA USD 68807.40000000 0.001708062904 Long DBT CORP US N 2 2052-08-15 Fixed 0.02650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DLU4 4669.61500000 PA USD 4420.19000000 0.000109726026 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 0.04000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHA0 360000.00000000 PA USD 282707.82000000 0.007017889649 Long DBT CORP US N 2 2049-01-23 Variable 0.03946000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M9UC4 9831.49800000 PA USD 9507.68000000 0.000236016991 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04000000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804GW8 240000.00000000 PA USD 233145.43000000 0.005787561518 Long DBT CORP US N 2 2055-09-15 Fixed 0.05600000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAQ2 154000.00000000 PA USD 157172.85000000 0.003901631433 Long DBT CORP US N 2 2028-04-01 Fixed 0.05700000 N N N N N N TELEFONICA EUROPE BV 7245007FZS0M65WUGP67 879385AD4 608000.00000000 PA USD 686479.61000000 0.017041050188 Long DBT CORP NL N 2 2030-09-15 Fixed 0.08250000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEP2 680000.00000000 PA USD 692151.80000000 0.017181855644 Long DBT CORP US N 2 2035-05-15 Fixed 0.05300000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BC2 450000.00000000 PA USD 411524.26000000 0.010215606503 Long DBT CORP US N 2 2035-03-01 Fixed 0.03600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJVE0 23268.52600000 PA USD 21455.06000000 0.000532596669 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 0.02000000 N N N N N N CORNELL UNIV NY REV 549300ZZIJPNT0RZWP17 219207AF4 300000.00000000 PA USD 296692.50000000 0.007365042907 Long DBT MUN US N 2 2035-06-15 Fixed 0.04733000 N N N N N N CHEVRON CORP NEW N/A 166764BX7 70000.00000000 PA USD 68777.06000000 0.001707309749 Long DBT CORP US N 2 2027-05-11 Fixed 0.01995000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WTX6 315163.40000000 PA USD 258840.58000000 0.006425413443 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E0L56 46991.86900000 PA USD 45280.63000000 0.001124038466 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 0.04000000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457DE5 350000.00000000 PA USD 350164.95000000 0.008692433686 Long DBT CORP US N 2 2035-10-15 Fixed 0.04900000 N N N N N N BBCMS MTG TR 2025-5C37 N/A 05494NAC5 900000.00000000 PA USD 906727.95000000 0.022508456592 Long ABS-MBS CORP US N 2 2058-09-15 Fixed 0.05015000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FHZ3 855067.07500000 PA USD 873537.12000000 0.021684533213 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 0.06000000 N N N N N N ALABAMA POWER and LIGHT 0RL818ELFOHP5JHOFU19 010392FW3 170000.00000000 PA USD 108802.61000000 0.002700897026 Long DBT CORP US N 2 2052-03-15 Fixed 0.03000000 N N N N N N NEWMONT CORP / NEWCREST FINANCE PTY LTD N/A 65163LAR0 400000.00000000 PA USD 411959.94000000 0.010226421747 Long DBT CORP US N 2 2034-03-15 Fixed 0.05350000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YBP5 96000.00000000 PA USD 71282.69000000 0.001769509072 Long DBT CORP US N 2 2050-04-15 Fixed 0.03700000 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HAK3 140000.00000000 PA USD 138010.64000000 0.003425952072 Long DBT CORP US N 2 2027-03-15 Fixed 0.03250000 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 929089AB6 170000.00000000 PA USD 169942.03000000 0.004218611332 Long DBT CORP US N 2 2026-06-15 Fixed 0.03650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L6LH5 252264.26000000 PA USD 213611.22000000 0.005302647693 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02500000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAL4 50000.00000000 PA USD 48138.91000000 0.001194991911 Long DBT CORP US N 2 2054-03-15 Fixed 0.05550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417KXG7 12489.63000000 PA USD 12097.64000000 0.000300309706 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 0.04000000 N N N N N N ALBEMARL CORP HDBLS2Q6GV1LSKQPBS54 012653AE1 40000.00000000 PA USD 40051.76000000 0.000994237909 Long DBT CORP US N 2 2032-06-01 Fixed 0.05050000 N N N N N N ASCENSION HEALTH N/A 04351LAD2 173000.00000000 PA USD 170662.14000000 0.004236487217 Long DBT CORP US N 2 2030-11-15 Fixed 0.04294000 N N N N N N DTE ELEC CO 9N0FWODEJVKHC2DYLO03 23338VAR7 190000.00000000 PA USD 137980.01000000 0.003425191718 Long DBT CORP US N 2 2052-03-01 Fixed 0.03650000 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAK9 160000.00000000 PA USD 162160.25000000 0.004025437782 Long DBT CORP US N 2 2033-08-15 Fixed 0.05164000 N N N N N N REGIONS FINL CORP NEW CW05CS5KW59QTC0DG824 7591EPAV2 200000.00000000 PA USD 201942.58000000 0.005012987408 Long DBT CORP US N 2 2035-09-06 Variable 0.05502000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWF57 30931.33000000 PA USD 30689.32000000 0.000761826330 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ELY4 207983.10000000 PA USD 210504.13000000 0.005225517833 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05500000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EYF0 950000.00000000 PA USD 946271.32000000 0.023490074317 Long DBT CORP US N 2 2030-10-15 Fixed 0.04375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPP0 26240000.00000000 PA USD 25900724.93000000 0.642955081286 Long DBT UST US N 2 2028-12-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJS38 144584.75100000 PA USD 137675.23000000 0.003417625913 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 0.04000000 N N N N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 446150BE3 350000.00000000 PA USD 355171.34000000 0.008816711439 Long DBT CORP US N 2 2031-01-15 Variable 0.05272000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BG6 140000.00000000 PA USD 139620.23000000 0.003465908254 Long DBT CORP US N 2 2030-11-17 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179QDY4 3635.45600000 PA USD 3394.90000000 0.000084274405 Long ABS-MBS USGA US N 2 2044-05-20 Fixed 0.03500000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CF5 600000.00000000 PA USD 609560.70000000 0.015131628573 Long DBT CORP US N 2 2030-02-10 Fixed 0.05125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RU4 359000.00000000 PA USD 260317.07000000 0.006462065573 Long DBT UST US N 2 2046-11-15 Fixed 0.02875000 N N N N N N APA CORP 549300VCIWLRHYVSHC79 03743QAT5 80000.00000000 PA USD 84076.18000000 0.002087092438 Long DBT CORP US N 2 2055-02-15 Fixed 0.06750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427SQB7 758886.57300000 PA USD 699675.89000000 0.017368632343 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNE7 37750000.00000000 PA USD 37738497.95000000 0.936813895466 Long DBT UST US N 2 2027-05-31 Fixed 0.03875000 N N N N N N BURLINGTON NORTHN SANTA FE LLC N/A 12189LBF7 30000.00000000 PA USD 19564.74000000 0.000485671695 Long DBT CORP US N 2 2051-02-15 Fixed 0.03050000 N N N N N N KELLANOVA LONOZNOJYIBXOHXWDB86 487836AT5 110000.00000000 PA USD 123400.90000000 0.003063282433 Long DBT CORP US N 2 2031-04-01 Fixed 0.07450000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AX2 100000.00000000 PA USD 107218.28000000 0.002661567895 Long DBT CORP US N 2 2032-11-02 Fixed 0.06125000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBZ2 370000.00000000 PA USD 383717.41000000 0.009525334105 Long DBT CORP US N 2 2033-03-15 Fixed 0.05650000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDV1 170000.00000000 PA USD 121550.69000000 0.003017353142 Long DBT CORP US N 2 2059-08-15 Fixed 0.03875000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAV2 300000.00000000 PA USD 295216.98000000 0.007328414856 Long DBT CORP US N 2 2036-04-15 Fixed 0.05200000 N N N N N N AMERICAN WATER CAP CORP 5IDHQUFVC8Q2KIBBFF06 03040WAJ4 100000.00000000 PA USD 86582.03000000 0.002149297221 Long DBT CORP US N 2 2042-12-01 Fixed 0.04300000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAC6 500000.00000000 PA USD 493820.95000000 0.012258525192 Long DBT CORP US N 2 2032-11-15 Fixed 0.04600000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U4B6 60000.00000000 PA USD 58617.66000000 0.001455114575 Long DBT CORP US N 2 2036-09-15 Variable 0.04892000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CM7 100000.00000000 PA USD 111869.49000000 0.002777028721 Long DBT CORP US N 2 2038-04-01 Fixed 0.07000000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123CL3 290000.00000000 PA USD 296529.73000000 0.007361002333 Long DBT CORP US N 2 2035-05-15 Fixed 0.05200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DGN6 173115.91200000 PA USD 164139.64000000 0.004074573814 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.04000000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MDD9 280000.00000000 PA USD 292775.64000000 0.007267811457 Long DBT CORP JP N 2 2033-07-13 Fixed 0.05776000 N N N N N N AMERICAN WATER CAP CORP 5IDHQUFVC8Q2KIBBFF06 03040WBD6 100000.00000000 PA USD 101808.17000000 0.002527268267 Long DBT CORP US N 2 2034-03-01 Fixed 0.05150000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4NYF266XZC35SCTGX023 637432PA7 110000.00000000 PA USD 116067.28000000 0.002881233928 Long DBT CORP US N 2 2033-01-15 Fixed 0.05800000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427PX58 240558.03500000 PA USD 250208.33000000 0.006211127973 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.06000000 N N N N N N DTE ELEC CO 9N0FWODEJVKHC2DYLO03 23338VAQ9 180000.00000000 PA USD 165917.72000000 0.004118712562 Long DBT CORP US N 2 2032-03-01 Fixed 0.03000000 N N N N N N TENNESSEE GAS PIPELINE CO N/A 880451AV1 630000.00000000 PA USD 664431.76000000 0.016493738202 Long DBT CORP US N 2 2028-10-15 Fixed 0.07000000 N N N N N N OGLETHORPE PWR CORP 3EERXCUSWMS9GV5D9M98 677050AN6 50000.00000000 PA USD 44388.69000000 0.001101897103 Long DBT CORP US N 2 2048-10-01 Fixed 0.05050000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GAXH4 214257.68000000 PA USD 197559.19000000 0.004904174898 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.02000000 N N N N N N LYB INTERNATIONAL FINANCE III LLC 984500A51LA0B8EB4053 50249AAK9 140000.00000000 PA USD 89370.96000000 0.002218529134 Long DBT CORP US N 2 2060-10-01 Fixed 0.03800000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EV5 290000.00000000 PA USD 284856.06000000 0.007071217184 Long DBT CORP US N 2 2031-03-15 Fixed 0.04250000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BL7 100000.00000000 PA USD 80673.65000000 0.002002628626 Long DBT CORP US N 2 2047-05-01 Fixed 0.05375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AEJ72 473494.71000000 PA USD 435515.42000000 0.010811158877 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 0.03500000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B0X87 1000000.00000000 PA USD 1023944.36000000 0.025418216323 Long DBT USGSE US N 2 2034-03-10 Fixed 0.04750000 N N N N N N INVESCO FIN PLC 549300OYQ3LAJYXXO449 46132FAC4 50000.00000000 PA USD 47739.89000000 0.001185086708 Long DBT CORP GB N 2 2043-11-30 Fixed 0.05375000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CV9 170000.00000000 PA USD 171973.15000000 0.004269031501 Long DBT CORP US N 2 2027-11-17 Fixed 0.05125000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JU5 330000.00000000 PA USD 199187.33000000 0.004944591562 Long DBT CORP US N 2 2051-09-01 Fixed 0.02750000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HN4R6 850000.00000000 PA USD 848132.38000000 0.021053890375 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 0.04361000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AP5M6 25105.59300000 PA USD 24760.67000000 0.000614654556 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HEAS1 10038.28100000 PA USD 10042.56000000 0.000249294759 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.05000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CT4 1200000.00000000 PA USD 1226960.86000000 0.030457862535 Long DBT CORP US N 2 2031-04-01 Fixed 0.05450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QDJD7 30536.35400000 PA USD 25618.87000000 0.000635958363 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 0.02500000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAT8 300000.00000000 PA USD 295989.71000000 0.007347596971 Long DBT CORP US N 2 2030-12-01 Fixed 0.04200000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017CW7 360000.00000000 PA USD 333933.20000000 0.008289499553 Long DBT CORP US N 2 2038-11-16 Fixed 0.04450000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HHV5 430000.00000000 PA USD 438991.79000000 0.010897455680 Long DBT CORP US N 2 2040-10-15 Fixed 0.05500000 N N N N N N LYB INTERNATIONAL FINANCE III LLC 984500A51LA0B8EB4053 50249AAL7 160000.00000000 PA USD 162159.92000000 0.004025429590 Long DBT CORP US N 2 2033-05-15 Fixed 0.05625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWA45 252331.09800000 PA USD 193363.01000000 0.004800009657 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.01500000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBL9 290000.00000000 PA USD 290688.34000000 0.007215996686 Long DBT CORP US N 2 2035-01-15 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128283W8 629000.00000000 PA USD 616100.59000000 0.015293973662 Long DBT UST US N 2 2028-02-15 Fixed 0.02750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JJGJ2 24257.40700000 PA USD 23580.15000000 0.000585349533 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04500000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BH1 270000.00000000 PA USD 229173.15000000 0.005688954331 Long DBT CORP US N 2 2038-02-01 Fixed 0.03800000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863BP2 394000.00000000 PA USD 316776.00000000 0.007863592211 Long DBT NUSS CL N 2 2042-10-30 Fixed 0.03625000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXB0 450000.00000000 PA USD 457377.07000000 0.011353848666 Long DBT CORP US N 2 2028-07-14 Fixed 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XK4F4 209485.71400000 PA USD 183865.63000000 0.004564248352 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03000000 N N N N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 038222AM7 90000.00000000 PA USD 76924.36000000 0.001909556905 Long DBT CORP US N 2 2047-04-01 Fixed 0.04350000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286AY3 170000.00000000 PA USD 198687.50000000 0.004932183869 Long DBT NUSS PH N 2 2030-02-02 Fixed 0.09500000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CR7 100000.00000000 PA USD 81195.86000000 0.002015591876 Long DBT CORP US N 2 2049-10-26 Fixed 0.04250000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591FE7 300000.00000000 PA USD 296190.99000000 0.007352593511 Long DBT USGSE US N 2 2030-08-01 Fixed 0.03875000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RLV2 419000.00000000 PA USD 273484.12000000 0.006788922127 Long DBT CORP US N 2 2059-09-15 Fixed 0.03650000 N N N N N N BP CAP MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QAV2 635000.00000000 PA USD 630800.83000000 0.015658889858 Long DBT CORP US N 2 2027-01-16 Fixed 0.03017000 N N N N N N WASTE MANAGEMENT INC DEL 549300YX8JIID70NFS41 94106LBR9 130000.00000000 PA USD 98244.97000000 0.002438816011 Long DBT CORP US N 2 2041-06-01 Fixed 0.02950000 N N N N N N MORGAN STANLEY PRIVATE BANK NA 549300GS0W0TEUQS8571 61776NVG5 400000.00000000 PA USD 398944.75000000 0.009903334939 Long DBT CORP US N 2 2031-07-18 Variable 0.04734000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BM4 400000.00000000 PA USD 421599.70000000 0.010465717469 Long DBT CORP US N 2 2034-03-15 Fixed 0.06050000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 13607LWW9 186000.00000000 PA USD 198818.72000000 0.004935441252 Long DBT CORP CA N 2 2033-10-03 Fixed 0.06092000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBF9 240000.00000000 PA USD 236492.19000000 0.005870640905 Long DBT CORP US N 2 2049-02-14 Fixed 0.05950000 N N N N N N DEVON ENERGY CORP NEW 54930042348RKR3ZPN35 25179MAU7 315000.00000000 PA USD 283474.59000000 0.007036923813 Long DBT CORP US N 2 2045-06-15 Fixed 0.05000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032666 1950000.00000000 PA USD 1773433.55000000 0.044023405344 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.03500000 N N N N N N GLOBE LIFE INC 5493001JFHKQOPP6XA71 37959EAA0 270000.00000000 PA USD 243131.78000000 0.006035460929 Long DBT CORP US N 2 2030-08-15 Fixed 0.02150000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCE9 2807000.00000000 PA USD 2659522.86000000 0.066019531934 Long DBT UST US N 2 2028-05-31 Fixed 0.01250000 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687FX9 1840000.00000000 PA USD 1705432.24000000 0.042335352676 Long DBT CORP US N 2 2031-01-13 Fixed 0.02650000 N N N N N N CNH INDUSTRIAL CAPITAL LLC 549300PNSJ5B81UMVO28 12592BAQ7 180000.00000000 PA USD 179931.46000000 0.004466587201 Long DBT CORP US N 2 2028-04-10 Fixed 0.04550000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BNAX1 655730.41600000 PA USD 648878.56000000 0.016107648276 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.05000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0S55 615748.37400000 PA USD 566123.55000000 0.014053352332 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QVXF6 700999.17800000 PA USD 722932.18000000 0.017945942432 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.06000000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BL0 600000.00000000 PA USD 623378.16000000 0.015474630791 Long DBT CORP US N 2 2030-04-01 Fixed 0.05950000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638FD9 370000.00000000 PA USD 375920.00000000 0.009331772558 Long DBT NUSS PE N 2 2055-06-30 Fixed 0.06200000 N N N N N N ARCH CAPITAL GROUP LTD 549300AYR4P8AFKDCE43 03939AAA5 187000.00000000 PA USD 136942.76000000 0.003399443205 Long DBT CORP BM N 2 2050-06-30 Fixed 0.03635000 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 45685EAJ5 50000.00000000 PA USD 49248.26000000 0.001222530222 Long DBT CORP US N 2 2043-07-15 Fixed 0.05700000 N N N N N N LAUDER ESTEE COS INC 549300VFZ8XJ9NUPU221 29736RAJ9 260000.00000000 PA USD 257982.54000000 0.006404113607 Long DBT CORP US N 2 2027-03-15 Fixed 0.03150000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2023-A N/A 344928AD8 62131.60000000 PA USD 62221.63000000 0.001544578898 Long ABS-CBDO CORP US N 2 2028-02-15 Fixed 0.04650000 N N N N N N INTERNATIONAL PAPER CO 824LMFJDH41EY779Q875 460146CN1 110000.00000000 PA USD 99585.67000000 0.002472097314 Long DBT CORP US N 2 2046-05-15 Fixed 0.05150000 N N N N N N BERKSHIRE HATHAWAY FIN CORP 549300RLHFT5RU20WM87 084664CV1 340000.00000000 PA USD 216319.75000000 0.005369883770 Long DBT CORP US N 2 2050-10-15 Fixed 0.02850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GXJY4 3261504.00000000 PA USD 3327537.39000000 0.082602208195 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV7C3 918746.39800000 PA USD 778833.36000000 0.019333623581 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02500000 N N N N N N ONE GAS INC 549300HXDWI0LATTX840 68235PAH1 260000.00000000 PA USD 235821.99000000 0.005854003977 Long DBT CORP US N 2 2030-05-15 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J8YS6 220196.77300000 PA USD 212638.56000000 0.005278502551 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AEE28 19730.03600000 PA USD 19179.18000000 0.000476100621 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VME7 109630.99500000 PA USD 100532.53000000 0.002495602002 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 0.03500000 N N N N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 867224AB3 234000.00000000 PA USD 180234.86000000 0.004474118750 Long DBT CORP CA N 2 2047-11-15 Fixed 0.04000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMD8 240000.00000000 PA USD 241835.20000000 0.006003274854 Long DBT CORP US N 2 2035-10-25 Variable 0.05518000 N N N N N N PRUDENTIAL FUNDING ASIA PLC 2549005TNASWKLR0XC37 744330AA9 100000.00000000 PA USD 95109.18000000 0.002360973707 Long DBT CORP GB N 2 2030-04-14 Fixed 0.03125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWAL7 17471.58700000 PA USD 17087.52000000 0.000424177618 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.04500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHS1 200000.00000000 PA USD 165263.77000000 0.004102479021 Long DBT CORP US N 2 2050-03-15 Variable 0.04330000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418B5C6 43250.56210000 PA USD 39916.57000000 0.000990881976 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 0.03500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCY9 70000.00000000 PA USD 72025.51000000 0.001787948706 Long DBT CORP US N 2 2034-02-01 Variable 0.05817000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132FCBX2 10112.01100000 PA USD 9785.95000000 0.000242924717 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 0.04000000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822AJ3 1050000.00000000 PA USD 1046232.47000000 0.025971492481 Long DBT CORP JP N 2 2026-09-13 Fixed 0.02757000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAM1 290000.00000000 PA USD 233924.09000000 0.005806890838 Long DBT CORP US N 2 2052-04-05 Fixed 0.04400000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AH2 140000.00000000 PA USD 150657.47000000 0.003739894776 Long DBT CORP GB N 2 2037-09-15 Fixed 0.06500000 N N N N N N MARTIN MARIETTA MATERIALS INC 5299005MZ4WZECVATV08 573284AU0 120000.00000000 PA USD 97585.42000000 0.002422443457 Long DBT CORP US N 2 2047-12-15 Fixed 0.04250000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAR0 300000.00000000 PA USD 289797.65000000 0.007193886353 Long DBT CORP US N 2 2035-05-14 Fixed 0.04500000 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216BE0 50000.00000000 PA USD 44532.96000000 0.001105478437 Long DBT CORP US N 2 2043-08-01 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DMF6 2908.09200000 PA USD 2810.00000000 0.000069754950 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 0.03500000 N N N N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346AZ8 780000.00000000 PA USD 784676.00000000 0.019478660258 Long DBT CORP US N 2 2030-06-01 Fixed 0.04650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JR4B4 17074.29800000 PA USD 16597.59000000 0.000412015681 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 0.04500000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142FD0 300000.00000000 PA USD 293576.11000000 0.007287682185 Long DBT CORP US N 2 2033-04-15 Fixed 0.04100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131Y2QD3 12923.32600000 PA USD 12277.47000000 0.000304773775 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.04000000 N N N N N N LYONDELLBASELL INDS NV BN6WCCZ8OVP3ITUUVN49 552081AM3 140000.00000000 PA USD 108602.03000000 0.002695917863 Long DBT CORP NL N 2 2055-02-26 Fixed 0.04625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGH8 1220000.00000000 PA USD 1210278.13000000 0.030043733353 Long DBT UST US N 2 2028-01-31 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XQT6 122783.09800000 PA USD 111720.21000000 0.002773323020 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UD90 66239.48900000 PA USD 62804.47000000 0.001559047216 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 0.04000000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DT6 250000.00000000 PA USD 174095.00000000 0.004321703936 Long DBT NUSS PE N 2 2051-03-10 Fixed 0.03550000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAR2 100000.00000000 PA USD 99606.18000000 0.002472606451 Long DBT CORP US N 2 2029-01-15 Fixed 0.04350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XBXK5 32426.80000000 PA USD 31046.11000000 0.000770683223 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 0.04000000 N N N N N N CDW LLC / CDW FIN CORP N/A 12513GBK4 200000.00000000 PA USD 199667.50000000 0.004956511218 Long DBT CORP US N 2 2030-03-01 Fixed 0.05100000 N N N N N N BP CAP MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QBG4 130000.00000000 PA USD 85093.21000000 0.002112339013 Long DBT CORP US N 2 2050-02-24 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XLE4 825364.39900000 PA USD 750998.16000000 0.018642647428 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 0.03500000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BL3 110000.00000000 PA USD 99311.80000000 0.002465298813 Long DBT CORP US N 2 2040-03-25 Fixed 0.04600000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BP4 290000.00000000 PA USD 291871.12000000 0.007245357811 Long DBT CORP US N 2 2030-07-01 Fixed 0.05200000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31426D3A8 35657.03400000 PA USD 36427.25000000 0.000904263704 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 0.06000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 567000.00000000 PA USD 571542.21000000 0.014187864203 Long DBT CORP US N 2 2028-06-15 Fixed 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140NDCB1 243657.44800000 PA USD 235560.17000000 0.005847504603 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DJ78 14315.17400000 PA USD 14337.37000000 0.000355908373 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 0.05000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCT6 1200000.00000000 PA USD 1196581.80000000 0.029703738044 Long DBT CORP US N 2 2028-10-15 Fixed 0.04150000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CF9 460000.00000000 PA USD 282373.07000000 0.007009579873 Long DBT CORP US N 2 2062-03-17 Fixed 0.03041000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 760942BA9 100000.00000000 PA USD 92452.00000000 0.002295012334 Long DBT NUSS UY N 2 2050-06-18 Fixed 0.05100000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAU0 50000.00000000 PA USD 49324.49000000 0.001224422542 Long DBT CORP US N 2 2035-12-15 Fixed 0.05250000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BU0 250000.00000000 PA USD 253149.03000000 0.006284127398 Long DBT CORP US N 2 2030-09-23 Fixed 0.05100000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YDY8 120000.00000000 PA USD 101314.28000000 0.002515008028 Long DBT CORP US N 2 2045-01-27 Fixed 0.04300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CJYR6 342156.39000000 PA USD 338410.05000000 0.008400632097 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 0.05000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3V3 800000.00000000 PA USD 820726.66000000 0.020373575559 Long DBT CORP US N 2 2036-04-23 Variable 0.05605000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CCG8 150000.00000000 PA USD 156213.30000000 0.003877811731 Long DBT CORP US N 2 2054-09-01 Variable 0.06450000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BK5 210000.00000000 PA USD 121474.43000000 0.003015460077 Long DBT CORP US N 2 2060-02-15 Fixed 0.03100000 N N N N N N UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST N/A 90932LAJ6 236763.29000000 PA USD 245439.13000000 0.006092738184 Long DBT CORP US N 2 2037-07-15 Fixed 0.05800000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CC6 120000.00000000 PA USD 76837.66000000 0.001907404679 Long DBT CORP US N 2 2061-12-01 Fixed 0.04400000 N N N N N N PUBLIC SERVICE CO OF OK F3TJNSIZRGXRH8GEIK79 744533BR0 160000.00000000 PA USD 160071.26000000 0.003973581058 Long DBT CORP US N 2 2035-01-15 Fixed 0.05200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UV74 245296.93500000 PA USD 219801.36000000 0.005456310650 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EDH0 1069215.40700000 PA USD 1008270.24000000 0.025029124700 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MG46 39387.00300000 PA USD 36029.51000000 0.000894390276 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CRC0 13527.14860000 PA USD 12467.49000000 0.000309490798 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 0.03500000 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370BR0 120000.00000000 PA USD 127881.56000000 0.003174509556 Long DBT CORP US N 2 2046-11-01 Fixed 0.07400000 N N N N N N EMERA US FINANCE LP N/A 29103DAT3 130000.00000000 PA USD 116719.91000000 0.002897434702 Long DBT CORP US N 2 2031-06-15 Fixed 0.02639000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAQ2 100000.00000000 PA USD 95512.06000000 0.002370974730 Long DBT CORP US N 2 2053-03-15 Fixed 0.05400000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 254709AT5 50000.00000000 PA USD 57654.71000000 0.001431210472 Long DBT CORP US N 2 2034-11-02 Variable 0.07964000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CD4 200000.00000000 PA USD 112201.16000000 0.002785262039 Long DBT CORP US N 2 2060-06-01 Fixed 0.02675000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBE4 190000.00000000 PA USD 129960.35000000 0.003226113076 Long DBT CORP CA N 2 2051-08-01 Fixed 0.03400000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9U62 9502.81500000 PA USD 9244.63000000 0.000229487083 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EXX3 1834983.84300000 PA USD 1949582.62000000 0.048396099155 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.07000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BH4 510000.00000000 PA USD 425738.19000000 0.010568450624 Long DBT CORP US N 2 2046-04-01 Fixed 0.04250000 N N N N N N EASTMAN CHEMICAL CO FDPVHDGJ1IQZFK9KH630 277432AY6 190000.00000000 PA USD 193594.69000000 0.004805760841 Long DBT CORP US N 2 2034-02-20 Fixed 0.05625000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795KC3 1000000.00000000 PA USD 997107.12000000 0.024752013355 Long DBT CORP US N 2 2031-06-01 Fixed 0.04550000 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABN2 240000.00000000 PA USD 210655.48000000 0.005229274919 Long DBT CORP US N 2 2031-08-01 Fixed 0.01850000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 13607LWT6 210000.00000000 PA USD 211252.17000000 0.005244087047 Long DBT CORP CA N 2 2026-10-02 Fixed 0.05926000 N N N N N N ASSURED GUARANTY US HOLDINGS INC 5493007YCE0652G9TZ64 04621WAE0 35000.00000000 PA USD 24210.49000000 0.000600996983 Long DBT CORP US N 2 2051-09-15 Fixed 0.03600000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNA5 23490000.00000000 PA USD 23229407.81000000 0.576642770698 Long DBT UST US N 2 2032-04-30 Fixed 0.04000000 N N N N N N NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH 549300E2IPL06NDXMZ63 63253QAE4 300000.00000000 PA USD 303695.87000000 0.007538893344 Long DBT CORP US N 2 2028-06-13 Fixed 0.04900000 N N N N N N SHELL FINANCE US INC N/A 822905AG0 410000.00000000 PA USD 284244.05000000 0.007056024754 Long DBT CORP US N 2 2050-04-06 Fixed 0.03250000 N N N N N N PULTE GROUP INC N/A 745867AY7 110000.00000000 PA USD 107427.76000000 0.002666767990 Long DBT CORP US N 2 2031-03-01 Fixed 0.04250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WBZ0 948587.98000000 PA USD 845843.95000000 0.020997082788 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 0.03000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EF3 300000.00000000 PA USD 298425.33000000 0.007408058377 Long DBT CORP US N 2 2054-06-01 Fixed 0.06050000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 589331AS6 130000.00000000 PA USD 104212.18000000 0.002586944992 Long DBT CORP US N 2 2042-09-15 Fixed 0.03600000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V7D6 2557456.69300000 PA USD 2101213.07000000 0.052160147018 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 0.02000000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAP6 180000.00000000 PA USD 181195.08000000 0.004497955084 Long DBT CORP US N 2 2030-09-15 Fixed 0.04900000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BV4 110000.00000000 PA USD 105994.64000000 0.002631192468 Long DBT CORP US N 2 2033-08-04 Variable 0.04164000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UQ70 8028.38900000 PA USD 8089.97000000 0.000200824005 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 0.05000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BC6 200000.00000000 PA USD 193523.70000000 0.004803998598 Long DBT CORP NL N 2 2033-03-28 Variable 0.04252000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAF9 140000.00000000 PA USD 141701.20000000 0.003517565890 Long DBT CORP US N 2 2028-03-22 Fixed 0.05050000 N N N N N N FLORIDA PWR and LT CO A89MY1K3YLIGJMYWVX50 341081EQ6 140000.00000000 PA USD 146651.63000000 0.003640454502 Long DBT CORP US N 2 2034-04-01 Fixed 0.05625000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAU9 400000.00000000 PA USD 396053.81000000 0.009831570749 Long DBT CORP US N 2 2055-04-01 Fixed 0.05850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV4X0 190074.38600000 PA USD 174531.41000000 0.004332537301 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QEJH6 157063.99100000 PA USD 148405.85000000 0.003684000953 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.02500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJP5 340000.00000000 PA USD 308776.04000000 0.007665002598 Long DBT CORP US N 2 2032-03-11 Variable 0.02651000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBC6 150000.00000000 PA USD 132010.72000000 0.003277011104 Long DBT CORP US N 2 2031-11-15 Fixed 0.03200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FXG7 676750.00000000 PA USD 650136.13000000 0.016138865975 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3140KVXM7 3034803.50700000 PA USD 2453662.91000000 0.060909300415 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECL3 210000.00000000 PA USD 130213.35000000 0.003232393504 Long DBT CORP US N 2 2051-09-01 Fixed 0.02820000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQP43 789778.51900000 PA USD 837665.63000000 0.020794065597 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.06500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SE9 68000.00000000 PA USD 52827.50000000 0.001311380652 Long DBT UST US N 2 2048-11-15 Fixed 0.03375000 N N N N N N BENCHMARK 2020-B19 MTG TR N/A 08162WBC9 350000.00000000 PA USD 311867.50000000 0.007741744462 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 0.01850000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F052664 2475000.00000000 PA USD 2486988.41000000 0.061736566819 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.05500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDW2 950000.00000000 PA USD 940509.05000000 0.023347032730 Long DBT CORP US N 2 2029-02-04 Fixed 0.04550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q9FB4 10895.37000000 PA USD 10533.99000000 0.000261493931 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 0.03000000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MCE4 470000.00000000 PA USD 466512.27000000 0.011580619279 Long DBT CORP US N 2 2031-03-10 Fixed 0.04800000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HK2 210000.00000000 PA USD 173550.38000000 0.004308184384 Long DBT CORP US N 2 2048-03-01 Fixed 0.04300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EV64 346934.32600000 PA USD 335296.52000000 0.008323342371 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XRAP0 263547.20100000 PA USD 230491.82000000 0.005721688766 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CU8 150000.00000000 PA USD 117750.00000000 0.002923005476 Long DBT NUSS ID N 2 2070-04-15 Fixed 0.04450000 N N N N N N CHICAGO IL OHARE INTL ARPT REV N/A 167593AN2 300000.00000000 PA USD 325300.89000000 0.008075212594 Long DBT MUN US N 2 2040-01-01 Fixed 0.06395000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020679 8600000.00000000 PA USD 6878656.68000000 0.170754574506 Long ABS-MBS USGA US N 2 2056-07-01 Fixed 0.02000000 N N N N N N DOMINION ENERGY SOUTH CAROLINA INC 3QRVFYR22IUIEOORTK28 837004CJ7 60000.00000000 PA USD 53855.82000000 0.001336907488 Long DBT CORP US N 2 2065-06-01 Fixed 0.05100000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 059438AK7 1060000.00000000 PA USD 1096519.84000000 0.027219817389 Long DBT CORP US N 2 2027-04-29 Fixed 0.08000000 N N N N N N EXPORT IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154EL9 200000.00000000 PA USD 208067.09000000 0.005165021177 Long DBT CORP KR N 2 2035-01-14 Fixed 0.05250000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE CO LLC N/A 893574AV5 100000.00000000 PA USD 98706.58000000 0.002450274937 Long DBT CORP US N 2 2056-03-15 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QPXE2 1425132.24600000 PA USD 1342441.66000000 0.033324537786 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJ6A3 46229.23800000 PA USD 46443.81000000 0.001152913044 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.05000000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AG6 504000.00000000 PA USD 503245.30000000 0.012492473613 Long DBT CORP US N 2 2028-09-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EU73 1213759.17300000 PA USD 1173043.99000000 0.029119439551 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.04500000 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CG9 180000.00000000 PA USD 149521.07000000 0.003711684980 Long DBT CORP US N 2 2045-05-20 Fixed 0.04300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ERU57 11209.85540000 PA USD 10342.23000000 0.000256733714 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03500000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111EM1 300000.00000000 PA USD 323277.21000000 0.008024977115 Long DBT CORP US N 2 2036-06-15 Fixed 0.06200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V4V9 737995.69700000 PA USD 633274.85000000 0.015720304499 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 0.02500000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RMZ2 880000.00000000 PA USD 869625.57000000 0.021587433578 Long DBT CORP US N 2 2056-08-15 Fixed 0.06050000 N N N N N N TRAVELERS COS INC 549300Y650407RU8B149 89417EAR0 100000.00000000 PA USD 65587.38000000 0.001628129689 Long DBT CORP US N 2 2051-06-08 Fixed 0.03050000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759BH2 140000.00000000 PA USD 142093.83000000 0.003527312469 Long DBT CORP US N 2 2033-12-15 Fixed 0.05000000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAS8 340000.00000000 PA USD 346288.33000000 0.008596201147 Long DBT CORP US N 2 2035-06-15 Fixed 0.05375000 N N N N N N ARCELORMITTAL SA LUXEMBOURG 2EULGUTUI56JI9SAL165 03938LBH6 100000.00000000 PA USD 104727.70000000 0.002599742171 Long DBT CORP LU N 2 2054-06-17 Fixed 0.06350000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VCV4 106000.00000000 PA USD 98467.30000000 0.002444335092 Long DBT CORP US N 2 2036-01-15 Fixed 0.04272000 N N N N N N ALLY AUTO RECEIVABLES TRUST 2025-1 N/A 02008KAC7 300000.00000000 PA USD 299273.49000000 0.007429112953 Long ABS-CBDO CORP US N 2 2030-03-15 Fixed 0.03960000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46514BRM1 430000.00000000 PA USD 409761.74000000 0.010171854014 Long DBT NUSS IL N 2 2054-03-12 Fixed 0.05750000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAH4 100000.00000000 PA USD 94413.28000000 0.002343698806 Long DBT CORP US N 2 2054-04-01 Fixed 0.06250000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 N/A 36271VAD9 180000.00000000 PA USD 180539.75000000 0.004481687286 Long ABS-CBDO CORP US N 2 2028-02-21 Fixed 0.04660000 N N N N N N EXPORT IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154DR7 430000.00000000 PA USD 430505.43000000 0.010686791759 Long DBT CORP KR N 2 2027-09-15 Fixed 0.04250000 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687FZ4 830000.00000000 PA USD 608998.46000000 0.015117671625 Long DBT CORP US N 2 2051-01-13 Fixed 0.03600000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214FG3 100000.00000000 PA USD 101230.33000000 0.002512924067 Long DBT CORP AU N 2 2033-08-10 Variable 0.05405000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BG4 460000.00000000 PA USD 449473.36000000 0.011157648347 Long DBT CORP US N 2 2036-11-30 Fixed 0.04750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CASN1 411289.86500000 PA USD 415375.54000000 0.010311210006 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05500000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785KR6 600000.00000000 PA USD 594087.74000000 0.014747530511 Long DBT CORP LU N 2 2029-05-15 Fixed 0.03750000 N N N N N N TELEDYNE TECHNOLOGIES INC 549300VSMO9KYQWDND94 879360AD7 100000.00000000 PA USD 96092.85000000 0.002385392159 Long DBT CORP US N 2 2028-04-01 Fixed 0.02250000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAH7 140000.00000000 PA USD 131988.18000000 0.003276451575 Long DBT CORP US N 2 2028-07-15 Fixed 0.01500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGS4 410000.00000000 PA USD 403129.30000000 0.010007211479 Long DBT UST US N 2 2030-03-31 Fixed 0.03625000 N N N N N N AGREE LP 549300DXY3G299V1BO77 008513AD5 170000.00000000 PA USD 168659.22000000 0.004186767080 Long DBT CORP US N 2 2032-10-01 Fixed 0.04800000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWFT5 422035.07600000 PA USD 434019.86000000 0.010774033357 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLKG2 784797.66300000 PA USD 721058.20000000 0.017899423079 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H4J88 14669.75000000 PA USD 14016.86000000 0.000347952089 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.02500000 N N N N N N JOHNSON and JOHNSON 549300G0CFPGEF6X2043 478160CT9 310000.00000000 PA USD 168581.99000000 0.004184849936 Long DBT CORP US N 2 2060-09-01 Fixed 0.02450000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DB2 480000.00000000 PA USD 494236.11000000 0.012268831051 Long DBT CORP US N 2 2033-02-15 Fixed 0.05375000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BU3 400000.00000000 PA USD 388764.28000000 0.009650616726 Long DBT CORP US N 2 2036-03-15 Fixed 0.04650000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEW8 360000.00000000 PA USD 322041.36000000 0.007994298590 Long DBT CORP US N 2 2053-04-15 Fixed 0.05050000 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 929089AF7 60000.00000000 PA USD 58466.36000000 0.001451358730 Long DBT CORP US N 2 2048-01-23 Variable 0.04700000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286DG9 200000.00000000 PA USD 203000.00000000 0.005039236618 Long DBT NUSS PH N 2 2035-02-04 Fixed 0.05500000 N N N N N N FAIRFAX FINANCIAL HOLDINGS LTD GLS7OQD0WOEDI8YAP031 303901BU5 50000.00000000 PA USD 50176.58000000 0.001245574676 Long DBT CORP CA N 2 2055-03-15 Fixed 0.06100000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KD8 230000.00000000 PA USD 198883.93000000 0.004937060013 Long DBT CORP US N 2 2052-03-01 Fixed 0.05250000 N N N N N N BAY AREA TOLL AU CA BRIDGE REV N/A 072024ND0 325000.00000000 PA USD 337380.84000000 0.008375083168 Long DBT MUN US N 2 2049-04-01 Fixed 0.06263000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAR3 140000.00000000 PA USD 138086.58000000 0.003427837194 Long DBT CORP US N 2 2027-01-15 Fixed 0.02200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SJT5 27323.29730000 PA USD 25328.92000000 0.000628760695 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 0.03500000 N N N N N N JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS N/A 47214BAC2 34000.00000000 PA USD 37022.40000000 0.000919037604 Long DBT CORP NL N 2 2034-03-15 Fixed 0.06750000 N N N N N N WISCONSIN ELEC PWR CO AENKIFMULUAWOUU8Q584 976656CT3 110000.00000000 PA USD 99394.68000000 0.002467356212 Long DBT CORP US N 2 2054-10-01 Fixed 0.05050000 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AK9 500000.00000000 PA USD 472435.18000000 0.011727648565 Long DBT CORP US N 2 2030-03-27 Fixed 0.02850000 N N N N N N AMERICAN WATER CAP CORP 5IDHQUFVC8Q2KIBBFF06 03040WAR6 413000.00000000 PA USD 314183.84000000 0.007799244883 Long DBT CORP US N 2 2047-09-01 Fixed 0.03750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCG6 542908.21900000 PA USD 415525.23000000 0.010314925885 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.01500000 N N N N N N BANK 2023-BNK45 N/A 06541BBK3 1440000.00000000 PA USD 1449560.59000000 0.035983639434 Long ABS-MBS CORP US N 2 2056-02-15 Variable 0.05203000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DA4 520000.00000000 PA USD 529854.70000000 0.013153020721 Long DBT CORP US N 2 2030-02-15 Fixed 0.05125000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDZ2 1197000.00000000 PA USD 764373.68000000 0.018974679005 Long DBT CORP US N 2 2050-05-15 Fixed 0.02900000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BE3 160000.00000000 PA USD 161654.61000000 0.004012885862 Long DBT CORP US N 2 2029-03-15 Fixed 0.05050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DH54 108916.87600000 PA USD 105841.91000000 0.002627401126 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 0.04500000 N N N N N N WASTE MANAGEMENT INC DEL 549300YX8JIID70NFS41 94106LBP3 140000.00000000 PA USD 121787.89000000 0.003023241354 Long DBT CORP US N 2 2031-03-15 Fixed 0.01500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WB49 40116.99200000 PA USD 39370.50000000 0.000977326429 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 0.04500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YEE5 950000.00000000 PA USD 932696.74000000 0.023153101309 Long DBT CORP US N 2 2031-03-15 Fixed 0.04125000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PL9 300000.00000000 PA USD 305260.27000000 0.007577727737 Long DBT CORP US N 2 2035-06-11 Variable 0.05449000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 42250GAB9 20000.00000000 PA USD 19625.42000000 0.000487178005 Long DBT CORP US N 2 2033-01-15 Fixed 0.04750000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DP9 350000.00000000 PA USD 288151.31000000 0.007153017896 Long DBT CORP US N 2 2050-06-30 Fixed 0.04375000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFL1 810000.00000000 PA USD 786498.76000000 0.019523908135 Long DBT CORP US N 2 2054-07-15 Fixed 0.05625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C6A7 84334.53200000 PA USD 81979.94000000 0.002035055741 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418E4L1 710483.97000000 PA USD 684208.71000000 0.016984677762 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.04500000 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556CM2 410000.00000000 PA USD 299108.54000000 0.007425018263 Long DBT CORP US N 2 2041-10-15 Fixed 0.02800000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AS8 240000.00000000 PA USD 242130.53000000 0.006010606074 Long DBT CORP US N 2 2030-03-15 Fixed 0.05375000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PFC5 260000.00000000 PA USD 264231.05000000 0.006559225530 Long DBT CORP US N 2 2036-07-23 Variable 0.05576000 N N N N N N TEXAS STATE N/A 882722VN8 300000.00000000 PA USD 282145.26000000 0.007003924757 Long DBT MUN US N 2 2040-04-01 Fixed 0.04681000 N N N N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 74949LAC6 240000.00000000 PA USD 236882.18000000 0.005880321948 Long DBT CORP US N 2 2029-03-18 Fixed 0.04000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAP9 350000.00000000 PA USD 337649.86000000 0.008381761273 Long DBT CORP US N 2 2030-03-26 Fixed 0.03350000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HN6B9 840000.00000000 PA USD 840009.32000000 0.020852244949 Long ABS-MBS USGSE US N 2 2030-05-25 Fixed 0.04421000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DL8 40000.00000000 PA USD 35135.27000000 0.000872191818 Long DBT CORP US N 2 2048-04-01 Fixed 0.04750000 N N N N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49446RAP4 216000.00000000 PA USD 215069.93000000 0.005338858456 Long DBT CORP US N 2 2026-10-01 Fixed 0.02800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ECE8 912080.19300000 PA USD 860376.74000000 0.021357842234 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 0.02500000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAL7 50000.00000000 PA USD 49197.26000000 0.001221264207 Long DBT CORP US N 2 2027-09-12 Fixed 0.03000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBS4 210000.00000000 PA USD 188396.71000000 0.004676727092 Long DBT CORP US N 2 2031-05-15 Fixed 0.02500000 N N N N N N AIR PRODUCTS and CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158AZ9 320000.00000000 PA USD 237248.68000000 0.005889419880 Long DBT CORP US N 2 2040-05-15 Fixed 0.02700000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179Y2N3 575698.27600000 PA USD 600104.37000000 0.014896886285 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 0.06500000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CQ9 100000.00000000 PA USD 89490.45000000 0.002221495333 Long DBT CORP US N 2 2039-06-15 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EJ76 472549.03100000 PA USD 469147.06000000 0.011646024847 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H3XH4 55669.15860000 PA USD 51308.28000000 0.001273667799 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133G6R49 2992.74700000 PA USD 2832.45000000 0.000070312245 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 0.02500000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448GK8 690000.00000000 PA USD 696414.53000000 0.017287672910 Long DBT CORP US N 2 2035-07-23 Fixed 0.05000000 N N N N N N BERKSHIRE HATHAWAY INC DEL 5493000C01ZX7D35SD85 084670BK3 110000.00000000 PA USD 100182.52000000 0.002486913415 Long DBT CORP US N 2 2043-02-11 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XMHN9 4493799.20900000 PA USD 3629059.67000000 0.090087144719 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02000000 N N N N N N KELLANOVA LONOZNOJYIBXOHXWDB86 487836BX5 160000.00000000 PA USD 145762.55000000 0.003618384135 Long DBT CORP US N 2 2030-06-01 Fixed 0.02100000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 716973AF9 200000.00000000 PA USD 190065.30000000 0.004718147879 Long DBT CORP SG N 2 2043-05-19 Fixed 0.05110000 N N N N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 636274AF9 60000.00000000 PA USD 61244.35000000 0.001520319069 Long DBT CORP GB N 2 2034-01-11 Fixed 0.05418000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AS4 200000.00000000 PA USD 139684.52000000 0.003467504178 Long DBT CORP US N 2 2049-09-15 Fixed 0.03375000 N N N N N N PROGRESS ENERGY INC 549300FBMTW0JYWMNB26 743263AE5 240000.00000000 PA USD 269288.38000000 0.006684767809 Long DBT CORP US N 2 2031-03-01 Fixed 0.07750000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DF9 80000.00000000 PA USD 86876.48000000 0.002156606597 Long DBT CORP US N 2 2036-09-15 Fixed 0.06450000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YCG8 250000.00000000 PA USD 253143.60000000 0.006283992604 Long DBT CORP US N 2 2036-05-22 Fixed 0.05200000 N N N N N N BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 549300O5ZKB2MUUSKB97 0778FPAG4 230000.00000000 PA USD 200537.65000000 0.004978111670 Long DBT CORP CA N 2 2032-02-15 Fixed 0.02150000 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAK7 280000.00000000 PA USD 270106.57000000 0.006705078415 Long DBT CORP US N 2 2031-03-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV5C5 44872.05700000 PA USD 38150.81000000 0.000947049057 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 0.02500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PCR1 182000.00000000 PA USD 161799.55000000 0.004016483828 Long DBT CORP US N 2 2045-07-15 Fixed 0.04750000 N N N N N N KEYSIGHT TECHNOLOGIES INC 549300GLKVIO8YRCYN02 49338LAG8 120000.00000000 PA USD 119112.49000000 0.002956827691 Long DBT CORP US N 2 2034-10-15 Fixed 0.04950000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBR5 400000.00000000 PA USD 392894.58000000 0.009753146574 Long DBT CORP IE N 2 2030-11-15 Fixed 0.04375000 N N N N N N TEXAS INSTRUMENTS INC. WDJNR2L6D8RWOEB8T652 882508CK8 360000.00000000 PA USD 361578.74000000 0.008975767620 Long DBT CORP US N 2 2030-05-23 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L4B40 27279.79500000 PA USD 21851.33000000 0.000542433607 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N BUNGE LTD FIN CORP 549300QHC068L40NNM71 120568BC3 110000.00000000 PA USD 100539.24000000 0.002495768570 Long DBT CORP US N 2 2031-05-14 Fixed 0.02750000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CM0 140000.00000000 PA USD 131453.30000000 0.003263173807 Long DBT CORP US N 2 2029-09-06 Fixed 0.02125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140ANFR5 22924.89100000 PA USD 23436.20000000 0.000581776143 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 0.06000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BX7 201000.00000000 PA USD 181771.37000000 0.004512260806 Long DBT CORP US N 2 2046-02-23 Fixed 0.04650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV3U7 49283.19900000 PA USD 45299.36000000 0.001124503417 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140NM4F1 46032.38500000 PA USD 48376.84000000 0.001200898244 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.06500000 N N N N N N OHIO EDISON CO N/A 677347CE4 70000.00000000 PA USD 78599.19000000 0.001951132593 Long DBT CORP US N 2 2036-07-15 Fixed 0.06875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QGR74 219173.23900000 PA USD 183809.77000000 0.004562861693 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02500000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBP2 80000.00000000 PA USD 79312.64000000 0.001968843151 Long DBT CORP US N 2 2033-05-01 Fixed 0.04900000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAL9 290000.00000000 PA USD 278805.28000000 0.006921013676 Long DBT CORP US N 2 2030-04-08 Fixed 0.03500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CK9 130000.00000000 PA USD 96801.83000000 0.002402991755 Long DBT CORP US N 2 2049-05-01 Fixed 0.03900000 N N N N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346AU9 110000.00000000 PA USD 68709.49000000 0.001705632404 Long DBT CORP US N 2 2055-12-15 Fixed 0.02979000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SF6 264000.00000000 PA USD 191049.38000000 0.004742576510 Long DBT UST US N 2 2049-02-15 Fixed 0.03000000 N N N N N N QUEBEC PROVINCE CDA 549300WN65YFEQH74Y36 748149AN1 320000.00000000 PA USD 316451.84000000 0.007855545320 Long DBT NUSS CA N 2 2027-04-12 Fixed 0.02750000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 74432QCA1 110000.00000000 PA USD 95787.43000000 0.002377810467 Long DBT CORP US N 2 2044-05-15 Fixed 0.04600000 N N N N N N NORTHWESTERN UNIV OBWWNZE695DUK77DTI34 668444AN2 120000.00000000 PA USD 95287.91000000 0.002365410469 Long DBT CORP US N 2 2048-12-01 Fixed 0.03868000 N N N N N N NATIONAL OILWELL VARCO INC 549300EHF3IW1AR6U008 637071AM3 280000.00000000 PA USD 271010.74000000 0.006727523373 Long DBT CORP US N 2 2029-12-01 Fixed 0.03600000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AM3 450000.00000000 PA USD 441755.96000000 0.010966072955 Long DBT CORP US N 2 2028-04-15 Fixed 0.03250000 N N N N N N ITC HLDGS CORP 549300HTO5U9D3SLE207 465685AH8 35000.00000000 PA USD 32367.19000000 0.000803477483 Long DBT CORP US N 2 2043-07-01 Fixed 0.05300000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAD3 190000.00000000 PA USD 200361.77000000 0.004973745656 Long DBT CORP US N 2 2053-02-15 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D6G2 2391327.95000000 PA USD 2198977.90000000 0.054587044118 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 0.02000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AW9 190000.00000000 PA USD 174631.71000000 0.004335027131 Long DBT CORP US N 2 2030-03-12 Fixed 0.02250000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AK1 100000.00000000 PA USD 100205.98000000 0.002487495782 Long DBT CORP US N 2 2041-06-15 Fixed 0.05500000 N N N N N N DALLAS FORT WORTH TX INTL ARPT N/A 2350364X5 20000.00000000 PA USD 15085.06000000 0.000374468900 Long DBT MUN US N 2 2045-11-01 Fixed 0.03144000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAX0 910000.00000000 PA USD 907539.27000000 0.022528596658 Long DBT CORP US N 2 2037-04-10 Variable 0.05296000 N N N N N N S and P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBH6 300000.00000000 PA USD 296396.32000000 0.007357690587 Long DBT CORP US N 2 2027-03-01 Fixed 0.02450000 N N N N N N BUNGE LTD FIN CORP 549300QHC068L40NNM71 120568BS8 150000.00000000 PA USD 149345.22000000 0.003707319711 Long DBT CORP US N 2 2033-03-19 Fixed 0.04800000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 4651387N9 200000.00000000 PA USD 171175.32000000 0.004249226308 Long DBT NUSS IL N 2 2043-01-30 Fixed 0.04500000 N N N N N N PECO ENERGY COMPANY YH65D4JBECK76IFEJ279 693304AV9 220000.00000000 PA USD 165605.55000000 0.004110963308 Long DBT CORP US N 2 2047-09-15 Fixed 0.03700000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058JG9 1433000.00000000 PA USD 1246133.60000000 0.030933803291 Long DBT CORP US N 2 2030-08-26 Fixed 0.00750000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BN2 130000.00000000 PA USD 136209.80000000 0.003381248334 Long DBT CORP US N 2 2053-09-01 Fixed 0.06625000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334LB5 440000.00000000 PA USD 445804.90000000 0.011066583135 Long DBT CORP US N 2 2035-03-15 Fixed 0.05200000 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HBG1 50000.00000000 PA USD 50065.37000000 0.001242814018 Long DBT CORP US N 2 2031-01-25 Fixed 0.06250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WFH6 1583805.13200000 PA USD 1410774.26000000 0.035020814338 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 0.03000000 N N N N N N MASSACHUSETTS ST WTR RES AUTH N/A 576051ZT6 300000.00000000 PA USD 242581.32000000 0.006021796406 Long DBT MUN US N 2 2041-08-01 Fixed 0.02823000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBS9 4619000.00000000 PA USD 4396349.79000000 0.109134220923 Long DBT UST US N 2 2028-03-31 Fixed 0.01250000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804FG4 160000.00000000 PA USD 210380.41000000 0.005222446629 Long DBT CORP US N 2 2038-11-15 Fixed 0.08875000 N N N N N N DEVON ENERGY CORP NEW 54930042348RKR3ZPN35 25179MAL7 100000.00000000 PA USD 98857.68000000 0.002454025817 Long DBT CORP US N 2 2041-07-15 Fixed 0.05600000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCF6 100000.00000000 PA USD 94656.71000000 0.002349741670 Long DBT CORP US N 2 2053-06-15 Fixed 0.05250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180AB85 817116.35400000 PA USD 788058.96000000 0.019562638268 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 0.04500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F050460 2575000.00000000 PA USD 2588277.22000000 0.064250942584 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427SFU7 904230.46500000 PA USD 775287.74000000 0.019245607728 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AZ5 170000.00000000 PA USD 158941.75000000 0.003945542299 Long DBT CORP US N 2 2030-05-15 Fixed 0.02800000 N N N N N N LINDE INC/CT ZU69GUVJQGZ6Z1UOOO79 74005PBS2 100000.00000000 PA USD 53924.60000000 0.001338614871 Long DBT CORP US N 2 2050-08-10 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RZS1 221275.26100000 PA USD 199455.11000000 0.004951238886 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 0.03000000 N N N N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021AW6 120000.00000000 PA USD 122285.35000000 0.003035590214 Long DBT CORP US N 2 2034-02-20 Fixed 0.05150000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBQ3 100000.00000000 PA USD 53681.04000000 0.001332568780 Long DBT CORP US N 2 2050-10-15 Fixed 0.02125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWD83 22078.46500000 PA USD 20790.50000000 0.000516099748 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.04000000 N N N N N N HARTFORD INSURANCE GROUP INC/THE IU7C3FTM7Y3BQM112U94 416515BD5 210000.00000000 PA USD 175451.97000000 0.004355389122 Long DBT CORP US N 2 2048-03-15 Fixed 0.04400000 N N N N N N AIR PRODUCTS and CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158BF2 120000.00000000 PA USD 120914.97000000 0.003001572140 Long DBT CORP US N 2 2033-03-03 Fixed 0.04800000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451BL1 230000.00000000 PA USD 235393.59000000 0.005843369450 Long DBT CORP AU N 2 2035-02-21 Fixed 0.05300000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AS9 180000.00000000 PA USD 160919.50000000 0.003994637620 Long DBT CORP US N 2 2040-06-01 Fixed 0.04350000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DUAU1 405448.12800000 PA USD 408715.55000000 0.010145883575 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.05500000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBH7 200000.00000000 PA USD 200113.70000000 0.004967587609 Long DBT CORP IE N 2 2034-01-19 Fixed 0.05300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FLM7 3850002.00200000 PA USD 3502991.70000000 0.086957655405 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 0.03500000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCE6 520000.00000000 PA USD 538121.29000000 0.013358229110 Long DBT CORP US N 2 2033-07-15 Fixed 0.05375000 N N N N N N BENCHMARK 2025-B41 MTG TR N/A 081935AW8 550000.00000000 PA USD 562309.11000000 0.013958663338 Long ABS-MBS CORP US N 2 2068-07-15 Fixed 0.05407210 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172BD0 224000.00000000 PA USD 204348.28000000 0.005072706085 Long DBT CORP US N 2 2043-11-15 Fixed 0.04875000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBR6 200000.00000000 PA USD 176486.78000000 0.004381077065 Long DBT CORP US N 2 2053-01-15 Fixed 0.04800000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EL9 200000.00000000 PA USD 204679.29000000 0.005080923020 Long DBT CORP GB N 2 2035-11-18 Variable 0.05874000 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAM3 250000.00000000 PA USD 234890.52000000 0.005830881328 Long DBT CORP US N 2 2032-03-24 Fixed 0.03625000 N N N N N N REGENCY CTRS LP 5493008PTR2GAOYBXW28 75884RBB8 130000.00000000 PA USD 131765.88000000 0.003270933238 Long DBT CORP US N 2 2034-01-15 Fixed 0.05250000 N N N N N N NOVARTIS CAP CORP 5493002KF87V5RSRQS84 66989HAX6 400000.00000000 PA USD 397176.10000000 0.009859430280 Long DBT CORP US N 2 2028-11-05 Fixed 0.03900000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBR5 200000.00000000 PA USD 207893.41000000 0.005160709774 Long DBT CORP CA N 2 2033-03-08 Fixed 0.05700000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SLR6 212151.36190000 PA USD 191625.70000000 0.004756882977 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 0.03000000 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002BB6 160000.00000000 PA USD 160230.72000000 0.003977539465 Long DBT CORP US N 2 2053-08-15 Variable 0.06850680 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DX6 130000.00000000 PA USD 122241.46000000 0.003034500696 Long DBT CORP US N 2 2064-09-15 Fixed 0.05650000 N N N N N N COPT DEFENSE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 22003BAM8 200000.00000000 PA USD 181465.41000000 0.004504665709 Long DBT CORP US N 2 2031-04-15 Fixed 0.02750000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GD35 1160000.00000000 PA USD 1136978.23000000 0.028224149411 Long DBT CORP US N 2 2031-10-21 Variable 0.04369000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBK2 1300000.00000000 PA USD 1282526.30000000 0.031837209332 Long DBT CORP US N 2 2031-02-15 Fixed 0.04100000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 17325FBB3 2000000.00000000 PA USD 2067572.28000000 0.051325053910 Long DBT CORP US N 2 2028-09-29 Fixed 0.05803000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAE1 100000.00000000 PA USD 70616.10000000 0.001752961758 Long DBT CORP US N 2 2040-12-21 Fixed 0.02500000 N N N N N N GALLAGHER (ARTHUR J.) and CO 54930049QLLMPART6V29 04316JAN9 440000.00000000 PA USD 436876.38000000 0.010844943111 Long DBT CORP US N 2 2035-02-15 Fixed 0.05150000 N N N N N N AMERIPRISE FINL INC 6ZLKQF7QB6JAEKQS5388 03076CAM8 70000.00000000 PA USD 71232.44000000 0.001768261675 Long DBT CORP US N 2 2033-05-15 Fixed 0.05150000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128283F5 255000.00000000 PA USD 248824.22000000 0.006176769068 Long DBT UST US N 2 2027-11-15 Fixed 0.02250000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBQ2 550000.00000000 PA USD 551801.73000000 0.013697829969 Long DBT CORP US N 2 2027-06-09 Fixed 0.04750000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBM7 280000.00000000 PA USD 276524.52000000 0.006864396487 Long DBT CORP US N 2 2027-01-15 Fixed 0.01950000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DM0 70000.00000000 PA USD 65631.93000000 0.001629235590 Long DBT CORP US N 2 2049-01-15 Fixed 0.05400000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5C56 1055573.38600000 PA USD 1044950.10000000 0.025939659152 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 0.05000000 N N N N N N BLACKSTONE REG FINANCE CO L.L.C. 254900S2G1V55FTA4590 092914AB6 50000.00000000 PA USD 49213.71000000 0.001221672559 Long DBT CORP US N 2 2030-11-03 Fixed 0.04300000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BP2 670000.00000000 PA USD 656525.00000000 0.016297462170 Long DBT CORP US N 2 2031-02-15 Fixed 0.04550000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J7BL5 53318.07900000 PA USD 51202.69000000 0.001271046652 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YKN3 405790.02300000 PA USD 370622.80000000 0.009200275789 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 0.03500000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAT0 200000.00000000 PA USD 197474.88000000 0.004902082002 Long DBT CORP US N 2 2035-04-01 Fixed 0.05100000 N N N N N N HUNTINGTON INGALLS INDUSTRIES INC 5TZLZ6WJTBVJ0QWBG121 446413AL0 170000.00000000 PA USD 167541.66000000 0.004159024966 Long DBT CORP US N 2 2027-12-01 Fixed 0.03483000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JNW22 45275.10300000 PA USD 45387.76000000 0.001126697843 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 0.05000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BZ8 360000.00000000 PA USD 322231.94000000 0.007999029515 Long DBT CORP US N 2 2031-05-12 Fixed 0.02100000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCG8 110000.00000000 PA USD 109470.17000000 0.002717468419 Long DBT CORP US N 2 2028-08-01 Fixed 0.04375000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FY9 150000.00000000 PA USD 117373.40000000 0.002913656823 Long DBT CORP US N 2 2042-02-14 Fixed 0.03375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QTDD8 1631526.17400000 PA USD 1662519.13000000 0.041270085113 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.05500000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAR0 110000.00000000 PA USD 113670.28000000 0.002821731218 Long DBT CORP US N 2 2034-02-01 Fixed 0.05750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFT3 10290000.00000000 PA USD 10263069.11000000 0.254768638781 Long DBT UST US N 2 2029-10-31 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X7CA5 565132.70700000 PA USD 536889.52000000 0.013327651867 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.04000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABL8 210000.00000000 PA USD 156043.74000000 0.003873602604 Long DBT CORP US N 2 2041-02-15 Fixed 0.03000000 N N N N N N SHERWIN WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BT2 170000.00000000 PA USD 170597.56000000 0.004234884095 Long DBT CORP US N 2 2031-09-01 Fixed 0.04800000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231GBF8 300000.00000000 PA USD 271832.58000000 0.006747924586 Long DBT CORP US N 2 2040-03-19 Fixed 0.04227000 N N N N N N BLACKROCK INC 529900VBK42Y5HHRMD23 09247XAN1 220000.00000000 PA USD 218677.93000000 0.005428422819 Long DBT CORP US N 2 2027-03-15 Fixed 0.03200000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHQ5 825000.00000000 PA USD 811792.67000000 0.020151799748 Long DBT CORP US N 2 2030-02-07 Variable 0.03974000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M1GT5 123257.07700000 PA USD 94298.65000000 0.002340853251 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.01500000 N N N N N N SOUTHWESTERN PUBLIC SERVICE CO OL6FE7QD5EQ3DOYEO258 845743BN2 160000.00000000 PA USD 141341.20000000 0.003508629313 Long DBT CORP US N 2 2041-08-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YWZ3 399813.80000000 PA USD 363852.63000000 0.009032214269 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KNVZ8 535538.54800000 PA USD 433823.98000000 0.010769170866 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DYB2 8583124.06400000 PA USD 6934160.02000000 0.172132379744 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.02000000 N N N N N N BURLINGTON NORTHN SANTA FE LLC N/A 12189LBM2 140000.00000000 PA USD 141634.56000000 0.003515911631 Long DBT CORP US N 2 2056-03-15 Fixed 0.05800000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CE8 1000000.00000000 PA USD 1006659.52000000 0.024989140468 Long DBT CORP US N 2 2028-02-10 Fixed 0.04875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N0AH8 290692.38000000 PA USD 281213.72000000 0.006980800371 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.04500000 N N N N N N VONTIER CORP 549300VVSQLG4P5K4639 928881AD3 70000.00000000 PA USD 67191.25000000 0.001667943878 Long DBT CORP US N 2 2028-04-01 Fixed 0.02400000 N N N N N N HONDA MOTOR CO LTD 549300P7ZYCQJ36CCS16 438127AC6 130000.00000000 PA USD 117172.73000000 0.002908675426 Long DBT CORP JP N 2 2032-03-10 Fixed 0.02967000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3618N6FH5 6999995.32400000 PA USD 6308584.79000000 0.156603209270 Long ABS-MBS USGA US N 2 2056-04-20 Fixed 0.03500000 N N N N N N SHELL FINANCE US INC N/A 822905AE5 100000.00000000 PA USD 80220.96000000 0.001991391128 Long DBT CORP US N 2 2046-05-10 Fixed 0.04000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236THX6 180000.00000000 PA USD 158216.56000000 0.003927540309 Long DBT CORP US N 2 2031-01-10 Fixed 0.01650000 N N N N N N GE HEALTHCARE TECHNOLOGIES INC 549300OI9J7XOWZMUN85 36267VAF0 120000.00000000 PA USD 122117.39000000 0.003031420804 Long DBT CORP US N 2 2027-11-15 Fixed 0.05650000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAW3 170000.00000000 PA USD 156780.40000000 0.003891889323 Long DBT CORP US N 2 2042-08-15 Fixed 0.04850000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MDQ0 170000.00000000 PA USD 170775.14000000 0.004239292310 Long DBT CORP JP N 2 2044-07-09 Fixed 0.05836000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BW8 1000000.00000000 PA USD 1026571.19000000 0.025483424293 Long DBT CORP US N 2 2029-02-01 Fixed 0.05875000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAS1 250000.00000000 PA USD 252401.01000000 0.006265558679 Long DBT CORP US N 2 2032-05-22 Fixed 0.04850000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UCB6 47145.57400000 PA USD 44700.72000000 0.001109642882 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMR9 10110000.00000000 PA USD 10069323.02000000 0.249959119612 Long DBT UST US N 2 2032-02-29 Fixed 0.04125000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBN7 350000.00000000 PA USD 344863.83000000 0.008560839607 Long DBT CORP US N 2 2054-03-15 Fixed 0.05700000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475CE3 750000.00000000 PA USD 757340.56000000 0.018800090060 Long DBT CORP US N 2 2036-07-21 Variable 0.05373000 N N N N N N NXP B V/NXP FDG LLC/NXP USA INC N/A 62954HAN8 120000.00000000 PA USD 79836.82000000 0.001981855304 Long DBT CORP NL N 2 2051-11-30 Fixed 0.03250000 N N N N N N MBART 2025-1 N/A 58773DAD6 150000.00000000 PA USD 150936.93000000 0.003746832042 Long ABS-CBDO CORP US N 2 2029-12-17 Fixed 0.04780000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDR4 1700000.00000000 PA USD 1734395.98000000 0.043054343510 Long DBT CORP US N 2 2034-06-01 Variable 0.05350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DQF2 260158.76700000 PA USD 245980.14000000 0.006106168122 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YSSV9 84481.46620000 PA USD 78414.40000000 0.001946545398 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.03500000 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556DE9 250000.00000000 PA USD 246222.36000000 0.006112180949 Long DBT CORP US N 2 2035-10-07 Fixed 0.04794000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H060663 7900000.00000000 PA USD 8047939.35000000 0.199780643706 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.06000000 N N N N N N TOTAL CAPITAL INTL SA 549300U37G2I8G4RUG09 89153VAU3 140000.00000000 PA USD 100605.05000000 0.002497402226 Long DBT CORP FR N 2 2049-07-12 Fixed 0.03461000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SX7 1245000.00000000 PA USD 771267.78000000 0.019145816942 Long DBT UST US N 2 2051-05-15 Fixed 0.02375000 N N N N N N BP CAP MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QBP4 220000.00000000 PA USD 140055.80000000 0.003476720768 Long DBT CORP US N 2 2051-06-04 Fixed 0.02939000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133WJY78 93387.65300000 PA USD 89974.89000000 0.002233520987 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 0.03500000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFQ2 1010000.00000000 PA USD 979453.32000000 0.024313778501 Long DBT CORP US N 2 2030-07-01 Fixed 0.03600000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CHFE0 604376.80000000 PA USD 618659.43000000 0.015357493860 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.06000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBJ4 730000.00000000 PA USD 735198.50000000 0.018250439422 Long DBT CORP US N 2 2030-01-15 Fixed 0.04700000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5KX6 2468391.93400000 PA USD 2524553.28000000 0.062669070604 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNCZ4 328865.66000000 PA USD 281455.76000000 0.006986808729 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AN0 487000.00000000 PA USD 426476.87000000 0.010586787487 Long DBT CORP US N 2 2048-04-15 Fixed 0.04600000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VDN7 538005.54100000 PA USD 480069.02000000 0.011917149678 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 0.03000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLC1 400000.00000000 PA USD 409909.52000000 0.010175522479 Long DBT CORP US N 2 2028-11-10 Variable 0.06204000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140AUYK3 174963.89600000 PA USD 176647.28000000 0.004385061289 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 0.05500000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAF9 160000.00000000 PA USD 162570.69000000 0.004035626473 Long DBT CORP US N 2 2033-08-15 Fixed 0.05500000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAN0 270000.00000000 PA USD 240181.30000000 0.005962218728 Long DBT CORP US N 2 2031-03-15 Fixed 0.02250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNU1 28410000.00000000 PA USD 28173619.99000000 0.699377032101 Long DBT UST US N 2 2028-08-15 Fixed 0.03625000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RKH4 1280000.00000000 PA USD 1118435.56000000 0.027763849403 Long DBT CORP US N 2 2032-02-01 Fixed 0.02250000 N N N N N N AON CORP2 LTS3U8DGK38SETRUWX71 037389BB8 630000.00000000 PA USD 629780.58000000 0.015633563350 Long DBT CORP US N 2 2028-12-15 Fixed 0.04500000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BN6 180000.00000000 PA USD 183058.57000000 0.004544214035 Long DBT CORP US N 2 2030-04-01 Fixed 0.05200000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G05Y5 250000.00000000 PA USD 239592.47000000 0.005947601715 Long DBT USGSE US N 2 2027-10-08 Fixed 0.00750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YYV0 2394191.69000000 PA USD 2373089.28000000 0.058909154668 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 0.05000000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BD3 40000.00000000 PA USD 32235.48000000 0.000800207937 Long DBT CORP US N 2 2048-03-01 Fixed 0.04200000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SR0 2000.00000000 PA USD 1255.94000000 0.000031177235 Long DBT UST US N 2 2040-05-15 Fixed 0.01125000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 74432QAQ8 120000.00000000 PA USD 124751.67000000 0.003096813712 Long DBT CORP US N 2 2036-12-14 Fixed 0.05700000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAP9 210000.00000000 PA USD 211237.00000000 0.005243710470 Long DBT CORP US N 2 2030-06-15 Fixed 0.05150000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAT7 60000.00000000 PA USD 62031.23000000 0.001539852441 Long DBT CORP US N 2 2034-05-15 Fixed 0.05700000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDQ2 68000.00000000 PA USD 56579.97000000 0.001404531313 Long DBT CORP US N 2 2048-12-15 Fixed 0.04450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WJM96 48906.87000000 PA USD 43766.15000000 0.001086443279 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJ3K4 3215.36500000 PA USD 3062.44000000 0.000076021476 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140AWHT9 538355.96000000 PA USD 532377.25000000 0.013215640063 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.05000000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457DK1 500000.00000000 PA USD 499196.49000000 0.012391966660 Long DBT CORP US N 2 2029-05-20 Fixed 0.04150000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAX1 60000.00000000 PA USD 59366.69000000 0.001473708365 Long DBT CORP US N 2 2035-08-17 Fixed 0.05000000 N N N N N N UNIV CA REGTS MED CTR POOLED REV N/A 913366KC3 700000.00000000 PA USD 442067.08000000 0.010973796143 Long DBT MUN US N 2 2060-05-15 Fixed 0.03256000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PED0 270000.00000000 PA USD 242265.64000000 0.006013960021 Long DBT CORP US N 2 2031-05-15 Fixed 0.02300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV3Z6 447216.60000000 PA USD 395317.16000000 0.009813284277 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03000000 N N N N N N COLUMBIA PIPELINE GROUP INC 549300SRP1TQM9JJBG80 198280AH2 50000.00000000 PA USD 49680.07000000 0.001233249398 Long DBT CORP US N 2 2045-06-01 Fixed 0.05800000 N N N N N N JEFFERIES FINANCIAL GROUP INC 549300HOF34RGOJ5YL07 47233WBM0 320000.00000000 PA USD 327514.72000000 0.008130168324 Long DBT CORP US N 2 2028-07-21 Fixed 0.05875000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAX5 105000.00000000 PA USD 98452.61000000 0.002443970430 Long DBT CORP US N 2 2030-03-01 Fixed 0.02950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A4CV8 37557.07800000 PA USD 35242.04000000 0.000874842258 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03500000 N N N N N N NXP B V/NXP FDG LLC/NXP USA INC N/A 62954HAY4 100000.00000000 PA USD 95481.41000000 0.002370213879 Long DBT CORP NL N 2 2030-05-01 Fixed 0.03400000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AZ0 222000.00000000 PA USD 216437.99000000 0.005372818939 Long DBT CORP US N 2 2029-11-19 Fixed 0.03900000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBA0 300000.00000000 PA USD 308704.73000000 0.007663232411 Long DBT CORP GB N 2 2030-06-05 Variable 0.05721000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 330000.00000000 PA USD 281022.04000000 0.006976042140 Long DBT CORP US N 2 2050-05-15 Fixed 0.05000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GG7 120000.00000000 PA USD 122216.68000000 0.003033885562 Long DBT CORP US N 2 2035-02-20 Fixed 0.05100000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RCJ4 440000.00000000 PA USD 447135.62000000 0.011099616697 Long DBT CORP US N 2 2036-06-06 Variable 0.05316000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ELV0 335968.79100000 PA USD 315949.89000000 0.007843085000 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.04000000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MER1 180000.00000000 PA USD 140824.81000000 0.003495810538 Long DBT CORP US N 2 2043-05-01 Fixed 0.03625000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAQ7 100000.00000000 PA USD 102515.36000000 0.002544823428 Long DBT CORP US N 2 2033-03-15 Fixed 0.05250000 N N N N N N CALIFORNIA ST 9845007J7054602FF597 13063BJC7 350000.00000000 PA USD 419612.03000000 0.010416375896 Long DBT MUN US N 2 2040-11-01 Fixed 0.07600000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DSEJ7 1039540.75500000 PA USD 1109919.95000000 0.027552459384 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 0.07000000 N N N N N N PROGRESSIVE CORP OHIO 529900TACNVLY9DCR586 743315AT0 100000.00000000 PA USD 81799.81000000 0.002030584226 Long DBT CORP US N 2 2048-03-15 Fixed 0.04200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EXV7 662220.76300000 PA USD 678749.86000000 0.016849168221 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.06000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAW2 250000.00000000 PA USD 247139.53000000 0.006134948617 Long DBT CORP US N 2 2032-01-27 Variable 0.04597000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AM5 100000.00000000 PA USD 65234.00000000 0.001619357446 Long DBT CORP US N 2 2050-05-15 Fixed 0.03125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128282R0 1371000.00000000 PA USD 1344008.44000000 0.033363431260 Long DBT UST US N 2 2027-08-15 Fixed 0.02250000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AX1 440000.00000000 PA USD 449864.82000000 0.011167365882 Long DBT CORP US N 2 2052-10-15 Fixed 0.06100000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EM3 150000.00000000 PA USD 152007.60000000 0.003773410168 Long DBT CORP US N 2 2054-10-01 Fixed 0.06050000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448DY1 100000.00000000 PA USD 98723.39000000 0.002450692226 Long DBT CORP US N 2 2027-10-15 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GGFM0 32281.60000000 PA USD 28998.19000000 0.000719846014 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 0.01500000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EJ3 250000.00000000 PA USD 248060.96000000 0.006157822035 Long DBT CORP US N 2 2044-02-22 Fixed 0.05500000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CY2 100000.00000000 PA USD 59681.13000000 0.001481513968 Long DBT CORP US N 2 2052-06-15 Fixed 0.02900000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WY85 2774320.01600000 PA USD 2278521.56000000 0.056561622069 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 0.02000000 N N N N N N ASIAN INFRASTRUCTURE INVESTMENT BANK 25490065OSV2524LCR32 04522KAT3 170000.00000000 PA USD 168041.77000000 0.004171439609 Long DBT CORP CN N 2 2031-04-22 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HJJP7 78265.63300000 PA USD 78607.13000000 0.001951329694 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.05000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBE7 300000.00000000 PA USD 287329.47000000 0.007132616683 Long DBT CORP US N 2 2029-08-01 Fixed 0.03150000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142JNDY9 995424.36700000 PA USD 956667.22000000 0.023748140326 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 0.04500000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DX2 70000.00000000 PA USD 78446.01000000 0.001947330079 Long DBT CORP US N 2 2054-01-15 Fixed 0.06650000 N N N N N N SOUTHWESTERN ELEC POWER CO R64UBJHEC74EB3HGQ410 845437BQ4 70000.00000000 PA USD 51712.85000000 0.001283710775 Long DBT CORP US N 2 2048-02-01 Fixed 0.03850000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAV6 200000.00000000 PA USD 194479.65000000 0.004827728934 Long DBT CORP US N 2 2055-03-15 Fixed 0.05550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLE46 2167979.45500000 PA USD 1756216.20000000 0.043596004848 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XA4S8 58185.39100000 PA USD 56921.94000000 0.001413020317 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 0.02500000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525AK9 130000.00000000 PA USD 117280.80000000 0.002911358137 Long DBT CORP US N 2 2045-05-20 Fixed 0.04800000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 100000.00000000 PA USD 111665.99000000 0.002771977072 Long DBT CORP US N 2 2031-11-01 Fixed 0.08000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HHHY0 1110000.00000000 PA USD 1097814.20000000 0.027251948356 Long ABS-MBS USGSE US N 2 2034-09-25 Fixed 0.04489000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAJ4 200000.00000000 PA USD 187758.43000000 0.004660882540 Long DBT CORP GB N 2 2045-08-17 Fixed 0.05250000 N N N N N N BLUE OWL CREDIT INCOME CORP 5493003I42XBWPE05N35 69120VAW1 30000.00000000 PA USD 31010.86000000 0.000769808183 Long DBT CORP US N 2 2029-01-15 Fixed 0.07750000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CB0 200000.00000000 PA USD 131623.26000000 0.003267392864 Long DBT CORP US N 2 2051-05-12 Fixed 0.03100000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS CO 549300RUHPVD434XUK18 74456QCT1 130000.00000000 PA USD 122821.53000000 0.003048900253 Long DBT CORP US N 2 2054-08-01 Fixed 0.05300000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YBP9 340000.00000000 PA USD 339165.96000000 0.008419396675 Long DBT CORP US N 2 2027-09-15 Fixed 0.03850000 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 500769JT2 2200000.00000000 PA USD 2180772.53000000 0.054135117186 Long DBT CORP DE N 2 2027-05-20 Fixed 0.03000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31427NA25 644900.63300000 PA USD 659052.59000000 0.016360206624 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VTW0 1236244.74300000 PA USD 1061981.83000000 0.026362451849 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 0.02500000 N N N N N N NEXTERA ENERGY CAP HLDGS INC UMI46YPGBLUE4VGNNT48 65339KCM0 900000.00000000 PA USD 906701.47000000 0.022507799257 Long DBT CORP US N 2 2028-02-28 Fixed 0.04900000 N N N N N N BANNER HEALTH PLD0E0WJKFN8IZJ2WD85 06654DAG2 400000.00000000 PA USD 290546.04000000 0.007212464256 Long DBT CORP US N 2 2042-01-01 Fixed 0.02907000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A6JH4 4488.19600000 PA USD 4334.58000000 0.000107600858 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 716973AD4 300000.00000000 PA USD 301632.76000000 0.007487679061 Long DBT CORP SG N 2 2030-05-19 Fixed 0.04650000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMW6 1010000.00000000 PA USD 1031557.99000000 0.025607215748 Long DBT CORP US N 2 2036-05-09 Variable 0.05464000 N N N N N N FLORIDA PWR and LT CO A89MY1K3YLIGJMYWVX50 341081GP6 700000.00000000 PA USD 704164.74000000 0.017480062773 Long DBT CORP US N 2 2030-05-15 Fixed 0.04625000 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BC0 170000.00000000 PA USD 150064.29000000 0.003725169779 Long DBT CORP US N 2 2043-11-29 Fixed 0.05400000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HJ5 50000.00000000 PA USD 49611.93000000 0.001231557903 Long DBT CORP US N 2 2028-03-01 Fixed 0.03800000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAN0 70000.00000000 PA USD 47114.00000000 0.001169549724 Long DBT CORP US N 2 2051-05-15 Fixed 0.03450000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBS6 40000.00000000 PA USD 39049.90000000 0.000969367911 Long DBT CORP US N 2 2056-04-15 Fixed 0.05650000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABN4 400000.00000000 PA USD 264800.91000000 0.006573371636 Long DBT CORP US N 2 2051-02-15 Fixed 0.03300000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D59 310000.00000000 PA USD 321347.21000000 0.007977067131 Long DBT CORP US N 2 2028-11-07 Fixed 0.06798000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCNU8 34631.43500000 PA USD 33962.75000000 0.000843085386 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 0.02500000 N N N N N N WASTE MANAGEMENT INC DEL 549300YX8JIID70NFS41 94106LCF4 140000.00000000 PA USD 134806.83000000 0.003346421251 Long DBT CORP US N 2 2054-10-15 Fixed 0.05350000 N N N N N N TEXAS STATE N/A 882723B73 190000.00000000 PA USD 184447.29000000 0.004578687378 Long DBT MUN US N 2 2031-10-01 Fixed 0.03738000 N N N N N N S and P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAR5 110000.00000000 PA USD 54356.27000000 0.001349330572 Long DBT CORP US N 2 2060-08-15 Fixed 0.02300000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCE9 300000.00000000 PA USD 219419.12000000 0.005446821991 Long DBT CORP US N 2 2049-11-01 Fixed 0.03999000 N N N N N N ENTERGY TEX INC LWXX58X12AJXISQ28573 29365TAJ3 294000.00000000 PA USD 208705.39000000 0.005180866224 Long DBT CORP US N 2 2049-09-30 Fixed 0.03550000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBF2 50000.00000000 PA USD 50848.56000000 0.001262255790 Long DBT CORP US N 2 2033-09-15 Fixed 0.05050000 N N N N N N JOHNSON CONTROLS/TYCO FI N/A 47837RAA8 300000.00000000 PA USD 267353.34000000 0.006636732713 Long DBT CORP IE N 2 2030-09-15 Fixed 0.01750000 N N N N N N RPM INTERNATIONAL INC 549300TJCKW4BRXPJ474 749685AV5 100000.00000000 PA USD 99562.76000000 0.002471528600 Long DBT CORP US N 2 2027-03-15 Fixed 0.03750000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAS2 100000.00000000 PA USD 98942.60000000 0.002456133857 Long DBT CORP GB N 2 2054-09-02 Fixed 0.05900000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAV2 70000.00000000 PA USD 69897.03000000 0.001735111689 Long DBT CORP US N 2 2028-06-01 Fixed 0.04350000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDQ5 180000.00000000 PA USD 177691.77000000 0.004410989527 Long DBT CORP US N 2 2037-01-30 Variable 0.05399000 N N N N N N NSTAR ELEC CO 54930080R72Y2Z31UR68 67021CAQ0 100000.00000000 PA USD 65773.82000000 0.001632757843 Long DBT CORP US N 2 2051-06-01 Fixed 0.03100000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GYM0 600000.00000000 PA USD 594447.03000000 0.014756449463 Long DBT CORP US N 2 2027-10-21 Variable 0.01948000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 1370000.00000000 PA USD 1333137.64000000 0.033093576415 Long DBT CORP US N 2 2030-04-15 Fixed 0.03875000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDG1 1720000.00000000 PA USD 1645948.34000000 0.040858734711 Long DBT CORP US N 2 2030-04-01 Fixed 0.03375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGT2 2180000.00000000 PA USD 2165523.45000000 0.053756576682 Long DBT UST US N 2 2028-03-31 Fixed 0.03625000 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002AQ4 90000.00000000 PA USD 92339.42000000 0.002292217667 Long DBT CORP US N 2 2033-06-01 Fixed 0.05350000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UQ47 50952.95800000 PA USD 46883.51000000 0.001163828080 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 0.03500000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BB8 60000.00000000 PA USD 60297.69000000 0.001496819346 Long DBT CORP US N 2 2030-02-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KKLN2 1163189.06800000 PA USD 942265.15000000 0.023390625851 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780DZ6 300000.00000000 PA USD 305766.00000000 0.007590281890 Long DBT NUSS ID N 2 2030-01-15 Fixed 0.05250000 N N N N N N BMW VEHICLE OWNER TRUST 2025-A N/A 096924AD7 180000.00000000 PA USD 180749.84000000 0.004486902524 Long ABS-CBDO CORP US N 2 2029-09-25 Fixed 0.04560000 N N N N N N DOLLAR GEN CORP NEW OPX52SQVOZI8IVSWYU66 256677AN5 100000.00000000 PA USD 101199.76000000 0.002512165203 Long DBT CORP US N 2 2028-07-05 Fixed 0.05200000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YCR8 590000.00000000 PA USD 610498.70000000 0.015154913321 Long DBT CORP JP N 2 2031-05-27 Variable 0.05739000 N N N N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 235851AV4 245000.00000000 PA USD 147737.30000000 0.003667404985 Long DBT CORP US N 2 2050-10-01 Fixed 0.02600000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 549300S8SEQBOJLKHW63 15189XBL1 600000.00000000 PA USD 589506.59000000 0.014633808841 Long DBT CORP US N 2 2036-04-01 Fixed 0.04850000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828X88 1576000.00000000 PA USD 1553480.44000000 0.038563327678 Long DBT UST US N 2 2027-05-15 Fixed 0.02375000 N N N N N N GALLAGHER (ARTHUR J.) and CO 54930049QLLMPART6V29 04316JAF6 170000.00000000 PA USD 183870.32000000 0.004564364775 Long DBT CORP US N 2 2034-02-15 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q83V5 23103.28900000 PA USD 22508.79000000 0.000558754279 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCB7 1475427.42000000 PA USD 1191511.66000000 0.029577877772 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGM7 7830000.00000000 PA USD 7479791.04000000 0.185677029084 Long DBT UST US N 2 2033-02-15 Fixed 0.03500000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAW5 400000.00000000 PA USD 385398.48000000 0.009567064694 Long DBT CORP IE N 2 2028-10-29 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNFU3 391215.83700000 PA USD 331883.30000000 0.008238613193 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788NAA8 250000.00000000 PA USD 244870.01000000 0.006078610448 Long DBT CORP US N 2 2033-07-28 Variable 0.04916000 N N N N N N DOMINION ENERGY SOUTH CAROLINA INC 3QRVFYR22IUIEOORTK28 837004BX7 100000.00000000 PA USD 102689.52000000 0.002549146746 Long DBT CORP US N 2 2033-05-15 Fixed 0.05300000 N N N N N N TOYOTA AUTO RECEIVABLES 2025-A OWNER TRUST N/A 89240JAD3 460000.00000000 PA USD 462175.29000000 0.011472958843 Long ABS-CBDO CORP US N 2 2029-08-15 Fixed 0.04640000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AW3 200000.00000000 PA USD 181775.96000000 0.004512374748 Long DBT CORP NL N 2 2032-04-01 Variable 0.02727000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E06V6 59599.62300000 PA USD 57505.89000000 0.001427516190 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 0.04000000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAB2 670000.00000000 PA USD 696031.24000000 0.017278158186 Long DBT CORP US N 2 2033-08-14 Fixed 0.05700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMFA8 1496964.50000000 PA USD 1214050.19000000 0.030137370313 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410LCC4 7755.12500000 PA USD 7500.60000000 0.000186193587 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBT6 50000.00000000 PA USD 51961.14000000 0.001289874282 Long DBT CORP US N 2 2029-06-13 Variable 0.06992000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133APF61 49479.25300000 PA USD 42346.23000000 0.001051195432 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFPM7 2118605.03300000 PA USD 1947529.80000000 0.048345140309 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EJ84 639888.42600000 PA USD 648444.57000000 0.016096874984 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.05500000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAR1 230000.00000000 PA USD 226604.43000000 0.005625188874 Long DBT CORP US N 2 2035-09-01 Fixed 0.05250000 N N N N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 71644EAJ1 130000.00000000 PA USD 142658.04000000 0.003541318320 Long DBT CORP CA N 2 2038-05-15 Fixed 0.06800000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A5KB0 226047.91300000 PA USD 214750.90000000 0.005330938911 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.04000000 N N N N N N DTE ELEC CO 9N0FWODEJVKHC2DYLO03 23338VAL0 80000.00000000 PA USD 51959.33000000 0.001289829351 Long DBT CORP US N 2 2050-03-01 Fixed 0.02950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W42D8 1835635.13600000 PA USD 1482978.42000000 0.036813197821 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DX5 330000.00000000 PA USD 336749.66000000 0.008359414865 Long DBT CORP US N 2 2031-01-30 Fixed 0.05250000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DW6 930000.00000000 PA USD 994692.85000000 0.024692081938 Long DBT CORP GB N 2 2044-03-09 Variable 0.06332000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EL7 260000.00000000 PA USD 261904.27000000 0.006501465949 Long DBT CORP US N 2 2033-04-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BTZC7 695733.20100000 PA USD 701774.81000000 0.017420735567 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 0.05500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDM0 900000.00000000 PA USD 798455.37000000 0.019820716937 Long DBT CORP US N 2 2031-01-15 Fixed 0.01950000 N N N N N N DUKE ENERGY IND INC 6URPHM2EAWGJ2C6ISB97 26443TAF3 100000.00000000 PA USD 100974.45000000 0.002506572147 Long DBT CORP US N 2 2055-05-15 Fixed 0.05900000 N N N N N N BURLINGTON NORTHN SANTA FE LLC N/A 12189LBG5 350000.00000000 PA USD 238753.77000000 0.005926781972 Long DBT CORP US N 2 2051-09-15 Fixed 0.03300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JGUU7 38130.20300000 PA USD 36176.94000000 0.000898050053 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04000000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBE9 1737000.00000000 PA USD 1756628.10000000 0.043606229782 Long DBT NUSS MX N 2 2032-07-02 Fixed 0.05850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ER69 42450.55400000 PA USD 41039.83000000 0.001018765586 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.04500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBT7 100000.00000000 PA USD 96603.66000000 0.002398072418 Long DBT CORP US N 2 2032-04-15 Fixed 0.04150000 N N N N N N PACKAGING CORP OF AMERICA 549300XZP8MFZFY8TJ84 695156AX7 250000.00000000 PA USD 259803.31000000 0.006449312084 Long DBT CORP US N 2 2033-12-01 Fixed 0.05700000 N N N N N N EATON CORP 0NZWDMRCE180888QQE14 278058DX7 500000.00000000 PA USD 492036.42000000 0.012214226330 Long DBT CORP US N 2 2031-03-06 Fixed 0.04200000 N N N N N N AON NORTH AMERICA INC N/A 03740MAF7 260000.00000000 PA USD 254410.95000000 0.006315453080 Long DBT CORP US N 2 2054-03-01 Fixed 0.05750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WQA9 982537.79300000 PA USD 841581.45000000 0.020891271231 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DSYQ9 200923.48700000 PA USD 207338.11000000 0.005146925104 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJW71 159528.45800000 PA USD 152640.26000000 0.003789115209 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 0.04000000 N N N N N N LYB INTERNATIONAL FINANCE II BV 549300ZSNDBYN4Z4VZ93 50247WAB3 680000.00000000 PA USD 675634.05000000 0.016771821897 Long DBT CORP NL N 2 2027-03-02 Fixed 0.03500000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312BY1 150000.00000000 PA USD 150607.07000000 0.003738643655 Long DBT CORP US N 2 2030-04-01 Fixed 0.04450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BHDT0 511337.62100000 PA USD 506186.30000000 0.012565480485 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKQ3 8680000.00000000 PA USD 8699665.58000000 0.215958982046 Long DBT UST US N 2 2034-05-15 Fixed 0.04375000 N N N N N N BROOKFIELD FIN INC 549300XH8D8K6OYWGD17 11271LAK8 170000.00000000 PA USD 181374.79000000 0.004502416174 Long DBT CORP CA N 2 2034-01-05 Fixed 0.06350000 N N N N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 01609WAZ5 235000.00000000 PA USD 159287.70000000 0.003954130101 Long DBT CORP KY N 2 2051-02-09 Fixed 0.03150000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JCK8 150000.00000000 PA USD 147852.23000000 0.003670257987 Long DBT CORP US N 2 2032-09-15 Fixed 0.04550000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECS8 100000.00000000 PA USD 95119.59000000 0.002361232123 Long DBT CORP US N 2 2053-02-27 Fixed 0.05375000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YBM6 170000.00000000 PA USD 154149.58000000 0.003826582306 Long DBT CORP US N 2 2053-05-17 Fixed 0.05000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 210000.00000000 PA USD 185196.19000000 0.004597277941 Long DBT CORP US N 2 2039-11-21 Fixed 0.04050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QTGH6 3623736.13000000 PA USD 3776360.65000000 0.093743718573 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D4Y5 1918519.47400000 PA USD 1620358.72000000 0.040223502444 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMUA0 1197555.57600000 PA USD 1021171.33000000 0.025349379110 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FK0 2600000.00000000 PA USD 2577272.98000000 0.063977775248 Long DBT CORP GB N 2 2030-03-10 Variable 0.04398000 N N N N N N PUBLIC SERVICE CO OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CY5 120000.00000000 PA USD 110756.61000000 0.002749402782 Long DBT CORP US N 2 2053-04-01 Fixed 0.05250000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WGF2 140000.00000000 PA USD 140994.62000000 0.003500025872 Long DBT CORP US N 2 2032-07-09 Fixed 0.05150000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B2UJ6 111912.50200000 PA USD 102271.45000000 0.002538768649 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03500000 N N N N N N FAIRFAX FINANCIAL HOLDINGS LTD GLS7OQD0WOEDI8YAP031 303901BN1 70000.00000000 PA USD 73402.05000000 0.001822119695 Long DBT CORP CA N 2 2033-12-07 Fixed 0.06000000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFH2 124000.00000000 PA USD 104037.88000000 0.002582618199 Long DBT CORP US N 2 2048-09-01 Fixed 0.04450000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLU1 560000.00000000 PA USD 586991.18000000 0.014571366742 Long DBT CORP US N 2 2034-09-15 Variable 0.05872000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WZA9 2160778.03600000 PA USD 1924037.58000000 0.047761973535 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 0.03000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBD7 230000.00000000 PA USD 168485.12000000 0.004182445252 Long DBT CORP US N 2 2062-03-15 Fixed 0.04025000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810ST6 1276000.00000000 PA USD 819530.93000000 0.020343892965 Long DBT UST US N 2 2040-11-15 Fixed 0.01375000 N N N N N N SHELL FINANCE US INC N/A 822905AQ8 170000.00000000 PA USD 167319.33000000 0.004153505884 Long DBT CORP US N 2 2036-01-06 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FMU8 561032.12600000 PA USD 555519.03000000 0.013790107576 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KKL98 20691.36800000 PA USD 16580.42000000 0.000411589456 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N SOUTHERN COPPER CORP DEL 2549007U6NAP46Q9TU15 84265VAA3 320000.00000000 PA USD 370416.00000000 0.009195142222 Long DBT CORP US N 2 2035-07-27 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W3LB3 1435898.41800000 PA USD 1282655.61000000 0.031840419301 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DUG5 1400121.10400000 PA USD 1132884.19000000 0.028122519676 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N FAIRFAX FINANCIAL HOLDINGS LTD GLS7OQD0WOEDI8YAP031 303901BL5 70000.00000000 PA USD 72185.92000000 0.001791930696 Long DBT CORP CA N 2 2032-08-16 Fixed 0.05625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBZ3 3357000.00000000 PA USD 3187707.53000000 0.079131096122 Long DBT UST US N 2 2028-04-30 Fixed 0.01250000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAV6 1990000.00000000 PA USD 1981183.70000000 0.049180558857 Long DBT CORP US N 2 2029-06-15 Fixed 0.04350000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBU1 380000.00000000 PA USD 387836.80000000 0.009627593125 Long DBT CORP US N 2 2039-01-23 Fixed 0.05450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D6F4 612411.54000000 PA USD 550122.24000000 0.013656138602 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 0.01500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QW1 238000.00000000 PA USD 188447.66000000 0.004677991866 Long DBT UST US N 2 2042-05-15 Fixed 0.03000000 N N N N N N INDIANA MICHIGAN POWER CO JHR9V15J0ZRG02MIRD06 454889AU0 80000.00000000 PA USD 53149.23000000 0.001319367221 Long DBT CORP US N 2 2051-05-01 Fixed 0.03250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133HMD97 24540.57400000 PA USD 23581.65000000 0.000585386769 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DRW4 1798833.84900000 PA USD 1457182.24000000 0.036172837945 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBJ3 600000.00000000 PA USD 614637.34000000 0.015257650199 Long DBT CORP ES N 2 2030-01-17 Fixed 0.05565000 N N N N N N PULTE GROUP INC N/A 745867AT8 120000.00000000 PA USD 125523.88000000 0.003115982918 Long DBT CORP US N 2 2035-02-15 Fixed 0.06000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AF5 880000.00000000 PA USD 864312.69000000 0.021455547570 Long DBT CORP US N 2 2033-03-22 Fixed 0.04625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CJAW3 32459.93500000 PA USD 31643.89000000 0.000785522409 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 0.02500000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAX3 500000.00000000 PA USD 495678.20000000 0.012304629242 Long DBT CORP GB N 2 2029-09-22 Variable 0.04320000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAW4 100000.00000000 PA USD 98863.29000000 0.002454165079 Long DBT CORP US N 2 2033-03-15 Fixed 0.04600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CXP4 39663.36400000 PA USD 38642.74000000 0.000959260642 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 0.04500000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAL2 200000.00000000 PA USD 180323.47000000 0.004476318389 Long DBT CORP US N 2 2031-03-15 Fixed 0.02550000 N N N N N N SMURFIT WESTROCK FIN 6354005S6ZLHLVX7VT12 83272YAB8 200000.00000000 PA USD 202126.48000000 0.005017552509 Long DBT CORP IE N 2 2035-01-15 Fixed 0.05418000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F0H80 61888.58900000 PA USD 59085.74000000 0.001466734111 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9VD0 9232.04300000 PA USD 8941.78000000 0.000221969188 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EGVH4 64965.85600000 PA USD 66514.43000000 0.001651142617 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 0.05500000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DP3 260000.00000000 PA USD 237510.75000000 0.005895925460 Long DBT CORP US N 2 2030-05-01 Fixed 0.02200000 N N N N N N WESTINGHOUSE AIR BRAKE TECH CORP 06BTX5UWZD0GQ5N5Y745 960386AM2 200000.00000000 PA USD 200444.34000000 0.004975795359 Long DBT CORP US N 2 2028-09-15 Variable 0.04700000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543BJ1 110000.00000000 PA USD 118953.24000000 0.002952874496 Long DBT CORP US N 2 2029-11-01 Fixed 0.07375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QCS56 131761.50900000 PA USD 126915.81000000 0.003150535946 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W1R21 736070.65400000 PA USD 643749.07000000 0.015980314711 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.03000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408GK3 100000.00000000 PA USD 108283.99000000 0.002688022894 Long DBT CORP US N 2 2037-05-01 Fixed 0.06150000 N N N N N N FIRST AMERICAN FINANCIAL CORP 549300B6VEZK3N0A1P55 31847RAH5 180000.00000000 PA USD 156976.02000000 0.003896745360 Long DBT CORP US N 2 2031-08-15 Fixed 0.02400000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAS3 300000.00000000 PA USD 219094.55000000 0.005438764922 Long DBT CORP US N 2 2050-04-05 Fixed 0.03577000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UV82 47129.04600000 PA USD 43320.82000000 0.001075388485 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 0.03500000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523AJ9 290000.00000000 PA USD 274931.29000000 0.006824846423 Long DBT CORP US N 2 2038-08-15 Fixed 0.04800000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AC2E7 483052.24700000 PA USD 394023.54000000 0.009781171680 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAP3 150000.00000000 PA USD 153711.15000000 0.003815698796 Long DBT CORP US N 2 2066-12-15 Variable 0.06400000 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 02364WBH7 200000.00000000 PA USD 193961.00000000 0.004814854057 Long DBT CORP MX N 2 2029-04-22 Fixed 0.03625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X8F36 74424.55400000 PA USD 68856.74000000 0.001709287712 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 0.02000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RZ3 157000.00000000 PA USD 109881.60000000 0.002727681686 Long DBT UST US N 2 2047-11-15 Fixed 0.02750000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 254709AS7 170000.00000000 PA USD 185225.05000000 0.004597994357 Long DBT CORP US N 2 2032-11-29 Fixed 0.06700000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAF8 140000.00000000 PA USD 112071.90000000 0.002782053311 Long DBT CORP US N 2 2048-07-15 Fixed 0.04200000 N N N N N N BLACKROCK FUNDING INC N/A 09290DAB7 100000.00000000 PA USD 101368.67000000 0.002516358195 Long DBT CORP US N 2 2034-03-14 Fixed 0.05000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BQ4 170000.00000000 PA USD 166819.08000000 0.004141087766 Long DBT CORP US N 2 2027-02-03 Fixed 0.01350000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMS1 1534470.10000000 PA USD 1594109.28000000 0.039571890920 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.06000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BL7 338000.00000000 PA USD 299958.91000000 0.007446127700 Long DBT CORP US N 2 2032-12-15 Fixed 0.02850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AAYG3 23186.68500000 PA USD 22355.91000000 0.000554959213 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWJF1 295979.19000000 PA USD 298919.39000000 0.007420322837 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.05500000 N N N N N N MANULIFE FINANCIAL CORP 5493007GBX87QOZACS27 56501RAD8 50000.00000000 PA USD 48461.62000000 0.001203002808 Long DBT CORP CA N 2 2046-03-04 Fixed 0.05375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W1XV0 202302.34900000 PA USD 162045.80000000 0.004022596695 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PBQ4 100000.00000000 PA USD 104143.15000000 0.002585231403 Long DBT CORP US N 2 2041-02-15 Fixed 0.05950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W1ZZ9 721856.10600000 PA USD 681099.68000000 0.016907499743 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.04000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBM7 250000.00000000 PA USD 240629.75000000 0.005973350973 Long DBT CORP US N 2 2055-01-15 Fixed 0.05500000 N N N N N N EMERA US FINANCE LP N/A 29103DAJ5 160000.00000000 PA USD 159952.37000000 0.003970629753 Long DBT CORP US N 2 2026-06-15 Fixed 0.03550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XKXE5 1072103.36900000 PA USD 1036926.59000000 0.025740484938 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 0.03000000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAE2 50000.00000000 PA USD 50863.26000000 0.001262620701 Long DBT CORP US N 2 2030-08-15 Fixed 0.05450000 N N N N N N JOHNSON and JOHNSON 549300G0CFPGEF6X2043 478160CV4 100000.00000000 PA USD 102825.03000000 0.002552510622 Long DBT CORP US N 2 2031-06-01 Fixed 0.04900000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591FD9 700000.00000000 PA USD 715635.33000000 0.017764806700 Long DBT USGSE US N 2 2035-05-15 Fixed 0.04875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329QHY0 59401.61100000 PA USD 59605.11000000 0.001479626861 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.05000000 N N N N N N SHELL FINANCE US INC N/A 822905AV7 190000.00000000 PA USD 192231.73000000 0.004771926960 Long DBT CORP US N 2 2040-03-25 Fixed 0.05500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FMTY8 430000.00000000 PA USD 412546.56000000 0.010240983900 Long ABS-MBS USGSE US N 2 2029-06-25 Fixed 0.02903000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWFS7 169258.37500000 PA USD 171310.01000000 0.004252569829 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNZ0 8420000.00000000 PA USD 8248639.86000000 0.204762798185 Long DBT UST US N 2 2032-09-30 Fixed 0.03875000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ME8 150000.00000000 PA USD 147366.92000000 0.003658210736 Long DBT CORP US N 2 2030-03-20 Variable 0.03980000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862121AD2 100000.00000000 PA USD 87972.67000000 0.002183818226 Long DBT CORP US N 2 2031-12-01 Fixed 0.02700000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBD0 400000.00000000 PA USD 363235.49000000 0.009016894493 Long DBT CORP GB N 2 2030-04-29 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPY1 17320000.00000000 PA USD 17052081.25000000 0.423297892851 Long DBT UST US N 2 2033-01-31 Fixed 0.04000000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89115A2M3 620000.00000000 PA USD 627542.00000000 0.015577993230 Long DBT CORP CA N 2 2028-01-10 Fixed 0.05156000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDW6 370000.00000000 PA USD 356506.20000000 0.008849847771 Long DBT CORP US N 2 2054-03-15 Fixed 0.05400000 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAM6 130000.00000000 PA USD 113078.18000000 0.002807033031 Long DBT CORP US N 2 2041-12-15 Fixed 0.04250000 N N N N N N BP CAP MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QBR0 810000.00000000 PA USD 613630.10000000 0.015232646649 Long DBT CORP US N 2 2041-06-17 Fixed 0.03060000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DD4 100000.00000000 PA USD 111488.10000000 0.002767561162 Long DBT CORP US N 2 2031-05-01 Fixed 0.07500000 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556BZ4 520000.00000000 PA USD 490895.96000000 0.012185915750 Long DBT CORP US N 2 2029-10-01 Fixed 0.02600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DYY2 2529588.65200000 PA USD 2138041.47000000 0.053074368800 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBF1 1400000.00000000 PA USD 1414405.99000000 0.035110967771 Long DBT CORP ES N 2 2028-07-15 Variable 0.05365000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286DC8 1000000.00000000 PA USD 962500.00000000 0.023892932240 Long DBT NUSS PH N 2 2035-03-05 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140U5ZC3 81450.80300000 PA USD 78247.67000000 0.001942406521 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 0.04500000 N N N N N N VALERO ENERGY PARTNERS LP 549300WH1375KZXLJ231 91914JAB8 270000.00000000 PA USD 270024.79000000 0.006703048322 Long DBT CORP US N 2 2028-03-15 Fixed 0.04500000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BL0 150000.00000000 PA USD 157230.36000000 0.003903059052 Long DBT CORP US N 2 2034-06-01 Fixed 0.05850000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMW8 18850000.00000000 PA USD 18763849.66000000 0.465790533508 Long DBT UST US N 2 2028-04-15 Fixed 0.03750000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAU8 40000.00000000 PA USD 40286.21000000 0.001000057855 Long DBT CORP US N 2 2036-03-15 Fixed 0.05550000 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687ER3 100000.00000000 PA USD 107390.85000000 0.002665851742 Long DBT CORP US N 2 2041-02-15 Fixed 0.06150000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335BVW3 467227.73300000 PA USD 427027.18000000 0.010600448287 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 0.03000000 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 822582BX9 270000.00000000 PA USD 268865.54000000 0.006674271302 Long DBT CORP NL N 2 2026-09-12 Fixed 0.02500000 N N N N N N CHEVRON CORP NEW N/A 166764BZ2 70000.00000000 PA USD 53183.54000000 0.001320218927 Long DBT CORP US N 2 2040-05-11 Fixed 0.02978000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TV85 16460.89500000 PA USD 16643.74000000 0.000413161300 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FNH6 355554.79000000 PA USD 350328.42000000 0.008696491637 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FXH5 1525000.00000000 PA USD 1501630.60000000 0.037276216287 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 0.05000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 1940000.00000000 PA USD 1862961.20000000 0.046245824123 Long DBT CORP US N 2 2029-11-21 Fixed 0.03200000 N N N N N N PRESIDENT AND FELLOWS OF HARVARD COLLEGE 6S3X7J22E861RNTJSA74 740816AP8 500000.00000000 PA USD 302504.25000000 0.007509312776 Long DBT CORP US N 2 2050-10-15 Fixed 0.02517000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BD4 100000.00000000 PA USD 85524.51000000 0.002123045529 Long DBT CORP US N 2 2047-06-02 Fixed 0.04550000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457BT4 220000.00000000 PA USD 174926.98000000 0.004342356862 Long DBT CORP US N 2 2049-03-15 Fixed 0.03950000 N N N N N N ZIMMER BIOMET HLDGS INC 2P2YLDVPES3BXQ1FRB91 98956PBB7 120000.00000000 PA USD 121723.43000000 0.003021641210 Long DBT CORP US N 2 2030-02-19 Fixed 0.05050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q7BN6 7580.22500000 PA USD 7402.70000000 0.000183763334 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.03500000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CU2 340000.00000000 PA USD 342498.17000000 0.008502114876 Long DBT CORP US N 2 2056-05-15 Fixed 0.06125000 N N N N N N DUKE UNIVERSITY FY5ICUIRRDCHN4HHL592 26442TAH0 34000.00000000 PA USD 21146.11000000 0.000524927348 Long DBT CORP US N 2 2055-10-01 Fixed 0.02832000 N N N N N N BURLINGTON RESOURCES LLC 0FJ5X7MVCTSE8OEPQE56 20825VAB8 110000.00000000 PA USD 117639.34000000 0.002920258472 Long DBT CORP US N 2 2036-10-15 Fixed 0.05950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140B0NZ7 21508.23900000 PA USD 22631.22000000 0.000561793460 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.06500000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DN8 100000.00000000 PA USD 75308.36000000 0.001869441602 Long DBT CORP US N 2 2050-01-15 Fixed 0.03950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNE65 184987.30400000 PA USD 158145.76000000 0.003925782782 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02500000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAY4 272000.00000000 PA USD 268248.36000000 0.006658950534 Long DBT CORP US N 2 2028-02-15 Fixed 0.03600000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109CX0 400000.00000000 PA USD 390399.06000000 0.009691198220 Long DBT CORP US N 2 2033-02-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GVFY2 440361.31000000 PA USD 436503.00000000 0.010835674391 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 0.05000000 N N N N N N PRINCIPAL FINANCIAL GROUP INC CUMYEZJOAF02RYZ1JJ85 74251VAR3 180000.00000000 PA USD 175935.10000000 0.004367382257 Long DBT CORP US N 2 2029-05-15 Fixed 0.03700000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448GC6 500000.00000000 PA USD 505034.81000000 0.012536896098 Long DBT CORP US N 2 2035-02-07 Fixed 0.05000000 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA S.A K8MS7FD7N5Z2WQ51AZ71 05946KAL5 400000.00000000 PA USD 408705.14000000 0.010145625159 Long DBT CORP ES N 2 2028-09-14 Variable 0.06138000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCY5 2821000.00000000 PA USD 2647772.97000000 0.065727854712 Long DBT UST US N 2 2028-09-30 Fixed 0.01250000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YBB0 200000.00000000 PA USD 117001.09000000 0.002904414665 Long DBT CORP US N 2 2050-06-24 Fixed 0.02450000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CC6 1270000.00000000 PA USD 765105.72000000 0.018992851038 Long DBT CORP US N 2 2050-06-01 Fixed 0.02525000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 17325FBP2 1550000.00000000 PA USD 1571204.57000000 0.039003308392 Long DBT CORP US N 2 2030-05-29 Fixed 0.04914000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H040665 1575000.00000000 PA USD 1464934.59000000 0.036365280930 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.04000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BW2 320000.00000000 PA USD 321230.16000000 0.007974161502 Long DBT CORP US N 2 2035-05-20 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KH3P9 40109.90300000 PA USD 40121.97000000 0.000995980790 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 0.05000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCC2 470000.00000000 PA USD 477005.76000000 0.011841107846 Long DBT CORP US N 2 2028-07-15 Fixed 0.05250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WXJ2 2489157.66700000 PA USD 2132059.37000000 0.052925870192 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 0.02500000 N N N N N N GEORGE WASHINGTON UNIVERSITY 5493002S4P5IVD462L47 372546AW1 200000.00000000 PA USD 160378.80000000 0.003981215377 Long DBT CORP US N 2 2048-09-15 Fixed 0.04126000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWDU4 802459.39900000 PA USD 755898.22000000 0.018764285663 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.04000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAX4 390000.00000000 PA USD 411837.62000000 0.010223385297 Long DBT CORP US N 2 2029-05-15 Fixed 0.06375000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAT2 250000.00000000 PA USD 257308.24000000 0.006387374902 Long DBT CORP GB N 2 2029-01-10 Variable 0.06534000 N N N N N N AMERICAN WATER CAP CORP 5IDHQUFVC8Q2KIBBFF06 03040WAM7 100000.00000000 PA USD 83435.83000000 0.002071196501 Long DBT CORP US N 2 2045-09-01 Fixed 0.04300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFM2 200000.00000000 PA USD 206719.06000000 0.005131557915 Long DBT CORP US N 2 2039-02-07 Variable 0.05942000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LS8 2060000.00000000 PA USD 2035488.12000000 0.050528602314 Long DBT CORP US N 2 2028-10-27 Variable 0.03520000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BQ8 90000.00000000 PA USD 79359.44000000 0.001970004906 Long DBT CORP US N 2 2031-02-15 Fixed 0.02000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505GR9 2300000.00000000 PA USD 2267325.88000000 0.056283702460 Long DBT CORP US N 2 2037-02-06 Variable 0.05045000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AS1 400000.00000000 PA USD 391278.43000000 0.009713027548 Long DBT CORP US N 2 2036-05-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CNH39 22122.21700000 PA USD 22317.09000000 0.000553995552 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 0.05500000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CK4 190000.00000000 PA USD 183284.11000000 0.004549812801 Long DBT CORP US N 2 2063-02-10 Fixed 0.05900000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BZ6 600000.00000000 PA USD 723042.00000000 0.017948668585 Long DBT NUSS PA N 2 2057-03-01 Fixed 0.07875000 N N N N N N TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 89352HAM1 230000.00000000 PA USD 222926.69000000 0.005533893297 Long DBT CORP CA N 2 2034-03-01 Fixed 0.04625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133USH46 388899.17500000 PA USD 372586.29000000 0.009249017122 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.04000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DF3 250000.00000000 PA USD 251002.15000000 0.006230833623 Long DBT CORP US N 2 2034-05-01 Variable 0.05043000 N N N N N N ARCELORMITTAL SA LUXEMBOURG 2EULGUTUI56JI9SAL165 03938LBF0 270000.00000000 PA USD 297777.22000000 0.007391969808 Long DBT CORP LU N 2 2032-11-29 Fixed 0.06800000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CS7 540000.00000000 PA USD 539316.33000000 0.013387894575 Long DBT CORP US N 2 2036-05-15 Fixed 0.05300000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAT0 340000.00000000 PA USD 334918.53000000 0.008313959213 Long DBT CORP GB N 2 2031-03-25 Fixed 0.04450000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBW9 100000.00000000 PA USD 93340.92000000 0.002317078729 Long DBT CORP US N 2 2053-03-01 Fixed 0.05650000 N N N N N N ITC HLDGS CORP 549300HTO5U9D3SLE207 465685AK1 220000.00000000 PA USD 219810.69000000 0.005456542256 Long DBT CORP US N 2 2026-06-30 Fixed 0.03250000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFA8 500000.00000000 PA USD 504437.64000000 0.012522072054 Long DBT CORP US N 2 2029-02-01 Variable 0.05123000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 85771PAQ5 130000.00000000 PA USD 120059.27000000 0.002980330392 Long DBT CORP NO N 2 2043-11-08 Fixed 0.04800000 N N N N N N BBCMS MTG TR 2021-C9 N/A 05493EAY8 550000.00000000 PA USD 491946.90000000 0.012212004101 Long ABS-MBS CORP US N 2 2054-02-15 Fixed 0.02299000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475CG8 1000000.00000000 PA USD 994235.85000000 0.024680737449 Long DBT CORP US N 2 2029-01-26 Variable 0.04075000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822BX1 550000.00000000 PA USD 486098.70000000 0.012066829404 Long DBT CORP JP N 2 2032-07-20 Variable 0.02309000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QRQB2 2453962.52000000 PA USD 2489075.78000000 0.061788383328 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FCG0 348671.57000000 PA USD 351481.44000000 0.008725114004 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.05500000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RNC2 1240000.00000000 PA USD 1209964.00000000 0.030035935444 Long DBT CORP US N 2 2035-11-01 Fixed 0.04900000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAH3 260000.00000000 PA USD 253224.16000000 0.006285992412 Long DBT CORP US N 2 2035-04-01 Fixed 0.05000000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109CK5 960000.00000000 PA USD 764234.42000000 0.018971222039 Long DBT CORP CA N 2 2052-03-15 Fixed 0.04550000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JBD4 52000.00000000 PA USD 50503.19000000 0.001253682386 Long DBT CORP US N 2 2035-09-01 Fixed 0.04975000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579EAC9 100000.00000000 PA USD 104228.20000000 0.002587342670 Long DBT CORP US N 2 2037-03-15 Fixed 0.05700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KLUA3 622632.67300000 PA USD 533456.48000000 0.013242430680 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MX39 2726.83800000 PA USD 2491.07000000 0.000061837887 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9VB0 105253.64800000 PA USD 101561.08000000 0.002521134548 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.03000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F62M8 430000.00000000 PA USD 382110.56000000 0.009485445941 Long ABS-MBS USGSE US N 2 2030-09-25 Fixed 0.01493000 N N N N N N JOHN DEERE OWNER TRUST 2026-A N/A 47787DAD3 300000.00000000 PA USD 296498.79000000 0.007360234284 Long ABS-CBDO CORP US N 2 2030-08-15 Fixed 0.03870000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334DA9 520000.00000000 PA USD 523562.56000000 0.012996825734 Long DBT CORP US N 2 2030-01-30 Fixed 0.04875000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312BS4 100000.00000000 PA USD 70582.67000000 0.001752131897 Long DBT CORP US N 2 2049-09-01 Fixed 0.03400000 N N N N N N ENTERGY ARKANSAS LLC KYX6QEFGFXUFFAWLGG05 29366MAE8 70000.00000000 PA USD 71744.96000000 0.001780984382 Long DBT CORP US N 2 2033-09-15 Fixed 0.05300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XKMD9 939445.80300000 PA USD 854991.41000000 0.021224157740 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.03500000 N N N N N N TAKEDA PHARMACEUTICAL CO LTD 549300ZLMVP4X0OGR454 874060AW6 210000.00000000 PA USD 212236.72000000 0.005268527345 Long DBT CORP JP N 2 2028-11-26 Fixed 0.05000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YBD1 210000.00000000 PA USD 146847.33000000 0.003645312525 Long DBT CORP US N 2 2051-12-01 Fixed 0.03650000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CF0 100000.00000000 PA USD 69447.05000000 0.001723941464 Long DBT CORP US N 2 2059-03-01 Fixed 0.03825000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FPF8 260338.98600000 PA USD 256430.86000000 0.006365594973 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEB3 820000.00000000 PA USD 774067.19000000 0.019215309008 Long DBT UST US N 2 2029-02-28 Fixed 0.01875000 N N N N N N AUTONATION INC DEL N/A 05329RAA1 160000.00000000 PA USD 149547.21000000 0.003712333875 Long DBT CORP US N 2 2032-03-01 Fixed 0.03850000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YBT1 270000.00000000 PA USD 270494.28000000 0.006714702860 Long DBT CORP US N 2 2055-09-15 Fixed 0.05700000 N N N N N N MASSACHUSETTS INSTITUTE OF TECHNOLOGY DLZO3A31IADZ27B62557 575718AG6 400000.00000000 PA USD 266536.24000000 0.006616449165 Long DBT CORP US N 2 2050-07-01 Fixed 0.02989000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBP9 270000.00000000 PA USD 270796.07000000 0.006722194443 Long DBT CORP US N 2 2027-04-02 Fixed 0.04700000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DC3 130000.00000000 PA USD 131657.07000000 0.003268232158 Long DBT CORP US N 2 2029-06-25 Fixed 0.04750000 N N N N N N APTIV SWISS HOLDINGS LTD N/A 03835VAJ5 400000.00000000 PA USD 246621.00000000 0.006122076719 Long DBT CORP JE N 2 2051-12-01 Fixed 0.03100000 N N N N N N PHILLIPS 66 CO RVJMT2IZVVSKIRJJBH76 718547AY8 110000.00000000 PA USD 109422.42000000 0.002716283082 Long DBT CORP US N 2 2035-03-15 Fixed 0.04950000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UEA6 30599.20400000 PA USD 30029.82000000 0.000745455017 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140A6WM4 740045.61000000 PA USD 746009.49000000 0.018518809553 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 0.05500000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS CO 549300RUHPVD434XUK18 74456QCA2 110000.00000000 PA USD 74811.16000000 0.001857099196 Long DBT CORP US N 2 2049-08-01 Fixed 0.03200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EXW5 813411.25800000 PA USD 845806.42000000 0.020996151149 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJHH9 103527.66300000 PA USD 95297.32000000 0.002365644061 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 0.02000000 N N N N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 609207AY1 370000.00000000 PA USD 315946.07000000 0.007842990173 Long DBT CORP US N 2 2032-10-15 Fixed 0.01875000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXU8 210000.00000000 PA USD 212649.41000000 0.005278771890 Long DBT CORP US N 2 2034-06-12 Fixed 0.05050000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADE2 800000.00000000 PA USD 807395.82000000 0.020042653110 Long DBT CORP US N 2 2029-01-15 Fixed 0.04850000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659BC4 390000.00000000 PA USD 238949.99000000 0.005931652903 Long DBT CORP US N 2 2051-05-15 Fixed 0.02850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DS6D9 1590550.31800000 PA USD 1333915.98000000 0.033112897792 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.02500000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BF8 156000.00000000 PA USD 133369.50000000 0.003310741222 Long DBT CORP US N 2 2045-03-15 Fixed 0.04400000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830CM9 380000.00000000 PA USD 382843.22000000 0.009503633365 Long DBT CORP US N 2 2035-08-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TUA1 46738.92300000 PA USD 43166.70000000 0.001071562637 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 0.03500000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334LA7 300000.00000000 PA USD 303111.89000000 0.007524396726 Long DBT CORP US N 2 2031-03-15 Fixed 0.04850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GKPC4 59633.99500000 PA USD 58212.26000000 0.001445050996 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLH6 178130.67200000 PA USD 145745.71000000 0.003617966102 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAS0 160000.00000000 PA USD 146648.94000000 0.003640387726 Long DBT CORP US N 2 2045-06-15 Fixed 0.05100000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YAH4 140000.00000000 PA USD 112326.25000000 0.002788367252 Long DBT CORP US N 2 2044-06-15 Fixed 0.03875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMN8 22760000.00000000 PA USD 22856907.53000000 0.567395888672 Long DBT UST US N 2 2028-02-15 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427MMJ7 521880.76000000 PA USD 544121.39000000 0.013507174547 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.06000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAK0 100000.00000000 PA USD 79174.02000000 0.001965402072 Long DBT CORP US N 2 2048-02-26 Fixed 0.03950000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231GBN1 500000.00000000 PA USD 466030.37000000 0.011568656677 Long DBT CORP US N 2 2030-10-15 Fixed 0.02610000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAK2 92000.00000000 PA USD 116389.22000000 0.002889225711 Long DBT CORP US N 2 2046-07-15 Fixed 0.08350000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573AY2 230000.00000000 PA USD 233947.17000000 0.005807463772 Long DBT CORP US N 2 2029-04-01 Fixed 0.05200000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DQ0 1330000.00000000 PA USD 1359390.79000000 0.033745280035 Long DBT CORP US N 2 2030-03-02 Fixed 0.05250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DP55 68584.18100000 PA USD 65761.85000000 0.001632460702 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 0.03000000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YCE3 230000.00000000 PA USD 230649.15000000 0.005725594298 Long DBT CORP US N 2 2028-05-22 Fixed 0.04300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DZP0 74264.73000000 PA USD 70158.73000000 0.001741608085 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179Y5L4 1566923.61400000 PA USD 1584430.38000000 0.039331623594 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 0.05500000 N N N N N N AFFILIATED MANAGERS GROUP INC 2JE75BUE3T1BLCYYGK54 008252AP3 150000.00000000 PA USD 141486.12000000 0.003512226782 Long DBT CORP US N 2 2030-06-15 Fixed 0.03300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W32F5 656845.92100000 PA USD 622838.97000000 0.015461246033 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.04000000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MDU1 200000.00000000 PA USD 207111.30000000 0.005141294812 Long DBT CORP JP N 2 2035-01-15 Fixed 0.05632000 N N N N N N AMPHENOL CORPORATION NEW 549300D3L3G0R4U4VT04 032095AW1 400000.00000000 PA USD 397646.48000000 0.009871106911 Long DBT CORP US N 2 2027-11-15 Fixed 0.03800000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TG3 2960000.00000000 PA USD 2029681.24000000 0.050384453337 Long DBT UST US N 2 2052-05-15 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZN3 546000.00000000 PA USD 529651.99000000 0.013147988683 Long DBT UST US N 2 2027-04-30 Fixed 0.00500000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661ET0 930000.00000000 PA USD 926264.45000000 0.022993427263 Long DBT CORP US N 2 2027-10-15 Fixed 0.03950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FEYE8 141903.36700000 PA USD 126987.56000000 0.003152317056 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 0.03000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAT6 130000.00000000 PA USD 129676.35000000 0.003219063110 Long DBT CORP US N 2 2054-09-15 Variable 0.06375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YAU8 278891.05000000 PA USD 291890.91000000 0.007245849074 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNNS7 391644.59200000 PA USD 320564.23000000 0.007957630572 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804FY5 180000.00000000 PA USD 137562.25000000 0.003414821317 Long DBT CORP US N 2 2047-09-15 Fixed 0.03800000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAG2 90000.00000000 PA USD 91381.53000000 0.002268439173 Long DBT CORP US N 2 2034-02-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWMB6 1177102.62100000 PA USD 1203356.48000000 0.029871911520 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DKC5 127027.91000000 PA USD 118875.91000000 0.002950954870 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 0.03000000 N N N N N N M and T BANK CORP 549300WYXDDBYRASEG81 55261FAY0 240000.00000000 PA USD 242437.84000000 0.006018234684 Long DBT CORP US N 2 2031-07-08 Variable 0.05179000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140E0X91 35289.47300000 PA USD 34090.90000000 0.000846266559 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CH9 100000.00000000 PA USD 64063.45000000 0.001590299916 Long DBT CORP US N 2 2055-05-15 Fixed 0.03155000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKP5 5660000.00000000 PA USD 5747110.91000000 0.142665279535 Long DBT UST US N 2 2029-04-30 Fixed 0.04625000 N N N N N N KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 49456BAJ0 50000.00000000 PA USD 45297.06000000 0.001124446322 Long DBT CORP US N 2 2046-02-15 Fixed 0.05050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KEN95 16145.20200000 PA USD 13078.75000000 0.000324664610 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02000000 N N N N N N TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12 N/A 95001RAX7 240000.00000000 PA USD 237678.05000000 0.005900078487 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 0.04302000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DTQ5 1182974.12900000 PA USD 958292.44000000 0.023788484504 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02000000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475CB9 270000.00000000 PA USD 275029.67000000 0.006827288591 Long DBT CORP US N 2 2031-01-29 Variable 0.05222000 N N N N N N GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 N/A 362583AD8 90934.18000000 PA USD 91023.30000000 0.002259546534 Long ABS-CBDO CORP US N 2 2028-02-16 Fixed 0.04470000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAH5 70000.00000000 PA USD 69069.93000000 0.001714579903 Long DBT CORP US N 2 2033-01-15 Fixed 0.04950000 N N N N N N TYCO ELECTRONICS GROUP SA C33G1C5SYE2YM95EE712 902133BC0 100000.00000000 PA USD 99403.13000000 0.002467565973 Long DBT CORP LU N 2 2031-02-09 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLW3 57534.54800000 PA USD 47092.49000000 0.001169015763 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02000000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAP7 200000.00000000 PA USD 182567.93000000 0.004532034473 Long DBT CORP US N 2 2053-03-22 Fixed 0.05050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LVSM2 2135660.49300000 PA USD 1798619.74000000 0.044648622934 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABP7 200000.00000000 PA USD 195131.59000000 0.004843912579 Long DBT CORP US N 2 2034-09-15 Fixed 0.04650000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8G0 470000.00000000 PA USD 467026.30000000 0.011593379470 Long DBT CORP US N 2 2027-08-15 Fixed 0.03500000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAS2 300000.00000000 PA USD 300392.79000000 0.007456898261 Long DBT CORP US N 2 2034-12-01 Fixed 0.05318000 N N N N N N SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 254900Z1WAY7QFQ7O850 83007CAD4 100000.00000000 PA USD 100661.88000000 0.002498812964 Long DBT CORP US N 2 2029-10-01 Fixed 0.05026000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FKSL5 39248.96700000 PA USD 37744.66000000 0.000936966861 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 0.02500000 N N N N N N CONTINENTAL RESOURCES INC OKLA XXRTID9RYWOZ0UPIVR53 212015AQ4 60000.00000000 PA USD 49355.32000000 0.001225187861 Long DBT CORP US N 2 2044-06-01 Fixed 0.04900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DKL5 22810.03800000 PA USD 22054.88000000 0.000547486497 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 0.03500000 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 776743AN6 60000.00000000 PA USD 57735.79000000 0.001433223187 Long DBT CORP US N 2 2027-09-15 Fixed 0.01400000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133G7JT1 45528.66100000 PA USD 43061.58000000 0.001068953156 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.02500000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BD4 130000.00000000 PA USD 130315.93000000 0.003234939932 Long DBT CORP US N 2 2035-02-15 Fixed 0.05200000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBJ8 500000.00000000 PA USD 495404.77000000 0.012297841663 Long DBT CORP US N 2 2031-01-15 Fixed 0.04550000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GA0 230000.00000000 PA USD 159564.72000000 0.003961006797 Long DBT CORP US N 2 2072-02-14 Fixed 0.03850000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457DC9 1470000.00000000 PA USD 1461389.20000000 0.036277270787 Long DBT CORP US N 2 2031-03-15 Fixed 0.04250000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DF0 689000.00000000 PA USD 680713.53000000 0.016897914023 Long DBT CORP US N 2 2036-03-13 Fixed 0.04875000 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 02364WAW5 100000.00000000 PA USD 104380.00000000 0.002591110927 Long DBT CORP MX N 2 2040-03-30 Fixed 0.06125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VQX1 28982.16400000 PA USD 29358.44000000 0.000728788797 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 0.05000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GF41 100000.00000000 PA USD 100528.56000000 0.002495503451 Long DBT CORP US N 2 2037-06-03 Variable 0.05425000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810PX0 69000.00000000 PA USD 68900.27000000 0.001710368293 Long DBT UST US N 2 2038-05-15 Fixed 0.04500000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAL5 40000.00000000 PA USD 41089.44000000 0.001019997096 Long DBT CORP US N 2 2063-06-28 Fixed 0.06100000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCX1 450000.00000000 PA USD 456516.56000000 0.011332487516 Long DBT CORP US N 2 2029-02-01 Variable 0.05468000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNNM0 149999.69800000 PA USD 120150.96000000 0.002982606489 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N ARCH CAPITAL FINANCE LLC 549300XG4URFY0200M65 03939CAA1 360000.00000000 PA USD 359652.46000000 0.008927949981 Long DBT CORP US N 2 2026-12-15 Fixed 0.04011000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBW0 2935000.00000000 PA USD 2906856.87000000 0.072159308289 Long DBT CORP US N 2 2027-01-15 Fixed 0.02350000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAH7 100000.00000000 PA USD 100037.34000000 0.002483309492 Long DBT CORP US N 2 2029-03-15 Fixed 0.05950000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCQ2 160000.00000000 PA USD 145309.36000000 0.003607134225 Long DBT CORP US N 2 2031-02-15 Fixed 0.02450000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GE83 500000.00000000 PA USD 498316.77000000 0.012370128644 Long DBT CORP US N 2 2030-04-20 Variable 0.04594000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VDR8 83926.78800000 PA USD 82338.87000000 0.002043965757 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 0.04500000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829AY3 60000.00000000 PA USD 52628.81000000 0.001306448406 Long DBT CORP US N 2 2045-10-01 Fixed 0.04850000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAS3 2440000.00000000 PA USD 2441338.85000000 0.060603370098 Long DBT CORP US N 2 2031-09-15 Fixed 0.04900000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735DB0 120000.00000000 PA USD 123451.91000000 0.003064548696 Long DBT CORP US N 2 2034-04-01 Fixed 0.05650000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QD3 5000.00000000 PA USD 4837.70000000 0.000120090221 Long DBT UST US N 2 2039-11-15 Fixed 0.04375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W2T4 2222055.64400000 PA USD 1824952.30000000 0.045302297814 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KJR20 960147.01100000 PA USD 782587.50000000 0.019426815698 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02000000 N N N N N N BROOKFIELD FINANCE LLC / BROOKFIELD FINANCE INC N/A 11271RAB5 120000.00000000 PA USD 81932.13000000 0.002033868914 Long DBT CORP US N 2 2050-04-15 Fixed 0.03450000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBD9 180000.00000000 PA USD 151288.35000000 0.003755555631 Long DBT CORP US N 2 2042-08-13 Fixed 0.04125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WFG8 2358244.00300000 PA USD 2020663.73000000 0.050160604241 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UE6 10730000.00000000 PA USD 9910999.27000000 0.246028918437 Long DBT UST US N 2 2054-11-15 Fixed 0.04500000 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AX4 420000.00000000 PA USD 417342.95000000 0.010360048649 Long DBT CORP US N 2 2030-05-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SUX3 47013.61000000 PA USD 46300.40000000 0.001149353059 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FGEP0 202964.79310000 PA USD 188397.38000000 0.004676743724 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 0.03500000 N N N N N N BLACKSTONE REG FINANCE CO L.L.C. 254900S2G1V55FTA4590 092914AA8 100000.00000000 PA USD 98771.90000000 0.002451896430 Long DBT CORP US N 2 2034-12-06 Fixed 0.05000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HA2 200000.00000000 PA USD 217101.56000000 0.005389291285 Long DBT CORP US N 2 2043-09-13 Fixed 0.06675000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XEH5 1000000.00000000 PA USD 1022087.42000000 0.025372119969 Long DBT CORP US N 2 2028-06-23 Fixed 0.05800000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAH0 520000.00000000 PA USD 510691.42000000 0.012677314798 Long DBT CORP US N 2 2029-04-01 Fixed 0.03900000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CK0 490000.00000000 PA USD 366874.45000000 0.009107227402 Long DBT CORP US N 2 2062-04-13 Fixed 0.04100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HMN26 16768.05600000 PA USD 15930.05000000 0.000395444784 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810PW2 81000.00000000 PA USD 80171.02000000 0.001990151427 Long DBT UST US N 2 2038-02-15 Fixed 0.04375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YKQ6 355362.60000000 PA USD 344280.30000000 0.008546354160 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VBE9 531961.45600000 PA USD 457640.32000000 0.011360383539 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.02500000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AP2 150000.00000000 PA USD 135132.66000000 0.003354509598 Long DBT CORP US N 2 2030-09-01 Fixed 0.02250000 N N N N N N JEFFERIES FINANCIAL GROUP INC 549300HOF34RGOJ5YL07 47233WEJ4 70000.00000000 PA USD 72382.81000000 0.001796818259 Long DBT CORP US N 2 2034-04-14 Fixed 0.06200000 N N N N N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBT5 270000.00000000 PA USD 269468.10000000 0.006689229147 Long DBT CORP US N 2 2029-10-15 Fixed 0.04550000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VFS4 59978.64600000 PA USD 58843.83000000 0.001460728979 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 0.04500000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAH4 100000.00000000 PA USD 101718.10000000 0.002525032385 Long DBT CORP US N 2 2028-06-28 Fixed 0.05350000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475BR5 80000.00000000 PA USD 81846.51000000 0.002031743498 Long DBT CORP US N 2 2029-06-12 Variable 0.05582000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAX9 830000.00000000 PA USD 811997.47000000 0.020156883667 Long DBT CORP US N 2 2030-04-15 Fixed 0.04050000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844BY3 100000.00000000 PA USD 80746.20000000 0.002004429595 Long DBT CORP US N 2 2048-02-28 Fixed 0.04150000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CX5 120000.00000000 PA USD 125959.93000000 0.003126807348 Long DBT CORP US N 2 2032-11-17 Fixed 0.05750000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EL0 650000.00000000 PA USD 659891.41000000 0.016381029345 Long DBT CORP US N 2 2055-09-15 Fixed 0.06200000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AZ9 120000.00000000 PA USD 108251.27000000 0.002687210658 Long DBT CORP US N 2 2032-07-15 Fixed 0.02600000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807CM2 205000.00000000 PA USD 190702.52000000 0.004733966117 Long DBT CORP US N 2 2054-06-01 Fixed 0.05200000 N N N N N N CHICAGO IL N/A 1674862D0 230000.00000000 PA USD 231225.56000000 0.005739902999 Long DBT MUN US N 2 2031-01-01 Fixed 0.05879000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38148YAA6 630000.00000000 PA USD 553251.26000000 0.013733812849 Long DBT CORP US N 2 2038-10-31 Variable 0.04017000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HPF32 660000.00000000 PA USD 645502.77000000 0.016023848254 Long ABS-MBS USGSE US N 2 2035-10-25 Fixed 0.04420000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017CA5 200000.00000000 PA USD 164851.83000000 0.004092253095 Long DBT CORP US N 2 2045-05-15 Fixed 0.04150000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEF9 160000.00000000 PA USD 159678.89000000 0.003963840934 Long DBT CORP US N 2 2027-01-20 Fixed 0.03625000 N N N N N N KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 49456BAT8 270000.00000000 PA USD 190689.48000000 0.004733642415 Long DBT CORP US N 2 2051-02-15 Fixed 0.03600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q9ZZ9 9533.59100000 PA USD 9433.18000000 0.000234167616 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 0.04000000 N N N N N N ALABAMA POWER and LIGHT 0RL818ELFOHP5JHOFU19 010392FU7 800000.00000000 PA USD 705057.58000000 0.017502226477 Long DBT CORP US N 2 2030-09-15 Fixed 0.01450000 N N N N N N MANUFACTURERS and TRADERS TRUST COMPANY WWB2V0FCW3A0EE3ZJN75 564760CD6 750000.00000000 PA USD 746831.85000000 0.018539223675 Long DBT CORP US N 2 2030-04-18 Variable 0.04548000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WDQ8 2114480.72200000 PA USD 1737262.86000000 0.043125510439 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 0.02000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCU7 150000.00000000 PA USD 120264.32000000 0.002985420518 Long DBT CORP US N 2 2054-09-27 Fixed 0.05375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CNG5 66184.07300000 PA USD 64112.68000000 0.001591521993 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TG41 12139.47270000 PA USD 11226.84000000 0.000278693119 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 0.03500000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214ET6 1100000.00000000 PA USD 987320.69000000 0.024509076723 Long DBT CORP AU N 2 2031-06-03 Fixed 0.02150000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBU4 100000.00000000 PA USD 99595.86000000 0.002472350269 Long DBT CORP US N 2 2036-02-15 Fixed 0.05100000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YAV7 100000.00000000 PA USD 88330.47000000 0.002192700191 Long DBT CORP US N 2 2039-03-07 Fixed 0.03900000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAY8 260000.00000000 PA USD 253648.30000000 0.006296521189 Long DBT CORP US N 2 2035-11-15 Fixed 0.05550000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAY4 360000.00000000 PA USD 323682.34000000 0.008035033991 Long DBT CORP US N 2 2040-11-15 Fixed 0.05875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SQ2 76000.00000000 PA USD 47247.66000000 0.001172867676 Long DBT UST US N 2 2040-08-15 Fixed 0.01125000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CCK9 180000.00000000 PA USD 172708.94000000 0.004287296624 Long DBT CORP US N 2 2055-09-15 Fixed 0.05700000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WR26 2751096.35700000 PA USD 2356419.95000000 0.058495358125 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 0.02500000 N N N N N N KIMBERLY-CLARK CORP MP3J6QPYPGN75NVW2S34 494368BZ5 260000.00000000 PA USD 252012.27000000 0.006255908665 Long DBT CORP US N 2 2029-04-25 Fixed 0.03200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QAE55 55462.43800000 PA USD 53913.94000000 0.001338350249 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04500000 N N N N N N DH EUROPE FINANCE II SARL 222100KDGL314CKTZ511 23291KAH8 320000.00000000 PA USD 300450.24000000 0.007458324390 Long DBT CORP LU N 2 2029-11-15 Fixed 0.02600000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111GP2 290000.00000000 PA USD 287033.38000000 0.007125266596 Long DBT CORP US N 2 2055-11-15 Fixed 0.05750000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804GV0 430000.00000000 PA USD 423738.72000000 0.010518816129 Long DBT CORP US N 2 2035-09-15 Fixed 0.04900000 N N N N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587DE4 150000.00000000 PA USD 145299.71000000 0.003606894675 Long DBT CORP US N 2 2030-04-30 Fixed 0.03700000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XH25 372125.76500000 PA USD 378812.72000000 0.009403580935 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WVU9 778610.61600000 PA USD 666909.97000000 0.016555256855 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VBJ8 14441.75100000 PA USD 14168.51000000 0.000351716622 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.04500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GC44 1700000.00000000 PA USD 1729664.46000000 0.042936889082 Long DBT CORP US N 2 2036-01-28 Variable 0.05536000 N N N N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 038222AN5 170000.00000000 PA USD 153033.25000000 0.003798870725 Long DBT CORP US N 2 2030-06-01 Fixed 0.01750000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YDL0 230000.00000000 PA USD 229746.08000000 0.005703176646 Long DBT CORP JP N 2 2031-07-08 Variable 0.04711000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 744320BA9 70000.00000000 PA USD 53260.54000000 0.001322130361 Long DBT CORP US N 2 2049-12-07 Fixed 0.03935000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558CM3 1000000.00000000 PA USD 1001737.62000000 0.024866960080 Long DBT CORP US N 2 2034-05-20 Fixed 0.04900000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBF0 350000.00000000 PA USD 349028.52000000 0.008664223146 Long DBT CORP US N 2 2028-10-01 Fixed 0.04625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DTCT5 52722.79400000 PA USD 53461.54000000 0.001327119950 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.05500000 N N N N N N BLACKROCK FUNDING INC N/A 09290DAK7 320000.00000000 PA USD 307398.52000000 0.007630807282 Long DBT CORP US N 2 2055-01-08 Fixed 0.05350000 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAN5 150000.00000000 PA USD 146090.05000000 0.003626513938 Long DBT CORP US N 2 2027-06-20 Fixed 0.01375000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AG3 220000.00000000 PA USD 186988.60000000 0.004641772415 Long DBT CORP GB N 2 2042-09-18 Fixed 0.04000000 N N N N N N SIXTH STREET LENDING PAR 549300S9P1HMDERGCR64 829932AD4 170000.00000000 PA USD 168966.22000000 0.004194387995 Long DBT CORP US N 2 2030-01-15 Fixed 0.05750000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AJ1 250000.00000000 PA USD 237160.82000000 0.005887238859 Long DBT CORP US N 2 2031-01-15 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMU6 834128.60200000 PA USD 879947.70000000 0.021843668334 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.06500000 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160AY5 120000.00000000 PA USD 104413.25000000 0.002591936319 Long DBT CORP US N 2 2048-03-01 Fixed 0.04700000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KT7 340000.00000000 PA USD 342723.43000000 0.008507706691 Long DBT CORP US N 2 2033-05-17 Fixed 0.04950000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEK8 460000.00000000 PA USD 464624.10000000 0.011533747676 Long DBT CORP US N 2 2035-07-22 Variable 0.05294000 N N N N N N PRINCIPAL FINANCIAL GROUP INC CUMYEZJOAF02RYZ1JJ85 74251VAS1 160000.00000000 PA USD 145028.17000000 0.003600154014 Long DBT CORP US N 2 2030-06-15 Fixed 0.02125000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AH6 200000.00000000 PA USD 199669.04000000 0.004956549447 Long DBT CORP NL N 2 2027-03-29 Fixed 0.03950000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDC6 210000.00000000 PA USD 181930.57000000 0.004516212760 Long DBT CORP US N 2 2065-08-03 Fixed 0.06125000 N N N N N N EATON CORP 0NZWDMRCE180888QQE14 278058DW9 2200000.00000000 PA USD 2175077.83000000 0.053993752946 Long DBT CORP US N 2 2029-03-06 Fixed 0.03950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KSU96 161402.91300000 PA USD 123482.38000000 0.003065305078 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.01500000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748CB6 400000.00000000 PA USD 402975.12000000 0.010003384142 Long DBT CORP US N 2 2031-11-15 Fixed 0.04850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CZ49 36121.17400000 PA USD 35139.79000000 0.000872304022 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.03500000 N N N N N N CITIZENS FINANCIAL GRP INC 2138004JDDA4ZQUPFW65 174610BK0 100000.00000000 PA USD 99061.53000000 0.002459086154 Long DBT CORP US N 2 2036-01-29 Variable 0.05299000 N N N N N N ARES STRATEGIC INCOME FUND 549300IANZJVZPTICV54 04020EAD9 360000.00000000 PA USD 354636.15000000 0.008803425976 Long DBT CORP US N 2 2030-02-15 Fixed 0.05600000 N N N N N N MID AMERICA APTS LP 549300FXWGE3QSYCUJ38 59523UAU1 65000.00000000 PA USD 40980.59000000 0.001017295023 Long DBT CORP US N 2 2051-09-15 Fixed 0.02875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WFKX3 1506378.67800000 PA USD 1354441.71000000 0.033622424936 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.03000000 N N N N N N CITIBANK CR CARD ISSUANCE TR R8AG6FXVDQAMDKCSJJ64 17305EDT9 1300000.00000000 PA USD 1418599.13000000 0.035215057547 Long ABS-CBDO CORP US N 2 2039-06-15 Fixed 0.06150000 N N N N N N UNIVERSITY MN N/A 914460WT3 210000.00000000 PA USD 167541.72000000 0.004159026455 Long DBT MUN US N 2 2052-04-01 Fixed 0.04048000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CL4 200000.00000000 PA USD 201138.59000000 0.004993029300 Long DBT CORP US N 2 2035-08-01 Fixed 0.05750000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAZ3 360000.00000000 PA USD 371536.57000000 0.009222959056 Long DBT CORP US N 2 2032-10-15 Fixed 0.05600000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123CH2 210000.00000000 PA USD 197165.05000000 0.004894390836 Long DBT CORP US N 2 2030-04-09 Fixed 0.02600000 N N N N N N BROWN and BROWN INC 549300PC8KTJ71XKFY89 115236AM3 130000.00000000 PA USD 130326.56000000 0.003235203810 Long DBT CORP US N 2 2035-06-23 Fixed 0.05550000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MBD9 300000.00000000 PA USD 305785.73000000 0.007590771664 Long DBT CORP CA N 2 2034-06-21 Fixed 0.05400000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PER9 100000.00000000 PA USD 102920.69000000 0.002554885269 Long DBT CORP US N 2 2033-02-15 Fixed 0.05350000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BM3 170000.00000000 PA USD 172771.78000000 0.004288856553 Long DBT CORP US N 2 2030-06-15 Fixed 0.05165000 N N N N N N PLAINS ALL AM PIPELN/PAA FIN C N/A 72650RBN1 760000.00000000 PA USD 731054.59000000 0.018147571722 Long DBT CORP US N 2 2030-09-15 Fixed 0.03800000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WDR6 156732.49500000 PA USD 134296.40000000 0.003333750426 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 0.02500000 N N N N N N SAN ANTONIO TX ELEC and GAS REV N/A 79625GNB5 70000.00000000 PA USD 70179.23000000 0.001742116973 Long DBT MUN US N 2 2045-02-01 Fixed 0.05469000 N N N N N N JM SMUCKER CO/THE 5493000WDH6A0LHDJD55 832696AY4 270000.00000000 PA USD 288002.27000000 0.007149318153 Long DBT CORP US N 2 2043-11-15 Fixed 0.06500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F060667 5850000.00000000 PA USD 5973398.73000000 0.148282608937 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMB8 656182.90300000 PA USD 560971.16000000 0.013925450301 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312BV7 100000.00000000 PA USD 99102.06000000 0.002460092264 Long DBT CORP US N 2 2040-04-01 Fixed 0.05200000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TM0 10370000.00000000 PA USD 9322873.07000000 0.231429376156 Long DBT UST US N 2 2042-11-15 Fixed 0.04000000 N N N N N N ALBERTA PROVINCE CDA LQPXMHHNJKIPJYE53543 013051ET0 120000.00000000 PA USD 119939.76000000 0.002977363697 Long DBT NUSS CA N 2 2034-01-24 Fixed 0.04500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D42 520000.00000000 PA USD 551310.36000000 0.013685632285 Long DBT CORP US N 2 2030-06-10 Fixed 0.07200000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CK0 360000.00000000 PA USD 349905.60000000 0.008685995627 Long DBT NUSS ID N 2 2029-09-18 Fixed 0.03400000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 857524AJ1 370000.00000000 PA USD 371898.10000000 0.009231933614 Long DBT NUSS PL N 2 2031-04-14 Fixed 0.04625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV7B5 640544.12200000 PA USD 518885.90000000 0.012880733142 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L6US1 1599460.07600000 PA USD 1292176.60000000 0.032076766698 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.02000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 300000.00000000 PA USD 276615.81000000 0.006866662654 Long DBT CORP US N 2 2030-10-01 Fixed 0.02782000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N5MP6 283837.78300000 PA USD 274116.96000000 0.006804631637 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.04500000 N N N N N N ENTERGY MISSISSIPPI LLC FKUZOUT82DOBGXFS6K20 29366WAE6 80000.00000000 PA USD 79752.90000000 0.001979772089 Long DBT CORP US N 2 2054-06-01 Fixed 0.05850000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UC0 17950000.00000000 PA USD 15899072.31000000 0.394675799889 Long DBT UST US N 2 2054-08-15 Fixed 0.04250000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCZ2 1130000.00000000 PA USD 1117311.56000000 0.027735947423 Long DBT CORP US N 2 2031-01-15 Fixed 0.04300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KM4U6 1446649.16300000 PA USD 1169175.34000000 0.029023404858 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAC5 240000.00000000 PA USD 238713.00000000 0.005925769905 Long DBT CORP US N 2 2027-01-15 Fixed 0.03200000 N N N N N N TAMPA ELECTRIC CO WS423EPRKJIIJUITXD73 875127BF8 140000.00000000 PA USD 116263.63000000 0.002886108086 Long DBT CORP US N 2 2049-06-15 Fixed 0.04450000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAQ2 130000.00000000 PA USD 129790.54000000 0.003221897743 Long DBT CORP US N 2 2056-07-30 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132VL6A0 87282.64500000 PA USD 84950.56000000 0.002108797894 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.04500000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46515CKR4 300000.00000000 PA USD 290298.98000000 0.007206331281 Long DBT NUSS IL N 2 2056-01-13 Fixed 0.05875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9UF2 4182.40100000 PA USD 4045.24000000 0.000100418332 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.03000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDU0 560000.00000000 PA USD 568315.82000000 0.014107772860 Long DBT CORP US N 2 2034-03-15 Fixed 0.05050000 N N N N N N PUBLIC SERVICE CO OF COLORADO 5BANEF6PGSEK0SNMQF44 744448DE8 100000.00000000 PA USD 98934.10000000 0.002455922854 Long DBT CORP US N 2 2036-06-15 Fixed 0.05050000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CJ5 200000.00000000 PA USD 138368.56000000 0.003434837016 Long DBT CORP US N 2 2121-05-15 Fixed 0.04100000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AL1 120000.00000000 PA USD 120960.28000000 0.003002696907 Long DBT CORP US N 2 2035-03-11 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M8GM5 419964.03000000 PA USD 338625.61000000 0.008405983121 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N TWDC ENTERPRISES 18 CORP 7260JQNI6SCF9FIV2392 25468PDN3 110000.00000000 PA USD 75726.32000000 0.001879816968 Long DBT CORP US N 2 2046-07-30 Fixed 0.03000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBJ1 100000.00000000 PA USD 95639.52000000 0.002374138774 Long DBT CORP US N 2 2030-05-06 Fixed 0.03400000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RG5 186000.00000000 PA USD 150834.38000000 0.003744286359 Long DBT UST US N 2 2044-05-15 Fixed 0.03375000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAU5 100000.00000000 PA USD 99281.71000000 0.002464551864 Long DBT CORP US N 2 2056-05-15 Fixed 0.06050000 N N N N N N EMERA US FINANCE LP N/A 29103DAM8 100000.00000000 PA USD 84796.54000000 0.002104974529 Long DBT CORP US N 2 2046-06-15 Fixed 0.04750000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AV7 380000.00000000 PA USD 335780.29000000 0.008335351394 Long DBT CORP US N 2 2031-10-01 Fixed 0.02100000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEF4 2970000.00000000 PA USD 2937979.69000000 0.072931895748 Long DBT UST US N 2 2027-03-31 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142J6AP8 22429.79700000 PA USD 22548.87000000 0.000559749218 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMSK1 1380393.64500000 PA USD 1172766.01000000 0.029112539024 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KP7H0 71217.22800000 PA USD 57579.70000000 0.001429348436 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475CJ2 100000.00000000 PA USD 100062.75000000 0.002483940265 Long DBT CORP US N 2 2029-10-26 Variable 0.04618000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RGB9 69770.95630000 PA USD 68657.41000000 0.001704339579 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 0.04500000 N N N N N N OGLETHORPE PWR CORP 3EERXCUSWMS9GV5D9M98 677050AQ9 100000.00000000 PA USD 71838.12000000 0.001783296969 Long DBT CORP US N 2 2050-08-01 Fixed 0.03750000 N N N N N N PUBLIC SERVICE CO OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CS8 210000.00000000 PA USD 140938.89000000 0.003498642440 Long DBT CORP US N 2 2050-03-01 Fixed 0.03200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YKR4 508217.03200000 PA USD 504690.51000000 0.012528349255 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KKHP7 671826.00500000 PA USD 593020.88000000 0.014721046964 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DVX7 270254.88600000 PA USD 249192.17000000 0.006185902995 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292K4D6 9228.37300000 PA USD 8934.42000000 0.000221786484 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDRW8 2463026.67900000 PA USD 2005231.30000000 0.049777512288 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCV1 5215000.00000000 PA USD 4892729.27000000 0.121456258618 Long DBT UST US N 2 2028-08-31 Fixed 0.01125000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CH1 130000.00000000 PA USD 157662.38000000 0.003913783441 Long DBT CORP US N 2 2038-03-01 Fixed 0.08250000 N N N N N N BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 549300O5ZKB2MUUSKB97 0778FPAH2 100000.00000000 PA USD 65343.78000000 0.001622082605 Long DBT CORP CA N 2 2052-02-15 Fixed 0.03200000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F022667 -1850000.00000000 PA USD -1549302.67000000 -0.03845961944 Short ABS-MBS USGA US N 2 2056-06-01 Fixed 0.02500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBQ7 100000.00000000 PA USD 90009.39000000 0.002234377409 Long DBT CORP US N 2 2050-04-02 Fixed 0.05282000 N N N N N N AMERICAN ELECTRIC POWER CO INC 1B4S6S7G0TW5EE83BO58 025537AP6 174000.00000000 PA USD 116946.56000000 0.002903061022 Long DBT CORP US N 2 2050-03-01 Fixed 0.03250000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286DH7 300000.00000000 PA USD 302250.00000000 0.007503001319 Long DBT NUSS PH N 2 2050-02-04 Fixed 0.05900000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCP8 260000.00000000 PA USD 249936.09000000 0.006204369935 Long DBT CORP US N 2 2033-02-06 Fixed 0.04900000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BA1 100000.00000000 PA USD 92434.59000000 0.002294580151 Long DBT CORP US N 2 2045-10-23 Fixed 0.06484000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AK3 120000.00000000 PA USD 121288.51000000 0.003010844832 Long DBT CORP US N 2 2030-03-11 Fixed 0.05100000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 549300S8SEQBOJLKHW63 15189XBB3 330000.00000000 PA USD 332452.89000000 0.008252752596 Long DBT CORP US N 2 2033-04-01 Fixed 0.04950000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAH6 380000.00000000 PA USD 385867.74000000 0.009578713522 Long DBT CORP US N 2 2033-03-03 Fixed 0.04875000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEG2 450000.00000000 PA USD 397945.35000000 0.009878526008 Long DBT CORP US N 2 2064-05-15 Fixed 0.05500000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448FG8 180000.00000000 PA USD 111617.82000000 0.002770781309 Long DBT CORP US N 2 2051-10-21 Fixed 0.02750000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAR3 160000.00000000 PA USD 151674.59000000 0.003765143585 Long DBT CORP US N 2 2052-08-15 Fixed 0.05950000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAU5 440000.00000000 PA USD 290355.28000000 0.007207728863 Long DBT CORP US N 2 2051-01-15 Fixed 0.03250000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJK7 380000.00000000 PA USD 381154.61000000 0.009461715605 Long DBT CORP US N 2 2029-02-01 Variable 0.04653000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HPU50 800000.00000000 PA USD 788167.76000000 0.019565339100 Long ABS-MBS USGSE US N 2 2030-12-25 Fixed 0.04070000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBJ5 1220000.00000000 PA USD 1204176.92000000 0.029892277979 Long DBT CORP US N 2 2029-02-15 Fixed 0.03700000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 873923AC0 398000.00000000 PA USD 395579.36000000 0.009819793085 Long DBT CORP US N 2 2029-03-24 Fixed 0.04500000 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABM4 160000.00000000 PA USD 148792.52000000 0.003693599582 Long DBT CORP US N 2 2030-02-15 Fixed 0.02500000 N N N N N N MARVELL TECHNOLOGY INC 254900WVU0BM7ZCJ9E93 573874AF1 120000.00000000 PA USD 115665.14000000 0.002871251275 Long DBT CORP US N 2 2028-04-15 Fixed 0.02450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCC5 1154588.20000000 PA USD 975151.45000000 0.024206989630 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02500000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAX3 160000.00000000 PA USD 146405.09000000 0.003634334436 Long DBT CORP IE N 2 2032-01-30 Fixed 0.03300000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CB3 2350000.00000000 PA USD 2320767.43000000 0.057610326183 Long DBT CORP US N 2 2027-08-17 Fixed 0.03125000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BU7 100000.00000000 PA USD 89348.98000000 0.002217983506 Long DBT CORP US N 2 2031-04-01 Fixed 0.02800000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BT2 780000.00000000 PA USD 458732.41000000 0.011387493390 Long DBT CORP US N 2 2050-06-03 Fixed 0.02500000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DJ7 120000.00000000 PA USD 119161.96000000 0.002958055725 Long DBT CORP US N 2 2027-08-01 Fixed 0.03700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DQ70 199815.75900000 PA USD 161864.85000000 0.004018104824 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XB7J3 600343.79000000 PA USD 547890.79000000 0.013600745476 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K5L54 574867.78000000 PA USD 510849.12000000 0.012681229516 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QH7 610000.00000000 PA USD 607011.02000000 0.015068335761 Long DBT CORP US N 2 2036-09-11 Variable 0.05174000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132KFMW9 8939.47900000 PA USD 8633.18000000 0.000214308555 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 0.02500000 N N N N N N EQUINIX EUROPE 2 FINANCING CORP LLC 254900FSZR46BPMCKI50 29390XAA2 310000.00000000 PA USD 316270.73000000 0.007851049477 Long DBT CORP US N 2 2034-06-15 Fixed 0.05500000 N N N N N N STANLEY BLACK and DECKER INC 549300DJ09SMTO561131 854502AN1 211000.00000000 PA USD 123688.17000000 0.003070413573 Long DBT CORP US N 2 2050-11-15 Fixed 0.02750000 N N N N N N ARIZONA PUBLIC SERVICE CO YG6VT0TPHRH4TFVAQV64 040555DB7 200000.00000000 PA USD 135540.95000000 0.003364644918 Long DBT CORP US N 2 2050-05-15 Fixed 0.03350000 N N N N N N CHASE ISSUANCE TR 5493008SHVCX2Y068L12 161571HU1 600000.00000000 PA USD 610896.24000000 0.015164781785 Long ABS-CBDO CORP US N 2 2030-09-15 Fixed 0.05080000 N N N N N N MOLSON COORS BEVERAGE CO 54930073LBBH6ZCBE225 60871RAD2 200000.00000000 PA USD 183851.60000000 0.004563900073 Long DBT CORP US N 2 2042-05-01 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WDP0 66459.80000000 PA USD 52137.07000000 0.001294241538 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 0.01500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YDG6 671224.50000000 PA USD 630438.42000000 0.015649893455 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 0.04000000 N N N N N N UBS AG STAMFORD BRH 254900R882POXXVAK772 22550L2G5 1010000.00000000 PA USD 1004654.51000000 0.024939368449 Long DBT CORP US N 2 2026-08-07 Fixed 0.01250000 N N N N N N FLORIDA PWR and LT CO A89MY1K3YLIGJMYWVX50 341081GU5 300000.00000000 PA USD 307794.80000000 0.007640644468 Long DBT CORP US N 2 2034-06-15 Fixed 0.05300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KQPH3 137484.38300000 PA USD 143919.41000000 0.003572630349 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 0.06500000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558CA9 100000.00000000 PA USD 98642.99000000 0.002448696390 Long DBT CORP US N 2 2053-10-15 Fixed 0.05550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6QG9 99065.22000000 PA USD 99404.60000000 0.002467602464 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CPE8 598809.97500000 PA USD 551901.84000000 0.013700315082 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 0.03500000 N N N N N N SHERWIN WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BK1 80000.00000000 PA USD 60002.92000000 0.001489502027 Long DBT CORP US N 2 2049-08-15 Fixed 0.03800000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GFMM4 249995.99300000 PA USD 230277.81000000 0.005716376219 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 0.02000000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MEF3 925000.00000000 PA USD 912339.34000000 0.022647752759 Long DBT CORP JP N 2 2037-01-15 Variable 0.05046000 N N N N N N GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV N/A 38122NB50 112000.00000000 PA USD 98830.89000000 0.002453360787 Long DBT MUN US N 2 2034-06-01 Fixed 0.02746000 N N N N N N NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH 549300E2IPL06NDXMZ63 632525CQ2 350000.00000000 PA USD 346819.63000000 0.008609390046 Long DBT CORP US N 2 2028-12-13 Fixed 0.03850000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U4A8 4230000.00000000 PA USD 4182898.99000000 0.103835555467 Long DBT CORP US N 2 2029-09-15 Variable 0.04078000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142CB7 645000.00000000 PA USD 670003.43000000 0.016632048367 Long DBT CORP US N 2 2035-09-01 Fixed 0.05250000 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AE3 230000.00000000 PA USD 182732.95000000 0.004536130901 Long DBT CORP US N 2 2045-11-01 Fixed 0.03875000 N N N N N N PG and E WILDFIRE RECOVERY N/A 693342AJ6 260000.00000000 PA USD 245342.61000000 0.006090342188 Long DBT CORP US N 2 2049-12-01 Fixed 0.05212000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BX6 100000.00000000 PA USD 100588.69000000 0.002496996108 Long DBT CORP US N 2 2054-11-15 Fixed 0.05700000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAU8 250000.00000000 PA USD 250729.46000000 0.006224064414 Long DBT CORP US N 2 2035-03-15 Fixed 0.05050000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAT2 170000.00000000 PA USD 155261.60000000 0.003854186897 Long DBT CORP US N 2 2031-03-15 Fixed 0.02700000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H050672 5025000.00000000 PA USD 4957201.70000000 0.123056710983 Long ABS-MBS USGA US N 2 2056-07-01 Fixed 0.05000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECA7 210000.00000000 PA USD 199938.33000000 0.004963234255 Long DBT CORP US N 2 2040-10-15 Fixed 0.04875000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAC5 220000.00000000 PA USD 206490.80000000 0.005125891628 Long DBT CORP US N 2 2031-01-15 Fixed 0.03500000 N N N N N N CITIZENS FINANCIAL GRP INC 2138004JDDA4ZQUPFW65 174610BH7 150000.00000000 PA USD 154092.72000000 0.003825170823 Long DBT CORP US N 2 2032-07-23 Variable 0.05718000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QUJM6 42455.18840000 PA USD 39531.52000000 0.000981323562 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDKT2 131260.74500000 PA USD 119279.08000000 0.002960963092 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 0.03000000 N N N N N N ENTERGY ARKANSAS LLC KYX6QEFGFXUFFAWLGG05 29366MAC2 100000.00000000 PA USD 67491.16000000 0.001675388792 Long DBT CORP US N 2 2052-06-15 Fixed 0.03350000 N N N N N N Phillips Edison Grocery Center Operating Partnership I LP 549300WUPIVS6ZE0ZI51 71845JAE8 200000.00000000 PA USD 196078.41000000 0.004867416274 Long DBT CORP US N 2 2033-03-15 Fixed 0.04750000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCM0 1010000.00000000 PA USD 998278.53000000 0.024781092233 Long DBT CORP JP N 2 2027-01-14 Fixed 0.02174000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912810UJ5 17470000.00000000 PA USD 17010730.12000000 0.422271399607 Long DBT UST US N 2 2045-02-15 Fixed 0.04750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJ2B5 140716.90800000 PA USD 125948.56000000 0.003126525101 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.03000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 940000.00000000 PA USD 855521.61000000 0.021237319333 Long DBT CORP US N 2 2031-02-15 Fixed 0.02550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ESE1 321131.42300000 PA USD 334681.92000000 0.008308085648 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.06500000 N N N N N N HPS CORPORATE LENDING FUND 549300ZS7IHUA6FKFV61 40440VAF2 60000.00000000 PA USD 61139.91000000 0.001517726469 Long DBT CORP US N 2 2029-01-30 Fixed 0.06750000 N N N N N N BANK OF MONTREAL QUE NQQ6HPCNCCU6TUTQYE16 06368LWU6 320000.00000000 PA USD 328747.63000000 0.008160773867 Long DBT CORP CA N 2 2028-09-25 Fixed 0.05717000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DT1 130000.00000000 PA USD 116167.05000000 0.002883710601 Long DBT CORP US N 2 2032-02-01 Fixed 0.02650000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAN5 400000.00000000 PA USD 387619.64000000 0.009622202383 Long DBT CORP US N 2 2036-03-15 Fixed 0.05000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBB3 200000.00000000 PA USD 160597.30000000 0.003986639383 Long DBT CORP US N 2 2048-09-01 Fixed 0.04200000 N N N N N N PROGRESSIVE CORP OHIO 529900TACNVLY9DCR586 743315AW3 400000.00000000 PA USD 382339.65000000 0.009491132831 Long DBT CORP US N 2 2030-03-26 Fixed 0.03200000 N N N N N N AMERICAN WATER CAP CORP 5IDHQUFVC8Q2KIBBFF06 03040WBH7 700000.00000000 PA USD 700791.63000000 0.017396329278 Long DBT CORP US N 2 2036-04-01 Fixed 0.05200000 N N N N N N GENUINE PARTS CO 549300D46DQVEU651W04 372460AA3 240000.00000000 PA USD 208759.06000000 0.005182198519 Long DBT CORP US N 2 2030-11-01 Fixed 0.01875000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46515CJZ8 400000.00000000 PA USD 390579.81000000 0.009695685127 Long DBT NUSS IL N 2 2036-01-13 Fixed 0.05000000 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HBN6 280000.00000000 PA USD 280275.06000000 0.006957499238 Long DBT CORP US N 2 2029-07-16 Fixed 0.05950000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216DP2 120000.00000000 PA USD 107503.58000000 0.002668650132 Long DBT CORP US N 2 2032-01-05 Fixed 0.02250000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAS8 210000.00000000 PA USD 192893.91000000 0.004788364801 Long DBT CORP JP N 2 2030-07-16 Fixed 0.02679000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CS5 240000.00000000 PA USD 225747.14000000 0.005603907656 Long DBT CORP US N 2 2054-08-01 Fixed 0.05350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CQH0 2707.67150000 PA USD 2621.91000000 0.000065085836 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 0.03000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAX2 160000.00000000 PA USD 162066.09000000 0.004023100370 Long DBT CORP US N 2 2033-03-09 Fixed 0.04850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140NCB65 484325.66900000 PA USD 506707.18000000 0.012578410719 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 0.06500000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BJ4 228000.00000000 PA USD 183445.67000000 0.004553823338 Long DBT CORP US N 2 2047-08-22 Fixed 0.04050000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AD6P8 170020.61400000 PA USD 164910.27000000 0.004093703799 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.04500000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DR7 860000.00000000 PA USD 856250.11000000 0.021255403490 Long DBT CORP US N 2 2028-04-28 Fixed 0.04125000 N N N N N N MASSACHUSETTS ST N/A 57582PUE8 145000.00000000 PA USD 147142.11000000 0.003652630092 Long DBT MUN US N 2 2039-12-01 Fixed 0.05456000 N N N N N N DOMINION ENERGY SOUTH CAROLINA INC 3QRVFYR22IUIEOORTK28 25731VAC8 150000.00000000 PA USD 153197.51000000 0.003802948286 Long DBT CORP US N 2 2035-01-15 Fixed 0.05300000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CR5 400000.00000000 PA USD 282480.00000000 0.007012234285 Long DBT NUSS ID N 2 2050-02-14 Fixed 0.03500000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 96949LAC9 100000.00000000 PA USD 91877.60000000 0.002280753528 Long DBT CORP US N 2 2045-09-15 Fixed 0.05100000 N N N N N N RABOBANK NEDERLAND NEW YORK BRH DG3RU1DBUFHT4ZF9WN62 21688ABT8 500000.00000000 PA USD 492769.69000000 0.012232428897 Long DBT CORP US N 2 2031-01-14 Fixed 0.04160000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CN3 450000.00000000 PA USD 354637.17000000 0.008803451296 Long DBT CORP US N 2 2048-03-15 Fixed 0.04200000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CQ1 200000.00000000 PA USD 198459.08000000 0.004926513611 Long DBT CORP US N 2 2031-06-01 Fixed 0.04650000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBE2 90000.00000000 PA USD 91179.16000000 0.002263415575 Long DBT CORP US N 2 2027-01-15 Fixed 0.07000000 N N N N N N SOUTHERN CO GAS CAPITAL CORP E8CD46SWUD2TSN8PA636 8426EPAB4 120000.00000000 PA USD 93134.73000000 0.002311960304 Long DBT CORP US N 2 2046-10-01 Fixed 0.03950000 N N N N N N KITE REALTY GROUP LP 549300X6R2GYI8Y3OD81 49803XAG8 100000.00000000 PA USD 100884.34000000 0.002504335272 Long DBT CORP US N 2 2032-08-15 Fixed 0.05200000 N N N N N N WESTERN UNION CO/THE 28ID94QU1140NC23S047 959802BA6 110000.00000000 PA USD 99498.58000000 0.002469935407 Long DBT CORP US N 2 2031-03-15 Fixed 0.02750000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS CO 549300RUHPVD434XUK18 74456QBA3 130000.00000000 PA USD 103132.20000000 0.002560135757 Long DBT CORP US N 2 2042-09-01 Fixed 0.03650000 N N N N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 636274AE2 100000.00000000 PA USD 104429.61000000 0.002592342437 Long DBT CORP GB N 2 2033-06-12 Fixed 0.05809000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427PL36 1857723.58800000 PA USD 1518820.00000000 0.037702922956 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 100000.00000000 PA USD 92197.53000000 0.002288695415 Long DBT CORP US N 2 2049-02-15 Fixed 0.05500000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBH8 460000.00000000 PA USD 449056.42000000 0.011147298301 Long DBT CORP US N 2 2029-04-15 Fixed 0.03375000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BS3 120000.00000000 PA USD 84217.84000000 0.002090608981 Long DBT CORP US N 2 2046-06-15 Fixed 0.03375000 N N N N N N JAPAN BANK INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 471048CY2 390000.00000000 PA USD 395530.57000000 0.009818581930 Long DBT CORP JP N 2 2028-10-18 Fixed 0.04875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A5KF1 11083.94300000 PA USD 11132.31000000 0.000276346523 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.05000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EL0 490000.00000000 PA USD 286551.65000000 0.007113308214 Long DBT CORP US N 2 2061-08-05 Fixed 0.02850000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BY8 590000.00000000 PA USD 523857.33000000 0.013004143054 Long DBT CORP US N 2 2030-10-01 Fixed 0.01650000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CD9 150000.00000000 PA USD 141225.53000000 0.003505757941 Long DBT CORP US N 2 2031-09-18 Variable 0.03547000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWNJ8 732811.23000000 PA USD 737800.80000000 0.018315038463 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.05500000 N N N N N N MOODYS CORP 549300GCEDD8YCF5WU84 615369AQ8 120000.00000000 PA USD 106741.53000000 0.002649733136 Long DBT CORP US N 2 2048-12-17 Fixed 0.04875000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8S4 1260000.00000000 PA USD 1261362.27000000 0.031311837140 Long DBT CORP US N 2 2029-08-15 Fixed 0.04300000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13645RBP8 1600000.00000000 PA USD 1581303.84000000 0.039254010910 Long DBT CORP CA N 2 2029-03-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DMJ8 226694.26400000 PA USD 200067.62000000 0.004966443728 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03000000 N N N N N N INTERSTATE PWR and LT CO EF9UQIIO4KY2BWOK3P26 461070AP9 260000.00000000 PA USD 257890.29000000 0.006401823609 Long DBT CORP US N 2 2028-09-26 Fixed 0.04100000 N N N N N N LEGG MASON INC OWUNCC6U1ZJXMZKFBJ36 524901AR6 60000.00000000 PA USD 59236.95000000 0.001470487722 Long DBT CORP US N 2 2044-01-15 Fixed 0.05625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140B2Y99 371678.30600000 PA USD 366307.85000000 0.009093162222 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYVX4 462172.80800000 PA USD 387596.74000000 0.009621633917 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.01500000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BL6 140000.00000000 PA USD 136046.88000000 0.003377204036 Long DBT CORP US N 2 2055-09-15 Fixed 0.05700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CEXK3 41794.53900000 PA USD 42209.72000000 0.001047806732 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.05500000 N N N N N N FLORIDA PWR and LT CO A89MY1K3YLIGJMYWVX50 341081GY7 100000.00000000 PA USD 99556.50000000 0.002471373203 Long DBT CORP US N 2 2055-03-15 Fixed 0.05700000 N N N N N N JOHNSON and JOHNSON 549300G0CFPGEF6X2043 478160DL5 840000.00000000 PA USD 863481.59000000 0.021434916489 Long DBT CORP US N 2 2035-03-01 Fixed 0.05000000 N N N N N N SHERWIN WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AW6 210000.00000000 PA USD 208402.26000000 0.005173341378 Long DBT CORP US N 2 2027-06-01 Fixed 0.03450000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAL8 600000.00000000 PA USD 355078.99000000 0.008814418959 Long DBT CORP US N 2 2051-07-15 Fixed 0.02900000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 74432QCD5 260000.00000000 PA USD 213925.87000000 0.005310458510 Long DBT CORP US N 2 2048-03-27 Fixed 0.04418000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735DA2 140000.00000000 PA USD 137691.28000000 0.003418024335 Long DBT CORP US N 2 2032-08-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133C7WJ2 384639.59000000 PA USD 388749.00000000 0.009650237418 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.05500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBK0 200000.00000000 PA USD 200631.14000000 0.004980432450 Long DBT CORP GB N 2 2030-06-20 Variable 0.05088000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDH5 500000.00000000 PA USD 484780.28000000 0.012034101175 Long DBT CORP US N 2 2030-09-26 Fixed 0.04450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F9WA9 17990.06880000 PA USD 16597.67000000 0.000412017667 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHG7 780000.00000000 PA USD 772857.20000000 0.019185272427 Long DBT CORP US N 2 2029-03-05 Variable 0.03970000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CWF7 8932.97200000 PA USD 8877.42000000 0.000220371526 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 0.03500000 N N N N N N MORGAN STANLEY CAP I TR 2020-L4 N/A 61770KAX3 150000.00000000 PA USD 138938.94000000 0.003448996030 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 0.02698000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDJ1 220000.00000000 PA USD 225199.65000000 0.005590316860 Long DBT CORP US N 2 2036-01-30 Variable 0.06183000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AEE36 12871.54300000 PA USD 12915.64000000 0.000320615596 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 0.05000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DK1 100000.00000000 PA USD 83379.02000000 0.002069786259 Long DBT CORP US N 2 2047-11-15 Fixed 0.04350000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AM7 280000.00000000 PA USD 245271.69000000 0.006088581682 Long DBT CORP US N 2 2048-04-20 Fixed 0.05000000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BS4 100000.00000000 PA USD 95168.29000000 0.002362441043 Long DBT CORP US N 2 2028-02-15 Fixed 0.01500000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAQ3 90000.00000000 PA USD 80970.40000000 0.002009995096 Long DBT CORP US N 2 2048-04-01 Fixed 0.05400000 N N N N N N BURLINGTON NORTHN SANTA FE LLC N/A 12189LBL4 170000.00000000 PA USD 165302.51000000 0.004103440696 Long DBT CORP US N 2 2055-03-15 Fixed 0.05500000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAM8 80000.00000000 PA USD 71039.98000000 0.001763484081 Long DBT CORP US N 2 2045-07-15 Fixed 0.05200000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HQDH1 850000.00000000 PA USD 829063.06000000 0.020580516899 Long ABS-MBS USGSE US N 2 2032-12-25 Fixed 0.04120000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DH9 270000.00000000 PA USD 253708.55000000 0.006298016824 Long DBT CORP US N 2 2055-11-15 Fixed 0.05700000 N N N N N N PHILLIPS 66 CO RVJMT2IZVVSKIRJJBH76 718547AW2 130000.00000000 PA USD 123009.58000000 0.003053568373 Long DBT CORP US N 2 2054-06-15 Fixed 0.05650000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJT8 250000.00000000 PA USD 253256.56000000 0.006286796704 Long DBT CORP US N 2 2031-02-12 Variable 0.05046000 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687GE0 100000.00000000 PA USD 97351.01000000 0.002416624504 Long DBT CORP US N 2 2036-03-14 Fixed 0.04625000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAN8 90000.00000000 PA USD 79331.67000000 0.001969315548 Long DBT CORP US N 2 2032-01-15 Fixed 0.02650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EWR80 8568.42100000 PA USD 8203.47000000 0.000203641509 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 0.04000000 N N N N N N AMERICAN ELECTRIC POWER CO INC 1B4S6S7G0TW5EE83BO58 025537AN1 120000.00000000 PA USD 110428.29000000 0.002741252623 Long DBT CORP US N 2 2030-03-01 Fixed 0.02300000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AU3 100000.00000000 PA USD 82404.09000000 0.002045584767 Long DBT CORP US N 2 2049-08-15 Fixed 0.04450000 N N N N N N DALLAS TX AREA RAP TR SALE TAX N/A 235241WM4 300000.00000000 PA USD 201646.14000000 0.005005628633 Long DBT MUN US N 2 2048-12-01 Fixed 0.02613000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VSK7 140179.77700000 PA USD 132735.18000000 0.003294994973 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 0.04000000 N N N N N N UNIVERSAL HEALTH SERVICES INC 549300YGMGQDO0NMJD09 913903BA7 140000.00000000 PA USD 122683.05000000 0.003045462650 Long DBT CORP US N 2 2032-01-15 Fixed 0.02650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140NPTL4 478486.75700000 PA USD 473980.42000000 0.011766007333 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.05000000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YCB9 680000.00000000 PA USD 668348.24000000 0.016590960219 Long DBT CORP US N 2 2055-12-04 Fixed 0.05550000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDS8 360000.00000000 PA USD 343872.38000000 0.008536228025 Long DBT CORP US N 2 2029-08-15 Fixed 0.02875000 N N N N N N PROCTER and GAMBLE CO 2572IBTT8CCZW6AU4141 742718FQ7 200000.00000000 PA USD 179370.89000000 0.004452671709 Long DBT CORP US N 2 2031-04-23 Fixed 0.01950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140AVRJ2 1538613.32200000 PA USD 1521911.06000000 0.037779654891 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.05000000 N N N N N N MSBAM 2025-5C2 N/A 61779RBK6 864000.00000000 PA USD 872279.54000000 0.021653315266 Long ABS-MBS CORP US N 2 2058-11-15 Fixed 0.05107000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UUK6 135380.43500000 PA USD 128190.72000000 0.003182184090 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 0.04000000 N N N N N N PORT AUTH NY and NJ 54930006MR4KZ4W74Z83 73358WRP1 70000.00000000 PA USD 66208.97000000 0.001643559931 Long DBT MUN US N 2 2046-08-01 Fixed 0.04960000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140E4NR4 16866.70460000 PA USD 15623.32000000 0.000387830572 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 0.03500000 N N N N N N BLACKSTONE SECURED LENDING FUND 549300KM7KWQHVBNH962 09261XAJ1 210000.00000000 PA USD 209750.06000000 0.005206798930 Long DBT CORP US N 2 2028-04-13 Fixed 0.05350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F8CM7 5947.32800000 PA USD 5692.31000000 0.000141304911 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.04000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBP1 1080000.00000000 PA USD 1073628.24000000 0.026651560301 Long DBT CORP US N 2 2056-02-15 Fixed 0.05650000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BJ6 30000.00000000 PA USD 25315.23000000 0.000628420857 Long DBT CORP US N 2 2050-04-01 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AMVJ2 411574.72100000 PA USD 315006.61000000 0.007819669182 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.01500000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BM1 110000.00000000 PA USD 102172.59000000 0.002536314565 Long DBT CORP US N 2 2031-02-01 Fixed 0.03375000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACW3 470000.00000000 PA USD 447805.07000000 0.011116235007 Long DBT CORP US N 2 2053-01-15 Fixed 0.05650000 N N N N N N AMERICAN ELECTRIC POWER CO INC 1B4S6S7G0TW5EE83BO58 025537AM3 194000.00000000 PA USD 193600.67000000 0.004805909288 Long DBT CORP US N 2 2028-12-01 Fixed 0.04300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XM4D5 296133.26400000 PA USD 270899.57000000 0.006724763709 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3133C2JF6 279074.97500000 PA USD 285482.56000000 0.007086769311 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWMH3 940618.65200000 PA USD 905538.56000000 0.022478931382 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.04500000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140K8QX2 18251.47600000 PA USD 16201.84000000 0.000402191652 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418E5Q9 369185.70200000 PA USD 377246.91000000 0.009364711541 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 0.06000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFD9 320000.00000000 PA USD 299633.75000000 0.007438055985 Long DBT CORP US N 2 2064-04-15 Fixed 0.05500000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBB4 480000.00000000 PA USD 475164.98000000 0.011795412644 Long DBT CORP US N 2 2064-04-18 Fixed 0.05900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142J6BT9 2264203.32900000 PA USD 2276789.58000000 0.056518627700 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 0.05500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31426FQZ3 160890.92600000 PA USD 158676.79000000 0.003938964978 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.05000000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RAZ0 245000.00000000 PA USD 230203.24000000 0.005714525106 Long DBT CORP US N 2 2029-01-25 Fixed 0.01900000 N N N N N N CSAIL 2019-C17 COML MTG TR N/A 12597BAT6 200000.00000000 PA USD 189112.66000000 0.004694499710 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 0.02762800 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BL1 150000.00000000 PA USD 148983.59000000 0.003698342671 Long DBT CORP US N 2 2028-11-15 Fixed 0.04375000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XEB7 1320000.00000000 PA USD 1271307.01000000 0.031558703633 Long DBT CORP US N 2 2056-02-04 Fixed 0.06700000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F050668 1550000.00000000 PA USD 1525539.14000000 0.037869717717 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.05000000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 581557BU8 100000.00000000 PA USD 101723.04000000 0.002525155015 Long DBT CORP US N 2 2033-07-15 Fixed 0.05100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142J6A52 1978790.11500000 PA USD 1989480.73000000 0.049386522884 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 0.05500000 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 776696AJ5 260000.00000000 PA USD 251147.50000000 0.006234441766 Long DBT CORP US N 2 2034-10-15 Fixed 0.04900000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 716973AH5 150000.00000000 PA USD 138334.08000000 0.003433981090 Long DBT CORP SG N 2 2063-05-19 Fixed 0.05340000 N N N N N N LAZARD GROUP LLC FI94J2CJ1D7BIGVMS874 52107QAK1 110000.00000000 PA USD 109120.07000000 0.002708777598 Long DBT CORP US N 2 2029-03-11 Fixed 0.04375000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081FF5 760000.00000000 PA USD 751571.17000000 0.018656871728 Long DBT CORP US N 2 2035-11-15 Fixed 0.04875000 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556CX8 120000.00000000 PA USD 121912.82000000 0.003026342594 Long DBT CORP US N 2 2033-08-10 Fixed 0.05086000 N N N N N N ARCHER DANIELS MIDLAND CO 549300LO13MQ9HYSTR83 039483BQ4 90000.00000000 PA USD 77336.67000000 0.001919792016 Long DBT CORP US N 2 2049-03-15 Fixed 0.04500000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DA5 100000.00000000 PA USD 98498.75000000 0.002445115802 Long DBT CORP US N 2 2027-05-05 Fixed 0.02550000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 760942BD3 462000.00000000 PA USD 416181.15000000 0.010331208329 Long DBT NUSS UY N 2 2055-04-20 Fixed 0.04975000 N N N N N N HORMEL FOODS CORP MSD54751OJP1FS2ND863 440452AF7 200000.00000000 PA USD 179964.55000000 0.004467408622 Long DBT CORP US N 2 2030-06-11 Fixed 0.01800000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081FD0 1700000.00000000 PA USD 1684395.24000000 0.041813133855 Long DBT CORP US N 2 2030-11-15 Fixed 0.04200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWF65 633160.35900000 PA USD 640835.09000000 0.015907978579 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKZ3 14500000.00000000 PA USD 14570800.60000000 0.361703014471 Long DBT UST US N 2 2027-07-15 Fixed 0.04375000 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 210385AC4 100000.00000000 PA USD 104827.27000000 0.002602213879 Long DBT CORP US N 2 2033-03-01 Fixed 0.05800000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS CO 549300RUHPVD434XUK18 74456QCN4 190000.00000000 PA USD 194800.79000000 0.004835700858 Long DBT CORP US N 2 2033-08-01 Fixed 0.05200000 N N N N N N TEXAS INSTRUMENTS INC. WDJNR2L6D8RWOEB8T652 882508BG8 510000.00000000 PA USD 477836.77000000 0.011861736693 Long DBT CORP US N 2 2029-09-04 Fixed 0.02250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FAY3 169580.61800000 PA USD 176206.32000000 0.004374114975 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.06500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCS8 3247000.00000000 PA USD 2807132.97000000 0.069683779577 Long DBT UST US N 2 2031-08-15 Fixed 0.01250000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863CF3 200000.00000000 PA USD 196710.00000000 0.004883094754 Long DBT NUSS CL N 2 2028-02-06 Fixed 0.03240000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CXAK8 120365.05900000 PA USD 110589.29000000 0.002745249259 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 0.02000000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BL7 200000.00000000 PA USD 137050.00000000 0.003402105312 Long DBT NUSS PA N 2 2060-07-23 Fixed 0.03870000 N N N N N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 42824CAX7 50000.00000000 PA USD 53707.02000000 0.001333213703 Long DBT CORP US N 2 2035-10-15 Variable 0.06200000 N N N N N N FLORIDA ST BRD ADMIN FIN CORP REV 5493004G5XFOOUT0LQ57 341271AH7 300000.00000000 PA USD 312701.43000000 0.007762445795 Long DBT MUN US N 2 2034-07-01 Fixed 0.05526000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QVV35 183518.97000000 PA USD 177076.13000000 0.004395706987 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.04500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CU5 100000.00000000 PA USD 102576.06000000 0.002546330234 Long DBT CORP US N 2 2034-09-01 Fixed 0.05650000 N N N N N N MARVELL TECHNOLOGY INC 254900WVU0BM7ZCJ9E93 573874AQ7 70000.00000000 PA USD 73877.77000000 0.001833928885 Long DBT CORP US N 2 2033-09-15 Fixed 0.05950000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V4U1 2481173.79400000 PA USD 2038538.84000000 0.050604332856 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 0.02000000 N N N N N N AIR PRODUCTS and CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158BN5 90000.00000000 PA USD 90084.90000000 0.002236251856 Long DBT CORP US N 2 2028-06-11 Fixed 0.04300000 N N N N N N ARES STRATEGIC INCOME FUND 549300IANZJVZPTICV54 04020EAU1 260000.00000000 PA USD 253249.34000000 0.006286617475 Long DBT CORP US N 2 2031-04-15 Fixed 0.05550000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AQ2 140000.00000000 PA USD 119030.87000000 0.002954801570 Long DBT CORP US N 2 2049-04-15 Fixed 0.04850000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TJ7 7670000.00000000 PA USD 5390871.47000000 0.133822053767 Long DBT UST US N 2 2052-08-15 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPJ4 4330000.00000000 PA USD 4187921.88000000 0.103960242813 Long DBT UST US N 2 2035-11-15 Fixed 0.04000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST 2025-D N/A 44891XAD9 800000.00000000 PA USD 795619.84000000 0.019750328235 Long ABS-CBDO CORP US N 2 2030-09-16 Fixed 0.03990000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YBQ7 380000.00000000 PA USD 376621.63000000 0.009349189699 Long DBT CORP US N 2 2030-09-15 Fixed 0.04150000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BF9 150000.00000000 PA USD 165412.39000000 0.004106168338 Long DBT CORP US N 2 2051-01-15 Fixed 0.07150000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBB5 150000.00000000 PA USD 140585.44000000 0.003489868459 Long DBT CORP US N 2 2030-06-30 Fixed 0.02950000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BK8 112000.00000000 PA USD 91623.12000000 0.002274436361 Long DBT CORP US N 2 2047-03-01 Fixed 0.04150000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 130000.00000000 PA USD 130271.80000000 0.003233844457 Long DBT CORP US N 2 2049-04-15 Fixed 0.06250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179R7J2 89716.04240000 PA USD 83248.18000000 0.002066538310 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 0.03500000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172AW9 330000.00000000 PA USD 277518.41000000 0.006889068639 Long DBT CORP US N 2 2043-03-04 Fixed 0.04125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TQN8 553395.71900000 PA USD 499162.88000000 0.012391132331 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AAAE4 22126.07900000 PA USD 21089.40000000 0.000523519589 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 0.02500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFS9 110000.00000000 PA USD 111006.95000000 0.002755617178 Long DBT CORP US N 2 2030-07-19 Variable 0.05042000 N N N N N N CORNING INC 549300X2937PB0CJ7I56 219350BK0 400000.00000000 PA USD 381512.45000000 0.009470598562 Long DBT CORP US N 2 2048-11-15 Fixed 0.05350000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHM4 360000.00000000 PA USD 357861.10000000 0.008883481572 Long DBT CORP US N 2 2029-07-23 Variable 0.04271000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397H48 1100000.00000000 PA USD 1112594.20000000 0.027618844500 Long DBT CORP US N 2 2030-09-05 Fixed 0.05730000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAP9 270000.00000000 PA USD 196100.89000000 0.004867974313 Long DBT CORP US N 2 2040-09-15 Fixed 0.02650000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617482V92 528000.00000000 PA USD 575295.56000000 0.014281036710 Long DBT CORP US N 2 2042-07-24 Fixed 0.06375000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBT4 410000.00000000 PA USD 399300.02000000 0.009912154100 Long DBT CORP US N 2 2035-11-01 Fixed 0.04950000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CCA1 50000.00000000 PA USD 50734.89000000 0.001259434066 Long DBT CORP US N 2 2053-09-15 Fixed 0.06100000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBM1 360000.00000000 PA USD 327875.36000000 0.008139120789 Long DBT CORP US N 2 2031-04-15 Fixed 0.02700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MJHE2 423028.12200000 PA USD 396919.38000000 0.009853057507 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWNX7 601249.01400000 PA USD 605342.80000000 0.015026924158 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.05500000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAZ2 290000.00000000 PA USD 286568.46000000 0.007113725503 Long DBT CORP JP N 2 2027-01-22 Fixed 0.02329000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBV2 200000.00000000 PA USD 194334.37000000 0.004824122529 Long DBT CORP US N 2 2037-05-15 Fixed 0.04926000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132ACYH7 36470.32900000 PA USD 34647.68000000 0.000860087969 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.04000000 N N N N N N UNIVERSITY VA UNIV REVS N/A 915217XM0 210000.00000000 PA USD 125866.08000000 0.003124477632 Long DBT MUN US N 2 2051-11-01 Fixed 0.02584000 N N N N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 038222AT2 170000.00000000 PA USD 166405.67000000 0.004130825348 Long DBT CORP US N 2 2031-01-15 Fixed 0.04000000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JBG8 100000.00000000 PA USD 78987.67000000 0.001960776152 Long DBT CORP US N 2 2048-11-15 Fixed 0.04100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142J6DP5 1174999.12600000 PA USD 1128791.11000000 0.028020913771 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.04500000 N N N N N N NOVANT HEALTH INC 549300ZUXEGFGE8EP917 66988AAH7 110000.00000000 PA USD 71931.71000000 0.001785620231 Long DBT CORP US N 2 2051-11-01 Fixed 0.03168000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HFQH5 57036.91500000 PA USD 50631.68000000 0.001256871999 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WRY6 323088.79100000 PA USD 253258.09000000 0.006286834684 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 0.01500000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BJ5 260000.00000000 PA USD 174120.77000000 0.004322343646 Long DBT CORP US N 2 2050-02-15 Fixed 0.03300000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5EV7 2438872.66800000 PA USD 2462310.72000000 0.061123972144 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 0.05500000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBS4 80000.00000000 PA USD 68150.85000000 0.001691764822 Long DBT CORP US N 2 2048-10-17 Fixed 0.04950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142JP5E7 218244.97200000 PA USD 215158.36000000 0.005341053627 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNV9 35989000.00000000 PA USD 35848417.97000000 0.889894879475 Long DBT UST US N 2 2027-08-31 Fixed 0.03625000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A3Q6 250000.00000000 PA USD 250509.00000000 0.006218591753 Long DBT CORP CA N 2 2032-06-04 Variable 0.04928000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H7QH9 2500000.00000000 PA USD 2251408.50000000 0.055888572194 Long ABS-MBS USGSE US N 2 2032-05-25 Fixed 0.02580000 N N N N N N INTEGRIS BAPTIST MEDICAL CENTER INC 549300S00ZKDLJSB3927 45834QAA7 104000.00000000 PA USD 76249.13000000 0.001892795113 Long DBT CORP US N 2 2050-08-15 Fixed 0.03875000 N N N N N N S and P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBG8 110000.00000000 PA USD 109485.52000000 0.002717849465 Long DBT CORP US N 2 2029-05-01 Fixed 0.04250000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167EE9 20000.00000000 PA USD 19585.80000000 0.000486194485 Long DBT CORP PH N 2 2027-11-02 Fixed 0.02500000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS CO 549300RUHPVD434XUK18 74456QCW4 200000.00000000 PA USD 199118.34000000 0.004942878966 Long DBT CORP US N 2 2035-08-15 Fixed 0.04900000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCA6 150000.00000000 PA USD 149906.17000000 0.003721244636 Long DBT CORP US N 2 2031-02-15 Fixed 0.04800000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMU68 3043.75500000 PA USD 2939.44000000 0.000072968146 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 0.02500000 N N N N N N CANADIAN NATIONAL RAILWAY CO 3SU7BEP7TH9YEQOZCS77 136375CP5 100000.00000000 PA USD 75506.17000000 0.001874352003 Long DBT CORP CA N 2 2048-02-03 Fixed 0.03650000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CW8 260000.00000000 PA USD 191094.17000000 0.004743688369 Long DBT CORP US N 2 2040-06-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4PD2 104687.71900000 PA USD 101993.87000000 0.002531878051 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04500000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAH7 277000.00000000 PA USD 206906.79000000 0.005136218092 Long DBT CORP US N 2 2050-04-01 Fixed 0.03500000 N N N N N N COLGATE-PALMOLIVE CO YMEGZFW4SBUSS5BQXF88 194162AP8 130000.00000000 PA USD 122114.71000000 0.003031354277 Long DBT CORP US N 2 2032-08-15 Fixed 0.03250000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CX9 270000.00000000 PA USD 270920.10000000 0.006725273342 Long DBT CORP US N 2 2036-02-28 Variable 0.05146000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9Y25 214299.38600000 PA USD 179856.25000000 0.004464720201 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CQ6 360000.00000000 PA USD 263054.53000000 0.006530019803 Long DBT CORP US N 2 2050-02-01 Fixed 0.03750000 N N N N N N KIMBERLY-CLARK CORP MP3J6QPYPGN75NVW2S34 494368CC5 184000.00000000 PA USD 177208.96000000 0.004399004336 Long DBT CORP US N 2 2027-09-15 Fixed 0.01050000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CS1 520000.00000000 PA USD 506258.64000000 0.012567276240 Long DBT CORP US N 2 2035-12-01 Fixed 0.05850000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RCL9 500000.00000000 PA USD 496649.81000000 0.012328748319 Long DBT CORP US N 2 2032-04-23 Variable 0.04540000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FB5T3 44423.65000000 PA USD 42827.07000000 0.001063131721 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 0.02500000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244BA6 110000.00000000 PA USD 76978.26000000 0.001910894909 Long DBT CORP US N 2 2050-11-15 Fixed 0.03500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D67 210000.00000000 PA USD 225155.20000000 0.005589213441 Long DBT CORP US N 2 2033-11-07 Fixed 0.07122000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 470000.00000000 PA USD 429973.00000000 0.010673574809 Long DBT CORP US N 2 2037-08-15 Fixed 0.04390000 N N N N N N RAYMOND JAMES FINANCIAL INC. RGUZHJ05YTITL6D76949 754730AJ8 60000.00000000 PA USD 58454.28000000 0.001451058858 Long DBT CORP US N 2 2035-09-11 Fixed 0.04900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329QWE7 254219.06800000 PA USD 241037.50000000 0.005983472888 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 0.04000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS CO 549300RUHPVD434XUK18 74456QCB0 80000.00000000 PA USD 74689.27000000 0.001854073420 Long DBT CORP US N 2 2030-01-15 Fixed 0.02450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D7J5 329716.22700000 PA USD 296180.29000000 0.007352327896 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 0.01500000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 171239AM8 290000.00000000 PA USD 286196.04000000 0.007104480614 Long DBT CORP US N 2 2035-08-15 Fixed 0.04900000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400JD6 170000.00000000 PA USD 157649.93000000 0.003913474384 Long DBT CORP US N 2 2054-04-15 Fixed 0.05750000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EV8 1000000.00000000 PA USD 1000841.90000000 0.024844724883 Long DBT CORP US N 2 2033-05-10 Fixed 0.04300000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FYUJ3 540000.00000000 PA USD 486231.82000000 0.012070133951 Long ABS-MBS USGSE US N 2 2031-03-25 Fixed 0.02020000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FBJF8 6278.38900000 PA USD 5997.97000000 0.000148892561 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ED72 1068370.47400000 PA USD 973661.46000000 0.024170002378 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CW7 100000.00000000 PA USD 98685.38000000 0.002449748672 Long DBT CORP US N 2 2064-04-01 Fixed 0.06100000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNR8 18350000.00000000 PA USD 18118474.56000000 0.449769854511 Long DBT UST US N 2 2032-07-31 Fixed 0.04000000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 731011AY8 300000.00000000 PA USD 301881.00000000 0.007493841327 Long DBT NUSS PL N 2 2034-09-18 Fixed 0.05125000 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 210385AE0 230000.00000000 PA USD 246430.23000000 0.006117341077 Long DBT CORP US N 2 2053-10-01 Fixed 0.06500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAV1 25000.00000000 PA USD 23670.51000000 0.000587592614 Long DBT CORP US N 2 2036-05-14 Fixed 0.04300000 N N N N N N CANADIAN NATIONAL RAILWAY CO 3SU7BEP7TH9YEQOZCS77 136375CV2 50000.00000000 PA USD 42507.97000000 0.001055210438 Long DBT CORP CA N 2 2049-01-20 Fixed 0.04450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EAS9 1070883.59500000 PA USD 984578.19000000 0.024440997381 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 0.02000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044BZ3 110000.00000000 PA USD 122950.38000000 0.003052098803 Long DBT CORP US N 2 2031-04-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KTJW6 17828.38100000 PA USD 16377.61000000 0.000406554936 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 0.02000000 N N N N N N TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN N/A 87612BBU5 460000.00000000 PA USD 438493.48000000 0.010885085720 Long DBT CORP US N 2 2032-01-15 Fixed 0.04000000 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1 N/A 14043KAH8 23340.18000000 PA USD 23388.87000000 0.000580601232 Long ABS-CBDO CORP US N 2 2028-02-15 Fixed 0.04870000 N N N N N N BENCHMARK 2019-B9 MTG TR N/A 08160JAE7 160000.00000000 PA USD 156354.30000000 0.003881311891 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 0.04015600 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GBF3 200000.00000000 PA USD 200464.00000000 0.004976283396 Long DBT CORP CA N 2 2032-06-05 Variable 0.04904000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAY8 400000.00000000 PA USD 396252.53000000 0.009836503739 Long DBT CORP US N 2 2037-04-23 Variable 0.05281000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLX7 21290000.00000000 PA USD 21333245.31000000 0.529572763290 Long DBT UST US N 2 2027-11-15 Fixed 0.04125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131Y7QA8 233941.67500000 PA USD 227410.09000000 0.005645188437 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.04500000 N N N N N N UNIVERSITY MI UNIV REVS N/A 914455UJ7 180000.00000000 PA USD 139814.66000000 0.003470734750 Long DBT MUN US N 2 2122-04-01 Fixed 0.04454000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F062663 3800000.00000000 PA USD 3948437.50000000 0.098015324305 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QF7C7 1977805.05000000 PA USD 1517459.45000000 0.037669148900 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N6W73 69185.80800000 PA USD 69786.60000000 0.001732370394 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CG6 230000.00000000 PA USD 216218.13000000 0.005367361173 Long DBT CORP US N 2 2064-11-01 Fixed 0.05850000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAW7 150000.00000000 PA USD 133620.47000000 0.003316971257 Long DBT CORP US N 2 2031-09-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMF5 7830000.00000000 PA USD 7860585.94000000 0.195129815311 Long DBT UST US N 2 2028-01-15 Fixed 0.04250000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBT4 210000.00000000 PA USD 207104.69000000 0.005141130727 Long DBT CORP US N 2 2054-11-15 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XX50 963409.29500000 PA USD 957627.39000000 0.023771975419 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 0.05000000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HBW4 438000.00000000 PA USD 433392.63000000 0.010758463108 Long DBT CORP US N 2 2028-01-31 Fixed 0.03800000 N N N N N N FERGUSON ENTERPRISES INC 2138003JYQMRP3SLX189 31488VAA5 100000.00000000 PA USD 99415.19000000 0.002467865348 Long DBT CORP US N 2 2034-10-03 Fixed 0.05000000 N N N N N N SHELL FINANCE US INC N/A 822905AH8 106000.00000000 PA USD 82194.68000000 0.002040386410 Long DBT CORP US N 2 2046-09-12 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QFRS0 127426.65800000 PA USD 97767.36000000 0.002426959904 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.01500000 N N N N N N MERCEDES-BENZ AUTO LEASE TR 2026-A N/A 58770YAD3 1200000.00000000 PA USD 1192903.44000000 0.029612427077 Long ABS-CBDO CORP US N 2 2030-01-15 Fixed 0.03930000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS CO 549300RUHPVD434XUK18 74456QCP9 170000.00000000 PA USD 164387.33000000 0.004080722427 Long DBT CORP US N 2 2053-08-01 Fixed 0.05450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DQJ4 169268.26300000 PA USD 160121.23000000 0.003974821505 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 0.04000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F022667 4000000.00000000 PA USD 3349843.60000000 0.083155933664 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.02500000 N N N N N N BLACKROCK INC 529900VBK42Y5HHRMD23 09247XAT8 80000.00000000 PA USD 80697.58000000 0.002003222660 Long DBT CORP US N 2 2033-05-25 Fixed 0.04750000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AM9 320000.00000000 PA USD 315275.58000000 0.007826346046 Long DBT CORP US N 2 2028-03-15 Fixed 0.04125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WFJ2 1155208.99000000 PA USD 1055004.20000000 0.026189240378 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 0.03500000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0VA0 785425.24100000 PA USD 790773.04000000 0.019630012116 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.05500000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAW1 180000.00000000 PA USD 176933.84000000 0.004392174805 Long DBT CORP US N 2 2054-12-01 Fixed 0.05650000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KW0 100000.00000000 PA USD 101937.05000000 0.002530467562 Long DBT CORP US N 2 2034-03-15 Fixed 0.05250000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RDH2 236000.00000000 PA USD 217506.17000000 0.005399335253 Long DBT CORP US N 2 2042-03-15 Fixed 0.05150000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFS8 210000.00000000 PA USD 210881.66000000 0.005234889572 Long DBT CORP US N 2 2032-09-09 Fixed 0.04600000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DZ0 330000.00000000 PA USD 192763.82000000 0.004785135469 Long DBT CORP US N 2 2050-08-20 Fixed 0.02400000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GVER8 874731.21200000 PA USD 907908.72000000 0.022537767821 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 0.06000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBC7 791000.00000000 PA USD 834746.52000000 0.020721602120 Long DBT CORP US N 2 2034-03-15 Fixed 0.05900000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UL0 24500000.00000000 PA USD 24598574.28000000 0.610630720509 Long DBT UST US N 2 2045-05-15 Fixed 0.05000000 N N N N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 038222AL9 190000.00000000 PA USD 188969.03000000 0.004690934264 Long DBT CORP US N 2 2027-04-01 Fixed 0.03300000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DZ7 70000.00000000 PA USD 69432.39000000 0.001723577547 Long DBT CORP US N 2 2030-10-01 Fixed 0.04375000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 310000.00000000 PA USD 237827.85000000 0.005903797096 Long DBT CORP US N 2 2049-07-01 Fixed 0.04400000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 023551AM6 170000.00000000 PA USD 192830.53000000 0.004786791467 Long DBT CORP US N 2 2033-03-15 Fixed 0.07125000 N N N N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 502431AV1 90000.00000000 PA USD 87270.63000000 0.002166390908 Long DBT CORP US N 2 2054-08-15 Fixed 0.05500000 N N N N N N MIDMICHIGAN HEALTH N/A 597861AA1 42000.00000000 PA USD 29262.93000000 0.000726417873 Long DBT CORP US N 2 2050-06-01 Fixed 0.03409000 N N N N N N GLP CAP LP / GLP FING II INC N/A 361841AT6 350000.00000000 PA USD 348935.16000000 0.008661905594 Long DBT CORP US N 2 2034-09-15 Fixed 0.05625000 N N N N N N NEW YORK NY CTY MUN WTR FIN AU N/A 64972FL20 280000.00000000 PA USD 285406.44000000 0.007084879721 Long DBT MUN US N 2 2042-06-15 Fixed 0.06011000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133WKFC5 65155.92100000 PA USD 61421.68000000 0.001524721078 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 0.02500000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 917288BK7 270000.00000000 PA USD 271485.00000000 0.006739296321 Long DBT NUSS UY N 2 2031-01-23 Fixed 0.04375000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172BL2 110000.00000000 PA USD 92337.14000000 0.002292161069 Long DBT CORP US N 2 2044-11-10 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWPS6 1184028.99800000 PA USD 1190980.79000000 0.029564699548 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 0.05500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CN3 220000.00000000 PA USD 207474.55000000 0.005150312067 Long DBT CORP US N 2 2030-02-01 Fixed 0.02950000 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 92338CAF0 110000.00000000 PA USD 112758.15000000 0.002799088662 Long DBT CORP US N 2 2033-09-18 Fixed 0.05450000 N N N N N N PRINCIPAL FINANCIAL GROUP INC CUMYEZJOAF02RYZ1JJ85 74251VAT9 110000.00000000 PA USD 112715.22000000 0.002798022975 Long DBT CORP US N 2 2033-03-15 Fixed 0.05375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VSH4 384346.32800000 PA USD 342836.89000000 0.008510523202 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 0.03000000 N N N N N N AMERICAN UNIVERSITY DC 549300ZMGVN6I2E7LS27 030360AD3 200000.00000000 PA USD 149736.94000000 0.003717043700 Long DBT CORP US N 2 2049-04-01 Fixed 0.03672000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 250000.00000000 PA USD 245523.33000000 0.006094828350 Long DBT CORP US N 2 2030-11-15 Fixed 0.04150000 N N N N N N LYB INTERNATIONAL FINANCE III LLC 984500A51LA0B8EB4053 50249AAR4 180000.00000000 PA USD 182521.88000000 0.004530891336 Long DBT CORP US N 2 2036-01-15 Fixed 0.05875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6LC3 1220.55000000 PA USD 1215.65000000 0.000030177083 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EKU3 1031745.31000000 PA USD 1024317.57000000 0.025427480823 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAP8 109000.00000000 PA USD 109167.28000000 0.002709949531 Long DBT CORP US N 2 2029-03-19 Fixed 0.05150000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CA6 110000.00000000 PA USD 105726.98000000 0.002624548123 Long DBT CORP US N 2 2032-08-05 Fixed 0.04150000 N N N N N N CANADIAN NATIONAL RAILWAY CO 3SU7BEP7TH9YEQOZCS77 136375DY5 400000.00000000 PA USD 398316.32000000 0.009887734903 Long DBT CORP CA N 2 2036-05-12 Fixed 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DC83 49363.96000000 PA USD 47985.73000000 0.001191189397 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MKHU9 468899.19800000 PA USD 393389.12000000 0.009765422948 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02500000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123CB5 200000.00000000 PA USD 166750.44000000 0.004139383858 Long DBT CORP US N 2 2042-08-15 Fixed 0.03803000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 94974BGU8 508000.00000000 PA USD 432995.80000000 0.010748612270 Long DBT CORP US N 2 2046-12-07 Fixed 0.04750000 N N N N N N GLAXOSMITHKLINE CAPITAL INC 5493007Q8VD7Q3ZYZS59 377372AE7 331000.00000000 PA USD 365809.29000000 0.009080786056 Long DBT CORP US N 2 2038-05-15 Fixed 0.06375000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667AY7 100000.00000000 PA USD 90501.81000000 0.002246601157 Long DBT CORP US N 2 2030-06-15 Fixed 0.01950000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HA2B1 1400000.00000000 PA USD 1389711.68000000 0.034497960524 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 0.04430000 N N N N N N JAPAN BANK INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 471048DD7 400000.00000000 PA USD 390086.50000000 0.009683439285 Long DBT CORP JP N 2 2036-01-23 Fixed 0.04375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VN22 237488.27900000 PA USD 204308.44000000 0.005071717104 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 0.02500000 N N N N N N WISCONSIN ELEC PWR CO AENKIFMULUAWOUU8Q584 976656CW6 70000.00000000 PA USD 69081.39000000 0.001714864384 Long DBT CORP US N 2 2056-03-15 Fixed 0.05650000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBW9 900000.00000000 PA USD 842304.91000000 0.020909230276 Long DBT CORP JP N 2 2030-01-15 Fixed 0.02750000 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAS2 350000.00000000 PA USD 357640.50000000 0.008878005436 Long DBT CORP KY N 2 2054-06-28 Fixed 0.06400000 N N N N N N DAYTON POWER and LIGHT CO. 1ELKY8G44MKGCQWG6864 240019BV0 55000.00000000 PA USD 41377.77000000 0.001027154550 Long DBT CORP US N 2 2049-06-15 Fixed 0.03950000 N N N N N N KOREA REPUBLIC OF 549300O0QCVSQGPGDT58 50064FAM6 570000.00000000 PA USD 565036.04000000 0.014026356173 Long DBT NUSS KR N 2 2027-01-19 Fixed 0.02750000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAN4 390000.00000000 PA USD 367179.91000000 0.009114810088 Long DBT CORP US N 2 2029-01-15 Fixed 0.02050000 N N N N N N DEERE and CO PWFTNG3EI0Y73OXWDH08 244199BM6 250000.00000000 PA USD 257266.68000000 0.006386343223 Long DBT CORP US N 2 2055-01-19 Fixed 0.05700000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNW7 1030000.00000000 PA USD 1009440.23000000 0.025058168328 Long DBT UST US N 2 2032-08-31 Fixed 0.03875000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AV8 100000.00000000 PA USD 97495.60000000 0.002420213781 Long DBT CORP US N 2 2044-06-09 Fixed 0.05450000 N N N N N N GE HEALTHCARE TECHNOLOGIES INC 549300OI9J7XOWZMUN85 36266GAC1 270000.00000000 PA USD 274585.79000000 0.006816269791 Long DBT CORP US N 2 2035-06-15 Fixed 0.05500000 N N N N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 609207AT2 190000.00000000 PA USD 177777.69000000 0.004413122390 Long DBT CORP US N 2 2030-04-13 Fixed 0.02750000 N N N N N N AMERICAN WATER CAP CORP 5IDHQUFVC8Q2KIBBFF06 03040WAY1 220000.00000000 PA USD 197227.48000000 0.004895940587 Long DBT CORP US N 2 2031-06-01 Fixed 0.02300000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEV4 2080000.00000000 PA USD 2112570.60000000 0.052442084363 Long DBT CORP US N 2 2031-01-24 Variable 0.05140000 N N N N N N GMCAR 2026-1 N/A 362970AC9 700000.00000000 PA USD 692596.38000000 0.017192891820 Long ABS-CBDO CORP US N 2 2031-05-16 Fixed 0.03840000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DZ8 290000.00000000 PA USD 287465.40000000 0.007135990985 Long DBT NUSS CL N 2 2036-01-05 Fixed 0.04950000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JE7 80000.00000000 PA USD 70583.48000000 0.001752152005 Long DBT CORP LU N 2 2030-05-17 Fixed 0.00875000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AA5 280000.00000000 PA USD 283210.01000000 0.007030355926 Long DBT CORP US N 2 2030-04-15 Fixed 0.05100000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 388000.00000000 PA USD 266244.34000000 0.006609203091 Long DBT CORP US N 2 2047-11-15 Fixed 0.04000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DC7 600000.00000000 PA USD 595568.21000000 0.014784281440 Long DBT CORP US N 2 2029-03-13 Fixed 0.04000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAV7 200000.00000000 PA USD 217335.13000000 0.005395089386 Long DBT CORP ES N 2 2033-08-08 Fixed 0.06921000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DK4 50000.00000000 PA USD 42321.73000000 0.001050587249 Long DBT CORP US N 2 2048-01-15 Fixed 0.04650000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CW8 300000.00000000 PA USD 288514.78000000 0.007162040611 Long DBT CORP US N 2 2054-02-15 Fixed 0.05600000 N N N N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 4581X0EL8 270000.00000000 PA USD 272727.53000000 0.006770140669 Long DBT CORP US N 2 2033-09-13 Fixed 0.04500000 N N N N N N PPL ELEC UTILS CORP 549300GCZLSGYEYPIR35 69351UBA0 100000.00000000 PA USD 100864.56000000 0.002503844257 Long DBT CORP US N 2 2033-05-15 Fixed 0.05000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDS0 146000.00000000 PA USD 129102.40000000 0.003204815475 Long DBT CORP US N 2 2049-04-15 Fixed 0.05012000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWNY5 1454785.65500000 PA USD 1486210.04000000 0.036893418993 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.06000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAT5 250000.00000000 PA USD 253563.87000000 0.006294425313 Long DBT CORP US N 2 2028-03-01 Fixed 0.05450000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457CY2 250000.00000000 PA USD 248061.26000000 0.006157829482 Long DBT CORP US N 2 2055-02-12 Fixed 0.05500000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167GP2 850000.00000000 PA USD 837772.33000000 0.020796714300 Long DBT CORP PH N 2 2036-01-14 Fixed 0.04250000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804GM0 240000.00000000 PA USD 245838.32000000 0.006102647607 Long DBT CORP US N 2 2033-08-15 Fixed 0.05300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPJZ2 672987.07300000 PA USD 632886.73000000 0.015710669876 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.04000000 N N N N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49446RBA6 120000.00000000 PA USD 118426.54000000 0.002939799787 Long DBT CORP US N 2 2033-02-01 Fixed 0.04600000 N N N N N N BROOKFIELD FIN INC 549300XH8D8K6OYWGD17 11271LAH5 930000.00000000 PA USD 844972.32000000 0.020975445596 Long DBT CORP CA N 2 2031-04-15 Fixed 0.02724000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBT2 270000.00000000 PA USD 270901.88000000 0.006724821052 Long DBT CORP US N 2 2035-04-15 Fixed 0.05000000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RLJ9 723000.00000000 PA USD 472701.58000000 0.011734261632 Long DBT CORP US N 2 2055-09-15 Fixed 0.03550000 N N N N N N PRINCETON UNIV 549300PJZYINN64GDJ90 89837LAB1 600000.00000000 PA USD 634685.94000000 0.015755333151 Long DBT CORP US N 2 2039-03-01 Fixed 0.05700000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLC3 4650000.00000000 PA USD 4640936.22000000 0.115205791831 Long DBT UST US N 2 2029-07-31 Fixed 0.04000000 N N N N N N PNC BANK NA PITTSBURGH PA AD6GFRVSDT01YPT1CS68 69353RFG8 310000.00000000 PA USD 305270.77000000 0.007577988387 Long DBT CORP US N 2 2027-10-25 Fixed 0.03100000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDU3 90000.00000000 PA USD 66197.79000000 0.001643282400 Long DBT CORP US N 2 2049-08-15 Fixed 0.03700000 N N N N N N HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 438516BL9 580000.00000000 PA USD 576325.08000000 0.014306593335 Long DBT CORP US N 2 2026-11-01 Fixed 0.02500000 N N N N N N CHEVRON CORP NEW N/A 166764CA6 70000.00000000 PA USD 47244.74000000 0.001172795191 Long DBT CORP US N 2 2050-05-11 Fixed 0.03078000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H052660 13000000.00000000 PA USD 13080791.10000000 0.324715278345 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFPJ4 1142022.15400000 PA USD 976315.42000000 0.024235883818 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCQ1 260000.00000000 PA USD 193975.14000000 0.004815205066 Long DBT CORP JP N 2 2042-01-14 Fixed 0.03050000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286BG1 130000.00000000 PA USD 140160.80000000 0.003479327269 Long DBT NUSS PH N 2 2034-10-23 Fixed 0.06375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VMF4 235079.47800000 PA USD 222594.99000000 0.005525659234 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 0.04000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BY9 400000.00000000 PA USD 232697.10000000 0.005776432252 Long DBT CORP US N 2 2061-04-01 Fixed 0.03850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LYSB0 461204.56900000 PA USD 386789.49000000 0.009601594884 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231GAY8 450000.00000000 PA USD 358351.43000000 0.008895653439 Long DBT CORP US N 2 2039-08-16 Fixed 0.02995000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C4X9 41914.19800000 PA USD 40743.97000000 0.001011421209 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FBJG6 5165.65000000 PA USD 4934.93000000 0.000122503842 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 0.04000000 N N N N N N BANK OF MONTREAL QUE NQQ6HPCNCCU6TUTQYE16 06368MS70 200000.00000000 PA USD 200255.80000000 0.004971115075 Long DBT CORP CA N 2 2037-06-02 Variable 0.05298000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 949746RF0 360000.00000000 PA USD 347371.68000000 0.008623094039 Long DBT CORP US N 2 2044-01-15 Fixed 0.05606000 N N N N N N GALLAGHER (ARTHUR J.) and CO 54930049QLLMPART6V29 363576AB5 340000.00000000 PA USD 234777.17000000 0.005828067547 Long DBT CORP US N 2 2051-05-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FS99 842781.09600000 PA USD 809637.89000000 0.020098309865 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 0.04500000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CBM6 515000.00000000 PA USD 390890.01000000 0.009703385477 Long DBT CORP US N 2 2041-06-15 Fixed 0.03300000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAJ7 100000.00000000 PA USD 99887.56000000 0.002479591379 Long DBT CORP US N 2 2037-05-01 Fixed 0.06550000 N N N N N N AMEREN ILL CO RC71E2BZ6UOMFPDJSE79 02361DBB5 160000.00000000 PA USD 155355.40000000 0.003856515371 Long DBT CORP US N 2 2054-07-01 Fixed 0.05550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DNU2 139280.58600000 PA USD 112827.09000000 0.002800800016 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.02000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 550000.00000000 PA USD 522710.37000000 0.012975671118 Long DBT CORP GB N 2 2029-08-17 Variable 0.02206000 N N N N N N AMPHENOL CORPORATION NEW 549300D3L3G0R4U4VT04 032095AQ4 180000.00000000 PA USD 183742.94000000 0.004561202717 Long DBT CORP US N 2 2034-04-05 Fixed 0.05250000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAH8 220000.00000000 PA USD 220764.52000000 0.005480219966 Long DBT CORP US N 2 2029-01-25 Fixed 0.04709000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DQ5 320000.00000000 PA USD 334774.02000000 0.008310371922 Long DBT CORP US N 2 2029-05-01 Fixed 0.06298000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBD7 240000.00000000 PA USD 234170.98000000 0.005813019592 Long DBT CORP US N 2 2030-05-06 Variable 0.03702000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AY7 210000.00000000 PA USD 186894.33000000 0.004639432273 Long DBT CORP CA N 2 2047-06-01 Fixed 0.04950000 N N N N N N BUNGE LTD FIN CORP 549300QHC068L40NNM71 120568BE9 100000.00000000 PA USD 98937.03000000 0.002455995588 Long DBT CORP US N 2 2029-09-17 Fixed 0.04200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CT95 34799.88800000 PA USD 31054.99000000 0.000770903659 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.03000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEJ1 150000.00000000 PA USD 151437.59000000 0.003759260339 Long DBT CORP US N 2 2030-07-22 Variable 0.04995000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBZ0 510000.00000000 PA USD 513086.98000000 0.012736781762 Long DBT CORP US N 2 2030-03-23 Fixed 0.04550000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJA0 3820000.00000000 PA USD 3870286.71000000 0.096075322716 Long DBT UST US N 2 2028-09-30 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y8K88 1855310.30100000 PA USD 1826879.15000000 0.045350129603 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 0.05000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAE2 400000.00000000 PA USD 405987.44000000 0.010078161448 Long DBT CORP US N 2 2031-01-15 Variable 0.05230000 N N N N N N TRINITY HEALTH CORP TWSRHFGEDJDX0GKMGJ67 896517AB5 50000.00000000 PA USD 35808.78000000 0.000888910913 Long DBT CORP US N 2 2040-12-01 Fixed 0.02632000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KBQ8 150000.00000000 PA USD 153762.21000000 0.003816966301 Long DBT CORP US N 2 2031-03-20 Variable 0.05741000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D57A4 688785.76700000 PA USD 635104.22000000 0.015765716461 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W4LY1 1358943.36800000 PA USD 1356571.74000000 0.033675300429 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131X8XA9 80257.56900000 PA USD 78873.33000000 0.001957937796 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3132E03J9 281336.93500000 PA USD 238932.59000000 0.005931220969 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A8U56 19374.62100000 PA USD 18559.89000000 0.000460727474 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.02500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AZ6 150000.00000000 PA USD 120991.69000000 0.003003476624 Long DBT CORP US N 2 2049-09-01 Fixed 0.04450000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286T2 473000.00000000 PA USD 451123.75000000 0.011198617341 Long DBT UST US N 2 2029-05-15 Fixed 0.02375000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GYK4 470000.00000000 PA USD 339506.96000000 0.008427861600 Long DBT CORP US N 2 2042-07-21 Variable 0.02908000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y66E5 1280618.88400000 PA USD 1329191.22000000 0.032995611173 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 0.06000000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBC3 200000.00000000 PA USD 183180.57000000 0.004547242542 Long DBT CORP US N 2 2031-06-30 Fixed 0.02800000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XAH8 114000.00000000 PA USD 112212.18000000 0.002785535598 Long DBT CORP US N 2 2039-07-08 Fixed 0.06125000 N N N N N N BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP N/A 06684QAB8 125000.00000000 PA USD 88583.78000000 0.002198988314 Long DBT CORP US N 2 2050-08-15 Fixed 0.03540000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6W98 63938.42700000 PA USD 63158.61000000 0.001567838326 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMK4 4670000.00000000 PA USD 4711409.78000000 0.116955215201 Long DBT UST US N 2 2032-01-31 Fixed 0.04375000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0DH5 295892.17700000 PA USD 308502.01000000 0.007658200125 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.06000000 N N N N N N JM SMUCKER CO/THE 5493000WDH6A0LHDJD55 832696AM0 200000.00000000 PA USD 186503.16000000 0.004629721937 Long DBT CORP US N 2 2035-03-15 Fixed 0.04250000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818EC8 80000.00000000 PA USD 59729.38000000 0.001482711718 Long DBT CORP US N 2 2055-02-01 Fixed 0.03875000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46513YJH2 760000.00000000 PA USD 744265.67000000 0.018475521270 Long DBT NUSS IL N 2 2028-01-17 Fixed 0.03250000 N N N N N N PUBLIC SERVICE CO OF COLORADO 5BANEF6PGSEK0SNMQF44 744448DD0 300000.00000000 PA USD 297829.80000000 0.007393275044 Long DBT CORP US N 2 2029-03-13 Fixed 0.04150000 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAW3 270000.00000000 PA USD 229121.05000000 0.005687661010 Long DBT CORP ES N 2 2048-03-06 Fixed 0.04895000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMN2 718084.41200000 PA USD 731976.69000000 0.018170461772 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.05500000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DQ8 800000.00000000 PA USD 702900.98000000 0.017448691415 Long DBT CORP US N 2 2030-11-13 Fixed 0.01450000 N N N N N N BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 25-5C38 N/A 05556RAB3 1180000.00000000 PA USD 1195397.47000000 0.029674338443 Long ABS-MBS CORP US N 2 2058-11-15 Fixed 0.05146120 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397J38 200000.00000000 PA USD 199528.42000000 0.004953058721 Long DBT CORP US N 2 2033-04-06 Fixed 0.05753000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BM5 110000.00000000 PA USD 98028.24000000 0.002433435943 Long DBT CORP US N 2 2038-04-01 Fixed 0.05375000 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAT0 300000.00000000 PA USD 299609.90000000 0.007437463936 Long DBT CORP ES N 2 2027-03-08 Fixed 0.04103000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TUB9 134981.76800000 PA USD 128192.86000000 0.003182237213 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 0.04000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CE4 250000.00000000 PA USD 205625.00000000 0.005104399160 Long DBT NUSS ID N 2 2048-01-11 Fixed 0.04350000 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216BL4 920000.00000000 PA USD 866137.17000000 0.021500838144 Long DBT CORP US N 2 2030-03-01 Fixed 0.02920000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200KJ9 100000.00000000 PA USD 90502.77000000 0.002246624988 Long DBT CORP US N 2 2030-05-15 Fixed 0.01950000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 59562EAH8 110000.00000000 PA USD 116410.48000000 0.002889753465 Long DBT CORP US N 2 2036-10-15 Fixed 0.05800000 N N N N N N TOYOTA AUTO RECEIVABLES 2025-D OWNER TRUST N/A 89231GAD0 690000.00000000 PA USD 685496.16000000 0.017016637197 Long ABS-CBDO CORP US N 2 2030-06-17 Fixed 0.03840000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140U8TA8 34118.88600000 PA USD 33607.24000000 0.000834260268 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 0.05000000 N N N N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746AH1 160000.00000000 PA USD 159039.92000000 0.003947979254 Long DBT CORP US N 2 2028-05-15 Fixed 0.04200000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AW2 210000.00000000 PA USD 205825.99000000 0.005109388501 Long DBT CORP US N 2 2029-04-18 Fixed 0.03750000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CJ7 240000.00000000 PA USD 239052.36000000 0.005934194118 Long DBT CORP US N 2 2027-02-09 Fixed 0.03350000 N N N N N N SCHWAB CHARLES CORP 549300VSGCJ7E698NM85 808513CJ2 220000.00000000 PA USD 228718.25000000 0.005677661973 Long DBT CORP US N 2 2029-11-17 Variable 0.06196000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5AZ2 546114.85200000 PA USD 508877.68000000 0.012632290833 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 0.04000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EL5 440000.00000000 PA USD 453699.64000000 0.011262560785 Long DBT CORP US N 2 2034-10-01 Fixed 0.05550000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2S1 220000.00000000 PA USD 215747.08000000 0.005355667910 Long DBT CORP US N 2 2028-06-02 Variable 0.02393000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8N5 290000.00000000 PA USD 291584.33000000 0.007238238586 Long DBT CORP US N 2 2033-05-15 Fixed 0.04950000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBT1 60000.00000000 PA USD 68620.62000000 0.001703426310 Long DBT CORP CA N 2 2084-01-15 Variable 0.08500000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAF9 230000.00000000 PA USD 235031.25000000 0.005834374785 Long DBT CORP AT N 2 2029-01-15 Fixed 0.06000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBU8 300000.00000000 PA USD 297024.54000000 0.007373285410 Long DBT CORP GB N 2 2027-11-24 Variable 0.02279000 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 210385AR1 120000.00000000 PA USD 116936.69000000 0.002902816011 Long DBT CORP US N 2 2066-01-15 Fixed 0.05875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KEQW1 12308.41500000 PA USD 11364.53000000 0.000282111111 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142J6BZ5 929747.29700000 PA USD 915499.66000000 0.022726203992 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 0.05000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFJ6 830000.00000000 PA USD 839704.30000000 0.020844673186 Long DBT CORP US N 2 2034-07-15 Fixed 0.05150000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQK0 13790000.00000000 PA USD 13629475.85000000 0.338335732946 Long DBT UST US N 2 2031-04-30 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GE7H5 559873.44000000 PA USD 503190.29000000 0.012491108055 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 0.01500000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111GD9 150000.00000000 PA USD 156878.42000000 0.003894322554 Long DBT CORP US N 2 2052-11-15 Fixed 0.06150000 N N N N N N NORTHERN STATES POWER CO (MN) 3S1GHB0TEH85KX44SB51 665772CU1 80000.00000000 PA USD 54378.23000000 0.001349875703 Long DBT CORP US N 2 2052-04-01 Fixed 0.03200000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EK2 190000.00000000 PA USD 117493.89000000 0.002916647846 Long DBT CORP US N 2 2051-08-05 Fixed 0.02700000 N N N N N N BANK OF MONTREAL QUE NQQ6HPCNCCU6TUTQYE16 06368MS47 500000.00000000 PA USD 500288.80000000 0.012419081973 Long DBT CORP CA N 2 2029-06-02 Variable 0.04547000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VT26 54390.98100000 PA USD 53412.88000000 0.001325912023 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DJT0 6855.51000000 PA USD 6493.62000000 0.000161196491 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CTC8 13706.23400000 PA USD 13095.54000000 0.000325081402 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TXV2 9026.87400000 PA USD 8564.40000000 0.000212601172 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 0.04000000 N N N N N N EXPORT IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154ER6 200000.00000000 PA USD 196237.09000000 0.004871355318 Long DBT CORP KR N 2 2031-01-13 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FMJ3 1760457.64400000 PA USD 1770793.82000000 0.043957877146 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 0.05500000 N N N N N N AMPHENOL CORPORATION NEW 549300D3L3G0R4U4VT04 032095BB6 360000.00000000 PA USD 340723.99000000 0.008458072941 Long DBT CORP US N 2 2055-11-15 Fixed 0.05300000 N N N N N N OWENS CORNING NEW JO5M6676RDJIZ2U8X907 690742AF8 100000.00000000 PA USD 99776.62000000 0.002476837424 Long DBT CORP US N 2 2026-08-15 Fixed 0.03400000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CR9 320000.00000000 PA USD 249243.71000000 0.006187182415 Long DBT CORP US N 2 2040-02-21 Fixed 0.03150000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EW22 132019.47700000 PA USD 130738.99000000 0.003245441900 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.05000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FZ6 100000.00000000 PA USD 70571.04000000 0.001751843196 Long DBT CORP US N 2 2053-02-14 Fixed 0.03500000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523AK6 590000.00000000 PA USD 518256.64000000 0.012865112501 Long DBT CORP US N 2 2048-12-15 Fixed 0.04900000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BS8 740000.00000000 PA USD 723816.43000000 0.017967892900 Long DBT CORP US N 2 2031-03-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312944PJ4 30420.35900000 PA USD 29449.27000000 0.000731043545 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JG6P5 12818.65600000 PA USD 12461.16000000 0.000309333663 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.04500000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958254AJ3 150000.00000000 PA USD 131122.96000000 0.003254973504 Long DBT CORP US N 2 2048-03-01 Fixed 0.05300000 N N N N N N ONTARIO PROVINCE CDA C7PVKCRGLG18EBQGZV36 683234ET1 250000.00000000 PA USD 253795.85000000 0.006300183944 Long DBT NUSS CA N 2 2030-01-15 Fixed 0.04700000 N N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 46124HAH9 150000.00000000 PA USD 135701.34000000 0.003368626412 Long DBT CORP US N 2 2053-09-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCNA2 465045.22800000 PA USD 422936.17000000 0.010498893768 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9RA4 2326702.46300000 PA USD 2028003.43000000 0.050342803674 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.02000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CE2 680000.00000000 PA USD 468478.57000000 0.011629430368 Long DBT CORP US N 2 2042-03-01 Fixed 0.03500000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBJ6 460000.00000000 PA USD 455698.07000000 0.011312169463 Long DBT CORP US N 2 2027-06-15 Fixed 0.03410000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RZT9 556214.84200000 PA USD 516333.46000000 0.012817371816 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQHJ9 1992448.37800000 PA USD 1890734.09000000 0.046935253504 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XA7H9 831375.36500000 PA USD 697233.45000000 0.017308001638 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02500000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VBF3 132000.00000000 PA USD 122260.18000000 0.003034965398 Long DBT CORP US N 2 2044-01-15 Fixed 0.05100000 N N N N N N AMPHENOL CORPORATION NEW 549300D3L3G0R4U4VT04 032095AS0 88000.00000000 PA USD 85305.98000000 0.002117620779 Long DBT CORP US N 2 2054-11-15 Fixed 0.05375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWHE6 580303.90200000 PA USD 575219.45000000 0.014279147368 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.05000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AQ2 420000.00000000 PA USD 414772.44000000 0.010296238757 Long DBT CORP GB N 2 2028-11-07 Variable 0.03574000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFU4 120000.00000000 PA USD 119576.89000000 0.002968355875 Long DBT CORP US N 2 2030-10-18 Variable 0.04654000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89115KAP5 500000.00000000 PA USD 497963.92000000 0.012361369557 Long DBT CORP CA N 2 2029-04-23 Fixed 0.04361000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPVX3 264409.69500000 PA USD 255870.66000000 0.006351688666 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 0.04500000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BB5 205000.00000000 PA USD 228144.02000000 0.005663407388 Long DBT CORP US N 2 2031-01-15 Fixed 0.07500000 N N N N N N AVALONBAY COMMUNITIES INC K9G90K85RBWD2LAGQX17 053484AG6 300000.00000000 PA USD 298951.19000000 0.007421112234 Long DBT CORP US N 2 2035-08-01 Fixed 0.05000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AS2 80000.00000000 PA USD 79710.88000000 0.001978728991 Long DBT CORP US N 2 2027-07-13 Fixed 0.04000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BZ2 188000.00000000 PA USD 159227.49000000 0.003952635459 Long DBT CORP US N 2 2045-05-01 Fixed 0.04400000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400FW8 230000.00000000 PA USD 175604.55000000 0.004359176742 Long DBT CORP US N 2 2043-03-15 Fixed 0.03900000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GD43 400000.00000000 PA USD 388505.97000000 0.009644204484 Long DBT CORP US N 2 2036-10-21 Variable 0.04939000 N N N N N N FLORIDA PWR and LT CO A89MY1K3YLIGJMYWVX50 341081FL6 170000.00000000 PA USD 139379.48000000 0.003459931918 Long DBT CORP US N 2 2044-10-01 Fixed 0.04050000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKG5 12990000.00000000 PA USD 13013848.86000000 0.323053515847 Long DBT UST US N 2 2029-03-31 Fixed 0.04125000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEG7 324000.00000000 PA USD 272458.26000000 0.006763456358 Long DBT CORP US N 2 2047-01-22 Fixed 0.04375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140NNZ32 231081.81000000 PA USD 232781.58000000 0.005778529369 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FQFQ5 14658.94900000 PA USD 13570.18000000 0.000336863783 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.03500000 N N N N N N GE VERNOVA INC 254900DP080RU6OK2553 36828AAC5 130000.00000000 PA USD 126045.88000000 0.003128940955 Long DBT CORP US N 2 2056-02-04 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGP0 3620000.00000000 PA USD 3620282.79000000 0.089869268980 Long DBT UST US N 2 2028-02-29 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HEAR3 4903.20300000 PA USD 4658.16000000 0.000115633351 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EER0 133000.00000000 PA USD 131077.81000000 0.003253852709 Long DBT CORP US N 2 2037-01-28 Variable 0.05305000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WG69 195854.24800000 PA USD 185269.31000000 0.004599093059 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 0.04000000 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAN4 179000.00000000 PA USD 148335.45000000 0.003682253356 Long DBT CORP US N 2 2042-09-30 Fixed 0.04000000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123CF6 220000.00000000 PA USD 155339.36000000 0.003856117197 Long DBT CORP US N 2 2049-09-19 Fixed 0.03250000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YCJ2 180000.00000000 PA USD 184704.93000000 0.004585082989 Long DBT CORP US N 2 2056-05-22 Fixed 0.05850000 N N N N N N BBCMS MTG TR 2025-C39 N/A 05556YAC6 890000.00000000 PA USD 902107.65000000 0.022393763070 Long ABS-MBS CORP US N 2 2058-12-15 Fixed 0.05296940 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 990000.00000000 PA USD 953354.18000000 0.023665897999 Long DBT CORP US N 2 2030-05-01 Fixed 0.03600000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAM5 290000.00000000 PA USD 226424.77000000 0.005620729025 Long DBT CORP US N 2 2047-09-12 Fixed 0.03950000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HM8 150000.00000000 PA USD 149481.96000000 0.003710714121 Long DBT CORP US N 2 2029-03-15 Fixed 0.04250000 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687DZ6 280000.00000000 PA USD 307143.73000000 0.007624482419 Long DBT CORP US N 2 2034-12-15 Fixed 0.06200000 N N N N N N ZIMMER BIOMET HLDGS INC 2P2YLDVPES3BXQ1FRB91 98956PAT9 194000.00000000 PA USD 186252.97000000 0.004623511264 Long DBT CORP US N 2 2030-03-20 Fixed 0.03550000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAW2 700000.00000000 PA USD 697024.09000000 0.017302804522 Long DBT CORP US N 2 2032-04-16 Variable 0.04809000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAA9 130000.00000000 PA USD 123681.35000000 0.003070244275 Long DBT CORP US N 2 2033-02-01 Fixed 0.04200000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBF4 110000.00000000 PA USD 138771.91000000 0.003444849706 Long DBT CORP US N 2 2039-01-15 Fixed 0.08200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D2M3 1055807.69300000 PA USD 892382.49000000 0.022152347393 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBU4 100000.00000000 PA USD 68937.45000000 0.001711291243 Long DBT CORP US N 2 2046-07-15 Fixed 0.03400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9UJ2 727135.21800000 PA USD 592439.24000000 0.014706608434 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAD5 260000.00000000 PA USD 265415.06000000 0.006588617188 Long DBT CORP US N 2 2038-06-15 Fixed 0.05800000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAG9 90000.00000000 PA USD 75299.36000000 0.001869218188 Long DBT CORP US N 2 2040-04-01 Fixed 0.03500000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AB9 580000.00000000 PA USD 580790.92000000 0.014417452568 Long DBT CORP US N 2 2028-02-15 Fixed 0.04750000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CP2 510000.00000000 PA USD 506412.39000000 0.012571092904 Long DBT CORP US N 2 2027-05-03 Fixed 0.03300000 N N N N N N EXPORT IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154EE5 200000.00000000 PA USD 198879.77000000 0.004936956746 Long DBT CORP KR N 2 2029-09-11 Fixed 0.04000000 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370DB3 540000.00000000 PA USD 554155.98000000 0.013756271460 Long DBT CORP US N 2 2032-08-19 Fixed 0.06100000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804FZ2 90000.00000000 PA USD 89109.67000000 0.002212042916 Long DBT CORP US N 2 2028-04-01 Fixed 0.03800000 N N N N N N BECTON DICKINSON and CO ICE2EP6D98PQUILVRZ91 075887CJ6 260000.00000000 PA USD 242996.17000000 0.006032094570 Long DBT CORP US N 2 2030-05-20 Fixed 0.02823000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109DB7 1000000.00000000 PA USD 987511.11000000 0.024513803676 Long DBT CORP US N 2 2033-04-15 Fixed 0.04750000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DS1 1486000.00000000 PA USD 1622210.13000000 0.040269461523 Long DBT CORP US N 2 2034-05-01 Fixed 0.06528000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BG2 300000.00000000 PA USD 303819.38000000 0.007541959334 Long DBT CORP US N 2 2028-08-21 Fixed 0.05375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V4Y3 116198.11600000 PA USD 109918.19000000 0.002728589990 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 0.04000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADW2 500000.00000000 PA USD 491986.30000000 0.012212982160 Long DBT CORP US N 2 2033-01-15 Fixed 0.04625000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GYJ7 1370000.00000000 PA USD 1211394.83000000 0.030071454119 Long DBT CORP US N 2 2032-07-21 Variable 0.02383000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAN4 480000.00000000 PA USD 430171.61000000 0.010678505069 Long DBT CORP US N 2 2031-06-15 Fixed 0.02000000 N N N N N N BECTON DICKINSON and CO ICE2EP6D98PQUILVRZ91 075887BW8 60000.00000000 PA USD 59637.18000000 0.001480422961 Long DBT CORP US N 2 2027-06-06 Fixed 0.03700000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YBR1 290000.00000000 PA USD 293717.80000000 0.007291199473 Long DBT CORP US N 2 2035-03-15 Fixed 0.05150000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4NYF266XZC35SCTGX023 63743HFN7 220000.00000000 PA USD 222140.43000000 0.005514375316 Long DBT CORP US N 2 2029-02-07 Fixed 0.04850000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AD0 219000.00000000 PA USD 244523.38000000 0.006070005765 Long DBT CORP GB N 2 2037-09-15 Fixed 0.06450000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BH2 120000.00000000 PA USD 110036.68000000 0.002731531365 Long DBT CORP US N 2 2046-11-30 Fixed 0.04900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6BN9 2566127.67600000 PA USD 2357512.02000000 0.058522467481 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 0.02000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBB8 320000.00000000 PA USD 306069.27000000 0.007597810212 Long DBT CORP US N 2 2028-06-15 Fixed 0.02875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133C1CQ1 93937.52500000 PA USD 94804.63000000 0.002353413611 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.05500000 N N N N N N SAN DIEGO GAS and ELECTRIC CO KNIRVXKVNJJ4P8OTMS63 797440CH5 200000.00000000 PA USD 200258.77000000 0.004971188802 Long DBT CORP US N 2 2036-03-15 Fixed 0.05200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A5J71 303310.14100000 PA USD 295220.95000000 0.007328513407 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.04500000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAR3 100000.00000000 PA USD 80474.23000000 0.001997678259 Long DBT CORP US N 2 2033-11-15 Fixed 0.02650000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 66662188.69600000 NS USD 66675521.13000000 1.655141515298 Long STIV RF US N 1 N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAF3 80000.00000000 PA USD 81672.63000000 0.002027427131 Long DBT CORP US N 2 2034-06-15 Fixed 0.05450000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAJ4 140000.00000000 PA USD 144939.84000000 0.003597961325 Long DBT CORP US N 2 2033-03-15 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K3LS9 61984.77000000 PA USD 58625.98000000 0.001455321109 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.02500000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 219868CJ3 330000.00000000 PA USD 335951.50000000 0.008339601481 Long DBT CORP VE N 2 2029-01-24 Fixed 0.05000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PAX4 630000.00000000 PA USD 627910.13000000 0.015587131625 Long DBT CORP US N 2 2029-12-05 Variable 0.04452000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNZX5 20582.70300000 PA USD 17261.70000000 0.000428501432 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.02500000 N N N N N N TRANE TECHNOLOGIES HOLDCO INC N/A 45687AAP7 240000.00000000 PA USD 237354.35000000 0.005892043014 Long DBT CORP US N 2 2028-08-21 Fixed 0.03750000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAJ8 210000.00000000 PA USD 244090.32000000 0.006059255559 Long DBT CORP US N 2 2038-07-01 Fixed 0.07500000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAS1 70000.00000000 PA USD 70301.48000000 0.001745151686 Long DBT CORP US N 2 2036-01-15 Fixed 0.06250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QWBN1 1045043.51100000 PA USD 1009987.84000000 0.025071762103 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WJR0 7217990.78300000 PA USD 6184742.62000000 0.153528972827 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 0.02500000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DQ1 390000.00000000 PA USD 342527.21000000 0.008502835760 Long DBT CORP US N 2 2031-01-15 Fixed 0.01700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EHBH4 42720.99100000 PA USD 42229.37000000 0.001048294520 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 0.04500000 N N N N N N ASCENSION HEALTH N/A 04351LAC4 136000.00000000 PA USD 135146.81000000 0.003354860855 Long DBT CORP US N 2 2028-11-15 Fixed 0.04078000 N N N N N N ENTERGY CORP NEW 4XM3TW50JULSLG8BNC79 29364GAK9 190000.00000000 PA USD 137384.61000000 0.003410411613 Long DBT CORP US N 2 2050-06-15 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W3XF1 1444811.44400000 PA USD 1492274.51000000 0.037043962339 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YMG6 352298.97300000 PA USD 330671.80000000 0.008208539128 Long ABS-MBS USGA US N 2 2053-12-20 Fixed 0.04000000 N N N N N N HARTFORD INSURANCE GROUP INC/THE IU7C3FTM7Y3BQM112U94 416518AD0 50000.00000000 PA USD 31379.76000000 0.000778965692 Long DBT CORP US N 2 2051-09-15 Fixed 0.02900000 N N N N N N EXPORT DEVELOPMENT CANADA Z6MHCSLXHKYG4B6PHW02 30216BKC5 880000.00000000 PA USD 881084.16000000 0.021871879618 Long DBT NUSS CA N 2 2029-02-13 Fixed 0.04125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131Y9DK6 2749.93100000 PA USD 2673.15000000 0.000066357809 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.04500000 N N N N N N JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS N/A 46590XAP1 100000.00000000 PA USD 88925.06000000 0.002207460190 Long DBT CORP NL N 2 2032-05-15 Fixed 0.03000000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EX1 260000.00000000 PA USD 253333.71000000 0.006288711862 Long DBT CORP US N 2 2035-10-15 Fixed 0.04850000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RDT6 110000.00000000 PA USD 104556.73000000 0.002595498041 Long DBT CORP US N 2 2057-03-01 Fixed 0.05700000 N N N N N N AUTODESK INC FRKKVKAIQEF3FCSTPG55 052769AG1 140000.00000000 PA USD 131678.40000000 0.003268761650 Long DBT CORP US N 2 2030-01-15 Fixed 0.02850000 N N N N N N PUBLIC STORAGE OPERATING CO 549300LMZF40TKJ6DM64 74460WAG2 580000.00000000 PA USD 590817.41000000 0.014666348409 Long DBT CORP US N 2 2033-08-01 Fixed 0.05100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X5SH7 284109.74900000 PA USD 266379.74000000 0.006612564237 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.03500000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAJ3 100000.00000000 PA USD 98507.33000000 0.002445328790 Long DBT CORP US N 2 2028-09-21 Fixed 0.03750000 N N N N N N HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 254900ZZRL7MWL1X8E92 40408AAB7 200000.00000000 PA USD 208777.50000000 0.005182656271 Long DBT CORP US N 2 2035-07-15 Fixed 0.06750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MAC93 31584.18300000 PA USD 25437.36000000 0.000631452591 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DGL0 20847.29500000 PA USD 18427.97000000 0.000457452715 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03000000 N N N N N N DTE ELEC CO 9N0FWODEJVKHC2DYLO03 23338VAH9 100000.00000000 PA USD 79146.77000000 0.001964725623 Long DBT CORP US N 2 2048-05-15 Fixed 0.04050000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BR6 90000.00000000 PA USD 58228.41000000 0.001445451900 Long DBT CORP US N 2 2051-02-15 Fixed 0.03125000 N N N N N N PIEDMONT OPERATING PARTNERSHIP LP 549300WKGDPAS39FBD10 720198AE0 100000.00000000 PA USD 91321.14000000 0.002266940062 Long DBT CORP US N 2 2030-08-15 Fixed 0.03150000 N N N N N N TRAVELERS COS INC 549300Y650407RU8B149 89417EAN9 74000.00000000 PA USD 59349.63000000 0.001473284870 Long DBT CORP US N 2 2048-03-07 Fixed 0.04050000 N N N N N N SOUTHERN CO GAS CAPITAL CORP E8CD46SWUD2TSN8PA636 8426EPAH1 90000.00000000 PA USD 89046.06000000 0.002210463873 Long DBT CORP US N 2 2034-09-15 Fixed 0.04950000 N N N N N N BANK5 2025-5YR19 N/A 05494RBL5 453000.00000000 PA USD 460893.12000000 0.011441130479 Long ABS-MBS CORP US N 2 2058-12-15 Fixed 0.05270000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWAW3 2955052.59400000 PA USD 2389183.66000000 0.059308678752 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DTFN5 6082994.34400000 PA USD 5409379.37000000 0.134281490651 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.03000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31427N6D6 1986097.77700000 PA USD 1997448.52000000 0.049584313914 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 0.05500000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE CO LLC N/A 893574AU7 210000.00000000 PA USD 208693.68000000 0.005180575537 Long DBT CORP US N 2 2036-03-15 Fixed 0.05100000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBS9 110000.00000000 PA USD 108853.71000000 0.002702165524 Long DBT CORP US N 2 2055-03-15 Fixed 0.05875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QN6R8 2143371.74000000 PA USD 1891284.65000000 0.046948920509 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131YAHG8 280972.37100000 PA USD 273127.71000000 0.006780074668 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.04500000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HZ9 220000.00000000 PA USD 220820.90000000 0.005481619533 Long DBT CORP US N 2 2035-06-15 Fixed 0.05050000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179X2L9 335996.35000000 PA USD 341299.08000000 0.008472348875 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 0.05500000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638FC1 370000.00000000 PA USD 371110.00000000 0.009212369957 Long DBT NUSS PE N 2 2036-03-30 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SGL5 39268.27620000 PA USD 36402.02000000 0.000903637399 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K06V5 266777.48600000 PA USD 235817.99000000 0.005853904681 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M7E49 445144.71300000 PA USD 428543.17000000 0.010638080959 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 0.04500000 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HBX4 160000.00000000 PA USD 158133.42000000 0.003925476456 Long DBT CORP US N 2 2032-01-29 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWD26 272377.61900000 PA USD 248231.86000000 0.006162064426 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UMK5 152901.97400000 PA USD 141215.80000000 0.003505516405 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 0.03500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2M4 280000.00000000 PA USD 251500.28000000 0.006243199115 Long DBT CORP US N 2 2051-04-04 Variable 0.05013000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VHW3 48160.05200000 PA USD 48785.31000000 0.001211038032 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 0.05000000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451BE7 330000.00000000 PA USD 338041.72000000 0.008391488738 Long DBT CORP AU N 2 2033-09-08 Fixed 0.05250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X7DK2 220470.92800000 PA USD 210003.81000000 0.005213097976 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.04000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GYB4 460000.00000000 PA USD 414291.70000000 0.010284304951 Long DBT CORP US N 2 2032-04-22 Variable 0.02615000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361A32 120000.00000000 PA USD 121349.42000000 0.003012356851 Long DBT CORP US N 2 2030-07-10 Fixed 0.05250000 N N N N N N DOLLAR GEN CORP NEW OPX52SQVOZI8IVSWYU66 256677AF2 450000.00000000 PA USD 446644.96000000 0.011087436638 Long DBT CORP US N 2 2028-05-01 Fixed 0.04125000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016FZS6 390000.00000000 PA USD 390447.40000000 0.009692398204 Long DBT CORP CA N 2 2027-08-03 Fixed 0.04240000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PBE1 310000.00000000 PA USD 345367.48000000 0.008573342127 Long DBT CORP US N 2 2037-11-15 Fixed 0.06625000 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAU8 210000.00000000 PA USD 163396.59000000 0.004056128470 Long DBT CORP US N 2 2048-03-15 Fixed 0.03950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LNRM1 3903389.97300000 PA USD 3152262.59000000 0.078251217109 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BN3 250000.00000000 PA USD 210309.32000000 0.005220681903 Long DBT CORP US N 2 2048-04-01 Fixed 0.05750000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBY0 540000.00000000 PA USD 570450.32000000 0.014160759316 Long DBT CORP CA N 2 2030-11-15 Fixed 0.06200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X8P35 481865.11500000 PA USD 438729.66000000 0.010890948611 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKU4 10900000.00000000 PA USD 11128644.50000000 0.276255531397 Long DBT UST US N 2 2031-05-31 Fixed 0.04625000 N N N N N N JAPAN BANK INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 471048CL0 1012000.00000000 PA USD 882766.11000000 0.021913632052 Long DBT CORP JP N 2 2031-01-21 Fixed 0.01250000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475BW4 200000.00000000 PA USD 206528.53000000 0.005126828231 Long DBT CORP US N 2 2035-01-22 Variable 0.05676000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMU2 8710000.00000000 PA USD 8679719.16000000 0.215463835593 Long DBT UST US N 2 2030-03-31 Fixed 0.04000000 N N N N N N CALIFORNIA ST UNIV REV N/A 13077DRW4 280000.00000000 PA USD 180116.83000000 0.004471188794 Long DBT MUN US N 2 2052-11-01 Fixed 0.02719000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAQ7 180000.00000000 PA USD 106227.85000000 0.002636981633 Long DBT CORP US N 2 2060-09-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ED56 674728.19300000 PA USD 569445.70000000 0.014135820805 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.02500000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBG0 50000.00000000 PA USD 48582.89000000 0.001206013193 Long DBT CORP US N 2 2054-03-15 Fixed 0.05550000 N N N N N N LYB INTERNATIONAL FINANCE III LLC 984500A51LA0B8EB4053 50249AAM5 130000.00000000 PA USD 130134.52000000 0.003230436642 Long DBT CORP US N 2 2034-03-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6CC2 120339.84900000 PA USD 110547.31000000 0.002744207155 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JKQB5 132923.99700000 PA USD 126031.73000000 0.003128589698 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9SN2 64894.41600000 PA USD 57971.81000000 0.001439082107 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.03000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBE0 190000.00000000 PA USD 176046.25000000 0.004370141425 Long DBT CORP US N 2 2032-03-15 Fixed 0.03350000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 180000.00000000 PA USD 177840.70000000 0.004414686539 Long DBT CORP US N 2 2029-01-24 Variable 0.03772000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AEE44 2994.73400000 PA USD 2657.49000000 0.000065969068 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 0.03000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBN4 600000.00000000 PA USD 588545.30000000 0.014609945946 Long DBT CORP US N 2 2027-11-15 Fixed 0.03250000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAR6 390000.00000000 PA USD 398678.10000000 0.009896715666 Long DBT CORP US N 2 2030-04-25 Fixed 0.05400000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CV9 180000.00000000 PA USD 175964.68000000 0.004368116546 Long DBT CORP US N 2 2054-04-01 Fixed 0.06000000 N N N N N N THE CAMPBELL'S COMPANY 5493007JDSMX8Z5Z1902 134429BG3 410000.00000000 PA USD 405832.85000000 0.010074323933 Long DBT CORP US N 2 2028-03-15 Fixed 0.04150000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QS0 225000.00000000 PA USD 199098.63000000 0.004942389689 Long DBT UST US N 2 2041-08-15 Fixed 0.03750000 N N N N N N AVALONBAY COMMUNITIES INC K9G90K85RBWD2LAGQX17 05348EBG3 408000.00000000 PA USD 376925.85000000 0.009356741603 Long DBT CORP US N 2 2030-03-01 Fixed 0.02300000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YBD2 200000.00000000 PA USD 157837.05000000 0.003918119418 Long DBT CORP US N 2 2048-09-14 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D57B2 33418.72500000 PA USD 31545.19000000 0.000783072298 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.02500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C92 740000.00000000 PA USD 762928.19000000 0.018938796413 Long DBT CORP US N 2 2028-05-12 Fixed 0.06800000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 1185000.00000000 PA USD 1184983.66000000 0.029415827838 Long DBT CORP US N 2 2027-09-29 Fixed 0.04450000 N N N N N N ZIMMER BIOMET HLDGS INC 2P2YLDVPES3BXQ1FRB91 98956PBC5 120000.00000000 PA USD 122467.65000000 0.003040115598 Long DBT CORP US N 2 2035-02-19 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132ADWF1 30193.06300000 PA USD 29350.08000000 0.000728581270 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B2A66 735821.62000000 PA USD 646980.43000000 0.016060529428 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBGV6 1119616.09000000 PA USD 896821.45000000 0.022262539363 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KQVE8 1410177.36900000 PA USD 1141021.05000000 0.028324507670 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QVJ39 578061.34300000 PA USD 556502.72000000 0.013814526525 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 0.04500000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBG5 330000.00000000 PA USD 329035.79000000 0.008167927101 Long DBT CORP US N 2 2034-09-01 Fixed 0.05200000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YB0 2954000.00000000 PA USD 2740296.56000000 0.068024644184 Long DBT UST US N 2 2029-08-15 Fixed 0.01625000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAM9 184000.00000000 PA USD 182438.75000000 0.004528827731 Long DBT CORP US N 2 2028-03-01 Fixed 0.04000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAV5 374000.00000000 PA USD 278670.95000000 0.006917679091 Long DBT CORP US N 2 2046-09-16 Fixed 0.03875000 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216BK6 460000.00000000 PA USD 417519.79000000 0.010364438495 Long DBT CORP US N 2 2045-11-15 Fixed 0.05000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DM8 670000.00000000 PA USD 713857.36000000 0.017720670682 Long DBT CORP GB N 2 2037-09-15 Fixed 0.06500000 N N N N N N DEERE and CO PWFTNG3EI0Y73OXWDH08 244199BG9 190000.00000000 PA USD 125688.68000000 0.003120073885 Long DBT CORP US N 2 2049-09-07 Fixed 0.02875000 N N N N N N TEXAS INSTRUMENTS INC. WDJNR2L6D8RWOEB8T652 882508BC7 160000.00000000 PA USD 157481.84000000 0.003909301747 Long DBT CORP US N 2 2027-11-03 Fixed 0.02900000 N N N N N N TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 89352HAW9 514000.00000000 PA USD 511891.30000000 0.012707100410 Long DBT CORP CA N 2 2028-05-15 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWMK6 213641.22000000 PA USD 215362.91000000 0.005346131341 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.05500000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DP4 420000.00000000 PA USD 347331.60000000 0.008622099100 Long DBT NUSS PE N 2 2032-12-01 Fixed 0.01862000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AP9 160000.00000000 PA USD 127569.36000000 0.003166759557 Long DBT CORP US N 2 2049-06-14 Fixed 0.04000000 N N N N N N LYB INTERNATIONAL FINANCE III LLC 984500A51LA0B8EB4053 50249AAJ2 110000.00000000 PA USD 72942.23000000 0.001810705204 Long DBT CORP US N 2 2051-04-01 Fixed 0.03625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWGZ0 269771.07800000 PA USD 272619.54000000 0.006767459944 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.05500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AW9 200000.00000000 PA USD 227538.15000000 0.005648367376 Long DBT CORP GB N 2 2033-11-15 Variable 0.07953000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ECN8 657618.17000000 PA USD 503115.19000000 0.012489243785 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.01500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZV5 856000.00000000 PA USD 825337.81000000 0.020488041942 Long DBT UST US N 2 2027-06-30 Fixed 0.00500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBD4 200000.00000000 PA USD 196722.20000000 0.004883397605 Long DBT CORP GB N 2 2031-11-04 Variable 0.04425000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 13607LWV1 310000.00000000 PA USD 320244.37000000 0.007949690423 Long DBT CORP CA N 2 2028-10-03 Fixed 0.05986000 N N N N N N BANK OF MONTREAL QUE NQQ6HPCNCCU6TUTQYE16 06368ME67 250000.00000000 PA USD 246197.32000000 0.006111559360 Long DBT CORP CA N 2 2032-01-14 Variable 0.04439000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDU0 100000.00000000 PA USD 106461.24000000 0.002642775266 Long DBT CORP US N 2 2054-06-01 Variable 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQRH2 612174.29400000 PA USD 645610.03000000 0.016026510857 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.06500000 N N N N N N ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC N/A 03522AAJ9 100000.00000000 PA USD 91457.90000000 0.002270334968 Long DBT CORP US N 2 2046-02-01 Fixed 0.04900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133WGEA9 14871.21300000 PA USD 15758.97000000 0.000391197924 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H022663 2350000.00000000 PA USD 2011278.52000000 0.049927627424 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.02500000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAN8 100000.00000000 PA USD 104217.32000000 0.002587072587 Long DBT CORP US N 2 2038-07-01 Fixed 0.07300000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKA6 110000.00000000 PA USD 97335.77000000 0.002416246189 Long DBT CORP US N 2 2032-07-21 Variable 0.02299000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FBP1 764548.94200000 PA USD 781601.29000000 0.019402334193 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 0.06000000 N N N N N N SOUTHERN CALIFORNIA GAS CO XY0N0J73VHV5F4CUJV89 842434CK6 50000.00000000 PA USD 39887.34000000 0.000990156375 Long DBT CORP US N 2 2042-09-15 Fixed 0.03750000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AC1 340000.00000000 PA USD 341925.37000000 0.008487895788 Long DBT CORP US N 2 2030-04-01 Fixed 0.04850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133USK67 178087.40100000 PA USD 185128.96000000 0.004595609035 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XA5H1 280268.78000000 PA USD 257700.67000000 0.006397116516 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.03500000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBN2 300000.00000000 PA USD 298758.74000000 0.007416334889 Long DBT CORP US N 2 2030-01-15 Fixed 0.05550000 N N N N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49447BAB9 200000.00000000 PA USD 196766.61000000 0.004884500031 Long DBT CORP US N 2 2035-03-01 Fixed 0.04850000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJR3 8390000.00000000 PA USD 8329696.88000000 0.206774943521 Long DBT UST US N 2 2028-12-31 Fixed 0.03750000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142FE8 110000.00000000 PA USD 96062.98000000 0.002384650672 Long DBT CORP US N 2 2053-04-15 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEV9 1750000.00000000 PA USD 1709189.46000000 0.042428621251 Long DBT UST US N 2 2029-06-30 Fixed 0.03250000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBY0 590000.00000000 PA USD 595902.18000000 0.014792571853 Long DBT CORP GB N 2 2028-08-09 Variable 0.05501000 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 960413BC5 190000.00000000 PA USD 189852.46000000 0.004712864376 Long DBT CORP US N 2 2055-11-15 Fixed 0.06375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D7D8 251264.14000000 PA USD 192231.31000000 0.004771916534 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FDA2 568239.98900000 PA USD 561130.34000000 0.013929401757 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 0.05000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QF1 1300000.00000000 PA USD 1286178.56000000 0.031927872398 Long DBT CORP US N 2 2031-09-11 Variable 0.04503000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 731011AW2 260000.00000000 PA USD 240840.60000000 0.005978585077 Long DBT NUSS PL N 2 2053-04-04 Fixed 0.05500000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAV2 100000.00000000 PA USD 83037.36000000 0.002061304951 Long DBT CORP US N 2 2033-06-15 Fixed 0.02100000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCJ3 340000.00000000 PA USD 324307.19000000 0.008050545159 Long DBT CORP US N 2 2029-06-01 Variable 0.02069000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FTFN6 160173.62300000 PA USD 151763.10000000 0.003767340742 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWJN4 184032.41800000 PA USD 191395.30000000 0.004751163567 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.06500000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 59562VAP2 120000.00000000 PA USD 127120.80000000 0.003155624582 Long DBT CORP US N 2 2037-05-15 Fixed 0.05950000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F042665 825000.00000000 PA USD 792257.81000000 0.019666869788 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.04500000 N N N N N N MSWF COMMERCIAL MORTGAGE TRUST 23-2 N/A 55361AAU8 180000.00000000 PA USD 190580.18000000 0.004730929171 Long ABS-MBS CORP US N 2 2056-12-15 Fixed 0.06014000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H032662 -7225000.00000000 PA USD -6509273.44000000 -0.16158506933 Short ABS-MBS USGA US N 2 2056-06-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XHX7 1532276.09300000 PA USD 1443239.36000000 0.035826722322 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H8ZY4 20384.34300000 PA USD 19830.52000000 0.000492269372 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.03500000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 716973AE2 360000.00000000 PA USD 358010.42000000 0.008887188266 Long DBT CORP SG N 2 2033-05-19 Fixed 0.04750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WLP1 2217463.05200000 PA USD 1900035.43000000 0.047166148347 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 0.02500000 N N N N N N BANK 2022-BNK41 N/A 06540MBH7 950000.00000000 PA USD 895968.18000000 0.022241357937 Long ABS-MBS CORP US N 2 2065-04-15 Variable 0.03789002 N N N N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 74949LAD4 110000.00000000 PA USD 103602.21000000 0.002571803203 Long DBT CORP US N 2 2030-05-22 Fixed 0.03000000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAF7 210000.00000000 PA USD 206322.20000000 0.005121706331 Long DBT CORP US N 2 2029-02-01 Fixed 0.03650000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XDA1 140000.00000000 PA USD 137132.56000000 0.003404154767 Long DBT CORP US N 2 2027-08-20 Fixed 0.02700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWLM3 480722.99300000 PA USD 491595.17000000 0.012203272817 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 0.06000000 N N N N N N AIR PRODUCTS and CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158BC9 40000.00000000 PA USD 36449.80000000 0.000904823482 Long DBT CORP US N 2 2030-05-15 Fixed 0.02050000 N N N N N N MICHIGAN ST STRATEGIC FD LTD OBLIG REV N/A 594698SJ2 100000.00000000 PA USD 75841.41000000 0.001882673943 Long DBT MUN US N 2 2047-09-01 Fixed 0.03225000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWC27 4240775.09500000 PA USD 3579057.70000000 0.088845904531 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBV1 500000.00000000 PA USD 499093.22000000 0.012389403103 Long DBT CORP US N 2 2033-03-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWDJ9 931296.42400000 PA USD 788017.03000000 0.019561597405 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BK2 150000.00000000 PA USD 138218.87000000 0.003431121137 Long DBT CORP US N 2 2030-02-15 Fixed 0.02400000 N N N N N N CADENCE DESIGN SYSTEMS INC GCT7RXJOGLXPV0NXZY22 127387AP3 90000.00000000 PA USD 88824.88000000 0.002204973339 Long DBT CORP US N 2 2034-09-10 Fixed 0.04700000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FL8 1400000.00000000 PA USD 1381862.87000000 0.034303123032 Long DBT CORP GB N 2 2032-03-10 Variable 0.04675000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081DE0 106000.00000000 PA USD 91528.68000000 0.002272091999 Long DBT CORP US N 2 2043-06-15 Fixed 0.04300000 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AK4 120000.00000000 PA USD 123257.81000000 0.003059730392 Long DBT CORP US N 2 2034-08-01 Fixed 0.05625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H4N42 3097.94800000 PA USD 3007.85000000 0.000074666344 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.03000000 N N N N N N HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 438516BU9 210000.00000000 PA USD 199048.60000000 0.004941147753 Long DBT CORP US N 2 2029-08-15 Fixed 0.02700000 N N N N N N MID AMERICA APTS LP 549300FXWGE3QSYCUJ38 59523UAS6 350000.00000000 PA USD 306888.61000000 0.007618149365 Long DBT CORP US N 2 2031-02-15 Fixed 0.01700000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V7E4 931488.65100000 PA USD 799311.34000000 0.019841965387 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QCNG7 148521.12700000 PA USD 143151.90000000 0.003553577814 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.03000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACV5 150000.00000000 PA USD 152633.31000000 0.003788942684 Long DBT CORP US N 2 2033-01-15 Fixed 0.05200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FLR6 1813603.46800000 PA USD 1824251.68000000 0.045284905745 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 0.05500000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BE2 100000.00000000 PA USD 96485.63000000 0.002395142462 Long DBT CORP US N 2 2055-02-15 Fixed 0.05700000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCC2 590000.00000000 PA USD 590939.69000000 0.014669383866 Long DBT CORP US N 2 2035-09-15 Fixed 0.05400000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AX3 200000.00000000 PA USD 205307.77000000 0.005096524298 Long DBT CORP US N 2 2034-01-15 Fixed 0.05350000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAE3 420000.00000000 PA USD 396936.15000000 0.009853473803 Long DBT CORP US N 2 2029-10-01 Fixed 0.02850000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AT7 750000.00000000 PA USD 745863.34000000 0.018515181551 Long DBT CORP US N 2 2028-05-15 Fixed 0.03950000 N N N N N N BROOKFIELD FIN INC 549300XH8D8K6OYWGD17 11271LAL6 250000.00000000 PA USD 248173.84000000 0.006160624148 Long DBT CORP CA N 2 2054-03-04 Fixed 0.05968000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCM3 95631.36500000 PA USD 73163.42000000 0.001816195986 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.01500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5TK5 294653.14000000 PA USD 274170.71000000 0.006805965918 Long ABS-MBS USGA US N 2 2055-08-20 Fixed 0.04000000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EQ6 320000.00000000 PA USD 323687.26000000 0.008035156125 Long DBT CORP US N 2 2033-07-01 Fixed 0.05150000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822DQ4 400000.00000000 PA USD 399368.14000000 0.009913845099 Long DBT CORP JP N 2 2036-09-12 Variable 0.05188000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RNK4 440000.00000000 PA USD 431391.62000000 0.010708790385 Long DBT CORP US N 2 2056-04-30 Fixed 0.06000000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661DR5 620000.00000000 PA USD 606425.80000000 0.015053808362 Long DBT CORP US N 2 2029-04-05 Fixed 0.03650000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBB9 230000.00000000 PA USD 221158.66000000 0.005490004028 Long DBT CORP US N 2 2029-06-21 Fixed 0.03400000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H032662 7225000.00000000 PA USD 6509273.44000000 0.161585069338 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.03500000 N N N N N N CITIBANK CR CARD ISSUANCE TR R8AG6FXVDQAMDKCSJJ64 17305EGS8 250000.00000000 PA USD 248137.25000000 0.006159715844 Long ABS-CBDO CORP US N 2 2030-10-13 Fixed 0.03960000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WBX5 1265887.35100000 PA USD 1040056.34000000 0.025818177307 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 0.02000000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BG8 240000.00000000 PA USD 198228.00000000 0.004920777321 Long DBT NUSS PA N 2 2047-05-15 Fixed 0.04500000 N N N N N N LAUDER ESTEE COS INC 549300VFZ8XJ9NUPU221 29736RAM2 130000.00000000 PA USD 86270.72000000 0.002141569316 Long DBT CORP US N 2 2049-12-01 Fixed 0.03125000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CB7 90000.00000000 PA USD 89802.60000000 0.002229244090 Long DBT CORP US N 2 2027-09-24 Fixed 0.04250000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAP8 260000.00000000 PA USD 258789.79000000 0.006424152641 Long DBT CORP US N 2 2034-06-01 Fixed 0.05150000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TE27 11227.06320000 PA USD 10679.94000000 0.000265116969 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W2XR7 1802083.93300000 PA USD 1570083.11000000 0.038975469464 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 0.02000000 N N N N N N AMCOR FLEXIBLES NORTH AMERICA INC PTVU09TE3QPJPL7K4E13 02344AAJ7 500000.00000000 PA USD 495099.40000000 0.012290261212 Long DBT CORP US N 2 2029-03-08 Fixed 0.04250000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CY3 150000.00000000 PA USD 150083.11000000 0.003725636963 Long DBT CORP US N 2 2035-09-11 Variable 0.05403000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200KK6 110000.00000000 PA USD 80712.58000000 0.002003595018 Long DBT CORP US N 2 2040-05-15 Fixed 0.02850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GQQ39 814964.89000000 PA USD 844793.18000000 0.020970998656 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 0.06000000 N N N N N N NEW JERSEY ST TPK AUTH TPK REV 5493005YN67D71KSMI84 646139X83 140000.00000000 PA USD 159265.69000000 0.003953583729 Long DBT MUN US N 2 2041-01-01 Fixed 0.07102000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 59023VAA8 120000.00000000 PA USD 143273.85000000 0.003556605080 Long DBT CORP US N 2 2038-05-14 Fixed 0.07750000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST 2026-A N/A 448981AD2 500000.00000000 PA USD 494467.30000000 0.012274570071 Long ABS-CBDO CORP US N 2 2031-02-18 Fixed 0.03790000 N N N N N N NOVARTIS CAP CORP 5493002KF87V5RSRQS84 66989HBC1 300000.00000000 PA USD 289510.30000000 0.007186753226 Long DBT CORP US N 2 2055-11-05 Fixed 0.05300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EQ86 320893.05600000 PA USD 318181.77000000 0.007898488800 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.05000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAH2 210000.00000000 PA USD 197633.54000000 0.004906020550 Long DBT CORP US N 2 2032-04-05 Fixed 0.03900000 N N N N N N CARMAX AUTO OWNER TRUST 2025-1 N/A 14319WAD8 220000.00000000 PA USD 221585.69000000 0.005500604547 Long ABS-CBDO CORP US N 2 2030-01-15 Fixed 0.04840000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XPBW8 413274.56500000 PA USD 409524.43000000 0.010165963072 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.05000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3142GRMM9 482916.97800000 PA USD 486959.62000000 0.012088200732 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.05500000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BR3 180000.00000000 PA USD 150680.10000000 0.003740456539 Long DBT CORP US N 2 2052-05-20 Fixed 0.04500000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YAV3 330000.00000000 PA USD 328263.93000000 0.008148766583 Long DBT CORP US N 2 2026-09-19 Fixed 0.02250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UU0 2620000.00000000 PA USD 2627778.13000000 0.065231506289 Long DBT UST US N 2 2056-05-15 Fixed 0.05000000 N N N N N N SOUTHERN CALIFORNIA GAS CO XY0N0J73VHV5F4CUJV89 842434CZ3 310000.00000000 PA USD 315564.48000000 0.007833517650 Long DBT CORP US N 2 2033-06-01 Fixed 0.05200000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 250000.00000000 PA USD 219371.52000000 0.005445640377 Long DBT CORP US N 2 2048-03-25 Fixed 0.05050000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CZ0 170000.00000000 PA USD 171487.99000000 0.004256987974 Long DBT CORP US N 2 2028-02-15 Fixed 0.04875000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBG0 270000.00000000 PA USD 210235.65000000 0.005218853132 Long DBT CORP US N 2 2047-11-15 Fixed 0.03900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DV74 1975777.40600000 PA USD 1597431.84000000 0.039654369571 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWHH9 358507.96000000 PA USD 367680.42000000 0.009127234661 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.06000000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YAT2 322000.00000000 PA USD 252466.26000000 0.006267178434 Long DBT CORP US N 2 2045-02-10 Fixed 0.03700000 N N N N N N TELUS CORPORATION 894500WE70KKZRQMBU11 87971MBK8 100000.00000000 PA USD 79582.72000000 0.001975547570 Long DBT CORP CA N 2 2049-06-15 Fixed 0.04300000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CQ7 200000.00000000 PA USD 187180.00000000 0.004646523695 Long DBT NUSS ID N 2 2030-02-14 Fixed 0.02850000 N N N N N N BURLINGTON NORTHN SANTA FE LLC N/A 12189LAA9 100000.00000000 PA USD 104586.32000000 0.002596232578 Long DBT CORP US N 2 2040-05-01 Fixed 0.05750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNGT4 335689.93000000 PA USD 273296.25000000 0.006784258475 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BRQJ7 203887.96000000 PA USD 203186.30000000 0.005043861296 Long ABS-MBS USGSE US N 2 2026-07-25 Fixed 0.02570000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMTG9 1454933.14100000 PA USD 1183599.75000000 0.029381473898 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N DTE ELEC CO 9N0FWODEJVKHC2DYLO03 23338VAM8 380000.00000000 PA USD 348392.08000000 0.008648424270 Long DBT CORP US N 2 2031-03-01 Fixed 0.02625000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 171239AN6 400000.00000000 PA USD 405661.07000000 0.010070059696 Long DBT CORP US N 2 2036-05-20 Fixed 0.05300000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUS N/A 43814VAC1 510000.00000000 PA USD 512277.10000000 0.012716677442 Long ABS-CBDO CORP US N 2 2029-09-21 Fixed 0.04570000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BH2 720000.00000000 PA USD 670776.21000000 0.016651231723 Long DBT CORP US N 2 2029-11-15 Fixed 0.02450000 N N N N N N GOLDMAN SACHS PRIVATE CREDIT CORP 549300TD27G6372IYJ65 38152BAD3 70000.00000000 PA USD 71008.47000000 0.001762701882 Long DBT CORP US N 2 2030-05-06 Fixed 0.06250000 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865AM2 100000.00000000 PA USD 100858.55000000 0.002503695066 Long DBT CORP US N 2 2041-12-08 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GYGZ6 47754.51500000 PA USD 44013.64000000 0.001092586927 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.03500000 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311VAF4 80000.00000000 PA USD 76455.47000000 0.001897917261 Long DBT CORP US N 2 2044-04-01 Fixed 0.05600000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HNWH7 500000.00000000 PA USD 494675.75000000 0.012279744598 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 0.04163000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPM7 8830000.00000000 PA USD 8577862.09000000 0.212935353440 Long DBT UST US N 2 2032-11-30 Fixed 0.03750000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KB2 200000.00000000 PA USD 197213.51000000 0.004895593798 Long DBT CORP US N 2 2029-03-01 Fixed 0.04200000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CBH7 200000.00000000 PA USD 184551.07000000 0.004581263595 Long DBT CORP US N 2 2030-06-01 Fixed 0.02450000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142FB4 100000.00000000 PA USD 99778.81000000 0.002476891788 Long DBT CORP US N 2 2028-04-15 Fixed 0.03900000 N N N N N N BUNGE LTD FIN CORP 549300QHC068L40NNM71 120568BT6 250000.00000000 PA USD 249189.76000000 0.006185843169 Long DBT CORP US N 2 2036-03-19 Fixed 0.05150000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CET4 3310000.00000000 PA USD 3268676.70000000 0.081141060685 Long DBT UST US N 2 2027-05-31 Fixed 0.02625000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YBK6 200000.00000000 PA USD 137979.77000000 0.003425185761 Long DBT CORP US N 2 2049-08-26 Fixed 0.03250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWG98 555514.86700000 PA USD 561380.44000000 0.013935610196 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.05500000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAG5 65000.00000000 PA USD 52382.53000000 0.001300334794 Long DBT CORP US N 2 2049-02-01 Fixed 0.04300000 N N N N N N NOVARTIS CAP CORP 5493002KF87V5RSRQS84 66989HBJ6 500000.00000000 PA USD 498041.41000000 0.012363293155 Long DBT CORP US N 2 2036-03-18 Fixed 0.04900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWAF0 1857410.64100000 PA USD 1502892.24000000 0.037307535018 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFU0 1580000.00000000 PA USD 1583332.82000000 0.039304377956 Long DBT UST US N 2 2027-10-31 Fixed 0.04125000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CF7 460000.00000000 PA USD 398557.86000000 0.009893730849 Long DBT CORP US N 2 2031-03-15 Fixed 0.01375000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BJ2 150000.00000000 PA USD 147426.59000000 0.003659691974 Long DBT CORP US N 2 2028-02-15 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MAZK3 697319.54900000 PA USD 635721.41000000 0.015781037478 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWF40 285445.58200000 PA USD 276138.00000000 0.006854801582 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 0.04500000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804GY4 260000.00000000 PA USD 256202.05000000 0.006359915034 Long DBT CORP US N 2 2056-03-15 Fixed 0.05700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EE48 10018060.84100000 PA USD 9129978.78000000 0.226641001922 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020667 2175000.00000000 PA USD 1784967.26000000 0.044309716150 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.02000000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE CO LLC N/A 893574AP8 1105000.00000000 PA USD 1049189.20000000 0.026044889832 Long DBT CORP US N 2 2030-05-15 Fixed 0.03250000 N N N N N N REVVITY INC 549300IKL1SDPFI7N655 714046AN9 100000.00000000 PA USD 87893.14000000 0.002181843987 Long DBT CORP US N 2 2031-09-15 Fixed 0.02250000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBA1 280000.00000000 PA USD 279222.86000000 0.006931379609 Long DBT CORP US N 2 2028-12-01 Fixed 0.04500000 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 960413AW2 210000.00000000 PA USD 199825.52000000 0.004960433879 Long DBT CORP US N 2 2030-06-15 Fixed 0.03375000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAB2 11000.00000000 PA USD 8831.48000000 0.000219231120 Long DBT CORP US N 2 2046-06-01 Fixed 0.04375000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667BL4 580000.00000000 PA USD 586378.52000000 0.014556158177 Long DBT CORP US N 2 2030-02-10 Fixed 0.04850000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCH2 3624000.00000000 PA USD 3425812.50000000 0.085041772396 Long DBT UST US N 2 2028-06-30 Fixed 0.01250000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBE5 570000.00000000 PA USD 536505.80000000 0.013318126468 Long DBT CORP US N 2 2030-10-15 Variable 0.02739000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHE4 13510000.00000000 PA USD 13410258.24000000 0.332893913204 Long DBT UST US N 2 2028-05-31 Fixed 0.03625000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MBT2 200000.00000000 PA USD 177935.64000000 0.004417043314 Long DBT CORP US N 2 2031-03-01 Fixed 0.02250000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439BA6 200000.00000000 PA USD 204154.82000000 0.005067903668 Long DBT CORP GB N 2 2035-11-26 Variable 0.05590000 N N N N N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 17275RBV3 100000.00000000 PA USD 93976.93000000 0.002332866930 Long DBT CORP US N 2 2064-02-26 Fixed 0.05350000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNVQ3 1110789.43800000 PA USD 1050850.57000000 0.026086131391 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.04000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833AT7 100000.00000000 PA USD 89382.02000000 0.002218803685 Long DBT CORP US N 2 2044-05-06 Fixed 0.04450000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DL9 159000.00000000 PA USD 136360.49000000 0.003384989036 Long DBT CORP US N 2 2048-02-20 Fixed 0.04550000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RTC3 23231.02600000 PA USD 23422.96000000 0.000581447476 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHK0 9110000.00000000 PA USD 9107508.96000000 0.226083215026 Long DBT UST US N 2 2028-06-30 Fixed 0.04000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DT4 930000.00000000 PA USD 904126.29000000 0.022443873437 Long DBT CORP US N 2 2053-03-02 Fixed 0.05650000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 520000.00000000 PA USD 458084.53000000 0.011371410530 Long DBT CORP US N 2 2032-02-04 Fixed 0.02450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QAS68 137687.80600000 PA USD 138159.50000000 0.003429647347 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.05000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CN8 760000.00000000 PA USD 683659.06000000 0.016971033346 Long DBT CORP US N 2 2045-07-20 Fixed 0.05125000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAH7 80000.00000000 PA USD 83595.90000000 0.002075170051 Long DBT CORP US N 2 2028-11-17 Fixed 0.06750000 N N N N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807AU2 210000.00000000 PA USD 208206.91000000 0.005168492044 Long DBT CORP US N 2 2029-03-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140AVFA4 1173329.97000000 PA USD 1160849.61000000 0.028816728387 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.05000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RP5 76000.00000000 PA USD 57011.88000000 0.001415252972 Long DBT UST US N 2 2045-11-15 Fixed 0.03000000 N N N N N N TOTALENERGIES CAPITAL USA LLC 9845000979865101C194 89158TAC3 150000.00000000 PA USD 147875.30000000 0.003670830673 Long DBT CORP US N 2 2036-01-13 Fixed 0.04857000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418E2E9 144748.42400000 PA USD 148169.12000000 0.003678124409 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 0.06000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142FV0 1000000.00000000 PA USD 994158.88000000 0.024678826759 Long DBT CORP US N 2 2036-04-30 Fixed 0.04750000 N N N N N N MARRIOTT INTERNATIONAL INC/MD 225YDZ14ZO8E1TXUSU86 571903BU6 300000.00000000 PA USD 303204.50000000 0.007526695660 Long DBT CORP US N 2 2037-04-15 Fixed 0.05500000 N N N N N N SOUTHERN CO GAS CAPITAL CORP E8CD46SWUD2TSN8PA636 8426EPAG3 100000.00000000 PA USD 104156.90000000 0.002585572731 Long DBT CORP US N 2 2033-09-15 Fixed 0.05750000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135AP1 230000.00000000 PA USD 231843.60000000 0.005755245117 Long DBT CORP US N 2 2034-12-05 Fixed 0.04800000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724PAG4 160000.00000000 PA USD 160098.59000000 0.003974259493 Long DBT CORP US N 2 2034-04-04 Fixed 0.04950000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CW1 220000.00000000 PA USD 221872.91000000 0.005507734446 Long DBT CORP US N 2 2030-02-28 Fixed 0.04729000 N N N N N N BANK5 2026-5YR22 A3 N/A 06211HAC8 1200000.00000000 PA USD 1241203.08000000 0.030811408922 Long ABS-MBS CORP US N 2 2059-06-15 Fixed 0.05713000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MTDK6 356926.92000000 PA USD 325955.26000000 0.008091456561 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03500000 N N N N N N BBCMS MTG TR 2024-C26 N/A 05555AAD7 1885000.00000000 PA USD 1977474.52000000 0.049088482819 Long ABS-MBS CORP US N 2 2057-05-15 Fixed 0.05829000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 03831WAB4 150000.00000000 PA USD 151747.08000000 0.003766943065 Long DBT CORP US N 2 2029-12-01 Fixed 0.05125000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13645RBE3 200000.00000000 PA USD 197769.70000000 0.004909400562 Long DBT CORP CA N 2 2026-12-02 Fixed 0.01750000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822CX0 240000.00000000 PA USD 245991.60000000 0.006106452603 Long DBT CORP JP N 2 2034-02-22 Variable 0.05441000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H1YS9 650000.00000000 PA USD 573037.53000000 0.014224983766 Long ABS-MBS USGSE US N 2 2031-06-25 Fixed 0.01723000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C4W1 177800.53100000 PA USD 168692.49000000 0.004187592969 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BK7 250000.00000000 PA USD 253947.09000000 0.006303938300 Long DBT CORP US N 2 2034-07-15 Fixed 0.05400000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XHW9 535547.65500000 PA USD 487126.86000000 0.012092352268 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCN1 2862930.95300000 PA USD 2308439.92000000 0.057304310223 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCK5 150000.00000000 PA USD 111350.73000000 0.002764151113 Long DBT CORP US N 2 2048-03-01 Fixed 0.04000000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAM5 190000.00000000 PA USD 193842.86000000 0.004811921370 Long DBT CORP US N 2 2034-02-15 Fixed 0.05500000 N N N N N N JEFFERIES FINANCIAL GROUP INC 549300HOF34RGOJ5YL07 47233JDX3 240000.00000000 PA USD 205375.02000000 0.005098193700 Long DBT CORP US N 2 2032-10-15 Fixed 0.02750000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAG8 230000.00000000 PA USD 170597.33000000 0.004234878385 Long DBT CORP US N 2 2050-10-01 Fixed 0.03910000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPN5 580000.00000000 PA USD 565160.15000000 0.014029437058 Long DBT UST US N 2 2030-11-30 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYUH0 592970.96000000 PA USD 502344.36000000 0.012470108836 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.01500000 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813CS6 330000.00000000 PA USD 282229.93000000 0.007006026590 Long DBT CORP US N 2 2032-02-01 Fixed 0.02539000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N1RM7 562893.69500000 PA USD 528649.72000000 0.013123108508 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.04000000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YBA2 210000.00000000 PA USD 149700.61000000 0.003716141850 Long DBT CORP US N 2 2040-06-24 Fixed 0.02350000 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813DE6 290000.00000000 PA USD 287292.71000000 0.007131704159 Long DBT CORP US N 2 2035-12-15 Fixed 0.05650000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBF7 215000.00000000 PA USD 164929.34000000 0.004094177189 Long DBT CORP US N 2 2041-12-15 Fixed 0.03375000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBU6 56000.00000000 PA USD 49486.66000000 0.001228448222 Long DBT CORP US N 2 2049-02-01 Fixed 0.04800000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAU8 1160000.00000000 PA USD 1156397.74000000 0.028706215943 Long DBT CORP US N 2 2027-09-15 Fixed 0.04000000 N N N N N N NYU LANGONE HOSPITALS 254900A1087KNNZSNH72 62954RAA4 180000.00000000 PA USD 121690.91000000 0.003020833939 Long DBT CORP US N 2 2055-07-01 Fixed 0.03380000 N N N N N N LAUDER ESTEE COS INC 549300VFZ8XJ9NUPU221 29736RAP5 220000.00000000 PA USD 204850.64000000 0.005085176582 Long DBT CORP US N 2 2029-12-01 Fixed 0.02375000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38145GAR1 400000.00000000 PA USD 393826.24000000 0.009776273939 Long DBT CORP US N 2 2032-01-21 Variable 0.04516000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133G7GG2 24386.10000000 PA USD 23405.44000000 0.000581012563 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.03000000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE CO LLC N/A 893574AM5 190000.00000000 PA USD 161175.73000000 0.004000998229 Long DBT CORP US N 2 2048-03-15 Fixed 0.04600000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAK7 168000.00000000 PA USD 171161.86000000 0.004248892179 Long DBT CORP US N 2 2053-08-15 Fixed 0.05950000 N N N N N N BERKSHIRE HATHAWAY FIN CORP 549300RLHFT5RU20WM87 084664CW9 900000.00000000 PA USD 800238.16000000 0.019864972606 Long DBT CORP US N 2 2030-10-15 Fixed 0.01450000 N N N N N N REINSURANCE GROUP OF AMERICA INC LORM1GNEU1DKEW527V90 759351AN9 120000.00000000 PA USD 117803.01000000 0.002924321387 Long DBT CORP US N 2 2029-05-15 Fixed 0.03900000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YER2 575000.00000000 PA USD 574279.01000000 0.014255802050 Long DBT CORP US N 2 2028-04-20 Variable 0.04210000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 581557BY0 120000.00000000 PA USD 122241.72000000 0.003034507151 Long DBT CORP US N 2 2035-05-30 Fixed 0.05250000 N N N N N N KOREA REPUBLIC OF 549300O0QCVSQGPGDT58 50064FAY0 500000.00000000 PA USD 487975.94000000 0.012113429682 Long DBT NUSS KR N 2 2030-10-29 Fixed 0.03625000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CD0 120000.00000000 PA USD 101533.73000000 0.002520455616 Long DBT CORP US N 2 2048-06-15 Fixed 0.04563000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 744320BK7 230000.00000000 PA USD 234306.29000000 0.005816378504 Long DBT CORP US N 2 2052-09-01 Variable 0.06000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 300000.00000000 PA USD 291543.89000000 0.007237234710 Long DBT CORP US N 2 2043-03-15 Fixed 0.05450000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918BD5 320000.00000000 PA USD 259581.32000000 0.006443801443 Long DBT CORP US N 2 2045-02-12 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L24V2 2344073.41000000 PA USD 1893737.06000000 0.047009798707 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.02000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BJ0 230000.00000000 PA USD 182315.96000000 0.004525779614 Long DBT CORP US N 2 2045-04-15 Fixed 0.03850000 N N N N N N FLORIDA PWR and LT CO A89MY1K3YLIGJMYWVX50 341081HD2 400000.00000000 PA USD 401528.46000000 0.009967472506 Long DBT CORP US N 2 2056-06-01 Fixed 0.05750000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJG6 150000.00000000 PA USD 148703.88000000 0.003691399198 Long DBT CORP US N 2 2033-07-22 Variable 0.04967000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XTBP5 1345394.76600000 PA USD 1089864.61000000 0.027054609120 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02000000 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CH7 70000.00000000 PA USD 56501.15000000 0.001402574699 Long DBT CORP US N 2 2048-06-15 Fixed 0.04223000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAM0 250000.00000000 PA USD 249597.28000000 0.006195959375 Long DBT CORP CA N 2 2031-08-06 Variable 0.04696000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CF1 240000.00000000 PA USD 239100.00000000 0.005935376725 Long DBT NUSS ID N 2 2028-04-24 Fixed 0.04100000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BS7 250000.00000000 PA USD 255294.25000000 0.006337379965 Long DBT CORP US N 2 2054-10-01 Variable 0.06875000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017CJ6 200000.00000000 PA USD 153284.98000000 0.003805119626 Long DBT CORP US N 2 2046-11-01 Fixed 0.03750000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BZ5 130000.00000000 PA USD 109057.14000000 0.002707215435 Long DBT CORP US N 2 2049-02-01 Fixed 0.04850000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAH3 210000.00000000 PA USD 191414.54000000 0.004751641178 Long DBT CORP US N 2 2030-06-01 Fixed 0.02125000 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAX1 250000.00000000 PA USD 230066.11000000 0.005711121015 Long DBT CORP ES N 2 2049-03-01 Fixed 0.05520000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBB0 400000.00000000 PA USD 407759.85000000 0.010122159445 Long DBT CORP ES N 2 2030-03-14 Variable 0.05538000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNZE5 194374.45100000 PA USD 183720.32000000 0.004560641202 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 0.02500000 N N N N N N KITE REALTY GROUP LP 549300X6R2GYI8Y3OD81 49803XAE3 70000.00000000 PA USD 71006.89000000 0.001762662661 Long DBT CORP US N 2 2034-03-01 Fixed 0.05500000 N N N N N N SIXTH STREET LENDING PAR 549300S9P1HMDERGCR64 829932AB8 130000.00000000 PA USD 132605.47000000 0.003291775074 Long DBT CORP US N 2 2029-03-11 Fixed 0.06500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FQ7 200000.00000000 PA USD 199649.28000000 0.004956058928 Long DBT CORP GB N 2 2034-05-12 Variable 0.05208000 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BX7 500000.00000000 PA USD 508383.19000000 0.012620015699 Long DBT CORP US N 2 2036-06-15 Fixed 0.05350000 N N N N N N CARMAX AUTO OWNER TR 2023-2 N/A 142921AD7 113577.36000000 PA USD 113871.78000000 0.002826733219 Long ABS-CBDO CORP US N 2 2028-01-18 Fixed 0.05050000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EV1 300000.00000000 PA USD 237453.07000000 0.005894493622 Long DBT CORP US N 2 2049-03-15 Fixed 0.04000000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89115A2E1 100000.00000000 PA USD 98508.98000000 0.002445369749 Long DBT CORP CA N 2 2032-06-08 Fixed 0.04456000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KTH73 20367.24400000 PA USD 17081.00000000 0.000424015766 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N DTE ELEC CO 9N0FWODEJVKHC2DYLO03 23338VAV8 110000.00000000 PA USD 112441.35000000 0.002791224474 Long DBT CORP US N 2 2034-03-01 Fixed 0.05200000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RKJ0 1009000.00000000 PA USD 667241.45000000 0.016563485457 Long DBT CORP US N 2 2053-09-15 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VBG4 125201.92700000 PA USD 114811.21000000 0.002850053465 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.03500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TA6 6137000.00000000 PA USD 4088776.25000000 0.101499068975 Long DBT UST US N 2 2041-08-15 Fixed 0.01750000 N N N N N N MARTIN MARIETTA MATERIALS INC 5299005MZ4WZECVATV08 573284AV8 110000.00000000 PA USD 101677.84000000 0.002524032978 Long DBT CORP US N 2 2030-03-15 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMS7 9070000.00000000 PA USD 9050867.92000000 0.224677167722 Long DBT UST US N 2 2028-03-15 Fixed 0.03875000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HJB7 325000.00000000 PA USD 330923.63000000 0.008214790512 Long DBT CORP US N 2 2041-07-15 Fixed 0.05600000 N N N N N N JOHNSON CONTROLS INTERNATIONAL PLC 549300XQ6S1GYKGBL205 478375AL2 170000.00000000 PA USD 149818.29000000 0.003719063118 Long DBT CORP IE N 2 2044-07-02 Variable 0.04625000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EF2 390000.00000000 PA USD 394215.54000000 0.009785937855 Long DBT CORP GB N 2 2028-05-17 Variable 0.05597000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816ET2 600000.00000000 PA USD 597873.19000000 0.014841499862 Long DBT CORP US N 2 2030-05-03 Variable 0.04444000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WRZ3 2596627.45100000 PA USD 2132584.42000000 0.052938903942 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 0.02000000 N N N N N N FLORIDA PWR and LT CO A89MY1K3YLIGJMYWVX50 341081HA8 400000.00000000 PA USD 389218.96000000 0.009661903623 Long DBT CORP US N 2 2036-02-15 Fixed 0.04700000 N N N N N N AMCOR FLEXIBLES NORTH AMERICA INC PTVU09TE3QPJPL7K4E13 02344AAH1 150000.00000000 PA USD 152359.40000000 0.003782143190 Long DBT CORP US N 2 2035-03-17 Fixed 0.05500000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAV9 320000.00000000 PA USD 283864.59000000 0.007046605105 Long DBT CORP US N 2 2032-03-15 Fixed 0.02650000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAL4 200000.00000000 PA USD 220873.80000000 0.005482932713 Long DBT CORP US N 2 2037-06-15 Fixed 0.06625000 N N N N N N ALABAMA POWER and LIGHT 0RL818ELFOHP5JHOFU19 010392FT0 330000.00000000 PA USD 233785.57000000 0.005803452241 Long DBT CORP US N 2 2049-10-01 Fixed 0.03450000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAG5 280000.00000000 PA USD 291883.90000000 0.007245675059 Long DBT CORP US N 2 2034-08-15 Fixed 0.05950000 N N N N N N CENTERPOINT ENERGY RES CORP 2JADVB0458J06WCD4N56 15189YAH9 11000.00000000 PA USD 11242.54000000 0.000279082853 Long DBT CORP US N 2 2033-03-01 Fixed 0.05400000 N N N N N N BURLINGTON NORTHN SANTA FE LLC N/A 12189LBH3 280000.00000000 PA USD 174448.17000000 0.004330470966 Long DBT CORP US N 2 2052-06-15 Fixed 0.02875000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AEA9 30000.00000000 PA USD 29408.98000000 0.000730043393 Long DBT CORP US N 2 2056-02-15 Fixed 0.05850000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDU5 102000.00000000 PA USD 101393.35000000 0.002516970848 Long DBT CORP US N 2 2037-03-16 Fixed 0.05250000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 96949LAE5 50000.00000000 PA USD 43518.16000000 0.001080287218 Long DBT CORP US N 2 2048-03-01 Fixed 0.04850000 N N N N N N AFRICAN DEVELOPMENT BANK 549300LNCLMO3ITVCU07 00828EFN4 450000.00000000 PA USD 437403.23000000 0.010858021544 Long DBT CORP CI N 2 2036-01-22 Fixed 0.04125000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HRKH1 1300000.00000000 PA USD 1271671.05000000 0.031567740498 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 0.04170000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAJ7 100000.00000000 PA USD 100285.50000000 0.002489469772 Long DBT CORP US N 2 2028-03-27 Fixed 0.04900000 N N N N N N TRAVELERS COS INC 549300Y650407RU8B149 89417EAU3 200000.00000000 PA USD 202142.21000000 0.005017942988 Long DBT CORP US N 2 2055-07-24 Fixed 0.05700000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543DP5 290000.00000000 PA USD 289824.01000000 0.007194540709 Long DBT CORP US N 2 2036-03-15 Fixed 0.05650000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YEH8 650000.00000000 PA USD 637525.48000000 0.015825821397 Long DBT CORP US N 2 2056-03-15 Fixed 0.05550000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAW4 210000.00000000 PA USD 212594.69000000 0.005277413530 Long DBT CORP US N 2 2028-03-09 Fixed 0.04875000 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BJ5 74000.00000000 PA USD 60982.30000000 0.001513813986 Long DBT CORP US N 2 2048-04-15 Fixed 0.05200000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCE4 1430000.00000000 PA USD 989071.61000000 0.024552541256 Long DBT CORP US N 2 2052-04-22 Variable 0.03328000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EX7 180000.00000000 PA USD 161197.77000000 0.004001545346 Long DBT CORP AU N 2 2036-11-18 Variable 0.03020000 N N N N N N UNIVERSITY SOUTHN CALIF 0GMCSQ6M60R4T46U5511 914886AF3 350000.00000000 PA USD 227107.27000000 0.005637671286 Long DBT CORP US N 2 2051-10-01 Fixed 0.02945000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAJ3 100000.00000000 PA USD 87430.86000000 0.002170368429 Long DBT CORP US N 2 2031-07-15 Fixed 0.01950000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214FC2 230000.00000000 PA USD 229860.70000000 0.005706021953 Long DBT CORP AU N 2 2027-08-26 Fixed 0.04043000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140A1XK8 23446.20700000 PA USD 24031.43000000 0.000596552029 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.06000000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YAY7 210000.00000000 PA USD 206166.57000000 0.005117842999 Long DBT CORP US N 2 2027-10-15 Fixed 0.02875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y9AS3 3425635.78800000 PA USD 3413820.09000000 0.084744074901 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 0.05000000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46514Y8B6 760000.00000000 PA USD 778474.30000000 0.019324710338 Long DBT NUSS IL N 2 2035-02-19 Fixed 0.05625000 N N N N N N AMERICAN MUN PWR REV N/A 02765UEJ9 170000.00000000 PA USD 203433.29000000 0.005049992533 Long DBT MUN US N 2 2041-02-15 Fixed 0.07834000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MFKB3 17512.07000000 PA USD 17280.07000000 0.000428957445 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 0.03000000 N N N N N N ARCHER DANIELS MIDLAND CO 549300LO13MQ9HYSTR83 039482AB0 330000.00000000 PA USD 315576.95000000 0.007833827203 Long DBT CORP US N 2 2030-03-27 Fixed 0.03250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TX6 29973000.00000000 PA USD 26541325.59000000 0.658857240416 Long DBT UST US N 2 2054-02-15 Fixed 0.04250000 N N N N N N OWENS CORNING NEW JO5M6676RDJIZ2U8X907 690742AG6 170000.00000000 PA USD 137268.99000000 0.003407541482 Long DBT CORP US N 2 2047-07-15 Fixed 0.04300000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCR0 100000.00000000 PA USD 87159.23000000 0.002163625534 Long DBT CORP US N 2 2033-02-15 Fixed 0.02600000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W7J1 120214.56000000 PA USD 103052.92000000 0.002558167724 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ECD0 871853.80500000 PA USD 801043.84000000 0.019884972665 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 0.02000000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200KH3 800000.00000000 PA USD 781938.42000000 0.019410703049 Long DBT CORP US N 2 2027-05-15 Fixed 0.01700000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804FB5 120000.00000000 PA USD 126931.79000000 0.003150932631 Long DBT CORP US N 2 2037-05-15 Fixed 0.06000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAH7 600000.00000000 PA USD 585783.83000000 0.014541395696 Long DBT CORP US N 2 2029-03-15 Fixed 0.03450000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FY4 245000.00000000 PA USD 191113.41000000 0.004744165979 Long DBT CORP US N 2 2050-04-01 Fixed 0.03950000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CG5 250000.00000000 PA USD 141260.02000000 0.003506614115 Long DBT CORP US N 2 2051-03-15 Fixed 0.02375000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0J97 311300.61400000 PA USD 317971.41000000 0.007893266860 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.06000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967FX4 100000.00000000 PA USD 103137.86000000 0.002560276260 Long DBT CORP US N 2 2042-01-30 Fixed 0.05875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CYSB5 18621.01100000 PA USD 19363.39000000 0.000480673418 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 0.06500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 1170000.00000000 PA USD 1111726.97000000 0.027597316534 Long DBT CORP US N 2 2030-09-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWH48 243513.89000000 PA USD 253770.21000000 0.006299547462 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.06500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680DD2 150000.00000000 PA USD 150397.61000000 0.003733444057 Long DBT CORP US N 2 2055-10-15 Fixed 0.06250000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CBU8 100000.00000000 PA USD 86915.22000000 0.002157568272 Long DBT CORP US N 2 2052-08-15 Fixed 0.05000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BN9 170000.00000000 PA USD 156284.21000000 0.003879571989 Long DBT CORP US N 2 2043-04-15 Fixed 0.04750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31426Q6Z1 918893.30800000 PA USD 924403.27000000 0.022947225655 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H060671 5200000.00000000 PA USD 5294533.92000000 0.131430587217 Long ABS-MBS USGA US N 2 2056-07-01 Fixed 0.06000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8Q8 150000.00000000 PA USD 138906.92000000 0.003448201171 Long DBT CORP US N 2 2053-05-15 Fixed 0.05600000 N N N N N N ARES MANAGEMENT CORP 529900JUV61FH7B8VW38 03990BAB7 100000.00000000 PA USD 91226.23000000 0.002264584033 Long DBT CORP US N 2 2054-10-11 Fixed 0.05600000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMXM0 124348.87400000 PA USD 118691.01000000 0.002946364944 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6WA5 96521.90500000 PA USD 93718.51000000 0.002326451957 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 0.03500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBM7 220000.00000000 PA USD 170502.44000000 0.004232522852 Long DBT CORP US N 2 2041-04-22 Variable 0.03109000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BFWT3 122403.76400000 PA USD 118211.70000000 0.002934466637 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VXY1 523627.47100000 PA USD 449816.16000000 0.011166157954 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 0.02500000 N N N N N N TAKEDA PHARMACEUTICAL CO LTD 549300ZLMVP4X0OGR454 874060BK1 400000.00000000 PA USD 406027.22000000 0.010079148940 Long DBT CORP JP N 2 2034-07-05 Fixed 0.05300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDZQ2 654407.40400000 PA USD 596282.35000000 0.014802009127 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.03000000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CC9 200000.00000000 PA USD 196022.00000000 0.004866015962 Long DBT NUSS PH N 2 2028-02-01 Fixed 0.03000000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAN6 100000.00000000 PA USD 98231.93000000 0.002438492308 Long DBT CORP US N 2 2029-06-15 Fixed 0.04000000 N N N N N N KANSAS ST DEV FIN AUTH REV N/A 485429Z72 140000.00000000 PA USD 134822.58000000 0.003346812226 Long DBT MUN US N 2 2045-04-15 Fixed 0.04927000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAP3 100000.00000000 PA USD 85473.33000000 0.002121775046 Long DBT CORP US N 2 2044-03-15 Fixed 0.04750000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214FP3 100000.00000000 PA USD 109336.26000000 0.002714144261 Long DBT CORP AU N 2 2033-11-17 Fixed 0.06820000 N N N N N N EXPORT IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154DY2 290000.00000000 PA USD 295762.00000000 0.007341944338 Long DBT CORP KR N 2 2028-09-18 Fixed 0.05125000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BV0 210000.00000000 PA USD 213060.91000000 0.005288986894 Long DBT CORP US N 2 2027-11-15 Fixed 0.05100000 N N N N N N TEXAS INSTRUMENTS INC. WDJNR2L6D8RWOEB8T652 882508BF0 210000.00000000 PA USD 184826.78000000 0.004588107772 Long DBT CORP US N 2 2039-03-15 Fixed 0.03875000 N N N N N N MOODYS CORP 549300GCEDD8YCF5WU84 615369BA2 510000.00000000 PA USD 511734.57000000 0.012703209772 Long DBT CORP US N 2 2034-08-05 Fixed 0.05000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017BS7 160000.00000000 PA USD 164273.20000000 0.004077889284 Long DBT CORP US N 2 2040-04-15 Fixed 0.05700000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJW1 140000.00000000 PA USD 138138.69000000 0.003429130763 Long DBT CORP US N 2 2032-01-26 Variable 0.04481000 N N N N N N TELEDYNE TECHNOLOGIES INC 549300VSMO9KYQWDND94 879360AE5 100000.00000000 PA USD 91694.05000000 0.002276197115 Long DBT CORP US N 2 2031-04-01 Fixed 0.02750000 N N N N N N EVERGY KANSAS METRO 1128SIJQ26096WL7IO82 30037DAE5 70000.00000000 PA USD 69590.30000000 0.001727497477 Long DBT CORP US N 2 2035-08-15 Fixed 0.05125000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 06050TJZ6 250000.00000000 PA USD 265160.83000000 0.006582306227 Long DBT CORP US N 2 2036-10-15 Fixed 0.06000000 N N N N N N AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST N/A 02377LAA2 87675.12100000 PA USD 82057.66000000 0.002036985049 Long DBT CORP US N 2 2033-08-15 Fixed 0.03150000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017BT5 40000.00000000 PA USD 35756.74000000 0.000887619081 Long DBT CORP US N 2 2042-06-01 Fixed 0.04500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KU4 440000.00000000 PA USD 436063.32000000 0.010824759851 Long DBT CORP US N 2 2028-07-25 Fixed 0.04125000 N N N N N N RAYMOND JAMES FINANCIAL INC. RGUZHJ05YTITL6D76949 754730AF6 200000.00000000 PA USD 179941.44000000 0.004466834943 Long DBT CORP US N 2 2046-07-15 Fixed 0.04950000 N N N N N N SHELL FINANCE US INC N/A 822905AZ8 100000.00000000 PA USD 67244.20000000 0.001669258300 Long DBT CORP US N 2 2049-11-07 Fixed 0.03125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31426NG61 415316.26400000 PA USD 431536.57000000 0.010712388598 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 0.06500000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 03831WAD0 300000.00000000 PA USD 302913.48000000 0.007519471431 Long DBT CORP US N 2 2034-12-01 Fixed 0.05500000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBN0 170000.00000000 PA USD 167262.97000000 0.004152106814 Long DBT CORP US N 2 2027-04-15 Fixed 0.02125000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS CO 549300RUHPVD434XUK18 74456QCX2 500000.00000000 PA USD 492059.93000000 0.012214809938 Long DBT CORP US N 2 2031-01-01 Fixed 0.04200000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8X3 500000.00000000 PA USD 469337.58000000 0.011650754282 Long DBT CORP US N 2 2045-11-15 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427MAS0 619846.22700000 PA USD 624725.22000000 0.015508069974 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 0.05500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CF8 180000.00000000 PA USD 167822.57000000 0.004165998226 Long DBT CORP US N 2 2054-11-01 Fixed 0.05700000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAD4 590000.00000000 PA USD 576466.47000000 0.014310103175 Long DBT CORP US N 2 2035-11-15 Fixed 0.04875000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TBJ5 150000.00000000 PA USD 157738.05000000 0.003915661860 Long DBT CORP US N 2 2055-02-15 Variable 0.06850000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKN0 8070000.00000000 PA USD 8238965.63000000 0.204522646785 Long DBT UST US N 2 2031-04-30 Fixed 0.04625000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 13607HR53 85000.00000000 PA USD 79979.34000000 0.001985393196 Long DBT CORP CA N 2 2032-04-07 Fixed 0.03600000 N N N N N N BROOKFIELD FIN INC 549300XH8D8K6OYWGD17 11271LAP7 100000.00000000 PA USD 97347.35000000 0.002416533649 Long DBT CORP CA N 2 2055-03-03 Fixed 0.05813000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBJ4 590000.00000000 PA USD 537460.94000000 0.013341836697 Long DBT CORP US N 2 2050-06-01 Fixed 0.05500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFE0 1480000.00000000 PA USD 1494768.52000000 0.037105873209 Long DBT CORP US N 2 2034-04-21 Variable 0.05250000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LW9 770000.00000000 PA USD 764352.40000000 0.018974150754 Long DBT CORP US N 2 2029-04-23 Variable 0.04075000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H050664 13950000.00000000 PA USD 13779221.31000000 0.342052988145 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.05000000 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002BC4 120000.00000000 PA USD 97103.70000000 0.002410485324 Long DBT CORP US N 2 2046-12-15 Fixed 0.04200000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 214000.00000000 PA USD 209665.53000000 0.005204700572 Long DBT CORP GB N 2 2030-05-22 Variable 0.03973000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D55N8 62277.76500000 PA USD 58883.63000000 0.001461716967 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.02500000 N N N N N N BLUE OWL CREDIT INCOME CORP 5493003I42XBWPE05N35 09581CAB7 240000.00000000 PA USD 241742.17000000 0.006000965493 Long DBT CORP US N 2 2029-09-15 Fixed 0.06600000 N N N N N N CADENCE DESIGN SYSTEMS INC GCT7RXJOGLXPV0NXZY22 127387AN8 180000.00000000 PA USD 178903.93000000 0.004441079976 Long DBT CORP US N 2 2029-09-10 Fixed 0.04300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNZF2 72988.65500000 PA USD 68919.54000000 0.001710846648 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 0.02500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBQ3 180000.00000000 PA USD 151201.36000000 0.003753396206 Long DBT CORP US N 2 2045-08-15 Fixed 0.04600000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179Y2L7 404966.78200000 PA USD 409586.28000000 0.010167498425 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 0.05500000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822DU5 567000.00000000 PA USD 565976.76000000 0.014049708443 Long DBT CORP JP N 2 2030-04-18 Variable 0.04592000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9UP0 6422.00700000 PA USD 6206.68000000 0.000154073542 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.03000000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAK6 200000.00000000 PA USD 192025.00000000 0.004766795130 Long DBT NUSS MX N 2 2032-04-27 Fixed 0.04750000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DH0 2400000.00000000 PA USD 2388306.79000000 0.059286911484 Long DBT CORP US N 2 2027-04-01 Fixed 0.03625000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F040669 1575000.00000000 PA USD 1475270.53000000 0.036621858503 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.04000000 N N N N N N BRIGHTHOUSE FINANCIAL INC 5493003T8SZSHOGGAW52 10922NAH6 100000.00000000 PA USD 60614.40000000 0.001504681300 Long DBT CORP US N 2 2051-12-22 Fixed 0.03850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWGM9 27857.05700000 PA USD 25361.47000000 0.000629568710 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XFJ0 558433.79100000 PA USD 556129.41000000 0.013805259543 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 0.05000000 N N N N N N FORD CREDIT AUTO LEASE TRUST 2026-A N/A 345276AD1 280000.00000000 PA USD 278561.95000000 0.006914973294 Long ABS-CBDO CORP US N 2 2029-07-15 Fixed 0.04000000 N N N N N N S and P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBK9 180000.00000000 PA USD 164213.11000000 0.004076397621 Long DBT CORP US N 2 2032-03-01 Fixed 0.02900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DAS1 18825.48100000 PA USD 18299.88000000 0.000454273031 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.04500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NG2 610000.00000000 PA USD 604304.05000000 0.015001138409 Long DBT CORP US N 2 2028-02-24 Variable 0.03070000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YRE6 372883.44800000 PA USD 349730.41000000 0.008681646741 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 0.04000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAW2 500000.00000000 PA USD 492080.44000000 0.012215319075 Long DBT CORP US N 2 2030-11-15 Fixed 0.04875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDUD6 53247.38500000 PA USD 43050.94000000 0.001068689030 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N SCHWAB CHARLES CORP 549300VSGCJ7E698NM85 808513CK9 100000.00000000 PA USD 98514.12000000 0.002445497344 Long DBT CORP US N 2 2031-11-14 Variable 0.04343000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QB4F2 84623.03000000 PA USD 75119.87000000 0.001864762559 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H9UD9 500000.00000000 PA USD 493993.00000000 0.012262796131 Long ABS-MBS USGSE US N 2 2033-01-25 Fixed 0.04350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D4C3 158744.09500000 PA USD 145975.28000000 0.003623664907 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 0.02000000 N N N N N N REVVITY INC 549300IKL1SDPFI7N655 714046AJ8 45000.00000000 PA USD 31755.15000000 0.000788284308 Long DBT CORP US N 2 2051-03-15 Fixed 0.03625000 N N N N N N LYB INTERNATIONAL FINANCE III LLC 984500A51LA0B8EB4053 50249AAG8 140000.00000000 PA USD 125618.10000000 0.003118321819 Long DBT CORP US N 2 2030-10-01 Fixed 0.02250000 N N N N N N PLAINS ALL AM PIPELN/PAA FIN C N/A 72650RBE1 90000.00000000 PA USD 78013.22000000 0.001936586575 Long DBT CORP US N 2 2044-06-15 Fixed 0.04700000 N N N N N N JOHNSON and JOHNSON 549300G0CFPGEF6X2043 478160CR3 590000.00000000 PA USD 412986.95000000 0.010251916065 Long DBT CORP US N 2 2040-09-01 Fixed 0.02100000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VX54 30999.75900000 PA USD 31421.60000000 0.000780004321 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJDK6 229310.44700000 PA USD 193529.56000000 0.004804144066 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UP1 15370000.00000000 PA USD 14510240.63000000 0.360199684331 Long DBT UST US N 2 2055-11-15 Fixed 0.04625000 N N N N N N CALIFORNIA ST 9845007J7054602FF597 13063A5G5 360000.00000000 PA USD 428492.88000000 0.010636832568 Long DBT MUN US N 2 2039-04-01 Fixed 0.07550000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HN6 160000.00000000 PA USD 141819.42000000 0.003520500563 Long DBT CORP US N 2 2048-11-15 Fixed 0.04750000 N N N N N N UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 91412NBG4 120000.00000000 PA USD 81217.30000000 0.002016124099 Long DBT CORP US N 2 2052-10-01 Fixed 0.03000000 N N N N N N LAUDER ESTEE COS INC 549300VFZ8XJ9NUPU221 29736RAR1 330000.00000000 PA USD 292346.13000000 0.007257149376 Long DBT CORP US N 2 2031-03-15 Fixed 0.01950000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAR6 270000.00000000 PA USD 270360.29000000 0.006711376716 Long DBT CORP IE N 2 2027-10-15 Fixed 0.04625000 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 500630DP0 350000.00000000 PA USD 310094.13000000 0.007697722635 Long DBT CORP KR N 2 2031-10-25 Fixed 0.02000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAF7 80000.00000000 PA USD 59412.30000000 0.001474840579 Long DBT CORP US N 2 2047-10-01 Fixed 0.03800000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GD4 320000.00000000 PA USD 293016.31000000 0.007273785808 Long DBT CORP US N 2 2063-01-20 Fixed 0.05150000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CCE3 140000.00000000 PA USD 143311.22000000 0.003557532746 Long DBT CORP US N 2 2034-06-15 Fixed 0.05450000 N N N N N N CDW LLC / CDW FIN CORP N/A 12513GBL2 140000.00000000 PA USD 138402.75000000 0.003435685743 Long DBT CORP US N 2 2034-08-22 Fixed 0.05550000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VKL3 218518.07900000 PA USD 194986.39000000 0.004840308160 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 0.03000000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAN9 100000.00000000 PA USD 60862.02000000 0.001510828176 Long DBT CORP US N 2 2051-08-15 Fixed 0.02750000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AF5 290000.00000000 PA USD 294050.20000000 0.007299450913 Long DBT CORP GB N 2 2028-09-30 Variable 0.05516000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 873923AE6 100000.00000000 PA USD 99084.82000000 0.002459664301 Long DBT CORP US N 2 2031-03-24 Fixed 0.04850000 N N N N N N WEST VA UNIV HEALTH SYS OBLIGATED GROUP N/A 956708AB7 70000.00000000 PA USD 43814.99000000 0.001087655675 Long DBT CORP US N 2 2050-06-01 Fixed 0.03129000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y85W2 1841285.95800000 PA USD 1880866.79000000 0.046690309368 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 0.05500000 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 500630DH8 250000.00000000 PA USD 222222.67000000 0.005516416827 Long DBT CORP KR N 2 2031-01-19 Fixed 0.01625000 N N N N N N ARIZONA PUBLIC SERVICE CO YG6VT0TPHRH4TFVAQV64 040555DH4 200000.00000000 PA USD 207485.24000000 0.005150577434 Long DBT CORP US N 2 2034-08-15 Fixed 0.05700000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAM5 160000.00000000 PA USD 138234.39000000 0.003431506403 Long DBT CORP US N 2 2052-06-01 Fixed 0.05050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H7K48 16520.45800000 PA USD 15726.53000000 0.000390392639 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.02500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCS2 1300000.00000000 PA USD 1267229.52000000 0.031457484732 Long DBT CORP US N 2 2029-09-27 Fixed 0.04200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WTZ1 357636.47800000 PA USD 318452.90000000 0.007905219284 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 0.03000000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAN2 330000.00000000 PA USD 327195.24000000 0.008122237609 Long DBT CORP US N 2 2028-12-15 Fixed 0.04750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142J6DQ3 2250843.79000000 PA USD 2216351.41000000 0.055018321102 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.05000000 N N N N N N NOVARTIS CAP CORP 5493002KF87V5RSRQS84 66989HAH1 120000.00000000 PA USD 105475.10000000 0.002618295498 Long DBT CORP US N 2 2044-05-06 Fixed 0.04400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DQ96 637233.58000000 PA USD 562287.01000000 0.013958114732 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VN30 592433.56000000 PA USD 528635.81000000 0.013122763208 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 0.03000000 N N N N N N EASTMAN CHEMICAL CO FDPVHDGJ1IQZFK9KH630 277432AW0 406000.00000000 PA USD 405199.72000000 0.010058607224 Long DBT CORP US N 2 2028-12-01 Fixed 0.04500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADA0 350000.00000000 PA USD 352684.98000000 0.008754990472 Long DBT CORP US N 2 2028-07-15 Fixed 0.04800000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCH6 190000.00000000 PA USD 189361.37000000 0.004700673644 Long DBT CORP US N 2 2030-08-01 Fixed 0.04625000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KS9 170000.00000000 PA USD 170983.26000000 0.004244458644 Long DBT CORP US N 2 2028-05-16 Fixed 0.04650000 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687FM3 160000.00000000 PA USD 99970.81000000 0.002481657962 Long DBT CORP US N 2 2049-09-01 Fixed 0.02750000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAD9 270000.00000000 PA USD 180260.15000000 0.004474746545 Long DBT CORP US N 2 2051-07-15 Fixed 0.03375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XA2H4 284549.00900000 PA USD 270684.02000000 0.006719412933 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.04000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAT7 100000.00000000 PA USD 106540.84000000 0.002644751242 Long DBT CORP US N 2 2030-12-01 Fixed 0.06400000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XXWB1 824.59700000 PA USD 785.38000000 0.000019496136 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RJY9 1641000.00000000 PA USD 1497595.09000000 0.037176039490 Long DBT CORP US N 2 2031-06-01 Fixed 0.02750000 N N N N N N DTE ELEC CO 9N0FWODEJVKHC2DYLO03 23338VAY2 100000.00000000 PA USD 101439.37000000 0.002518113240 Long DBT CORP US N 2 2035-05-15 Fixed 0.05250000 N N N N N N MID AMERICA APTS LP 549300FXWGE3QSYCUJ38 59523UAP2 260000.00000000 PA USD 259018.42000000 0.006429828112 Long DBT CORP US N 2 2028-06-15 Fixed 0.04200000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YBQ3 300000.00000000 PA USD 302545.43000000 0.007510335022 Long DBT CORP US N 2 2030-03-15 Fixed 0.04800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ECT5 257981.61000000 PA USD 231620.97000000 0.005749718588 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMR31 908524.39700000 PA USD 843884.61000000 0.020948444473 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179R4F3 13693.01420000 PA USD 13040.24000000 0.000323708644 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 0.04000000 N N N N N N MARRIOTT INTERNATIONAL INC/MD 225YDZ14ZO8E1TXUSU86 571903BX0 260000.00000000 PA USD 261030.46000000 0.006479774642 Long DBT CORP US N 2 2035-10-15 Fixed 0.05250000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BG3 50000.00000000 PA USD 49079.26000000 0.001218334995 Long DBT CORP US N 2 2028-02-01 Fixed 0.03400000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DN2Q5 331366.12900000 PA USD 321078.97000000 0.007970408388 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.04500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBZ7 100000.00000000 PA USD 105729.96000000 0.002624622098 Long DBT CORP US N 2 2034-02-20 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JARW0 291580.67000000 PA USD 265707.87000000 0.006595885853 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y9BK9 1211532.80300000 PA USD 1227732.57000000 0.030477019329 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 0.05500000 N N N N N N BMW VEHICLE LEASE TRUST 2025-2 N/A 05594HAD5 380000.00000000 PA USD 379209.11000000 0.009413420852 Long ABS-CBDO CORP US N 2 2028-09-25 Fixed 0.03970000 N N N N N N SCHWAB CHARLES CORP 549300VSGCJ7E698NM85 808513CQ6 730000.00000000 PA USD 733841.56000000 0.018216754980 Long DBT CORP US N 2 2030-05-21 Variable 0.04744000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GA53 110000.00000000 PA USD 119628.68000000 0.002969641501 Long DBT CORP US N 2 2034-10-24 Variable 0.06561000 N N N N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 92857WAB6 100000.00000000 PA USD 106863.27000000 0.002652755188 Long DBT CORP GB N 2 2032-11-30 Fixed 0.06250000 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 898813AV2 90000.00000000 PA USD 85909.47000000 0.002132601709 Long DBT CORP US N 2 2053-04-15 Fixed 0.05500000 N N N N N N REGENCY CTRS LP 5493008PTR2GAOYBXW28 75884RBA0 150000.00000000 PA USD 145326.48000000 0.003607559209 Long DBT CORP US N 2 2030-06-15 Fixed 0.03700000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BR9 160000.00000000 PA USD 155118.42000000 0.003850632621 Long DBT CORP US N 2 2032-06-15 Fixed 0.03900000 N N N N N N NEW YORK CITY GO 549300ABYZD2SFD5JB29 64966JAR7 280000.00000000 PA USD 296058.56000000 0.007349306091 Long DBT MUN US N 2 2037-12-01 Fixed 0.06271000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748CE0 140000.00000000 PA USD 134801.54000000 0.003346289933 Long DBT CORP US N 2 2044-11-15 Fixed 0.05350000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VFP0 17625.19200000 PA USD 15727.18000000 0.000390408775 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D54K5 200187.70100000 PA USD 189340.05000000 0.004700144400 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UN6 21200000.00000000 PA USD 20934171.93000000 0.519666235261 Long DBT UST US N 2 2045-08-15 Fixed 0.04875000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AK6 170000.00000000 PA USD 170112.52000000 0.004222843546 Long DBT CORP US N 2 2027-03-15 Fixed 0.04400000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523DA5 160000.00000000 PA USD 162311.08000000 0.004029181959 Long DBT CORP US N 2 2056-01-15 Fixed 0.06000000 N N N N N N JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS N/A 472140AH5 120000.00000000 PA USD 117354.71000000 0.002913192866 Long DBT CORP NL N 2 2056-03-01 Fixed 0.06250000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271BF5 600000.00000000 PA USD 589065.83000000 0.014622867492 Long DBT CORP US N 2 2036-03-15 Fixed 0.05250000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38145GAT7 400000.00000000 PA USD 386539.26000000 0.009595383218 Long DBT CORP US N 2 2047-01-21 Variable 0.05541000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAW7 300000.00000000 PA USD 295078.91000000 0.007324987430 Long DBT CORP CA N 2 2031-09-15 Variable 0.04338000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAX6 170000.00000000 PA USD 127544.16000000 0.003166133997 Long DBT CORP CA N 2 2050-05-13 Fixed 0.03950000 N N N N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 502431AS8 1140000.00000000 PA USD 1156017.00000000 0.028696764519 Long DBT CORP US N 2 2029-06-01 Fixed 0.05050000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFC8 235000.00000000 PA USD 220832.04000000 0.005481896070 Long DBT CORP US N 2 2044-01-21 Fixed 0.05000000 N N N N N N CENTERPOINT ENERGY RES CORP 2JADVB0458J06WCD4N56 15189WAS9 160000.00000000 PA USD 163437.48000000 0.004057143517 Long DBT CORP US N 2 2034-07-01 Fixed 0.05400000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWNG4 505502.14300000 PA USD 499335.42000000 0.012395415434 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV7L3 933284.78000000 PA USD 790574.43000000 0.019625081856 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02500000 N N N N N N DOLLAR GEN CORP NEW OPX52SQVOZI8IVSWYU66 256677AP0 120000.00000000 PA USD 122083.08000000 0.003030569099 Long DBT CORP US N 2 2033-07-05 Fixed 0.05450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWJH7 535891.69100000 PA USD 558462.38000000 0.013863172783 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.06500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAW5 310000.00000000 PA USD 310640.52000000 0.007711286125 Long DBT CORP GB N 2 2028-05-09 Fixed 0.04836000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457CR7 290000.00000000 PA USD 286735.78000000 0.007117879026 Long DBT CORP US N 2 2034-08-14 Fixed 0.04600000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCR0 230000.00000000 PA USD 233146.40000000 0.005787585597 Long DBT CORP US N 2 2035-05-15 Fixed 0.05250000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822AV6 100000.00000000 PA USD 99404.25000000 0.002467593776 Long DBT CORP JP N 2 2028-03-02 Fixed 0.03961000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427PYB4 199318.74800000 PA USD 210018.28000000 0.005213457177 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 0.06500000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558CB7 1580000.00000000 PA USD 1599425.94000000 0.039703870762 Long DBT CORP US N 2 2029-11-15 Fixed 0.04800000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAV3 125000.00000000 PA USD 104156.36000000 0.002585559326 Long DBT CORP US N 2 2046-04-15 Fixed 0.04450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140BUC91 636473.04100000 PA USD 627316.29000000 0.015572390244 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EW55 463286.22100000 PA USD 481872.34000000 0.011961914980 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WLN6 3002955.96000000 PA USD 2466298.00000000 0.061222951687 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 0.02000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BJ8 180000.00000000 PA USD 118289.42000000 0.002936395944 Long DBT CORP US N 2 2049-11-15 Fixed 0.03250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNF4 5800000.00000000 PA USD 5771146.74000000 0.143261940789 Long DBT UST US N 2 2032-05-31 Fixed 0.04125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UK2 18530000.00000000 PA USD 17835125.00000000 0.442736034420 Long DBT UST US N 2 2055-05-15 Fixed 0.04750000 N N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518DD5 210000.00000000 PA USD 173325.93000000 0.004302612676 Long DBT CORP US N 2 2049-04-15 Fixed 0.04350000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BM0 100000.00000000 PA USD 98813.07000000 0.002452918427 Long DBT CORP US N 2 2052-04-01 Variable 0.04125000 N N N N N N S and P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBT0 200000.00000000 PA USD 196889.96000000 0.004887562050 Long DBT CORP US N 2 2031-01-15 Fixed 0.04250000 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAP0 240000.00000000 PA USD 217518.37000000 0.005399638104 Long DBT CORP US N 2 2030-04-20 Fixed 0.01600000 N N N N N N TEXAS INSTRUMENTS INC. WDJNR2L6D8RWOEB8T652 882508CM4 360000.00000000 PA USD 364928.61000000 0.009058924209 Long DBT CORP US N 2 2035-05-23 Fixed 0.05100000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 1440000.00000000 PA USD 1426776.51000000 0.035418051403 Long DBT CORP US N 2 2027-08-15 Fixed 0.03557000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEK5 280000.00000000 PA USD 275462.54000000 0.006838034081 Long DBT CORP US N 2 2027-04-06 Fixed 0.02250000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448GH5 400000.00000000 PA USD 400446.47000000 0.009940613375 Long DBT CORP US N 2 2030-07-23 Fixed 0.04300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DB27 20585.20000000 PA USD 20399.76000000 0.000506400086 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 0.03500000 N N N N N N APOLLO DEBT SOLUTIONS BDC 549300UMUGX092P8DW87 03770DAF0 250000.00000000 PA USD 252853.28000000 0.006276785751 Long DBT CORP US N 2 2032-03-15 Fixed 0.06550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M4VD7 990979.12700000 PA USD 758464.90000000 0.018828000480 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QPPE1 518239.93900000 PA USD 488008.10000000 0.012114228016 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.04000000 N N N N N N BAYLOR SCOTT and WHITE HLDGS 549300JQDKSBWYRGGV95 072863AJ2 250000.00000000 PA USD 156713.05000000 0.003890217438 Long DBT CORP US N 2 2050-11-15 Fixed 0.02839000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMZ1 15380000.00000000 PA USD 15253836.01000000 0.378658566439 Long DBT UST US N 2 2030-04-30 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DLM2 26926.70600000 PA USD 25835.47000000 0.000641335204 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.03000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DE7 140000.00000000 PA USD 130114.82000000 0.003229947613 Long DBT CORP US N 2 2032-02-22 Fixed 0.03350000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BQS64 296209.16000000 PA USD 278559.36000000 0.006914909001 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.04000000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200LJ8 600000.00000000 PA USD 606067.09000000 0.015044903807 Long DBT CORP US N 2 2035-02-10 Fixed 0.05200000 N N N N N N INGREDION INC PKSTQ48QDN0XSVS7YK88 457187AB8 270000.00000000 PA USD 269133.00000000 0.006680910683 Long DBT CORP US N 2 2026-10-01 Fixed 0.03200000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BF2 280000.00000000 PA USD 252316.13000000 0.006263451633 Long DBT CORP US N 2 2037-08-22 Fixed 0.03875000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAV7 1000000.00000000 PA USD 993016.00000000 0.024650456105 Long DBT CORP IE N 2 2026-10-29 Fixed 0.02450000 N N N N N N ALLINA HEALTH SYSTEM 5493001V00JCD7SQ0G44 01959LAC6 40000.00000000 PA USD 29867.36000000 0.000741422138 Long DBT CORP US N 2 2049-04-15 Fixed 0.03887000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EN3 50000.00000000 PA USD 48618.17000000 0.001206888978 Long DBT CORP US N 2 2062-09-15 Fixed 0.05800000 N N N N N N ENTERGY CORP NEW 4XM3TW50JULSLG8BNC79 29364GAP8 120000.00000000 PA USD 107171.21000000 0.002660399437 Long DBT CORP US N 2 2031-06-15 Fixed 0.02400000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 42250PAA1 320000.00000000 PA USD 301888.41000000 0.007494025272 Long DBT CORP US N 2 2030-01-15 Fixed 0.03000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAD8 528000.00000000 PA USD 482871.57000000 0.011986719691 Long DBT CORP US N 2 2030-06-22 Fixed 0.02700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DU83 1459694.26800000 PA USD 1345930.81000000 0.033411151837 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.02000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EK1 250000.00000000 PA USD 250300.86000000 0.006213424922 Long DBT CORP US N 2 2033-07-20 Variable 0.04918000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBW4 170000.00000000 PA USD 169743.54000000 0.004213684051 Long DBT CORP US N 2 2032-03-16 Fixed 0.04742000 N N N N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 843646AJ9 90000.00000000 PA USD 84567.42000000 0.002099286894 Long DBT CORP US N 2 2043-07-15 Fixed 0.05250000 N N N N N N ARCHER DANIELS MIDLAND CO 549300LO13MQ9HYSTR83 039483BM3 200000.00000000 PA USD 152642.49000000 0.003789170566 Long DBT CORP US N 2 2047-09-15 Fixed 0.03750000 N N N N N N SHELL FINANCE US INC N/A 822905AF2 1470000.00000000 PA USD 1377693.69000000 0.034199628034 Long DBT CORP US N 2 2029-11-07 Fixed 0.02375000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111EU3 110000.00000000 PA USD 123950.23000000 0.003076918905 Long DBT CORP US N 2 2038-04-01 Fixed 0.06750000 N N N N N N NEW YORK CITY GO 549300ABYZD2SFD5JB29 64966SVP8 495000.00000000 PA USD 494582.62000000 0.012277432755 Long DBT MUN US N 2 2046-02-01 Fixed 0.05650000 N N N N N N MEDTRONIC GLOBAL HOLDINGS SCA 549300JXMTTP8GKYIX14 58507LBC2 300000.00000000 PA USD 295526.43000000 0.007336096589 Long DBT CORP LU N 2 2033-03-30 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J6GR2 135817.22800000 PA USD 129199.37000000 0.003207222642 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.04000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBV7 340000.00000000 PA USD 241330.24000000 0.005990739815 Long DBT CORP US N 2 2041-11-19 Variable 0.02525000 N N N N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 446150AS3 310000.00000000 PA USD 287399.62000000 0.007134358074 Long DBT CORP US N 2 2030-02-04 Fixed 0.02550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W14Q3 350095.72400000 PA USD 357767.44000000 0.008881156573 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 0.06000000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748CA8 400000.00000000 PA USD 400682.66000000 0.009946476514 Long DBT CORP US N 2 2030-03-15 Fixed 0.04650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3133A3CE6 199688.51000000 PA USD 177450.72000000 0.004405005744 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03000000 N N N N N N BANK 2021-BN35 N/A 06540CBF3 700000.00000000 PA USD 618035.95000000 0.015342016702 Long ABS-MBS CORP US N 2 2064-06-15 Fixed 0.02285000 N N N N N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 42824CCA5 240000.00000000 PA USD 236102.02000000 0.005860955392 Long DBT CORP US N 2 2030-10-15 Fixed 0.04400000 N N N N N N NXP B V/NXP FDG LLC/NXP USA INC N/A 62954HAU2 190000.00000000 PA USD 144616.48000000 0.003589934293 Long DBT CORP NL N 2 2041-05-11 Fixed 0.03250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418E5N6 1657937.67600000 PA USD 1637712.16000000 0.040654281214 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 0.05000000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FT5 385000.00000000 PA USD 330221.79000000 0.008197368158 Long DBT CORP US N 2 2048-12-01 Fixed 0.04650000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DP2 120000.00000000 PA USD 117577.13000000 0.002918714181 Long DBT CORP US N 2 2037-01-29 Variable 0.05141000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081ET6 100000.00000000 PA USD 97872.50000000 0.002429569881 Long DBT CORP US N 2 2029-03-15 Fixed 0.03450000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEN7 1920000.00000000 PA USD 1900856.26000000 0.047186524487 Long DBT UST US N 2 2027-04-30 Fixed 0.02750000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJB7 200000.00000000 PA USD 173856.37000000 0.004315780226 Long DBT CORP US N 2 2036-11-03 Variable 0.02491000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RGQ9 720000.00000000 PA USD 713505.05000000 0.017711925000 Long DBT CORP US N 2 2030-02-15 Fixed 0.04300000 N N N N N N UNIVERSITY NOTRE DAME DU LAC XV74408A6JGDG5126L34 914748AA6 110000.00000000 PA USD 79574.28000000 0.001975338057 Long DBT CORP US N 2 2048-02-15 Fixed 0.03394000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DSH6 1582961.42600000 PA USD 1282310.35000000 0.031831848627 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6NU1 145074.23300000 PA USD 137551.96000000 0.003414565880 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.04000000 N N N N N N DEVON ENERGY CORP NEW 54930042348RKR3ZPN35 25179MBH5 110000.00000000 PA USD 106452.58000000 0.002642560291 Long DBT CORP US N 2 2054-09-15 Fixed 0.05750000 N N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAE3 240000.00000000 PA USD 227645.48000000 0.005651031717 Long DBT CORP US N 2 2044-03-15 Fixed 0.05375000 N N N N N N GS MTG SECS TR 2020-GC45 N/A 36258YBG2 300000.00000000 PA USD 281660.52000000 0.006991891656 Long ABS-MBS CORP US N 2 2053-02-13 Fixed 0.02910600 N N N N N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 17275RBT8 300000.00000000 PA USD 304215.89000000 0.007551802229 Long DBT CORP US N 2 2034-02-26 Fixed 0.05050000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822DL5 200000.00000000 PA USD 205813.97000000 0.005109090118 Long DBT CORP JP N 2 2036-04-24 Variable 0.05615000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081AW2 50000.00000000 PA USD 45952.59000000 0.001140719084 Long DBT CORP US N 2 2041-11-01 Fixed 0.05450000 N N N N N N BANK OF MONTREAL QUE NQQ6HPCNCCU6TUTQYE16 06368MXV1 350000.00000000 PA USD 344949.00000000 0.008562953852 Long DBT CORP CA N 2 2031-09-22 Variable 0.04350000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAB8 170000.00000000 PA USD 161034.40000000 0.003997489878 Long DBT CORP US N 2 2028-11-15 Fixed 0.02300000 N N N N N N SAN DIEGO GAS and ELECTRIC CO KNIRVXKVNJJ4P8OTMS63 797440BW3 220000.00000000 PA USD 173678.93000000 0.004311375486 Long DBT CORP US N 2 2048-05-15 Fixed 0.04150000 N N N N N N DUKE ENERGY IND INC 6URPHM2EAWGJ2C6ISB97 693627AY7 70000.00000000 PA USD 74565.97000000 0.001851012642 Long DBT CORP US N 2 2035-10-15 Fixed 0.06120000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D53T7 55612.30500000 PA USD 52633.58000000 0.001306566816 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 0.02500000 N N N N N N BURLINGTON NORTHN SANTA FE LLC N/A 12189LBN0 200000.00000000 PA USD 195291.72000000 0.004847887618 Long DBT CORP US N 2 2056-03-15 Fixed 0.05550000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWN90 2496560.54300000 PA USD 2550488.00000000 0.063312869573 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 0.06000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAW5 90000.00000000 PA USD 90752.30000000 0.002252819277 Long DBT CORP US N 2 2029-12-15 Fixed 0.04850000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2D4 3440000.00000000 PA USD 3416435.79000000 0.084809006582 Long DBT CORP US N 2 2029-01-24 Fixed 0.04150000 N N N N N N AMEREN ILL CO RC71E2BZ6UOMFPDJSE79 02361DAT7 210000.00000000 PA USD 176982.32000000 0.004393378264 Long DBT CORP US N 2 2049-03-15 Fixed 0.04500000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAT6 400000.00000000 PA USD 402708.53000000 0.009996766358 Long DBT CORP US N 2 2036-06-01 Fixed 0.05250000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 17325FBK3 510000.00000000 PA USD 516386.56000000 0.012818689961 Long DBT CORP US N 2 2029-08-06 Fixed 0.04838000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BM4 430000.00000000 PA USD 427072.12000000 0.010601563870 Long DBT CORP US N 2 2027-03-01 Fixed 0.02950000 N N N N N N AIR PRODUCTS and CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158BP0 90000.00000000 PA USD 90922.53000000 0.002257045037 Long DBT CORP US N 2 2032-10-11 Fixed 0.04900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JQQ71 13739.62500000 PA USD 13027.21000000 0.000323385190 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.04000000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058KL6 2750000.00000000 PA USD 2710106.99000000 0.067275223560 Long DBT CORP US N 2 2029-09-21 Fixed 0.03625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140BYTP9 198927.39000000 PA USD 191104.37000000 0.004743941572 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 0.04500000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAR6 130000.00000000 PA USD 135009.29000000 0.003351447083 Long DBT CORP US N 2 2054-11-30 Variable 0.06950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D56V9 15954.76700000 PA USD 14711.31000000 0.000365190995 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.02000000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804GL2 80000.00000000 PA USD 76245.55000000 0.001892706243 Long DBT CORP US N 2 2053-04-01 Fixed 0.05450000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCG8 230000.00000000 PA USD 206114.91000000 0.005116560600 Long DBT CORP US N 2 2031-01-15 Fixed 0.02450000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BH5 1000000.00000000 PA USD 991049.71000000 0.024601645265 Long DBT CORP US N 2 2028-09-15 Fixed 0.04000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BN1 100000.00000000 PA USD 98344.55000000 0.002441287968 Long DBT CORP US N 2 2028-01-15 Fixed 0.03250000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 220000.00000000 PA USD 184040.50000000 0.004568589294 Long DBT CORP US N 2 2036-11-15 Fixed 0.03187000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H2CK2 12523.40000000 PA USD 11542.37000000 0.000286525781 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 0.03500000 N N N N N N TOTALENERGIES CAPITAL SA 529900QI55ZLJVCMPA71 89152UAH5 470000.00000000 PA USD 466871.37000000 0.011589533515 Long DBT CORP FR N 2 2028-10-11 Fixed 0.03883000 N N N N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587EB9 40000.00000000 PA USD 40944.60000000 0.001016401613 Long DBT CORP US N 2 2055-03-15 Variable 0.06375000 N N N N N N KIMBERLY-CLARK CORP MP3J6QPYPGN75NVW2S34 494368BC6 140000.00000000 PA USD 159760.74000000 0.003965872764 Long DBT CORP US N 2 2037-08-01 Fixed 0.06625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RN0 268000.00000000 PA USD 197472.03000000 0.004902011254 Long DBT UST US N 2 2045-08-15 Fixed 0.02875000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DF4 38000.00000000 PA USD 37905.25000000 0.000940953319 Long DBT CORP US N 2 2026-08-15 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RV2 83000.00000000 PA USD 61368.13000000 0.001523391762 Long DBT UST US N 2 2047-02-15 Fixed 0.03000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172EA3 400000.00000000 PA USD 387187.61000000 0.009611477745 Long DBT CORP US N 2 2035-10-29 Fixed 0.04625000 N N N N N N LAUDER ESTEE COS INC 549300VFZ8XJ9NUPU221 29736RAV2 260000.00000000 PA USD 260812.21000000 0.006474356842 Long DBT CORP US N 2 2034-02-14 Fixed 0.05000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AB4 200000.00000000 PA USD 183434.12000000 0.004553536623 Long DBT CORP GB N 2 2035-11-28 Variable 0.03032000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8U9 230000.00000000 PA USD 226559.42000000 0.005624071553 Long DBT CORP US N 2 2034-08-15 Fixed 0.04750000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EM7 300000.00000000 PA USD 290308.57000000 0.007206569342 Long DBT CORP US N 2 2036-10-24 Variable 0.04804000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 74432QCJ2 110000.00000000 PA USD 84046.46000000 0.002086354674 Long DBT CORP US N 2 2040-03-10 Fixed 0.03000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBM7 330000.00000000 PA USD 335386.75000000 0.008325582225 Long DBT CORP US N 2 2032-03-15 Fixed 0.05200000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAK8 120000.00000000 PA USD 91198.73000000 0.002263901378 Long DBT CORP US N 2 2040-04-15 Fixed 0.02700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y8HA7 2384958.77600000 PA USD 2422065.87000000 0.060124941002 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XM3C8 264355.30700000 PA USD 258429.94000000 0.006415219787 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140A4HH7 430914.89900000 PA USD 435060.86000000 0.010799874959 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.05500000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UEA3 60000.00000000 PA USD 60370.92000000 0.001498637195 Long DBT CORP US N 2 2056-02-15 Variable 0.06200000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBK0 260000.00000000 PA USD 219248.37000000 0.005442583322 Long DBT CORP US N 2 2049-09-06 Fixed 0.04758000 N N N N N N S and P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBM5 250000.00000000 PA USD 182024.15000000 0.004518535773 Long DBT CORP US N 2 2062-03-01 Fixed 0.03900000 N N N N N N BLACKROCK FUNDING INC N/A 09290DAC5 60000.00000000 PA USD 56763.93000000 0.001409097904 Long DBT CORP US N 2 2054-03-14 Fixed 0.05250000 N N N N N N TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 893526DJ9 170000.00000000 PA USD 177510.56000000 0.004406491202 Long DBT CORP CA N 2 2040-06-01 Fixed 0.06100000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DN7 885000.00000000 PA USD 783755.62000000 0.019455812905 Long DBT CORP US N 2 2030-08-21 Fixed 0.01750000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBW2 370000.00000000 PA USD 298926.94000000 0.007420510256 Long DBT CORP US N 2 2050-01-31 Fixed 0.04200000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PBB6 300000.00000000 PA USD 296843.73000000 0.007368797015 Long DBT CORP US N 2 2031-01-15 Fixed 0.04400000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457BY3 685000.00000000 PA USD 390018.73000000 0.009681756975 Long DBT CORP US N 2 2050-05-15 Fixed 0.02250000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HL0 280000.00000000 PA USD 229579.51000000 0.005699041741 Long DBT CORP US N 2 2068-03-01 Fixed 0.04650000 N N N N N N AB SVENSK EXPORTKREDIT 1FOLRR5RWTWWI397R131 01021NAH5 1000000.00000000 PA USD 987252.69000000 0.024507388703 Long DBT CORP SE N 2 2029-03-12 Fixed 0.03625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KTHB4 653499.60900000 PA USD 600321.73000000 0.014902281992 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.02000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CG9 100000.00000000 PA USD 97942.99000000 0.002431319712 Long DBT CORP US N 2 2029-04-13 Fixed 0.03450000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLW9 16370000.00000000 PA USD 16227401.91000000 0.402826196653 Long DBT UST US N 2 2034-11-15 Fixed 0.04250000 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813BY4 140000.00000000 PA USD 135135.70000000 0.003354585063 Long DBT CORP US N 2 2030-04-01 Fixed 0.03950000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8J4 480000.00000000 PA USD 376563.48000000 0.009347746194 Long DBT CORP US N 2 2052-08-15 Fixed 0.04450000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VZR4 160837.10100000 PA USD 137964.22000000 0.003424799750 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EJM3 738854.49200000 PA USD 678730.95000000 0.016848698803 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 0.02000000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312CK0 350000.00000000 PA USD 358592.12000000 0.008901628285 Long DBT CORP US N 2 2055-05-14 Fixed 0.05950000 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556DJ8 500000.00000000 PA USD 493751.11000000 0.012256791496 Long DBT CORP US N 2 2036-02-12 Fixed 0.04902000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QPKU0 79771.74700000 PA USD 72700.13000000 0.001804695355 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GSQZ4 50677.53000000 PA USD 51823.67000000 0.001286461751 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KL6J1 1573879.37200000 PA USD 1282330.81000000 0.031832356523 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LVKC2 367284.27300000 PA USD 280993.29000000 0.006975328455 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.01500000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46514BRL3 200000.00000000 PA USD 203579.25000000 0.005053615819 Long DBT NUSS IL N 2 2034-03-12 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGJ4 5650000.00000000 PA USD 5535675.75000000 0.137416649975 Long DBT UST US N 2 2030-01-31 Fixed 0.03500000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAV8 100000.00000000 PA USD 73868.07000000 0.001833688094 Long DBT CORP US N 2 2052-03-15 Fixed 0.03800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4HG4 469115.15900000 PA USD 427295.94000000 0.010607119938 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 0.03000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDA0 150000.00000000 PA USD 145495.61000000 0.003611757663 Long DBT CORP US N 2 2035-08-03 Fixed 0.05500000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WDT5 140000.00000000 PA USD 122426.97000000 0.003039105764 Long DBT CORP US N 2 2031-01-13 Fixed 0.01800000 N N N N N N DUKE ENERGY IND INC 6URPHM2EAWGJ2C6ISB97 263901AA8 170000.00000000 PA USD 185679.41000000 0.004609273310 Long DBT CORP US N 2 2038-08-15 Fixed 0.06350000 N N N N N N AMERICAN AIRLS PASS THRU TR 2021-1A N/A 02379KAA2 170586.94000000 PA USD 152128.07000000 0.003776400694 Long DBT CORP US N 2 2036-01-11 Fixed 0.02875000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAH5 1200000.00000000 PA USD 1198985.22000000 0.029763400123 Long DBT CORP US N 2 2036-05-15 Fixed 0.05250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QB3Q9 109577.46700000 PA USD 97580.12000000 0.002422311891 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAR0 400000.00000000 PA USD 393861.24000000 0.009777142773 Long DBT CORP ES N 2 2030-11-06 Fixed 0.04551000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CT3 230000.00000000 PA USD 239074.94000000 0.005934754640 Long DBT CORP US N 2 2034-03-15 Fixed 0.05550000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBH2 160000.00000000 PA USD 156940.14000000 0.003895854681 Long DBT CORP US N 2 2036-06-30 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140B04P0 818420.92100000 PA USD 838209.36000000 0.020807563056 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 0.06000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAW3 200000.00000000 PA USD 198883.87000000 0.004937058524 Long DBT CORP US N 2 2028-08-17 Fixed 0.04150000 N N N N N N AON NORTH AMERICA INC N/A 03740MAD2 300000.00000000 PA USD 306541.04000000 0.007609521348 Long DBT CORP US N 2 2034-03-01 Fixed 0.05450000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KH9 490000.00000000 PA USD 515165.79000000 0.012788385779 Long DBT CORP US N 2 2053-01-15 Fixed 0.06750000 N N N N N N TEXAS INSTRUMENTS INC. WDJNR2L6D8RWOEB8T652 882926AA6 210000.00000000 PA USD 189163.15000000 0.004695753065 Long DBT CORP US N 2 2063-05-18 Fixed 0.05050000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NCA6 150000.00000000 PA USD 148821.68000000 0.003694323445 Long DBT CORP US N 2 2033-07-31 Variable 0.05548000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 716973AG7 1428000.00000000 PA USD 1340269.83000000 0.033270624657 Long DBT CORP SG N 2 2053-05-19 Fixed 0.05300000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3J0 720000.00000000 PA USD 730778.75000000 0.018140724318 Long DBT CORP US N 2 2030-01-23 Variable 0.05198000 N N N N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021AT3 190000.00000000 PA USD 168571.18000000 0.004184581591 Long DBT CORP US N 2 2030-09-01 Fixed 0.01500000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844BZ0 72000.00000000 PA USD 71184.83000000 0.001767079812 Long DBT CORP US N 2 2028-08-01 Fixed 0.03800000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VHJ6 680000.00000000 PA USD 669187.97000000 0.016611805530 Long DBT CORP US N 2 2055-11-30 Fixed 0.05875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KQVV5 1376329.25000000 PA USD 1370291.71000000 0.034015882573 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427RW71 9697523.73900000 PA USD 8487273.75000000 0.210686604277 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03000000 N N N N N N SUN CMNTYS OPER LTD PRTNRSHP 549300PUNBPJCGT6X741 866677AE7 310000.00000000 PA USD 279178.46000000 0.006930277431 Long DBT CORP US N 2 2031-07-15 Fixed 0.02700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DLT7 550841.69800000 PA USD 486916.57000000 0.012087132066 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 0.03000000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167FZ1 630000.00000000 PA USD 636128.36000000 0.015791139534 Long DBT CORP PH N 2 2028-08-25 Fixed 0.04500000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 549300S8SEQBOJLKHW63 15189XBG2 250000.00000000 PA USD 252529.95000000 0.006268759464 Long DBT CORP US N 2 2030-03-15 Fixed 0.04800000 N N N N N N POTOMAC ELECTRIC POWER CO 549300BXF2DWUNN57U06 737679DE7 110000.00000000 PA USD 91698.63000000 0.002276310808 Long DBT CORP US N 2 2043-03-15 Fixed 0.04150000 N N N N N N BERKSHIRE HATHAWAY FIN CORP 549300RLHFT5RU20WM87 084664DB4 560000.00000000 PA USD 426456.34000000 0.010586277854 Long DBT CORP US N 2 2052-03-15 Fixed 0.03850000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TCY9 74104.65680000 PA USD 70493.35000000 0.001749914633 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DNB4 18252.50900000 PA USD 17512.80000000 0.000434734694 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 0.03000000 N N N N N N HONEYWELL AEROSPACE INC 213800ZUAQRBYL67JS90 43849RAG0 300000.00000000 PA USD 296747.06000000 0.007366397295 Long DBT CORP US N 2 2036-03-16 Fixed 0.04950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBQ5 1646454.01000000 PA USD 1391604.50000000 0.034544947557 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38145GAP5 400000.00000000 PA USD 397224.52000000 0.009860632250 Long DBT CORP US N 2 2029-01-21 Variable 0.04148000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CL9 610000.00000000 PA USD 385825.00000000 0.009577652552 Long DBT NUSS PH N 2 2045-12-10 Fixed 0.02650000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FX6 770000.00000000 PA USD 738332.37000000 0.018328234064 Long DBT CORP US N 2 2030-04-01 Fixed 0.03350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DVA7 8340509.90000000 PA USD 6748581.80000000 0.167525618356 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VKP4 113493.03500000 PA USD 111310.25000000 0.002763146245 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 0.04500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LD1 140000.00000000 PA USD 139570.36000000 0.003464670290 Long DBT CORP US N 2 2028-01-10 Variable 0.03887000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DQV7 30717.49300000 PA USD 30316.96000000 0.000752582930 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 0.04000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAZ1 110000.00000000 PA USD 115126.61000000 0.002857882900 Long DBT CORP US N 2 2034-07-15 Fixed 0.05950000 N N N N N N BP CAP MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QBS8 280000.00000000 PA USD 179396.02000000 0.004453295532 Long DBT CORP US N 2 2052-03-17 Fixed 0.03001000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CV35 86090.39500000 PA USD 81895.54000000 0.002032960610 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N DTE ELEC CO 9N0FWODEJVKHC2DYLO03 23338VAP1 240000.00000000 PA USD 161402.40000000 0.004006625045 Long DBT CORP US N 2 2051-04-01 Fixed 0.03250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFDC2 565167.73200000 PA USD 570918.65000000 0.014172385059 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.05000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CP1 80000.00000000 PA USD 66921.95000000 0.001661258822 Long DBT CORP US N 2 2053-06-01 Fixed 0.04550000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAT9 70000.00000000 PA USD 68639.39000000 0.001703892253 Long DBT CORP US N 2 2035-10-15 Fixed 0.05875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKA8 2730000.00000000 PA USD 2735545.31000000 0.067906699982 Long DBT UST US N 2 2027-02-15 Fixed 0.04125000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CX6 1000000.00000000 PA USD 996858.28000000 0.024745836194 Long DBT CORP US N 2 2028-03-25 Fixed 0.04300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XAVE8 24253.33700000 PA USD 23954.38000000 0.000594639353 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 0.03000000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543DD2 290000.00000000 PA USD 193081.30000000 0.004793016538 Long DBT CORP US N 2 2050-11-15 Fixed 0.03600000 N N N N N N KAISER FNDTN HOSPS DW4Z57L3G4IRMHYZYK62 48305QAD5 460000.00000000 PA USD 376185.29000000 0.009338358071 Long DBT CORP US N 2 2047-05-01 Fixed 0.04150000 N N N N N N TRINITY HEALTH CORP TWSRHFGEDJDX0GKMGJ67 896516AA9 80000.00000000 PA USD 65329.18000000 0.001621720177 Long DBT CORP US N 2 2045-12-01 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6QH7 51776.91800000 PA USD 51954.30000000 0.001289704487 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.05000000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBG9 219000.00000000 PA USD 222626.11000000 0.005526431751 Long DBT CORP IE N 2 2027-04-15 Fixed 0.06450000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748CF7 300000.00000000 PA USD 295421.70000000 0.007333496790 Long DBT CORP US N 2 2036-03-15 Fixed 0.04950000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UGD8 23132.16500000 PA USD 22701.73000000 0.000563543788 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 0.04500000 N N N N N N JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS N/A 47214BAD0 170000.00000000 PA USD 186146.26000000 0.004620862313 Long DBT CORP NL N 2 2053-11-15 Fixed 0.07250000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CU1 700000.00000000 PA USD 716668.65000000 0.017790457655 Long DBT CORP US N 2 2034-04-01 Fixed 0.05600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUB54 527434.57900000 PA USD 546739.05000000 0.013572154883 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 0.06000000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AS4 280000.00000000 PA USD 207636.71000000 0.005154337498 Long DBT CORP US N 2 2048-08-01 Fixed 0.03650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427QSR4 5124557.29600000 PA USD 4369777.14000000 0.108474586091 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.02500000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAC5 250000.00000000 PA USD 264498.83000000 0.006565872855 Long DBT CORP US N 2 2033-03-15 Fixed 0.06125000 N N N N N N INDIANA UNIVERSITY HEALTH INC OBLIGATED GROUP N/A 455170AB6 200000.00000000 PA USD 125354.14000000 0.003111769322 Long DBT CORP US N 2 2051-11-01 Fixed 0.02852000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DQ0 180000.00000000 PA USD 119507.03000000 0.002966621683 Long DBT CORP US N 2 2049-09-11 Fixed 0.02950000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAB8 110000.00000000 PA USD 104083.73000000 0.002583756372 Long DBT CORP US N 2 2029-08-15 Fixed 0.03200000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WGK1 240000.00000000 PA USD 238572.73000000 0.005922287867 Long DBT CORP US N 2 2028-09-01 Fixed 0.04250000 N N N N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 609207BF1 760000.00000000 PA USD 758108.87000000 0.018819162454 Long DBT CORP US N 2 2028-05-06 Fixed 0.04250000 N N N N N N CRH AMERICA FINANCE INC 549300WEVUODRJ4CWK56 12636YAE2 200000.00000000 PA USD 204066.38000000 0.005065708249 Long DBT CORP US N 2 2034-05-21 Fixed 0.05400000 N N N N N N AUGUSTA SPINCO CORP N/A 051473AF3 150000.00000000 PA USD 149946.31000000 0.003722241064 Long DBT CORP US N 2 2036-03-23 Fixed 0.05245000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140A56F0 688156.50900000 PA USD 695422.62000000 0.017263049909 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 0.05500000 N N N N N N SAN ANTONIO TX ELEC and GAS REV N/A 796253Z21 300000.00000000 PA USD 284232.06000000 0.007055727117 Long DBT MUN US N 2 2042-02-01 Fixed 0.04427000 N N N N N N TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 89352HAY5 80000.00000000 PA USD 70870.19000000 0.001759269244 Long DBT CORP CA N 2 2048-05-15 Fixed 0.04875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNCM2 653501.79700000 PA USD 558066.42000000 0.013853343541 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02500000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748CD2 240000.00000000 PA USD 228106.27000000 0.005662470288 Long DBT CORP US N 2 2055-03-15 Fixed 0.05400000 N N N N N N LOUISVILLE GAS and ELECTRIC CO KO3GRIB3RPH1XDX50U72 546676BA4 50000.00000000 PA USD 50396.20000000 0.001251026484 Long DBT CORP US N 2 2055-08-15 Fixed 0.05850000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XDE3 431315.97300000 PA USD 418707.40000000 0.010393919518 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 0.04500000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50076QAE6 100000.00000000 PA USD 89446.43000000 0.002220402588 Long DBT CORP US N 2 2042-06-04 Fixed 0.05000000 N N N N N N JEFFERIES FINANCIAL GROUP INC 549300HOF34RGOJ5YL07 47233WLL1 500000.00000000 PA USD 486854.33000000 0.012085587031 Long DBT CORP US N 2 2036-02-15 Fixed 0.05500000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CD2 121000.00000000 PA USD 113732.97000000 0.002823287424 Long DBT CORP US N 2 2038-11-01 Fixed 0.05300000 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687GA8 60000.00000000 PA USD 43411.46000000 0.001077638516 Long DBT CORP US N 2 2060-05-13 Fixed 0.03800000 N N N N N N ONTARIO PROVINCE CDA C7PVKCRGLG18EBQGZV36 683234D21 1000000.00000000 PA USD 984455.41000000 0.024437949511 Long DBT NUSS CA N 2 2035-11-20 Fixed 0.04450000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAT8 100000.00000000 PA USD 89091.39000000 0.002211589137 Long DBT CORP US N 2 2031-01-15 Fixed 0.02250000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJU5 160000.00000000 PA USD 163083.42000000 0.004048354393 Long DBT CORP US N 2 2036-02-12 Variable 0.05424000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EB90 2698681.70000000 PA USD 2277587.77000000 0.056538441829 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02500000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBL4 110000.00000000 PA USD 115128.95000000 0.002857940988 Long DBT CORP US N 2 2033-02-01 Fixed 0.05750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CYR91 939267.86500000 PA USD 927383.97000000 0.023021218032 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CXAH5 442545.13300000 PA USD 397325.74000000 0.009863144917 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 0.01500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3134A4AA2 870000.00000000 PA USD 968345.87000000 0.024038049098 Long DBT USGSE US N 2 2031-03-15 Fixed 0.06750000 N N N N N N FEDEX CORP 2020-1 CLASS AA PASS THROUGH TRUST N/A 314353AA1 176475.12300000 PA USD 152371.92000000 0.003782453984 Long DBT CORP US N 2 2035-08-20 Fixed 0.01875000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400JC8 1000000.00000000 PA USD 1010204.72000000 0.025077145895 Long DBT CORP US N 2 2029-06-01 Fixed 0.05150000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCH6 360000.00000000 PA USD 356051.76000000 0.008838566832 Long DBT CORP US N 2 2027-11-02 Variable 0.01878000 N N N N N N BANK OF MONTREAL QUE NQQ6HPCNCCU6TUTQYE16 06368FAJ8 460000.00000000 PA USD 455174.80000000 0.011299179900 Long DBT CORP CA N 2 2027-03-08 Fixed 0.02650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMCC7 78627.88500000 PA USD 81251.80000000 0.002016980521 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XXB32 169743.83000000 PA USD 156587.51000000 0.003887101055 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 0.03500000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BR0 400000.00000000 PA USD 393321.21000000 0.009763737162 Long DBT CORP US N 2 2029-03-09 Fixed 0.03700000 N N N N N N DR HORTON INC 529900ZIUEYVSB8QDD25 23331ABT5 150000.00000000 PA USD 151158.75000000 0.003752338463 Long DBT CORP US N 2 2030-10-15 Fixed 0.04850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EYP9 96371.84100000 PA USD 100272.72000000 0.002489152524 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 0.06500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CND9 24210000.00000000 PA USD 24096515.63000000 0.598167704088 Long DBT UST US N 2 2028-05-15 Fixed 0.03750000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BE1 180000.00000000 PA USD 155891.85000000 0.003869832113 Long DBT CORP US N 2 2044-10-01 Fixed 0.04950000 N N N N N N EXPEDIA GROUP INC CI7MUJI4USF3V0NJ1H64 30212PBH7 170000.00000000 PA USD 156443.67000000 0.003883530396 Long DBT CORP US N 2 2031-03-15 Fixed 0.02950000 N N N N N N MOLSON COORS BEVERAGE CO 54930073LBBH6ZCBE225 60871RAG5 254000.00000000 PA USD 253620.00000000 0.006295818675 Long DBT CORP US N 2 2026-07-15 Fixed 0.03000000 N N N N N N ASCENSION HEALTH N/A 04351LAE0 1296000.00000000 PA USD 1285978.28000000 0.031922900682 Long DBT CORP US N 2 2035-11-15 Fixed 0.04923000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HT3 110000.00000000 PA USD 64504.66000000 0.001601252436 Long DBT CORP US N 2 2051-05-15 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YW34 558176.73000000 PA USD 538283.81000000 0.013362263479 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140AQZ70 293598.03600000 PA USD 299839.05000000 0.007443152316 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.06000000 N N N N N N NOVARTIS CAP CORP 5493002KF87V5RSRQS84 66989HBA5 270000.00000000 PA USD 264376.58000000 0.006562838142 Long DBT CORP US N 2 2035-11-05 Fixed 0.04600000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400GK3 285000.00000000 PA USD 214423.23000000 0.005322804888 Long DBT CORP US N 2 2048-03-01 Fixed 0.04125000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AR5 170000.00000000 PA USD 169968.34000000 0.004219264447 Long DBT CORP US N 2 2027-09-15 Fixed 0.04250000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAK8 370000.00000000 PA USD 391615.30000000 0.009721389950 Long DBT CORP US N 2 2033-10-28 Variable 0.06123000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAM4 430000.00000000 PA USD 395895.62000000 0.009827643868 Long DBT CORP US N 2 2030-04-15 Fixed 0.02050000 N N N N N N PUBLIC STORAGE OPERATING CO 549300LMZF40TKJ6DM64 74464AAD3 30000.00000000 PA USD 29947.83000000 0.000743419712 Long DBT CORP US N 2 2035-07-01 Fixed 0.05000000 N N N N N N SHELL FINANCE US INC N/A 822905BB0 100000.00000000 PA USD 65016.40000000 0.001613955781 Long DBT CORP US N 2 2051-11-26 Fixed 0.03000000 N N N N N N PRINCIPAL FINANCIAL GROUP INC CUMYEZJOAF02RYZ1JJ85 74251VAU6 50000.00000000 PA USD 47891.55000000 0.001188851489 Long DBT CORP US N 2 2053-03-15 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV7M1 786955.09500000 PA USD 694153.49000000 0.017231545248 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UEB4 6602.89500000 PA USD 6657.67000000 0.000165268839 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 0.05000000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200JH5 204000.00000000 PA USD 176024.58000000 0.004369603493 Long DBT CORP US N 2 2046-02-19 Fixed 0.04700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DSA36 24997.67500000 PA USD 20023.34000000 0.000497055902 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DAT9 17612.17900000 PA USD 17672.51000000 0.000438699308 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.05000000 N N N N N N BALTIMORE GAS and ELECTRIC CO 88V8C2WYSOD1SPSSLH72 059165EJ5 210000.00000000 PA USD 158134.04000000 0.003925491846 Long DBT CORP US N 2 2047-08-15 Fixed 0.03750000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAK6 430000.00000000 PA USD 306201.50000000 0.007601092666 Long DBT CORP US N 2 2050-05-01 Fixed 0.03800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QGXJ1 242879.02700000 PA USD 196521.44000000 0.004878413973 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DL0 340000.00000000 PA USD 336181.48000000 0.008345310464 Long DBT CORP US N 2 2036-05-15 Fixed 0.05300000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAP5 110000.00000000 PA USD 107646.91000000 0.002672208131 Long DBT CORP US N 2 2034-09-15 Fixed 0.04800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HDRQ9 262618.95000000 PA USD 248388.31000000 0.006165948114 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.02500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBT1 50000.00000000 PA USD 40415.43000000 0.001003265590 Long DBT CORP US N 2 2040-09-25 Fixed 0.03734000 N N N N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 01609WAU6 820000.00000000 PA USD 748332.00000000 0.018576463137 Long DBT CORP KY N 2 2037-12-06 Fixed 0.04000000 N N N N N N GE HEALTHCARE TECHNOLOGIES INC 549300OI9J7XOWZMUN85 36267VAK9 230000.00000000 PA USD 242716.60000000 0.006025154574 Long DBT CORP US N 2 2032-11-22 Fixed 0.05905000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQY76 242358.71300000 PA USD 252232.72000000 0.006261381078 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.06000000 N N N N N N ILLINOIS ST N/A 452151LF8 654411.76300000 PA USD 662526.67000000 0.016446446580 Long DBT MUN US N 2 2033-06-01 Fixed 0.05100000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAR9 250000.00000000 PA USD 231402.43000000 0.005744293589 Long DBT CORP US N 2 2039-04-22 Variable 0.04457000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJ3Y4 29324.55800000 PA USD 27929.85000000 0.000693325728 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAL0 410000.00000000 PA USD 411960.67000000 0.010226439869 Long DBT CORP US N 2 2028-01-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9WN7 52652.17400000 PA USD 54409.25000000 0.001350645738 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WG4K7 5731.14100000 PA USD 4929.62000000 0.000122372027 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XNG7 838317.50800000 PA USD 852923.26000000 0.021172818345 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DQ88 108770.83900000 PA USD 92308.44000000 0.002291448625 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KTV51 92346.18300000 PA USD 89652.47000000 0.002225517289 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UEC2 7250.19600000 PA USD 7494.33000000 0.000186037941 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 0.05500000 N N N N N N GALLAGHER (ARTHUR J.) and CO 54930049QLLMPART6V29 04316JAE9 100000.00000000 PA USD 96914.20000000 0.002405781209 Long DBT CORP US N 2 2053-03-02 Fixed 0.05750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YAQ7 993845.95700000 PA USD 962619.02000000 0.023895886772 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 0.04500000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAL1 64000.00000000 PA USD 57557.11000000 0.001428787666 Long DBT CORP US N 2 2031-11-23 Fixed 0.03125000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MBZ8 100000.00000000 PA USD 95315.82000000 0.002366103302 Long DBT CORP US N 2 2052-07-15 Fixed 0.05625000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 74432QCK9 450000.00000000 PA USD 452724.46000000 0.011238353087 Long DBT CORP US N 2 2035-03-14 Fixed 0.05200000 N N N N N N MARRIOTT INTERNATIONAL INC/MD 225YDZ14ZO8E1TXUSU86 571903BG7 900000.00000000 PA USD 826409.16000000 0.020514636948 Long DBT CORP US N 2 2031-04-15 Fixed 0.02850000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBV7 300000.00000000 PA USD 305194.96000000 0.007576106492 Long DBT CORP US N 2 2036-02-15 Fixed 0.05250000 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166BY9 280000.00000000 PA USD 272753.75000000 0.006770791550 Long DBT CORP US N 2 2030-04-15 Fixed 0.04000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBD1 120000.00000000 PA USD 78503.26000000 0.001948751243 Long DBT CORP US N 2 2050-06-15 Fixed 0.03100000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AV2 1500000.00000000 PA USD 1449512.55000000 0.035982446897 Long DBT CORP US N 2 2030-06-01 Fixed 0.03500000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CV8 250000.00000000 PA USD 190472.66000000 0.004728260113 Long DBT CORP US N 2 2050-02-15 Fixed 0.04150000 N N N N N N INTERNATIONAL PAPER CO 824LMFJDH41EY779Q875 460146CQ4 50000.00000000 PA USD 40420.40000000 0.001003388964 Long DBT CORP US N 2 2047-08-15 Fixed 0.04400000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JL1 630000.00000000 PA USD 552586.90000000 0.013717320892 Long DBT CORP LU N 2 2031-02-14 Fixed 0.01250000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 470000.00000000 PA USD 468148.63000000 0.011621239994 Long DBT CORP US N 2 2027-07-20 Variable 0.01512000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HRV4 190000.00000000 PA USD 189336.73000000 0.004700061985 Long DBT CORP US N 2 2026-10-01 Fixed 0.02950000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBH8 230000.00000000 PA USD 224112.83000000 0.005563337830 Long DBT CORP US N 2 2063-09-15 Fixed 0.05700000 N N N N N N CBOE GLOBAL MARKETS INC 529900RLNSGA90UPEH54 12503MAC2 130000.00000000 PA USD 114403.62000000 0.002839935522 Long DBT CORP US N 2 2030-12-15 Fixed 0.01625000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133CKV47 25593.07700000 PA USD 25839.32000000 0.000641430776 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.05500000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DK5 660000.00000000 PA USD 643198.93000000 0.015966658131 Long DBT CORP US N 2 2035-09-15 Fixed 0.04650000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807CT2 120000.00000000 PA USD 100036.20000000 0.002483281192 Long DBT CORP US N 2 2044-10-01 Fixed 0.04250000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667BF7 450000.00000000 PA USD 440096.85000000 0.010924887497 Long DBT CORP US N 2 2034-09-11 Fixed 0.04625000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DW6 420000.00000000 PA USD 424915.50000000 0.010548028311 Long DBT CORP US N 2 2035-07-26 Variable 0.05284000 N N N N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572QAH8 100000.00000000 PA USD 83502.45000000 0.002072850264 Long DBT CORP US N 2 2048-06-15 Fixed 0.04150000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMY90 801405.46800000 PA USD 672099.18000000 0.016684072900 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361A24 240000.00000000 PA USD 241185.59000000 0.005987149048 Long DBT CORP US N 2 2028-07-10 Fixed 0.04950000 N N N N N N RIO TINTO FINANCE (USA) LTD 213800RX94ZKEZXPKH58 767201AT3 390000.00000000 PA USD 239488.95000000 0.005945031952 Long DBT CORP AU N 2 2051-11-02 Fixed 0.02750000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4NYF266XZC35SCTGX023 637432NZ4 340000.00000000 PA USD 329612.66000000 0.008182247221 Long DBT CORP US N 2 2032-12-15 Fixed 0.04150000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142J6BJ1 1337439.66000000 PA USD 1345292.17000000 0.033395298349 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGB1 5560000.00000000 PA USD 5519385.92000000 0.137012274074 Long DBT UST US N 2 2029-12-31 Fixed 0.03875000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WGT2 140000.00000000 PA USD 137972.51000000 0.003425005540 Long DBT CORP US N 2 2036-01-08 Fixed 0.05100000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EC9 310000.00000000 PA USD 345382.00000000 0.008573702569 Long DBT CORP GB N 2 2034-11-13 Variable 0.07399000 N N N N N N BRITISH COLUMBIA PROVINCE CDA 54930058TO7MEKUHWL16 110709AQ5 800000.00000000 PA USD 808901.98000000 0.020080041763 Long DBT NUSS CA N 2 2035-06-11 Fixed 0.04800000 N N N N N N BENCHMARK 2023-B39 C MTG TR N/A 081925AD1 500000.00000000 PA USD 521106.30000000 0.012935851964 Long ABS-MBS CORP US N 2 2056-07-15 Fixed 0.05753590 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 857524AK8 250000.00000000 PA USD 251127.50000000 0.006233945289 Long DBT NUSS PL N 2 2036-04-14 Fixed 0.05375000 N N N N N N PUBLIC SERVICE CO OF COLORADO 5BANEF6PGSEK0SNMQF44 744448DC2 220000.00000000 PA USD 219644.22000000 0.005452409834 Long DBT CORP US N 2 2035-09-15 Fixed 0.05150000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PBB2 240000.00000000 PA USD 243582.83000000 0.006046657716 Long DBT CORP US N 2 2035-04-01 Fixed 0.05375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KQ2Q8 1188501.69000000 PA USD 1201050.84000000 0.029814676714 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140ABMM4 298449.10000000 PA USD 300947.51000000 0.007470668534 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.05500000 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AR1 70000.00000000 PA USD 69510.28000000 0.001725511075 Long DBT CORP US N 2 2034-04-01 Fixed 0.05750000 N N N N N N PROCTER and GAMBLE CO 2572IBTT8CCZW6AU4141 742718EV7 140000.00000000 PA USD 138099.63000000 0.003428161144 Long DBT CORP US N 2 2027-08-11 Fixed 0.02850000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EW9 170000.00000000 PA USD 160996.21000000 0.003996541856 Long DBT CORP AU N 2 2028-11-20 Fixed 0.01953000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAA9 90000.00000000 PA USD 89249.92000000 0.002215524458 Long DBT CORP US N 2 2028-01-12 Fixed 0.04125000 N N N N N N PPL ELEC UTILS CORP 549300GCZLSGYEYPIR35 69351UAW3 70000.00000000 PA USD 45880.97000000 0.001138941202 Long DBT CORP US N 2 2049-10-01 Fixed 0.03000000 N N N N N N JERSEY CENTRAL POWR and LIGHT CO 549300W9UGH9ZPLNPF79 476556DG7 100000.00000000 PA USD 98543.51000000 0.002446226916 Long DBT CORP US N 2 2031-01-15 Fixed 0.04400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GTS27 15212.28670000 PA USD 14535.14000000 0.000360817781 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.02500000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231GBM3 760000.00000000 PA USD 545180.63000000 0.013533468936 Long DBT CORP US N 2 2051-04-15 Fixed 0.03452000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329QTR2 73661.16500000 PA USD 71729.31000000 0.001780595889 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 0.04000000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 906548DB5 100000.00000000 PA USD 97436.01000000 0.002418734529 Long DBT CORP US N 2 2036-03-15 Fixed 0.04800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBWT3 24274.52100000 PA USD 22299.21000000 0.000553551702 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPPP7 95494.13200000 PA USD 77356.98000000 0.001920296188 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824AY6 390000.00000000 PA USD 392671.99000000 0.009747621038 Long DBT CORP US N 2 2040-05-27 Fixed 0.05300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAT9 450000.00000000 PA USD 440654.75000000 0.010938736709 Long DBT CORP US N 2 2037-01-30 Variable 0.05073000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YW42 429723.06000000 PA USD 426204.06000000 0.010580015300 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3618N6BB2 224999.26200000 PA USD 202775.41000000 0.005033661435 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 0.03500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HJU5 100000.00000000 PA USD 92404.01000000 0.002293821038 Long DBT CORP US N 2 2044-02-01 Fixed 0.04850000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 906548CS9 140000.00000000 PA USD 83082.47000000 0.002062424754 Long DBT CORP US N 2 2051-03-15 Fixed 0.02625000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CL0 330000.00000000 PA USD 335587.05000000 0.008330554437 Long DBT CORP US N 2 2039-01-15 Fixed 0.06000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 257469AJ5 230000.00000000 PA USD 233411.56000000 0.005794167882 Long DBT CORP US N 2 2033-08-01 Fixed 0.05250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427SJA7 3899700.02700000 PA USD 3422767.10000000 0.084966173918 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EAA8 530849.73300000 PA USD 444903.04000000 0.011044195520 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 0.01500000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 549300S8SEQBOJLKHW63 15189XBH0 130000.00000000 PA USD 128881.21000000 0.003199324693 Long DBT CORP US N 2 2035-08-15 Fixed 0.04950000 N N N N N N GOLDMAN SACHS PRIVATE CREDIT CORP 549300TD27G6372IYJ65 38152BAB7 110000.00000000 PA USD 110521.48000000 0.002743565956 Long DBT CORP US N 2 2028-05-06 Fixed 0.05875000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFW9 802000.00000000 PA USD 476640.49000000 0.011832040447 Long DBT CORP US N 2 2056-10-30 Fixed 0.02987000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AG8 130000.00000000 PA USD 129260.69000000 0.003208744839 Long DBT CORP US N 2 2028-03-01 Fixed 0.04101000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBF1 428000.00000000 PA USD 352758.05000000 0.008756804349 Long DBT CORP US N 2 2047-08-15 Fixed 0.04540000 N N N N N N KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 49456BBB6 770000.00000000 PA USD 786353.89000000 0.019520311907 Long DBT CORP US N 2 2030-06-01 Fixed 0.05150000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAS8 560000.00000000 PA USD 501002.06000000 0.012436787815 Long DBT CORP US N 2 2045-05-14 Fixed 0.04700000 N N N N N N BLACKROCK FUNDING INC N/A 09290DAH4 90000.00000000 PA USD 90582.62000000 0.002248607170 Long DBT CORP US N 2 2027-07-26 Fixed 0.04600000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAK3 220000.00000000 PA USD 204702.69000000 0.005081503897 Long DBT CORP US N 2 2030-02-15 Fixed 0.02565000 N N N N N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBP3 140000.00000000 PA USD 141998.71000000 0.003524951227 Long DBT CORP US N 2 2028-07-01 Fixed 0.05250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179U6Y3 23632.91800000 PA USD 23865.89000000 0.000592442693 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D4X7 5676116.34400000 PA USD 4583864.11000000 0.113789043720 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCU55 87266.13900000 PA USD 79598.10000000 0.001975929360 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CD5 320000.00000000 PA USD 308883.17000000 0.007667661975 Long DBT CORP US N 2 2029-03-01 Fixed 0.03200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VKM1 133947.93700000 PA USD 122831.37000000 0.003049144519 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 0.03500000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MDB3 300000.00000000 PA USD 307894.77000000 0.007643126105 Long DBT CORP JP N 2 2028-07-13 Fixed 0.05800000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABL5 290000.00000000 PA USD 298826.46000000 0.007418015958 Long DBT CORP US N 2 2035-03-01 Fixed 0.05700000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AW5 150000.00000000 PA USD 109307.00000000 0.002713417916 Long DBT CORP US N 2 2041-10-01 Fixed 0.02800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HH2Y0 4979.76100000 PA USD 4818.35000000 0.000119609880 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CKV5 183869.14830000 PA USD 164369.84000000 0.004080288259 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 0.03000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DM7 558000.00000000 PA USD 557693.16000000 0.013844077800 Long DBT CORP US N 2 2029-04-15 Fixed 0.04650000 N N N N N N LINCOLN NATIONAL CORP IND EFQMQROEDSNBRIP7LE47 534187BH1 230000.00000000 PA USD 227159.99000000 0.005638979998 Long DBT CORP US N 2 2028-03-01 Fixed 0.03800000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020661 -10775000.00000000 PA USD -8621262.83000000 -0.21401272584 Short ABS-MBS USGA US N 2 2056-06-01 Fixed 0.02000000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 171239AJ5 90000.00000000 PA USD 55147.16000000 0.001368963487 Long DBT CORP US N 2 2061-12-15 Fixed 0.03050000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCR9 250000.00000000 PA USD 246728.16000000 0.006124736840 Long DBT CORP US N 2 2032-12-15 Fixed 0.04700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMGN9 551213.14500000 PA USD 465548.06000000 0.011556683898 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9FB6 647661.97500000 PA USD 548626.75000000 0.013619014818 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02500000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AU9 100000.00000000 PA USD 81119.32000000 0.002013691860 Long DBT CORP US N 2 2049-07-15 Fixed 0.04250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TT5 4510000.00000000 PA USD 3910839.46000000 0.097081997113 Long DBT UST US N 2 2053-08-15 Fixed 0.04125000 N N N N N N BAY AREA TOLL AU CA BRIDGE REV N/A 072024NV0 41162.65000000 PA USD 46558.13000000 0.001155750904 Long DBT MUN US N 2 2050-04-01 Fixed 0.07043000 N N N N N N ROCKWELL AUTOMATION INC VH3R4HHBHH12O0EXZJ88 773903AJ8 170000.00000000 PA USD 138660.46000000 0.003442083091 Long DBT CORP US N 2 2049-03-01 Fixed 0.04200000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QAX1 110000.00000000 PA USD 112488.22000000 0.002792387967 Long DBT CORP US N 2 2041-06-15 Fixed 0.05950000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAU1 230000.00000000 PA USD 217243.81000000 0.005392822474 Long DBT CORP US N 2 2030-01-15 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TR9 6910000.00000000 PA USD 5475095.31000000 0.135912811691 Long DBT UST US N 2 2053-05-15 Fixed 0.03625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWER0 315723.28900000 PA USD 297009.39000000 0.007372909330 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.04000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCR5 1080000.00000000 PA USD 963270.75000000 0.023912065204 Long DBT CORP US N 2 2032-11-08 Variable 0.02545000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCN8 400000.00000000 PA USD 403649.74000000 0.010020130791 Long DBT CORP US N 2 2030-03-15 Fixed 0.04900000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216DR8 520000.00000000 PA USD 535056.15000000 0.013282140609 Long DBT CORP US N 2 2034-05-13 Fixed 0.05000000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CS6 150000.00000000 PA USD 154881.77000000 0.003844758063 Long DBT CORP US N 2 2029-01-18 Variable 0.06720000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DRV6 316125.88900000 PA USD 298699.48000000 0.007414863829 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.02500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 570000.00000000 PA USD 575709.22000000 0.014291305333 Long DBT CORP US N 2 2035-07-19 Variable 0.05320000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBU8 450000.00000000 PA USD 440948.43000000 0.010946026971 Long DBT CORP IE N 2 2033-01-15 Fixed 0.04750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHW4 880000.00000000 PA USD 879896.87000000 0.021842406538 Long DBT UST US N 2 2030-08-31 Fixed 0.04125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCZ4 3309875.32600000 PA USD 2665717.32000000 0.066173302129 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ERT59 61886.71000000 PA USD 59619.27000000 0.001479978367 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 0.04000000 N N N N N N PECO ENERGY COMPANY YH65D4JBECK76IFEJ279 693304BD8 210000.00000000 PA USD 177628.35000000 0.004409415200 Long DBT CORP US N 2 2052-05-15 Fixed 0.04600000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EWX3 730000.00000000 PA USD 730114.53000000 0.018124235837 Long DBT CORP US N 2 2026-06-08 Fixed 0.04750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H060663 -5275000.00000000 PA USD -5373782.29000000 -0.13339783494 Short ABS-MBS USGA US N 2 2056-06-01 Fixed 0.06000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PFG6 300000.00000000 PA USD 294873.31000000 0.007319883652 Long DBT CORP US N 2 2032-01-22 Variable 0.04347000 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CP9 110000.00000000 PA USD 107092.66000000 0.002658449526 Long DBT CORP US N 2 2055-09-15 Fixed 0.05598000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 340000.00000000 PA USD 307541.08000000 0.007634346166 Long DBT CORP GB N 2 2032-05-24 Variable 0.02804000 N N N N N N WISCONSIN PUBLIC SERVICE CORP 549300BJRHJVYNUMQZ30 976843BN1 150000.00000000 PA USD 92487.03000000 0.002295881912 Long DBT CORP US N 2 2051-12-01 Fixed 0.02850000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMB4 32340000.00000000 PA USD 32353896.50000000 0.803147487582 Long DBT UST US N 2 2027-12-15 Fixed 0.04000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCT0 600000.00000000 PA USD 557312.45000000 0.013834627121 Long DBT CORP US N 2 2034-09-27 Fixed 0.04700000 N N N N N N GENUINE PARTS CO 549300D46DQVEU651W04 372460AC9 100000.00000000 PA USD 86993.73000000 0.002159517190 Long DBT CORP US N 2 2032-02-01 Fixed 0.02750000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AG8 190000.00000000 PA USD 186515.31000000 0.004630023546 Long DBT CORP US N 2 2054-04-01 Fixed 0.06125000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A3B9 250000.00000000 PA USD 249256.00000000 0.006187487499 Long DBT CORP CA N 2 2029-10-10 Fixed 0.04500000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAA4 220000.00000000 PA USD 224053.81000000 0.005561872727 Long DBT CORP US N 2 2028-08-14 Fixed 0.05400000 N N N N N N ITALY REPUBLIC OF 815600DE60799F5A9309 465410CC0 600000.00000000 PA USD 435069.14000000 0.010800080500 Long DBT NUSS IT N 2 2051-05-06 Fixed 0.03875000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CP2 830000.00000000 PA USD 821737.57000000 0.020398670212 Long DBT CORP US N 2 2027-11-16 Variable 0.02311000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAJ9 120000.00000000 PA USD 91909.09000000 0.002281535230 Long DBT CORP US N 2 2049-05-01 Fixed 0.04150000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBV1 200000.00000000 PA USD 203900.66000000 0.005061594444 Long DBT CORP US N 2 2035-07-26 Variable 0.06184000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573AX4 50000.00000000 PA USD 53039.11000000 0.001316633622 Long DBT CORP US N 2 2033-10-15 Fixed 0.06125000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NES6 487000.00000000 PA USD 475469.19000000 0.011802964300 Long DBT CORP US N 2 2037-01-15 Fixed 0.05168000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BN6 270000.00000000 PA USD 287777.33000000 0.007143734281 Long DBT CORP US N 2 2050-04-01 Fixed 0.06600000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFB2 4190000.00000000 PA USD 4133860.54000000 0.102618233532 Long DBT UST US N 2 2027-07-31 Fixed 0.02750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q8EZ4 71756.60900000 PA USD 66135.51000000 0.001641736373 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YAR5 1339895.07900000 PA USD 1331853.70000000 0.033061704112 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 0.05000000 N N N N N N PRESIDENT AND FELLOWS OF HARVARD COLLEGE 6S3X7J22E861RNTJSA74 740816AT0 360000.00000000 PA USD 372808.00000000 0.009254520813 Long DBT CORP US N 2 2036-03-15 Fixed 0.05259000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RKA9 520000.00000000 PA USD 359630.23000000 0.008927398147 Long DBT CORP US N 2 2051-06-01 Fixed 0.03650000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAZ8 420000.00000000 PA USD 400598.13000000 0.009944378156 Long DBT CORP CA N 2 2029-11-15 Fixed 0.03125000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822DS0 200000.00000000 PA USD 197125.21000000 0.004893401855 Long DBT CORP JP N 2 2032-01-14 Variable 0.04505000 N N N N N N HAWAII ST N/A 419792S23 500000.00000000 PA USD 498283.20000000 0.012369295308 Long DBT MUN US N 2 2031-04-01 Fixed 0.04212000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWMC4 1401966.26400000 PA USD 1456742.63000000 0.036161925143 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 0.06500000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABE1 280000.00000000 PA USD 226455.64000000 0.005621495337 Long DBT CORP US N 2 2048-04-01 Fixed 0.04500000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JQ1 130000.00000000 PA USD 112269.88000000 0.002786967933 Long DBT CORP US N 2 2040-07-01 Fixed 0.04500000 N N N N N N BRITISH COLUMBIA PROVINCE CDA 54930058TO7MEKUHWL16 110709AL6 500000.00000000 PA USD 509721.50000000 0.012653237673 Long DBT NUSS CA N 2 2029-04-24 Fixed 0.04900000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WLQ9 552214.30100000 PA USD 491884.83000000 0.012210463286 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 0.03000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PET5 440000.00000000 PA USD 447409.63000000 0.011106418673 Long DBT CORP US N 2 2063-02-15 Fixed 0.06050000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427MMP3 674863.01300000 PA USD 715571.49000000 0.017763221946 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.06500000 N N N N N N MORGAN STANLEY BK NA SALT LAKE G1MLHIS0N32I3QPILB75 61690U8A1 730000.00000000 PA USD 732873.96000000 0.018192735446 Long DBT CORP US N 2 2028-01-14 Variable 0.04952000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785DV5 400000.00000000 PA USD 412847.67000000 0.010248458602 Long DBT CORP LU N 2 2036-02-15 Fixed 0.04875000 N N N N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 4581X0EH7 1500000.00000000 PA USD 1499262.15000000 0.037217422297 Long DBT CORP US N 2 2028-01-12 Fixed 0.04000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DN6 140000.00000000 PA USD 140715.81000000 0.003493104741 Long DBT CORP US N 2 2029-11-01 Fixed 0.04625000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DA5 200000.00000000 PA USD 144755.22000000 0.003593378351 Long DBT CORP US N 2 2041-08-15 Fixed 0.02800000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHA2 4370000.00000000 PA USD 4329884.71000000 0.107484303362 Long DBT UST US N 2 2028-04-30 Fixed 0.03500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CC5 260000.00000000 PA USD 258245.60000000 0.006410643763 Long DBT CORP US N 2 2029-10-15 Fixed 0.04400000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2024-D N/A 34535VAD6 700000.00000000 PA USD 703335.92000000 0.017459488289 Long ABS-CBDO CORP US N 2 2029-08-15 Fixed 0.04610000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140NCEP0 392060.81400000 PA USD 378909.25000000 0.009405977179 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K9ND7 21537.82400000 PA USD 19139.32000000 0.000475111143 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNT4 730000.00000000 PA USD 721017.58000000 0.017898414735 Long DBT UST US N 2 2035-08-15 Fixed 0.04250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EHH6 480002.24400000 PA USD 437300.96000000 0.010855482811 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKD2 7430000.00000000 PA USD 7468020.72000000 0.185384844712 Long DBT UST US N 2 2029-02-28 Fixed 0.04250000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BT0 150000.00000000 PA USD 149526.26000000 0.003711813816 Long DBT CORP US N 2 2033-07-15 Fixed 0.04900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EPD6 733734.94100000 PA USD 742628.76000000 0.018434886901 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 0.05500000 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002BA8 180000.00000000 PA USD 155719.05000000 0.003865542556 Long DBT CORP US N 2 2043-06-15 Fixed 0.04500000 N N N N N N MEMORIAL SLOAN KETTERING CANCER CTR 549300IZ71UAMEHWL382 586054AD0 160000.00000000 PA USD 103879.01000000 0.002578674438 Long DBT CORP US N 2 2050-01-01 Fixed 0.02955000 N N N N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 502431AR0 170000.00000000 PA USD 166702.69000000 0.004138198521 Long DBT CORP US N 2 2053-07-31 Fixed 0.05600000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBY0 100000.00000000 PA USD 104406.23000000 0.002591762056 Long DBT CORP US N 2 2031-02-20 Fixed 0.05834000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAG4 140000.00000000 PA USD 125817.53000000 0.003123272435 Long DBT CORP US N 2 2031-02-01 Fixed 0.02400000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCC7 100000.00000000 PA USD 103607.77000000 0.002571941224 Long DBT CORP CA N 2 2034-04-05 Fixed 0.05625000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADX0 200000.00000000 PA USD 196400.99000000 0.004875423943 Long DBT CORP US N 2 2035-11-15 Fixed 0.04950000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QQ4 433000.00000000 PA USD 413379.69000000 0.010261665374 Long DBT UST US N 2 2041-05-15 Fixed 0.04375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TEZ4 491008.67380000 PA USD 454555.36000000 0.011283803029 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 0.03500000 N N N N N N TRAVELERS COS INC 549300Y650407RU8B149 89417EAL3 50000.00000000 PA USD 38726.61000000 0.000961342616 Long DBT CORP US N 2 2046-05-15 Fixed 0.03750000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 120000.00000000 PA USD 107112.84000000 0.002658950470 Long DBT CORP US N 2 2049-06-15 Fixed 0.05250000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EH7 780000.00000000 PA USD 798335.80000000 0.019817748752 Long DBT CORP US N 2 2034-02-22 Fixed 0.05200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BHP83 198405.29000000 PA USD 196369.31000000 0.004874637525 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.05000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VCQ5 420000.00000000 PA USD 400498.76000000 0.009941911413 Long DBT CORP US N 2 2034-11-01 Fixed 0.04400000 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAM7 210000.00000000 PA USD 208285.48000000 0.005170442452 Long DBT CORP US N 2 2027-05-18 Fixed 0.03000000 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 776743AL0 60000.00000000 PA USD 52037.19000000 0.001291762134 Long DBT CORP US N 2 2031-02-15 Fixed 0.01750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RJ9 264000.00000000 PA USD 200640.00000000 0.004980652389 Long DBT UST US N 2 2044-11-15 Fixed 0.03000000 N N N N N N SHELL FINANCE US INC N/A 822905AN5 340000.00000000 PA USD 334833.60000000 0.008311850926 Long DBT CORP US N 2 2030-11-06 Fixed 0.04125000 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166AW4 150000.00000000 PA USD 154552.76000000 0.003836590776 Long DBT CORP US N 2 2027-10-01 Fixed 0.06950000 N N N N N N IDAHO ENERGY RES AUTH TRANSMISSION FACS REV N/A 451174AX4 75000.00000000 PA USD 52397.27000000 0.001300700697 Long DBT MUN US N 2 2046-09-01 Fixed 0.02861000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179USW3 31506.29700000 PA USD 31767.65000000 0.000788594606 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FE45 869848.89700000 PA USD 888910.07000000 0.022066148644 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDEW2 317254.70000000 PA USD 280437.32000000 0.006961527152 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.03000000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YBF1 150000.00000000 PA USD 91797.45000000 0.002278763898 Long DBT CORP US N 2 2051-12-10 Fixed 0.02750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNN7 6940000.00000000 PA USD 6876835.17000000 0.170709357659 Long DBT UST US N 2 2030-07-31 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FAV9 311350.30000000 PA USD 307065.59000000 0.007622542686 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.05000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKC2 320000.00000000 PA USD 279253.88000000 0.006932149644 Long DBT CORP US N 2 2036-09-21 Variable 0.02482000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5KV0 385157.69000000 PA USD 380920.38000000 0.009455901120 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XLJ3 199202.08800000 PA USD 202781.67000000 0.005033816832 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 0.05500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GD27 730000.00000000 PA USD 721238.28000000 0.017903893354 Long DBT CORP US N 2 2029-10-21 Variable 0.04153000 N N N N N N DARDEN RESTAURANTS INC CY1NFSCCB5GUXC7WZC70 237194AM7 100000.00000000 PA USD 82072.11000000 0.002037343753 Long DBT CORP US N 2 2048-02-15 Fixed 0.04550000 N N N N N N EMERSON ELECTRIC CO FGLT0EWZSUIRRITFOA30 291011BT0 120000.00000000 PA USD 120776.78000000 0.002998141735 Long DBT CORP US N 2 2035-03-15 Fixed 0.05000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJE0 1480000.00000000 PA USD 1073559.91000000 0.026649864089 Long DBT CORP US N 2 2041-06-19 Variable 0.02676000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EZD2 410000.00000000 PA USD 408252.66000000 0.010134392875 Long DBT CORP CA N 2 2027-05-04 Fixed 0.03625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VKN9 61293.67700000 PA USD 57981.06000000 0.001439311727 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FVW4 24888.33000000 PA USD 23909.57000000 0.000593526998 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.04500000 N N N N N N FLORIDA PWR and LT CO A89MY1K3YLIGJMYWVX50 341081HB6 150000.00000000 PA USD 144481.91000000 0.003586593751 Long DBT CORP US N 2 2066-02-15 Fixed 0.05600000 N N N N N N QUEBEC PROVINCE CDA 549300WN65YFEQH74Y36 748148SD6 510000.00000000 PA USD 505652.36000000 0.012552226051 Long DBT NUSS CA N 2 2028-04-13 Fixed 0.03625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133W7V69 34982.68000000 PA USD 35384.85000000 0.000878387348 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DWW8 1172435.64800000 PA USD 1057398.84000000 0.026248684504 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.01500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPF2 22450000.00000000 PA USD 21820347.54000000 0.541664504148 Long DBT UST US N 2 2032-10-31 Fixed 0.03750000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WFY2 230000.00000000 PA USD 230021.79000000 0.005710020823 Long DBT CORP US N 2 2030-03-05 Fixed 0.04800000 N N N N N N LEAR CORP 549300UPNBTXA1SYTQ33 521865BD6 80000.00000000 PA USD 54240.62000000 0.001346459696 Long DBT CORP US N 2 2052-01-15 Fixed 0.03550000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AJ6 150000.00000000 PA USD 130086.01000000 0.003229232438 Long DBT CORP US N 2 2047-07-15 Variable 0.04850000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822BE3 150000.00000000 PA USD 135716.02000000 0.003368990825 Long DBT CORP JP N 2 2039-03-07 Fixed 0.04153000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TJX4 28053.31300000 PA USD 25944.29000000 0.000644036532 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 0.03500000 N N N N N N SIXTH STREET SPECIALTY LENDING INC 549300TX61566GJWCN05 83012AAC3 80000.00000000 PA USD 81160.37000000 0.002014710879 Long DBT CORP US N 2 2029-03-01 Fixed 0.06125000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081FG3 130000.00000000 PA USD 128950.70000000 0.003201049701 Long DBT CORP US N 2 2055-11-15 Fixed 0.05600000 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 500769CH5 1000000.00000000 PA USD 605969.84000000 0.015042489690 Long DBT CORP DE N 2 2037-06-29 Fixed 0.00000000 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 929089AK6 100000.00000000 PA USD 96752.65000000 0.002401770920 Long DBT CORP US N 2 2036-03-02 Fixed 0.05050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H7DR5 118120.48200000 PA USD 112364.92000000 0.002789327189 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04000000 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAF3 210000.00000000 PA USD 197661.50000000 0.004906714624 Long DBT CORP US N 2 2030-02-15 Fixed 0.03000000 N N N N N N THE CAMPBELL'S COMPANY 5493007JDSMX8Z5Z1902 134429BH1 100000.00000000 PA USD 81151.44000000 0.002014489202 Long DBT CORP US N 2 2048-03-15 Fixed 0.04800000 N N N N N N AHS HOSPITAL CORP 549300D7W3C9Z4RGJG34 001306AC3 250000.00000000 PA USD 153799.03000000 0.003817880314 Long DBT CORP US N 2 2051-07-01 Fixed 0.02780000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YFL3 921966.93700000 PA USD 935148.94000000 0.023213974294 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 0.05500000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBS9 150000.00000000 PA USD 131162.27000000 0.003255949329 Long DBT CORP US N 2 2031-03-15 Fixed 0.01625000 N N N N N N TJX COMPANIES INC V167QI9I69W364E2DY52 872540AW9 250000.00000000 PA USD 218533.47000000 0.005424836769 Long DBT CORP US N 2 2031-05-15 Fixed 0.01600000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YHS6 1033354.44500000 PA USD 1047806.11000000 0.026010556246 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCCN6 632772.68400000 PA USD 517336.28000000 0.012842265645 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02000000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804GG3 110000.00000000 PA USD 97184.45000000 0.002412489848 Long DBT CORP US N 2 2032-03-30 Fixed 0.02400000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AJ9 110000.00000000 PA USD 76233.33000000 0.001892402896 Long DBT CORP US N 2 2050-03-01 Fixed 0.03300000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XFG6 449236.99000000 PA USD 423132.95000000 0.010503778600 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 0.04000000 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 960413AZ5 80000.00000000 PA USD 49273.35000000 0.001223153052 Long DBT CORP US N 2 2051-08-15 Fixed 0.03125000 N N N N N N CNA FINANCIAL CORP 549300YX2GSZD7YG1R84 126117AU4 190000.00000000 PA USD 187745.09000000 0.004660551391 Long DBT CORP US N 2 2027-08-15 Fixed 0.03450000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBZ8 130000.00000000 PA USD 128403.86000000 0.003187475040 Long DBT CORP US N 2 2030-05-15 Fixed 0.04250000 N N N N N N BOOZ ALLEN AND HAMILTON INC 549300D7XCH2480XU542 09951LAC7 180000.00000000 PA USD 184079.91000000 0.004569567601 Long DBT CORP US N 2 2033-08-04 Fixed 0.05950000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W2U1 2064979.41800000 PA USD 1768734.37000000 0.043906753718 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 0.02500000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822DV3 600000.00000000 PA USD 601892.47000000 0.014941273768 Long DBT CORP JP N 2 2037-04-21 Variable 0.05325000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 59022CAJ2 508000.00000000 PA USD 536419.13000000 0.013315974987 Long DBT CORP US N 2 2037-01-29 Fixed 0.06110000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CWZP2 228738.75600000 PA USD 223611.71000000 0.005550898114 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 0.04000000 N N N N N N BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 549300O5ZKB2MUUSKB97 0778FPAN9 240000.00000000 PA USD 227588.87000000 0.005649626441 Long DBT CORP CA N 2 2054-02-15 Fixed 0.05550000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBU6 500000.00000000 PA USD 497593.85000000 0.012352183004 Long DBT CORP US N 2 2030-08-06 Fixed 0.04500000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830CB3 180000.00000000 PA USD 168700.18000000 0.004187783864 Long DBT CORP US N 2 2055-02-15 Fixed 0.05200000 N N N N N N APOLLO GLOBAL MANAGEMENT, INC 254900LMFT1CY9IYB476 03769MAE6 570000.00000000 PA USD 558716.01000000 0.013869468850 Long DBT CORP US N 2 2035-08-12 Fixed 0.05150000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638AU6 275000.00000000 PA USD 302876.75000000 0.007518559651 Long DBT NUSS PE N 2 2037-03-14 Fixed 0.06550000 N N N N N N AON GLOBAL LTD VVT2B79I2Z4U3R6BY589 00185AAH7 140000.00000000 PA USD 123096.88000000 0.003055735493 Long DBT CORP GB N 2 2045-05-15 Fixed 0.04750000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 219868CL8 150000.00000000 PA USD 153021.10000000 0.003798569115 Long DBT CORP VE N 2 2030-01-22 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMXJ7 14675.83100000 PA USD 14030.31000000 0.000348285970 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.02500000 N N N N N N CITIZENS FINANCIAL GRP INC 2138004JDDA4ZQUPFW65 174610BE4 70000.00000000 PA USD 70277.08000000 0.001744545984 Long DBT CORP US N 2 2037-05-21 Variable 0.05641000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RX8 1607000.00000000 PA USD 1185225.27000000 0.029421825523 Long DBT UST US N 2 2047-05-15 Fixed 0.03000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBJ1 200000.00000000 PA USD 196311.06000000 0.004873191537 Long DBT CORP GB N 2 2047-02-10 Variable 0.05668000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBE2 200000.00000000 PA USD 193718.05000000 0.004808823109 Long DBT CORP GB N 2 2036-11-04 Variable 0.04943000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GS7H9 18761.31070000 PA USD 17297.50000000 0.000429390125 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.03500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDX0 500000.00000000 PA USD 491672.90000000 0.012205202373 Long DBT CORP US N 2 2031-02-04 Fixed 0.04950000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GH5 230000.00000000 PA USD 227829.44000000 0.005655598308 Long DBT CORP US N 2 2054-12-01 Fixed 0.05600000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BV5 180000.00000000 PA USD 111029.06000000 0.002756166033 Long DBT CORP US N 2 2051-04-01 Fixed 0.03700000 N N N N N N AMCOR FLEXIBLES NORTH AMERICA INC PTVU09TE3QPJPL7K4E13 02344AAG3 670000.00000000 PA USD 678522.74000000 0.016843530234 Long DBT CORP US N 2 2030-03-17 Fixed 0.05100000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAE1 644000.00000000 PA USD 557865.00000000 0.013848343526 Long DBT UST US N 2 2030-08-15 Fixed 0.00625000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAT8 220000.00000000 PA USD 215507.17000000 0.005349712426 Long DBT CORP US N 2 2031-04-15 Fixed 0.04350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140NDLN5 263358.97000000 PA USD 247501.97000000 0.006143945764 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWJS3 637347.52000000 PA USD 653255.78000000 0.016216307623 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5GM5 719231.56000000 PA USD 692924.51000000 0.017201037262 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 0.04500000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAE7 100000.00000000 PA USD 66584.27000000 0.001652876313 Long DBT CORP US N 2 2040-08-15 Fixed 0.01900000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AM7 210000.00000000 PA USD 175422.38000000 0.004354654585 Long DBT CORP US N 2 2044-10-15 Fixed 0.04125000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CX6 920000.00000000 PA USD 916783.51000000 0.022758074061 Long DBT CORP US N 2 2030-09-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ERJT8 54588.44950000 PA USD 54982.64000000 0.001364879472 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 0.05000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SN9 238000.00000000 PA USD 111990.16000000 0.002780024212 Long DBT UST US N 2 2050-05-15 Fixed 0.01250000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RAW7 170000.00000000 PA USD 148191.05000000 0.003678668796 Long DBT CORP US N 2 2031-07-28 Fixed 0.01800000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBF5 92000.00000000 PA USD 91980.53000000 0.002283308644 Long DBT CORP US N 2 2028-11-14 Fixed 0.04250000 N N N N N N WASTE MANAGEMENT INC DEL 549300YX8JIID70NFS41 94106LCE7 140000.00000000 PA USD 140144.84000000 0.003478931081 Long DBT CORP US N 2 2035-03-15 Fixed 0.04950000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RJL7 110000.00000000 PA USD 95975.90000000 0.002382489013 Long DBT CORP US N 2 2045-07-15 Fixed 0.04850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QCMS2 23562.60800000 PA USD 20622.00000000 0.000511916933 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JVD33 387038.73400000 PA USD 355752.23000000 0.008831131351 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.03500000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EE9 140000.00000000 PA USD 139059.60000000 0.003451991272 Long DBT CORP US N 2 2028-06-26 Fixed 0.03700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNSD6 596381.60500000 PA USD 477706.44000000 0.011858501404 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DA3 160000.00000000 PA USD 146604.87000000 0.003639293740 Long DBT CORP US N 2 2054-05-15 Fixed 0.05500000 N N N N N N EVERGY KANSAS CENTRAL J75GNWGEO73W89ZV3S44 30036FAD3 540000.00000000 PA USD 544508.36000000 0.013516780623 Long DBT CORP US N 2 2035-03-15 Fixed 0.05250000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAL9 510000.00000000 PA USD 445607.22000000 0.011061675962 Long DBT CORP US N 2 2031-02-15 Fixed 0.01700000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CG3 840000.00000000 PA USD 852096.08000000 0.021152284573 Long DBT CORP US N 2 2033-02-10 Fixed 0.05200000 N N N N N N BENCHMARK 2019-B12 MTG TR N/A 08162FAE3 89000.00000000 PA USD 84814.93000000 0.002105431039 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 0.03115600 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5EX3 881239.27000000 PA USD 918323.05000000 0.022796291333 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 0.06500000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EF0 270000.00000000 PA USD 209430.25000000 0.005198860023 Long DBT CORP US N 2 2062-04-01 Fixed 0.04450000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCD1 480000.00000000 PA USD 472533.53000000 0.011730089988 Long DBT CORP US N 2 2034-10-15 Fixed 0.04800000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVL94 1192872.65600000 PA USD 1019414.78000000 0.025305774819 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EJ2 140000.00000000 PA USD 109476.88000000 0.002717634987 Long DBT CORP US N 2 2052-04-01 Fixed 0.04250000 N N N N N N BURLINGTON NORTHN SANTA FE LLC N/A 12189LBA8 550000.00000000 PA USD 545449.88000000 0.013540152751 Long DBT CORP US N 2 2027-06-15 Fixed 0.03250000 N N N N N N WACHOVIA CORP N/A 929903AM4 350000.00000000 PA USD 352963.70000000 0.008761909368 Long DBT CORP US N 2 2035-08-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WQAY8 215538.94800000 PA USD 196356.26000000 0.004874313574 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.03000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477DG5 200000.00000000 PA USD 198675.17000000 0.004931877791 Long DBT CORP US N 2 2037-04-24 Variable 0.05094000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U4F7 290000.00000000 PA USD 278575.17000000 0.006915301465 Long DBT CORP US N 2 2047-01-23 Variable 0.05433000 N N N N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 01609WAX0 340000.00000000 PA USD 307615.00000000 0.007636181144 Long DBT CORP KY N 2 2031-02-09 Fixed 0.02125000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAN4 230000.00000000 PA USD 230759.58000000 0.005728335593 Long DBT CORP US N 2 2028-04-03 Fixed 0.04900000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAL0 260000.00000000 PA USD 258698.04000000 0.006421875055 Long DBT CORP US N 2 2035-03-15 Fixed 0.05250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DSGC0 776851.71300000 PA USD 816307.93000000 0.020263885775 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 0.06500000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FQ6 390000.00000000 PA USD 329018.03000000 0.008167486230 Long DBT CORP US N 2 2036-04-06 Fixed 0.02891000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAP1 220000.00000000 PA USD 225279.40000000 0.005592296560 Long DBT CORP US N 2 2035-04-01 Fixed 0.05500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECZ6 800000.00000000 PA USD 816304.19000000 0.020263792934 Long DBT CORP GB N 2 2036-02-25 Variable 0.05785000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308LB1 100000.00000000 PA USD 96086.53000000 0.002385235273 Long DBT CORP US N 2 2056-05-01 Fixed 0.06000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CT7 280000.00000000 PA USD 251591.33000000 0.006245459324 Long DBT CORP US N 2 2052-09-15 Fixed 0.04950000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBQ8 80000.00000000 PA USD 59880.20000000 0.001486455647 Long DBT CORP US N 2 2048-02-15 Fixed 0.04050000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DB3 550000.00000000 PA USD 518870.92000000 0.012880361281 Long DBT CORP US N 2 2028-08-15 Fixed 0.01650000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 59562VAM9 110000.00000000 PA USD 117700.78000000 0.002921783648 Long DBT CORP US N 2 2036-04-01 Fixed 0.06125000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBH1 200000.00000000 PA USD 206807.85000000 0.005133762022 Long DBT CORP GB N 2 2033-01-24 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KQUS3 344495.21000000 PA USD 333046.88000000 0.008267497700 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.04500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PFJ0 900000.00000000 PA USD 877028.21000000 0.021771195423 Long DBT CORP US N 2 2037-01-22 Variable 0.04898000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XDC7 290589.74500000 PA USD 264498.10000000 0.006565854733 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 0.03500000 N N N N N N REINSURANCE GROUP OF AMERICA INC LORM1GNEU1DKEW527V90 759351AS8 450000.00000000 PA USD 462633.85000000 0.011484342057 Long DBT CORP US N 2 2034-09-15 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DFR8 40999.20700000 PA USD 37659.39000000 0.000934850133 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.03500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 226000.00000000 PA USD 187954.58000000 0.004665751734 Long DBT CORP US N 2 2048-04-15 Fixed 0.04700000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AL4 100000.00000000 PA USD 106751.46000000 0.002649979636 Long DBT CORP US N 2 2036-02-15 Fixed 0.06000000 N N N N N N CHURCH and DWIGHT INC POOXSI30AWAQGYJZC921 171340AL6 150000.00000000 PA USD 117985.25000000 0.002928845281 Long DBT CORP US N 2 2047-08-01 Fixed 0.03950000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RBP1 110000.00000000 PA USD 108820.63000000 0.002701344352 Long DBT CORP US N 2 2034-02-01 Variable 0.04706000 N N N N N N WASTE MANAGEMENT INC DEL 549300YX8JIID70NFS41 94106LBY4 70000.00000000 PA USD 71197.81000000 0.001767402025 Long DBT CORP US N 2 2031-07-03 Fixed 0.04950000 N N N N N N HF SINCLAIR CORP 2549009G116AM01XHN24 403949AT7 220000.00000000 PA USD 222159.95000000 0.005514859877 Long DBT CORP US N 2 2032-09-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3140KFK61 125361.99800000 PA USD 101708.76000000 0.002524800530 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N CRH AMERICA FINANCE INC 549300WEVUODRJ4CWK56 12636YAK8 100000.00000000 PA USD 97548.55000000 0.002421528202 Long DBT CORP US N 2 2056-02-09 Fixed 0.05600000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAY5 2480000.00000000 PA USD 2530455.50000000 0.062815586285 Long DBT CORP US N 2 2030-01-30 Fixed 0.05150000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DS6 250000.00000000 PA USD 248136.20000000 0.006159689779 Long DBT CORP US N 2 2043-03-02 Fixed 0.05600000 N N N N N N BROWN and BROWN INC 549300PC8KTJ71XKFY89 115236AK7 350000.00000000 PA USD 349907.36000000 0.008686039317 Long DBT CORP US N 2 2030-06-23 Fixed 0.04900000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BV1 220000.00000000 PA USD 154410.06000000 0.003833048416 Long DBT CORP US N 2 2041-08-12 Fixed 0.02800000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YFN9 218131.01400000 PA USD 228179.39000000 0.005664285406 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 0.06500000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214GC1 807000.00000000 PA USD 806218.69000000 0.020013432240 Long DBT CORP AU N 2 2030-07-01 Fixed 0.04354000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200GS4 540000.00000000 PA USD 553003.45000000 0.013727661256 Long DBT CORP US N 2 2039-11-30 Fixed 0.05600000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JG3 745000.00000000 PA USD 668770.79000000 0.016601449527 Long DBT CORP US N 2 2031-02-01 Fixed 0.02500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBP9 240000.00000000 PA USD 225133.15000000 0.005588666075 Long DBT CORP GB N 2 2035-09-23 Variable 0.03564000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAM7 70000.00000000 PA USD 61046.28000000 0.001515402214 Long DBT CORP US N 2 2052-06-15 Fixed 0.05000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEE8 100000.00000000 PA USD 75393.02000000 0.001871543187 Long DBT CORP US N 2 2041-05-15 Fixed 0.03050000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AJ8 395000.00000000 PA USD 394090.39000000 0.009782831153 Long DBT CORP US N 2 2027-01-15 Fixed 0.03950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140AVVR9 622626.40100000 PA USD 636240.94000000 0.015793934200 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYVS5 4069363.36600000 PA USD 3526823.63000000 0.087549255082 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.02000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BH2 510000.00000000 PA USD 448110.84000000 0.011123825388 Long DBT CORP US N 2 2045-05-13 Fixed 0.04375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D7F3 794344.31700000 PA USD 670893.76000000 0.016654149764 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DFQ0 213341.04600000 PA USD 189316.20000000 0.004699552351 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.03000000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 760942AY8 130000.00000000 PA USD 111800.00000000 0.002775303713 Long DBT NUSS UY N 2 2045-11-20 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WPG24 150445.71500000 PA USD 136997.99000000 0.003400814225 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.03000000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAJ9 40000.00000000 PA USD 40105.83000000 0.000995580133 Long DBT CORP US N 2 2030-06-15 Fixed 0.05100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132ADXY9 19776.83400000 PA USD 19224.67000000 0.000477229857 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.04500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDL2 120000.00000000 PA USD 69353.68000000 0.001721623664 Long DBT CORP US N 2 2051-01-15 Fixed 0.02800000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CT9 350000.00000000 PA USD 331351.23000000 0.008225405180 Long DBT CORP US N 2 2055-12-01 Fixed 0.06700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GYJX8 148681.08800000 PA USD 136987.60000000 0.003400556306 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.03500000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEQ2 310000.00000000 PA USD 312847.11000000 0.007766062130 Long DBT CORP US N 2 2031-04-04 Variable 0.05121000 N N N N N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 17275RAF9 192000.00000000 PA USD 196553.34000000 0.004879205853 Long DBT CORP US N 2 2040-01-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QDDF8 18411.75000000 PA USD 17819.46000000 0.000442347169 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 0.03500000 N N N N N N PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP N/A 743820AB8 280000.00000000 PA USD 163542.65000000 0.004059754238 Long DBT CORP US N 2 2051-10-01 Fixed 0.02700000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JM0 753000.00000000 PA USD 742925.12000000 0.018442243690 Long DBT CORP US N 2 2030-07-01 Fixed 0.04550000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWDC4 39330.13100000 PA USD 31675.82000000 0.000786315034 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRQ49 23347.06900000 PA USD 23164.40000000 0.000575029028 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.05000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AL5A8 3290000.00000000 PA USD 3219680.07000000 0.079924776882 Long DBT USGSE US N 2 2027-02-26 Fixed 0.00900000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBM6 100000.00000000 PA USD 99810.02000000 0.002477666540 Long DBT CORP US N 2 2026-07-15 Fixed 0.02650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DG48 12297.78800000 PA USD 12328.39000000 0.000306037804 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.05000000 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057CD4 100000.00000000 PA USD 100227.06000000 0.002488019068 Long DBT CORP US N 2 2027-11-29 Fixed 0.04750000 N N N N N N WORLD OMNI AUTO RECEIVABLES TR 2026-A N/A 98190AAD3 700000.00000000 PA USD 692670.44000000 0.017194730273 Long ABS-CBDO CORP US N 2 2031-05-15 Fixed 0.03860000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XAM7 270000.00000000 PA USD 242941.27000000 0.006030731742 Long DBT CORP US N 2 2040-07-15 Fixed 0.05375000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QBE7 560000.00000000 PA USD 506240.00000000 0.012566813524 Long DBT NUSS MX N 2 2045-01-21 Fixed 0.05550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140NPJ76 102997.74900000 PA USD 107384.08000000 0.002665683685 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.06500000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAY7 200000.00000000 PA USD 202403.94000000 0.005024440128 Long DBT CORP US N 2 2032-07-15 Fixed 0.05000000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAG1 90000.00000000 PA USD 91941.28000000 0.002282334309 Long DBT CORP US N 2 2029-10-01 Fixed 0.05300000 N N N N N N SHELL FINANCE US INC N/A 822905AA3 160000.00000000 PA USD 136938.11000000 0.003399327774 Long DBT CORP US N 2 2045-05-11 Fixed 0.04375000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAT9 160000.00000000 PA USD 161791.22000000 0.004016277045 Long DBT CORP US N 2 2032-08-05 Variable 0.05153000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XBT2 1540000.00000000 PA USD 1539058.20000000 0.038205312506 Long DBT CORP US N 2 2027-01-17 Fixed 0.04350000 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAP9 150000.00000000 PA USD 116066.82000000 0.002881222509 Long DBT CORP US N 2 2045-06-01 Fixed 0.03750000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F040669 -1575000.00000000 PA USD -1475270.53000000 -0.03662185850 Short ABS-MBS USGA US N 2 2056-06-01 Fixed 0.04000000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 45950KCU2 100000.00000000 PA USD 86941.88000000 0.002158230075 Long DBT CORP US N 2 2030-08-27 Fixed 0.00750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCQ50 283430.12300000 PA USD 258269.69000000 0.006411241769 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133A0EE0 410148.53800000 PA USD 376609.42000000 0.009348886600 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.03500000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECW9 500000.00000000 PA USD 537456.24000000 0.013341720025 Long DBT CORP US N 2 2034-03-15 Fixed 0.06100000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQC8 7390000.00000000 PA USD 7166279.28000000 0.177894467797 Long DBT UST US N 2 2033-02-28 Fixed 0.03750000 N N N N N N CALIFORNIA ST 9845007J7054602FF597 13063DGC6 175000.00000000 PA USD 173203.28000000 0.004299568034 Long DBT MUN US N 2 2028-04-01 Fixed 0.03500000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271BD0 150000.00000000 PA USD 141187.73000000 0.003504819601 Long DBT CORP US N 2 2054-05-15 Fixed 0.05625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMT9 2050309.78100000 PA USD 2133842.07000000 0.052970123626 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 0.06000000 N N N N N N PROCTER and GAMBLE CO 2572IBTT8CCZW6AU4141 742718GG8 280000.00000000 PA USD 280081.40000000 0.006952691856 Long DBT CORP US N 2 2034-01-29 Fixed 0.04550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQMS3 745897.45000000 PA USD 759134.37000000 0.018844619287 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.05500000 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AM5 260000.00000000 PA USD 183979.48000000 0.004567074544 Long DBT CORP US N 2 2050-03-27 Fixed 0.03375000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EZ2 120000.00000000 PA USD 87449.68000000 0.002170835614 Long DBT CORP US N 2 2040-05-28 Fixed 0.02550000 N N N N N N INDIANA MICHIGAN POWER CO JHR9V15J0ZRG02MIRD06 454889AV8 250000.00000000 PA USD 245486.00000000 0.006093901676 Long DBT CORP US N 2 2053-04-01 Fixed 0.05625000 N N N N N N MARTIN MARIETTA MATERIALS INC 5299005MZ4WZECVATV08 573284BA3 90000.00000000 PA USD 90537.13000000 0.002247477934 Long DBT CORP US N 2 2034-12-01 Fixed 0.05150000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VBH2 111555.33500000 PA USD 105526.33000000 0.002619567223 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.04000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLG2 200000.00000000 PA USD 202508.33000000 0.005027031487 Long DBT CORP US N 2 2029-04-25 Variable 0.05202000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RNP3 510000.00000000 PA USD 513337.55000000 0.012743001868 Long DBT CORP US N 2 2056-10-30 Fixed 0.06200000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AU6 50000.00000000 PA USD 55974.55000000 0.001389502473 Long DBT CORP US N 2 2034-02-01 Fixed 0.07650000 N N N N N N Phillips Edison Grocery Center Operating Partnership I LP 549300WUPIVS6ZE0ZI51 71845JAC2 110000.00000000 PA USD 107580.09000000 0.002670549403 Long DBT CORP US N 2 2035-01-15 Fixed 0.04950000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081FA6 100000.00000000 PA USD 62008.98000000 0.001539300111 Long DBT CORP US N 2 2050-05-28 Fixed 0.02700000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081CY7 230000.00000000 PA USD 269020.51000000 0.006678118251 Long DBT CORP US N 2 2039-03-15 Fixed 0.07200000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CF4 520000.00000000 PA USD 486211.84000000 0.012069637971 Long DBT CORP US N 2 2032-01-14 Variable 0.03729000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAJ8 130000.00000000 PA USD 113911.11000000 0.002827709540 Long DBT CORP US N 2 2032-02-01 Fixed 0.02450000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AW9 370000.00000000 PA USD 311459.75000000 0.007731622548 Long DBT CORP US N 2 2032-05-18 Fixed 0.02000000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FH1 100000.00000000 PA USD 77514.25000000 0.001924200231 Long DBT CORP US N 2 2046-06-15 Fixed 0.03850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419B7B5 10442.34600000 PA USD 10087.40000000 0.000250407859 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV5J0 139350.10900000 PA USD 118477.29000000 0.002941059596 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179U4E9 12845.97200000 PA USD 12606.94000000 0.000312952481 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 0.04500000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111GN7 100000.00000000 PA USD 95562.99000000 0.002372239007 Long DBT CORP US N 2 2055-03-15 Fixed 0.05500000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBE8 200000.00000000 PA USD 173143.33000000 0.004298079845 Long DBT CORP GB N 2 2032-04-29 Fixed 0.02125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TU2 4130000.00000000 PA USD 3866551.18000000 0.095982592570 Long DBT UST US N 2 2043-08-15 Fixed 0.04375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMTD6 1087626.20400000 PA USD 887851.57000000 0.022039872625 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ESA9 182580.35000000 PA USD 190598.35000000 0.004731380219 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.06500000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585AAF9 50000.00000000 PA USD 53850.39000000 0.001336772695 Long DBT CORP US N 2 2041-03-01 Fixed 0.06500000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJD3 190000.00000000 PA USD 169234.64000000 0.004201051206 Long DBT CORP US N 2 2033-01-27 Variable 0.02677000 N N N N N N BERKSHIRE HATHAWAY FIN CORP 549300RLHFT5RU20WM87 084664BL4 160000.00000000 PA USD 171983.26000000 0.004269282470 Long DBT CORP US N 2 2040-01-15 Fixed 0.05750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VDP2 519942.12200000 PA USD 476791.24000000 0.011835782639 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9PA9 20759.57800000 PA USD 20466.71000000 0.000508062041 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 0.03000000 N N N N N N SCHWAB CHARLES CORP 549300VSGCJ7E698NM85 808513CA1 310000.00000000 PA USD 281479.28000000 0.006987392586 Long DBT CORP US N 2 2032-03-03 Fixed 0.02900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6J85 2264909.57500000 PA USD 2168097.60000000 0.053820476933 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 0.04000000 N N N N N N BBCMS MTG TR 2021 C10 N/A 05551VBJ1 432857.93000000 PA USD 391639.99000000 0.009722002850 Long ABS-MBS CORP US N 2 2054-07-15 Fixed 0.02492000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVL52 595977.68600000 PA USD 510619.14000000 0.012675520532 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFQ0 880000.00000000 PA USD 895064.05000000 0.022218913971 Long DBT CORP US N 2 2035-06-15 Fixed 0.05300000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JS0 200000.00000000 PA USD 129731.74000000 0.003220438102 Long DBT CORP US N 2 2050-03-01 Fixed 0.03000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAK4 100000.00000000 PA USD 88258.08000000 0.002190903194 Long DBT CORP US N 2 2030-08-15 Fixed 0.01650000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TS7 7160000.00000000 PA USD 6298916.20000000 0.156363197877 Long DBT UST US N 2 2043-05-15 Fixed 0.03875000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NN7 100000.00000000 PA USD 94239.96000000 0.002339396341 Long DBT CORP US N 2 2033-03-17 Variable 0.03785000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BN1 140000.00000000 PA USD 126835.71000000 0.003148547558 Long DBT CORP US N 2 2030-11-15 Fixed 0.02250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XMHQ2 1184394.98700000 PA USD 1181420.14000000 0.029327367639 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142J6DW0 647134.82500000 PA USD 606350.38000000 0.015051936149 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6XR7 20608.93400000 PA USD 20081.21000000 0.000498492456 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 0.03500000 N N N N N N OHIO POWER CO 06ZODLC132CY1O2Y7D77 677415CR0 200000.00000000 PA USD 151005.79000000 0.003748541411 Long DBT CORP US N 2 2049-06-01 Fixed 0.04000000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AN4 210000.00000000 PA USD 203026.15000000 0.005039885761 Long DBT CORP US N 2 2029-06-14 Fixed 0.03250000 N N N N N N ENTERGY MISSISSIPPI LLC FKUZOUT82DOBGXFS6K20 29366WAD8 100000.00000000 PA USD 100317.63000000 0.002490267362 Long DBT CORP US N 2 2033-09-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVD93 2377361.21500000 PA USD 1938459.92000000 0.048119991189 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.02000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAR2 480000.00000000 PA USD 453189.00000000 0.011249884747 Long DBT CORP US N 2 2030-07-01 Fixed 0.03300000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBR8 272000.00000000 PA USD 238569.23000000 0.005922200984 Long DBT CORP US N 2 2046-05-13 Fixed 0.04600000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591FC1 300000.00000000 PA USD 292784.02000000 0.007268019481 Long DBT USGSE US N 2 2055-02-01 Fixed 0.05250000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214DF7 270000.00000000 PA USD 269502.03000000 0.006690071419 Long DBT CORP AU N 2 2031-11-23 Variable 0.04322000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UGE6 6307.37400000 PA USD 6359.70000000 0.000157872084 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DQT22 58121.49700000 PA USD 57410.65000000 0.001425151969 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133WMZT2 349757.92000000 PA USD 352606.03000000 0.008753030631 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 0.05000000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457CJ7 330000.00000000 PA USD 341150.19000000 0.008468652855 Long DBT CORP US N 2 2033-03-15 Fixed 0.05650000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBL2 50000.00000000 PA USD 44964.26000000 0.001116184953 Long DBT CORP US N 2 2047-04-15 Fixed 0.05300000 N N N N N N KENTUCKY UTILITIES CO AGX0G2MXE54NFNNICD28 491674BP1 80000.00000000 PA USD 80445.10000000 0.001996955141 Long DBT CORP US N 2 2055-08-15 Fixed 0.05850000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AN5 220000.00000000 PA USD 199346.48000000 0.004948542274 Long DBT CORP US N 2 2031-03-15 Fixed 0.02500000 N N N N N N NOVARTIS CAP CORP 5493002KF87V5RSRQS84 66989HAY4 400000.00000000 PA USD 393608.50000000 0.009770868799 Long DBT CORP US N 2 2030-11-05 Fixed 0.04100000 N N N N N N MORGAN STANLEY PRIVATE BANK NA 549300GS0W0TEUQS8571 61776NZW6 250000.00000000 PA USD 246198.56000000 0.006111590142 Long DBT CORP US N 2 2031-11-19 Variable 0.04465000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 610000.00000000 PA USD 452317.51000000 0.011228251031 Long DBT CORP US N 2 2040-04-01 Fixed 0.03600000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TPQ2 1260000.00000000 PA USD 1249793.36000000 0.031024652535 Long DBT CORP US N 2 2029-03-13 Fixed 0.04050000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KL7C5 736452.90000000 PA USD 644083.37000000 0.015988613316 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TW8 18010000.00000000 PA USD 17637136.81000000 0.437821210100 Long DBT UST US N 2 2043-11-15 Fixed 0.04750000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 60000.00000000 PA USD 59924.68000000 0.001487559811 Long DBT CORP US N 2 2027-03-01 Fixed 0.04125000 N N N N N N SOUTHWEST GAS CORP OQQR1IQTGBKH0UR88X59 845011AD7 100000.00000000 PA USD 65592.76000000 0.001628263241 Long DBT CORP US N 2 2051-08-15 Fixed 0.03180000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BT5 330000.00000000 PA USD 298231.79000000 0.007403253974 Long DBT CORP US N 2 2030-11-15 Fixed 0.02300000 N N N N N N NEW YORK CITY GO 549300ABYZD2SFD5JB29 64966SVQ6 380000.00000000 PA USD 381517.57000000 0.009470725660 Long DBT MUN US N 2 2052-02-01 Fixed 0.05796000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBR8 330000.00000000 PA USD 322060.10000000 0.007994763788 Long DBT CORP US N 2 2036-04-15 Fixed 0.04900000 N N N N N N ORANGE 969500MCOONR8990S771 35177PAX5 270000.00000000 PA USD 262473.89000000 0.006515606097 Long DBT CORP FR N 2 2042-01-13 Fixed 0.05375000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RCB1 150000.00000000 PA USD 151713.65000000 0.003766113204 Long DBT CORP US N 2 2031-02-11 Variable 0.04942000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334LD1 180000.00000000 PA USD 174223.54000000 0.004324894790 Long DBT CORP US N 2 2055-10-01 Fixed 0.05500000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451BF4 50000.00000000 PA USD 49344.69000000 0.001224923984 Long DBT CORP AU N 2 2053-09-08 Fixed 0.05500000 N N N N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 867229AC0 90000.00000000 PA USD 99839.38000000 0.002478395367 Long DBT CORP CA N 2 2032-02-01 Fixed 0.07150000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECV5 520000.00000000 PA USD 517230.49000000 0.012839639532 Long DBT CORP GB N 2 2035-09-10 Variable 0.05335000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QEDD1 473077.88100000 PA USD 405025.91000000 0.010054292595 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02500000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DV9 500000.00000000 PA USD 491367.97000000 0.012197632844 Long DBT CORP US N 2 2031-02-19 Fixed 0.04200000 N N N N N N SHERWIN WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AQ9 60000.00000000 PA USD 48532.84000000 0.001204770761 Long DBT CORP US N 2 2042-12-15 Fixed 0.04000000 N N N N N N EASTMAN CHEMICAL CO FDPVHDGJ1IQZFK9KH630 277432AP5 100000.00000000 PA USD 85422.13000000 0.002120504066 Long DBT CORP US N 2 2044-10-15 Fixed 0.04650000 N N N N N N DR HORTON INC 529900ZIUEYVSB8QDD25 23331ABS7 120000.00000000 PA USD 118904.28000000 0.002951659122 Long DBT CORP US N 2 2034-10-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q87M1 71685.34000000 PA USD 69849.72000000 0.001733937274 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XDD5 886453.23000000 PA USD 834943.65000000 0.020726495640 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FQK6 462036.28000000 PA USD 442119.47000000 0.010975096663 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.03500000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 744320AW2 200000.00000000 PA USD 196301.54000000 0.004872955214 Long DBT CORP US N 2 2047-09-15 Variable 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FKN6 180655.09300000 PA USD 181715.77000000 0.004510880602 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 0.05500000 N N N N N N Phillips Edison Grocery Center Operating Partnership I LP 549300WUPIVS6ZE0ZI51 71845JAD0 40000.00000000 PA USD 40543.93000000 0.001006455451 Long DBT CORP US N 2 2032-08-15 Fixed 0.05250000 N N N N N N BURLINGTON NORTHN SANTA FE LLC N/A 12189LBK6 340000.00000000 PA USD 316162.94000000 0.007848373716 Long DBT CORP US N 2 2054-04-15 Fixed 0.05200000 N N N N N N NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH 549300E2IPL06NDXMZ63 63253QAB0 250000.00000000 PA USD 252770.89000000 0.006274740516 Long DBT CORP US N 2 2028-01-12 Fixed 0.04944000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XNH5 769892.66400000 PA USD 791860.32000000 0.019657002566 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 0.06000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CP8 100000.00000000 PA USD 87060.23000000 0.002161167975 Long DBT CORP US N 2 2035-02-01 Fixed 0.03250000 N N N N N N SELECTIVE INSURANCE GROUP INC 549300R3WGJWLE40R258 816300AJ6 125000.00000000 PA USD 129473.23000000 0.003214020894 Long DBT CORP US N 2 2035-04-15 Fixed 0.05900000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DN7 200000.00000000 PA USD 196688.27000000 0.004882555332 Long DBT CORP US N 2 2032-04-29 Variable 0.04566000 N N N N N N PIONEER NATURAL RESOURCES CO FY8JBF7CCL2VE4F1B628 723787AQ0 210000.00000000 PA USD 189606.19000000 0.004706751013 Long DBT CORP US N 2 2030-08-15 Fixed 0.01900000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DCC7 100000.00000000 PA USD 103206.90000000 0.002561990097 Long DBT CORP US N 2 2035-08-15 Fixed 0.05625000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DN7 290000.00000000 PA USD 288570.09000000 0.007163413617 Long DBT CORP US N 2 2026-09-11 Fixed 0.02050000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HHS2 550000.00000000 PA USD 546382.45000000 0.013563302706 Long DBT CORP US N 2 2028-04-26 Fixed 0.03900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140NRTV8 32224.21000000 PA USD 33038.60000000 0.000820144447 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.06000000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475BB0 400000.00000000 PA USD 397702.04000000 0.009872486123 Long DBT CORP US N 2 2026-08-13 Fixed 0.01150000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AK8 253000.00000000 PA USD 245336.10000000 0.006090180585 Long DBT CORP US N 2 2030-06-15 Fixed 0.04100000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAV8 315000.00000000 PA USD 318836.41000000 0.007914739470 Long DBT CORP GB N 2 2055-03-14 Fixed 0.05750000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XFA9 100000.00000000 PA USD 100631.33000000 0.002498054596 Long DBT CORP US N 2 2034-09-06 Fixed 0.05450000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBY6 370000.00000000 PA USD 351427.41000000 0.008723772773 Long DBT CORP US N 2 2029-11-15 Fixed 0.02875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XNJ1 150510.85900000 PA USD 157879.33000000 0.003919168970 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 0.06500000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 69047QAD4 40000.00000000 PA USD 44387.94000000 0.001101878485 Long DBT CORP US N 2 2053-07-15 Fixed 0.07100000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5CZ0 234547.37000000 PA USD 209087.96000000 0.005190363075 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 0.03000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAY7 110000.00000000 PA USD 92811.25000000 0.002303930293 Long DBT CORP US N 2 2050-04-15 Fixed 0.04700000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBL6 214000.00000000 PA USD 213886.60000000 0.005309483678 Long DBT CORP US N 2 2027-02-15 Fixed 0.03950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QGYS0 864307.27600000 PA USD 700960.12000000 0.017400511844 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VBA7 290000.00000000 PA USD 288734.31000000 0.007167490186 Long DBT CORP US N 2 2030-05-15 Fixed 0.04600000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312CJ3 500000.00000000 PA USD 511109.70000000 0.012687698108 Long DBT CORP US N 2 2035-05-14 Fixed 0.05250000 N N N N N N SOUTHERN CALIFORNIA GAS CO XY0N0J73VHV5F4CUJV89 842434DB5 100000.00000000 PA USD 100102.92000000 0.002484937438 Long DBT CORP US N 2 2034-09-01 Fixed 0.05050000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBR0 600000.00000000 PA USD 589164.00000000 0.014625304447 Long DBT NUSS MX N 2 2038-02-09 Fixed 0.06125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142JCA42 569597.72500000 PA USD 580242.03000000 0.014403827019 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 0.05500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFG2 1430000.00000000 PA USD 1445157.00000000 0.035874325483 Long DBT CORP US N 2 2030-01-15 Fixed 0.04800000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV3J2 169896.67500000 PA USD 156162.98000000 0.003876562597 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.03500000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200KA8 520000.00000000 PA USD 506959.69000000 0.012584678983 Long DBT CORP US N 2 2029-05-15 Fixed 0.03500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UT3 32770000.00000000 PA USD 31295350.00000000 0.776870313766 Long DBT UST US N 2 2046-02-15 Fixed 0.04625000 N N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 46124HAG1 150000.00000000 PA USD 151679.95000000 0.003765276641 Long DBT CORP US N 2 2033-09-15 Fixed 0.05200000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543DJ9 220000.00000000 PA USD 217282.67000000 0.005393787128 Long DBT CORP US N 2 2034-02-15 Fixed 0.05150000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RC4 86000.00000000 PA USD 72905.16000000 0.001809784984 Long DBT UST US N 2 2043-08-15 Fixed 0.03625000 N N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518DF0 200000.00000000 PA USD 132422.84000000 0.003287241499 Long DBT CORP US N 2 2050-08-15 Fixed 0.03100000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451BM9 180000.00000000 PA USD 183088.74000000 0.004544962970 Long DBT CORP AU N 2 2055-09-05 Fixed 0.05750000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 906548CZ3 230000.00000000 PA USD 209329.31000000 0.005196354306 Long DBT CORP US N 2 2055-03-15 Fixed 0.05125000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAS6 50000.00000000 PA USD 50083.18000000 0.001243256131 Long DBT CORP US N 2 2035-09-04 Fixed 0.05131000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 906548CN0 100000.00000000 PA USD 78400.02000000 0.001946188431 Long DBT CORP US N 2 2048-04-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WQC5 63989.63000000 PA USD 58359.07000000 0.001448695381 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 0.03500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMB2 600000.00000000 PA USD 602729.40000000 0.014962049572 Long DBT CORP US N 2 2035-08-15 Variable 0.05425000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286BZ9 300000.00000000 PA USD 254520.00000000 0.006318160118 Long DBT NUSS PH N 2 2040-01-20 Fixed 0.03950000 N N N N N N THE CAMPBELL'S COMPANY 5493007JDSMX8Z5Z1902 134429BP3 520000.00000000 PA USD 504840.35000000 0.012532068857 Long DBT CORP US N 2 2034-03-21 Fixed 0.05400000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XCA2 178000.00000000 PA USD 164505.17000000 0.004083647667 Long DBT CORP US N 2 2050-05-15 Fixed 0.05250000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 171239AH9 155000.00000000 PA USD 98193.55000000 0.002437539570 Long DBT CORP US N 2 2051-12-15 Fixed 0.02850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AJKP7 685852.74200000 PA USD 549373.53000000 0.013637552755 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.02000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DF6 310000.00000000 PA USD 292386.20000000 0.007258144067 Long DBT CORP US N 2 2054-06-25 Fixed 0.05300000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804GA6 208000.00000000 PA USD 176755.74000000 0.004387753682 Long DBT CORP US N 2 2048-12-01 Fixed 0.04600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XAC61 30956.95500000 PA USD 29700.45000000 0.000737278794 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 0.04000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBG7 190000.00000000 PA USD 192157.66000000 0.004770088259 Long DBT CORP US N 2 2029-07-15 Fixed 0.05950000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475BS3 200000.00000000 PA USD 210502.36000000 0.005225473895 Long DBT CORP US N 2 2034-08-18 Variable 0.05939000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CP7 110000.00000000 PA USD 68980.35000000 0.001712356185 Long DBT CORP US N 2 2051-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EXER0 67088.91400000 PA USD 64050.54000000 0.001589979441 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.04000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DT9 730000.00000000 PA USD 823563.11000000 0.020443987099 Long DBT CORP US N 2 2054-05-01 Fixed 0.06858000 N N N N N N OREILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAG2 150000.00000000 PA USD 149841.60000000 0.003719641761 Long DBT CORP US N 2 2028-06-01 Fixed 0.04350000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CG7 200000.00000000 PA USD 199225.13000000 0.004945529903 Long DBT CORP US N 2 2028-04-17 Fixed 0.04200000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GZM9 140000.00000000 PA USD 126943.82000000 0.003151231261 Long DBT CORP US N 2 2033-02-24 Variable 0.03102000 N N N N N N NEXTERA ENERGY CAP HLDGS INC UMI46YPGBLUE4VGNNT48 65339KCA6 110000.00000000 PA USD 68287.53000000 0.001695157742 Long DBT CORP US N 2 2052-01-15 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QT8 229000.00000000 PA USD 186071.44000000 0.004619004995 Long DBT UST US N 2 2041-11-15 Fixed 0.03125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QEY22 1348108.48700000 PA USD 1157554.16000000 0.028734922711 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02500000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AF8 180000.00000000 PA USD 155042.90000000 0.003848757926 Long DBT CORP US N 2 2045-02-01 Fixed 0.04500000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAC3 130000.00000000 PA USD 129996.96000000 0.003227021877 Long DBT CORP US N 2 2026-12-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HE3B6 11872.40200000 PA USD 11607.71000000 0.000288147769 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DEM0 26298.56100000 PA USD 25485.43000000 0.000632645872 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 0.03500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FX3Q9 710000.00000000 PA USD 629934.72000000 0.015637389694 Long ABS-MBS USGSE US N 2 2030-08-25 Fixed 0.01406000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AG2 320000.00000000 PA USD 311976.43000000 0.007744448522 Long DBT CORP US N 2 2055-04-01 Fixed 0.05700000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQA2 16000000.00000000 PA USD 15776249.92000000 0.391626878287 Long DBT UST US N 2 2029-02-15 Fixed 0.03500000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS CO 549300RUHPVD434XUK18 74456QCV6 100000.00000000 PA USD 97297.95000000 0.002415307352 Long DBT CORP US N 2 2055-03-01 Fixed 0.05500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADZ5 700000.00000000 PA USD 689941.51000000 0.017126987790 Long DBT CORP US N 2 2036-02-15 Fixed 0.05000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VHN7 250000.00000000 PA USD 253766.76000000 0.006299461819 Long DBT CORP US N 2 2056-05-14 Variable 0.06200000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828Z94 724000.00000000 PA USD 660140.94000000 0.016387223635 Long DBT UST US N 2 2030-02-15 Fixed 0.01500000 N N N N N N CAPTIAL ONE MULTI-ASSET EXECUT R42WS16M9R97TJJKGU15 14041NFV8 111000.00000000 PA USD 110580.63000000 0.002745034285 Long ABS-CBDO CORP US N 2 2028-08-15 Fixed 0.02060000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VZQ6 9200057.09400000 PA USD 7561665.85000000 0.187709475097 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140AQMH2 25355.32200000 PA USD 25559.66000000 0.000634488544 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.05500000 N N N N N N EXPORT IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154ES4 200000.00000000 PA USD 194033.19000000 0.004816646089 Long DBT CORP KR N 2 2036-01-13 Fixed 0.04375000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EE3 370000.00000000 PA USD 263665.94000000 0.006545197338 Long DBT CORP US N 2 2041-09-15 Fixed 0.02800000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 600000.00000000 PA USD 539868.79000000 0.013401608746 Long DBT CORP US N 2 2032-05-01 Variable 0.02561000 N N N N N N MISSISSIPPI POWER CO LNZ0J6YZ5SC6ILIRU850 605417CB8 120000.00000000 PA USD 119222.81000000 0.002959566255 Long DBT CORP US N 2 2028-03-30 Fixed 0.03950000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 760942BB7 93333.33000000 PA USD 93380.00000000 0.002318048844 Long DBT NUSS UY N 2 2027-10-27 Fixed 0.04375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q9JC8 75836.30000000 PA USD 73813.77000000 0.001832340161 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04500000 N N N N N N M and T BANK CORP 549300WYXDDBYRASEG81 55261FAR5 190000.00000000 PA USD 188933.71000000 0.004690057486 Long DBT CORP US N 2 2034-01-27 Variable 0.05053000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AW3 100000.00000000 PA USD 102989.26000000 0.002556587439 Long DBT CORP US N 2 2032-10-15 Fixed 0.05500000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DE5 270000.00000000 PA USD 257817.29000000 0.006400011470 Long DBT CORP US N 2 2055-01-15 Fixed 0.05800000 N N N N N N AVALONBAY COMMUNITIES INC K9G90K85RBWD2LAGQX17 05348EBB4 60000.00000000 PA USD 48487.86000000 0.001203654185 Long DBT CORP US N 2 2047-07-01 Fixed 0.04150000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FSD0 2064189.45400000 PA USD 2043905.28000000 0.050737548427 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DZW5 1660435.10000000 PA USD 1403421.50000000 0.034838290706 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.02500000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CK6 160000.00000000 PA USD 97532.30000000 0.002421124815 Long DBT CORP US N 2 2051-09-15 Fixed 0.02750000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400HF3 110000.00000000 PA USD 75121.03000000 0.001864791355 Long DBT CORP US N 2 2051-06-01 Fixed 0.03650000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H6LZ6 1900000.00000000 PA USD 1691524.97000000 0.041990121030 Long ABS-MBS USGSE US N 2 2032-01-25 Fixed 0.02250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418E3E8 707034.52900000 PA USD 713395.22000000 0.017709198599 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179T7L3 147492.51600000 PA USD 144748.00000000 0.003593199123 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 0.04500000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863EE4 1000000.00000000 PA USD 1040250.00000000 0.025822984689 Long DBT NUSS CL N 2 2037-01-13 Fixed 0.05650000 N N N N N N TOYOTA MOTOR CORP 5493006W3QUS5LMH6R84 892331AV1 500000.00000000 PA USD 506116.84000000 0.012563756222 Long DBT CORP JP N 2 2035-06-30 Fixed 0.05053000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBM4 180000.00000000 PA USD 137248.84000000 0.003407041282 Long DBT CORP US N 2 2041-02-04 Fixed 0.03400000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862121AA8 200000.00000000 PA USD 198833.69000000 0.004935812864 Long DBT CORP US N 2 2028-03-15 Fixed 0.04500000 N N N N N N STANLEY BLACK and DECKER INC 549300DJ09SMTO561131 854502AT8 100000.00000000 PA USD 102622.30000000 0.002547478088 Long DBT CORP US N 2 2028-03-06 Fixed 0.06000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FL2L7 165000.00000000 PA USD 159767.42000000 0.003966038587 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 0.03718000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VTZ3 124941.83000000 PA USD 118189.35000000 0.002933911824 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 0.04000000 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAJ2 170000.00000000 PA USD 117265.61000000 0.002910981063 Long DBT CORP US N 2 2050-08-15 Fixed 0.03361000 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAZ7 120000.00000000 PA USD 81035.03000000 0.002011599460 Long DBT CORP US N 2 2049-08-15 Fixed 0.03200000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AT9 130000.00000000 PA USD 115835.48000000 0.002875479765 Long DBT CORP US N 2 2031-02-01 Fixed 0.02600000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WGD7 500000.00000000 PA USD 500894.44000000 0.012434116274 Long DBT CORP US N 2 2027-07-09 Fixed 0.04550000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAP6 210000.00000000 PA USD 211853.19000000 0.005259006663 Long DBT CORP CA N 2 2030-02-01 Fixed 0.04850000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CC4 510000.00000000 PA USD 510923.01000000 0.012683063748 Long DBT CORP US N 2 2028-11-01 Fixed 0.04850000 N N N N N N ANHEUSER-BUSCH INBEV FIN INC 5493000EYEKDT0FBSQ91 035242AN6 100000.00000000 PA USD 90899.20000000 0.002256465897 Long DBT CORP US N 2 2046-02-01 Fixed 0.04900000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89114TZV7 190000.00000000 PA USD 175185.12000000 0.004348764884 Long DBT CORP CA N 2 2032-03-10 Fixed 0.03200000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CF5 250000.00000000 PA USD 212142.29000000 0.005266183231 Long DBT CORP US N 2 2051-06-15 Fixed 0.04663000 N N N N N N BP CAP MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QBQ2 110000.00000000 PA USD 71509.15000000 0.001775130675 Long DBT CORP US N 2 2061-02-08 Fixed 0.03379000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLK5 5210000.00000000 PA USD 5138769.51000000 0.127563918652 Long DBT UST US N 2 2029-08-31 Fixed 0.03625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWMY6 2902358.95800000 PA USD 2922120.54000000 0.072538210972 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 0.05500000 N N N N N N SOUTHWESTERN ELEC POWER CO R64UBJHEC74EB3HGQ410 845437BT8 65000.00000000 PA USD 42581.85000000 0.001057044422 Long DBT CORP US N 2 2051-11-01 Fixed 0.03250000 N N N N N N PUBLIC STORAGE OPERATING CO 549300LMZF40TKJ6DM64 74464AAF8 271000.00000000 PA USD 268363.36000000 0.006661805274 Long DBT CORP US N 2 2035-12-15 Fixed 0.05000000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAZ5 500000.00000000 PA USD 497048.48000000 0.012338644834 Long DBT CORP US N 2 2031-02-12 Fixed 0.04100000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFC0 13410000.00000000 PA USD 12841646.52000000 0.318778794973 Long DBT UST US N 2 2029-07-31 Fixed 0.02625000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RBV8 150000.00000000 PA USD 151850.58000000 0.003769512331 Long DBT CORP US N 2 2030-03-14 Variable 0.04975000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EJ5 280000.00000000 PA USD 246840.37000000 0.006127522321 Long DBT CORP US N 2 2031-08-05 Fixed 0.01700000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179X5G7 389185.97000000 PA USD 386850.27000000 0.009603103676 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 0.05000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAV9 660000.00000000 PA USD 656212.39000000 0.016289701994 Long DBT CORP US N 2 2028-11-15 Fixed 0.03875000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FK9 270000.00000000 PA USD 185912.58000000 0.004615061482 Long DBT CORP US N 2 2050-02-05 Fixed 0.03250000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AZ8 150000.00000000 PA USD 160033.09000000 0.003972633533 Long DBT CORP US N 2 2033-11-15 Fixed 0.05900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BUH59 197814.22000000 PA USD 203184.40000000 0.005043814131 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 0.06000000 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAR7 370000.00000000 PA USD 366774.43000000 0.009104744523 Long DBT CORP US N 2 2027-08-15 Fixed 0.03700000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YBG5 110000.00000000 PA USD 107058.94000000 0.002657612466 Long DBT CORP US N 2 2029-03-01 Fixed 0.03375000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GB29 500000.00000000 PA USD 504644.97000000 0.012527218778 Long DBT CORP US N 2 2030-07-23 Variable 0.05049000 N N N N N N NORTHERN STATES POWER CO (MN) 3S1GHB0TEH85KX44SB51 665772DC0 200000.00000000 PA USD 195474.94000000 0.004852435840 Long DBT CORP US N 2 2056-05-15 Fixed 0.05550000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DV6 130000.00000000 PA USD 131803.35000000 0.003271863387 Long DBT CORP US N 2 2053-03-08 Fixed 0.05850000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAD1 210000.00000000 PA USD 209811.18000000 0.005208316163 Long DBT CORP US N 2 2027-06-01 Fixed 0.04500000 N N N N N N WRKCO INC 549300JEB576INN13W07 92940PAE4 170000.00000000 PA USD 168011.76000000 0.004170694646 Long DBT CORP US N 2 2028-06-01 Fixed 0.03900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142K2KA7 302847.44500000 PA USD 283761.06000000 0.007044035095 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.04000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECA1 200000.00000000 PA USD 205925.71000000 0.005111863933 Long DBT CORP GB N 2 2033-08-09 Variable 0.05746000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CM0 480000.00000000 PA USD 452520.14000000 0.011233281083 Long DBT CORP US N 2 2054-02-21 Fixed 0.05600000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BH4 120000.00000000 PA USD 113415.45000000 0.002815405363 Long DBT CORP US N 2 2039-03-15 Fixed 0.04750000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BC5 240000.00000000 PA USD 240366.85000000 0.005966824789 Long DBT CORP US N 2 2028-02-01 Fixed 0.04500000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KBH8 430000.00000000 PA USD 473130.17000000 0.011744900875 Long DBT CORP US N 2 2031-11-09 Variable 0.07660000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9YY4 410897.13900000 PA USD 346468.47000000 0.008600672911 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.01500000 N N N N N N TRAVELERS COS INC 549300Y650407RU8B149 89417EAQ2 360000.00000000 PA USD 215708.31000000 0.005354705490 Long DBT CORP US N 2 2050-04-27 Fixed 0.02550000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FQ1 220000.00000000 PA USD 178016.61000000 0.004419053299 Long DBT CORP US N 2 2058-05-15 Fixed 0.04500000 N N N N N N SOUTHERN CO GAS CAPITAL CORP E8CD46SWUD2TSN8PA636 8426EPAJ7 200000.00000000 PA USD 198727.98000000 0.004933188738 Long DBT CORP US N 2 2028-09-15 Fixed 0.04050000 N N N N N N SHERWIN WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AX4 200000.00000000 PA USD 168247.94000000 0.004176557537 Long DBT CORP US N 2 2047-06-01 Fixed 0.04500000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 341099CH0 100000.00000000 PA USD 108603.13000000 0.002695945170 Long DBT CORP US N 2 2037-09-15 Fixed 0.06350000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BW9 50000.00000000 PA USD 31361.72000000 0.000778517871 Long DBT CORP US N 2 2051-08-12 Fixed 0.03050000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200LV1 250000.00000000 PA USD 244208.28000000 0.006062183778 Long DBT CORP US N 2 2056-02-03 Fixed 0.05800000 N N N N N N CHILDREN'S HOSPITAL OF PHILADELPHIA/THE 254900N2KNSY5WTR1Q61 16877PAA8 98000.00000000 PA USD 60787.77000000 0.001508985007 Long DBT CORP US N 2 2050-07-01 Fixed 0.02704000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TH1 6160000.00000000 PA USD 5048793.78000000 0.125330376813 Long DBT UST US N 2 2042-05-15 Fixed 0.03250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HJR94 18187.48000000 PA USD 17301.27000000 0.000429483710 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 0.04000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CJ1 700000.00000000 PA USD 647265.89000000 0.016067615637 Long DBT CORP US N 2 2033-04-01 Fixed 0.04400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140B8AA9 798139.79400000 PA USD 815380.17000000 0.020240855223 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 0.06000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAS1 860000.00000000 PA USD 846240.65000000 0.021006930399 Long DBT CORP US N 2 2032-01-16 Variable 0.04493000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140BA4Y9 522346.85500000 PA USD 515811.41000000 0.012804412538 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 0.05000000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KK2 90000.00000000 PA USD 94121.19000000 0.002336448015 Long DBT CORP US N 2 2053-04-01 Fixed 0.06700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CVE1 66251.61000000 PA USD 64032.25000000 0.001589525413 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.03000000 N N N N N N DUKE ENERGY IND INC 6URPHM2EAWGJ2C6ISB97 263901AB6 110000.00000000 PA USD 120785.57000000 0.002998359937 Long DBT CORP US N 2 2039-04-01 Fixed 0.06450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WN2H4 1999268.44800000 PA USD 1894059.54000000 0.047017803895 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04000000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AX9 152000.00000000 PA USD 151363.54000000 0.003757422135 Long DBT CORP CA N 2 2027-06-01 Fixed 0.03850000 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AN0 220000.00000000 PA USD 198526.88000000 0.004928196666 Long DBT CORP CA N 2 2030-12-17 Fixed 0.03200000 N N N N N N CAPTIAL ONE MULTI-ASSET EXECUT R42WS16M9R97TJJKGU15 14041NFX4 280000.00000000 PA USD 263693.92000000 0.006545891909 Long ABS-CBDO CORP US N 2 2030-07-15 Fixed 0.01390000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCR4 400000.00000000 PA USD 405341.73000000 0.010062132456 Long DBT CORP CA N 2 2036-03-27 Fixed 0.05450000 N N N N N N RPM INTERNATIONAL INC 549300TJCKW4BRXPJ474 749685AY9 70000.00000000 PA USD 63309.32000000 0.001571579525 Long DBT CORP US N 2 2032-01-15 Fixed 0.02950000 N N N N N N TWDC ENTERPRISES 18 CORP 7260JQNI6SCF9FIV2392 25468PCX2 250000.00000000 PA USD 198963.36000000 0.004939031770 Long DBT CORP US N 2 2042-12-01 Fixed 0.03700000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TKD6 340000.00000000 PA USD 340501.66000000 0.008452553859 Long DBT CORP US N 2 2029-06-29 Fixed 0.04450000 N N N N N N TOYOTA AUTO RECEIVABLES 2026-A OWNER TRUST N/A 89240KAD0 500000.00000000 PA USD 495786.05000000 0.012307306492 Long ABS-CBDO CORP US N 2 2030-09-16 Fixed 0.03860000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBM8 1030000.00000000 PA USD 1018470.18000000 0.025282326233 Long DBT CORP US N 2 2036-02-15 Fixed 0.04800000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAS1 270000.00000000 PA USD 278248.81000000 0.006907199961 Long DBT CORP US N 2 2035-01-24 Variable 0.05711000 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1 N/A 14043YAD7 700000.00000000 PA USD 694325.24000000 0.017235808740 Long ABS-CBDO CORP US N 2 2030-07-15 Fixed 0.03850000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XQY5 188401.12100000 PA USD 193688.54000000 0.004808090557 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSAA9 2209290.57400000 PA USD 2075577.46000000 0.051523773103 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQJ3 32810000.00000000 PA USD 32653640.01000000 0.810588268231 Long DBT UST US N 2 2029-04-15 Fixed 0.03875000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AR2 100000.00000000 PA USD 82187.30000000 0.002040203210 Long DBT CORP US N 2 2049-01-15 Fixed 0.04450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BH4E3 73354.56700000 PA USD 64154.08000000 0.001592549700 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RVC0 7526.75920000 PA USD 7168.11000000 0.000177939913 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 0.04000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAY9 100000.00000000 PA USD 87573.78000000 0.002173916251 Long DBT CORP US N 2 2043-02-15 Fixed 0.04450000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0MQ5 1282249.91400000 PA USD 1302200.18000000 0.032325590300 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKW0 6210000.00000000 PA USD 6236683.62000000 0.154818347158 Long DBT UST US N 2 2031-06-30 Fixed 0.04250000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422ETW9 290000.00000000 PA USD 285550.22000000 0.007088448891 Long DBT CORP US N 2 2027-09-08 Fixed 0.02800000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBX3 300000.00000000 PA USD 264568.14000000 0.006567593394 Long DBT CORP US N 2 2032-02-04 Variable 0.01953000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807EB9 170000.00000000 PA USD 167604.87000000 0.004160594080 Long DBT CORP US N 2 2031-01-15 Fixed 0.04300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427QSJ2 1355757.67700000 PA USD 1250400.93000000 0.031039734747 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03500000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526DB2 180000.00000000 PA USD 179537.79000000 0.004456814806 Long DBT CORP US N 2 2031-08-04 Variable 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140AUE90 90572.62100000 PA USD 92780.96000000 0.002303178379 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 0.06000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNJ6 11460000.00000000 PA USD 11322121.88000000 0.281058380156 Long DBT UST US N 2 2032-06-30 Fixed 0.04000000 N N N N N N DOLLAR GEN CORP NEW OPX52SQVOZI8IVSWYU66 256677AL9 100000.00000000 PA USD 99546.49000000 0.002471124717 Long DBT CORP US N 2 2032-11-01 Fixed 0.05000000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804GJ7 100000.00000000 PA USD 84361.00000000 0.002094162760 Long DBT CORP US N 2 2052-05-15 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QEAB8 106579.57500000 PA USD 86336.97000000 0.002143213895 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDG3 500000.00000000 PA USD 481157.00000000 0.011944157504 Long DBT CORP US N 2 2030-04-01 Fixed 0.03400000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BXQY1 250000.00000000 PA USD 248367.15000000 0.006165422842 Long ABS-MBS USGSE US N 2 2027-03-25 Fixed 0.03224000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DR8 480000.00000000 PA USD 490304.13000000 0.012171224265 Long DBT CORP US N 2 2033-03-02 Fixed 0.05250000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167ER0 1139000.00000000 PA USD 1053417.74000000 0.026149858371 Long DBT CORP PH N 2 2030-01-24 Fixed 0.01875000 N N N N N N BP CAP MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QBU3 150000.00000000 PA USD 149883.72000000 0.003720687341 Long DBT CORP US N 2 2033-02-13 Fixed 0.04812000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAF8 520000.00000000 PA USD 552409.58000000 0.013712919131 Long DBT CORP US N 2 2033-02-01 Fixed 0.06650000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAU4 330000.00000000 PA USD 338811.73000000 0.008410603332 Long DBT CORP US N 2 2027-10-01 Fixed 0.06800000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780EF9 500000.00000000 PA USD 484375.00000000 0.012024040575 Long DBT NUSS ID N 2 2036-02-21 Fixed 0.04950000 N N N N N N GOLUB CAPITAL BDC INC 2549005WE0QLGK9APF78 38173MAE2 120000.00000000 PA USD 120354.04000000 0.002987647711 Long DBT CORP US N 2 2029-07-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XBS4 367894.39900000 PA USD 334861.68000000 0.008312547979 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133C9DN0 370822.69900000 PA USD 367226.02000000 0.009115954714 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XPZT9 430043.36900000 PA USD 360656.13000000 0.008952864910 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.02500000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECK5 100000.00000000 PA USD 83649.07000000 0.002076489934 Long DBT CORP US N 2 2047-04-15 Fixed 0.04350000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECR4 260000.00000000 PA USD 266361.50000000 0.006612111450 Long DBT CORP GB N 2 2030-03-12 Variable 0.05690000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179S2Q9 48790.91100000 PA USD 46458.95000000 0.001153288877 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DUWU7 1122954.70800000 PA USD 1122590.65000000 0.027866994633 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 0.05000000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDA0 150000.00000000 PA USD 159082.68000000 0.003949040720 Long DBT CORP US N 2 2034-06-08 Variable 0.06377000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAM8 170000.00000000 PA USD 172206.60000000 0.004274826623 Long DBT CORP US N 2 2030-04-01 Fixed 0.05000000 N N N N N N EMERSON ELECTRIC CO FGLT0EWZSUIRRITFOA30 291011BS2 220000.00000000 PA USD 137319.15000000 0.003408786645 Long DBT CORP US N 2 2051-12-21 Fixed 0.02800000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAW9 280000.00000000 PA USD 240847.99000000 0.005978768525 Long DBT CORP US N 2 2046-05-14 Fixed 0.04450000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CX6 230000.00000000 PA USD 141301.50000000 0.003507643807 Long DBT CORP US N 2 2050-06-01 Fixed 0.02600000 N N N N N N MASSACHUSETTS INSTITUTE OF TECHNOLOGY DLZO3A31IADZ27B62557 575718AK7 141000.00000000 PA USD 143821.77000000 0.003570206551 Long DBT CORP US N 2 2055-06-01 Fixed 0.05618000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FMQV1 21693.13900000 PA USD 19412.92000000 0.000481902942 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJM2 140000.00000000 PA USD 87852.21000000 0.002180827948 Long DBT CORP US N 2 2051-10-24 Variable 0.02831000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCB9 880000.00000000 PA USD 559945.76000000 0.013899995950 Long DBT CORP US N 2 2061-03-25 Fixed 0.04100000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCN3 80000.00000000 PA USD 79161.47000000 0.001965090533 Long DBT CORP CA N 2 2031-02-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DC67 151626.98400000 PA USD 139370.13000000 0.003459699815 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.03500000 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 929089AH3 90000.00000000 PA USD 88640.51000000 0.002200396570 Long DBT CORP US N 2 2034-09-20 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWK85 595330.08000000 PA USD 588253.57000000 0.014602704091 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWC76 3490608.90000000 PA USD 2945945.11000000 0.073129627946 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02500000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CS3 750000.00000000 PA USD 722812.50000000 0.017942971517 Long DBT NUSS ID N 2 2030-10-15 Fixed 0.03850000 N N N N N N KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 49456BAQ4 264000.00000000 PA USD 241772.90000000 0.006001728329 Long DBT CORP US N 2 2048-03-01 Fixed 0.05200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DME9 4649.48000000 PA USD 4461.05000000 0.000110740327 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 0.03000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFD2 850000.00000000 PA USD 858753.90000000 0.021317557136 Long DBT CORP US N 2 2029-04-20 Variable 0.05164000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JQ4 120000.00000000 PA USD 80620.81000000 0.002001316935 Long DBT CORP US N 2 2049-11-15 Fixed 0.03200000 N N N N N N NEXTERA ENERGY CAP HLDGS INC UMI46YPGBLUE4VGNNT48 65339KDJ6 180000.00000000 PA USD 182781.78000000 0.004537343048 Long DBT CORP US N 2 2030-03-15 Fixed 0.05050000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLN9 1460000.00000000 PA USD 1433822.65000000 0.035592963555 Long DBT UST US N 2 2029-09-30 Fixed 0.03500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FREH0 760000.00000000 PA USD 708209.19000000 0.017580461495 Long ABS-MBS USGSE US N 2 2030-01-25 Fixed 0.02253000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CT5 160000.00000000 PA USD 155475.56000000 0.003859498202 Long DBT CORP US N 2 2030-03-25 Fixed 0.03450000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAN4 160000.00000000 PA USD 134878.24000000 0.003348193921 Long DBT CORP US N 2 2032-09-15 Fixed 0.01850000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526DD8 400000.00000000 PA USD 393576.74000000 0.009770080395 Long DBT CORP US N 2 2031-12-10 Variable 0.04469000 N N N N N N EQUINIX EUROPE 2 FINANCING CORP LLC 254900FSZR46BPMCKI50 29390XAG9 200000.00000000 PA USD 198158.19000000 0.004919044370 Long DBT CORP US N 2 2030-11-15 Fixed 0.04600000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGM5 480000.00000000 PA USD 439798.55000000 0.010917482550 Long DBT CORP US N 2 2038-04-24 Variable 0.04244000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W5C8 4709630.78800000 PA USD 4193631.39000000 0.104101974694 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H6CU1 27277.43910000 PA USD 25948.31000000 0.000644136324 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.04000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACY9 350000.00000000 PA USD 352288.17000000 0.008745140129 Long DBT CORP US N 2 2033-07-15 Fixed 0.05050000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UBB4 300000.00000000 PA USD 299509.20000000 0.007434964177 Long DBT CORP CA N 2 2036-03-20 Fixed 0.05400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CUG7 13790.08400000 PA USD 13168.84000000 0.000326900988 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RQ3 329000.00000000 PA USD 225223.63000000 0.005590912135 Long DBT UST US N 2 2046-02-15 Fixed 0.02500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAQ6 200000.00000000 PA USD 147148.67000000 0.003652792936 Long DBT CORP GB N 2 2046-12-14 Variable 0.03369000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HJJJ1 12894.49900000 PA USD 12250.08000000 0.000304093850 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.04000000 N N N N N N STANLEY BLACK and DECKER INC 549300DJ09SMTO561131 854502AQ4 190000.00000000 PA USD 171466.30000000 0.004256449545 Long DBT CORP US N 2 2032-05-15 Fixed 0.03000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CA8 750000.00000000 PA USD 740964.13000000 0.018393564416 Long DBT CORP US N 2 2027-04-15 Fixed 0.02500000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CV0 960000.00000000 PA USD 867817.35000000 0.021542546639 Long DBT CORP US N 2 2030-06-01 Fixed 0.01650000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBW7 370000.00000000 PA USD 376539.40000000 0.009347148436 Long DBT CORP US N 2 2059-01-23 Fixed 0.05800000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MGC2 250000.00000000 PA USD 249597.95000000 0.006195976007 Long DBT CORP US N 2 2036-02-13 Fixed 0.05000000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661DN4 380000.00000000 PA USD 284652.45000000 0.007066162805 Long DBT CORP US N 2 2046-04-15 Fixed 0.03700000 N N N N N N AUGUSTA SPINCO CORP N/A 051473AD8 300000.00000000 PA USD 298292.42000000 0.007404759043 Long DBT CORP US N 2 2031-03-23 Fixed 0.04656000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TLS2 89708.67600000 PA USD 82964.45000000 0.002059495046 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 0.03500000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EM5 300000.00000000 PA USD 288386.95000000 0.007158867382 Long DBT CORP US N 2 2053-04-15 Fixed 0.05625000 N N N N N N BLUE OWL CREDIT INCOME CORP 5493003I42XBWPE05N35 09581CAD3 145000.00000000 PA USD 141172.68000000 0.003504446002 Long DBT CORP US N 2 2030-03-15 Fixed 0.05800000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCP9 360000.00000000 PA USD 356878.85000000 0.008859098370 Long DBT CORP US N 2 2027-09-22 Variable 0.01470000 N N N N N N GE AEROSPACE 3C7474T6CDKPR9K6YT90 369604BZ5 200000.00000000 PA USD 198776.17000000 0.004934384998 Long DBT CORP US N 2 2030-07-29 Fixed 0.04300000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GBA4 130000.00000000 PA USD 127974.25000000 0.003176810476 Long DBT CORP US N 2 2035-01-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WHFR8 25910.35900000 PA USD 23211.15000000 0.000576189542 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 0.03000000 N N N N N N TR FINANCE LLC 254900OWSTRTOV8P5W25 87268LAB3 110000.00000000 PA USD 110629.47000000 0.002746246681 Long DBT CORP US N 2 2040-04-15 Fixed 0.05850000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MDP2 200000.00000000 PA USD 206234.97000000 0.005119540949 Long DBT CORP JP N 2 2034-07-09 Fixed 0.05558000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M2PZ9 18648.22900000 PA USD 15738.42000000 0.000390687794 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02500000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCB7 100000.00000000 PA USD 67105.15000000 0.001665806547 Long DBT CORP US N 2 2053-02-15 Fixed 0.03300000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJF9 3722000.00000000 PA USD 3792805.24000000 0.094151936209 Long DBT UST US N 2 2028-10-31 Fixed 0.04875000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142DB6 169000.00000000 PA USD 178889.46000000 0.004440720775 Long DBT CORP US N 2 2041-04-15 Fixed 0.05625000 N N N N N N BBCMS MTG TR 2021-C12 N/A 05552XBG2 300000.00000000 PA USD 265990.59000000 0.006602904045 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 0.02689000 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAX9 500000.00000000 PA USD 500040.00000000 0.012412905805 Long DBT CORP US N 2 2036-11-30 Fixed 0.05350000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VTV2 409564.73300000 PA USD 336627.44000000 0.008356380897 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 0.02000000 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BS8 150000.00000000 PA USD 149829.18000000 0.003719333449 Long DBT CORP US N 2 2035-09-01 Fixed 0.05000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBH5 130000.00000000 PA USD 129488.47000000 0.003214399210 Long DBT CORP US N 2 2032-03-08 Fixed 0.05800000 N N N N N N PHILLIPS 66 CO RVJMT2IZVVSKIRJJBH76 718547AM4 100000.00000000 PA USD 85901.96000000 0.002132415282 Long DBT CORP US N 2 2045-02-15 Fixed 0.04680000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BS2 200000.00000000 PA USD 153870.61000000 0.003819657203 Long DBT CORP US N 2 2049-07-01 Fixed 0.05125000 N N N N N N CALIFORNIA ST 9845007J7054602FF597 13063A5E0 980000.00000000 PA USD 1119463.41000000 0.027789364572 Long DBT MUN US N 2 2034-04-01 Fixed 0.07500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCX7 140000.00000000 PA USD 135081.44000000 0.003353238122 Long DBT CORP US N 2 2038-02-15 Fixed 0.04900000 N N N N N N HPS CORPORATE LENDING FUND 549300ZS7IHUA6FKFV61 40440VAC9 100000.00000000 PA USD 100873.93000000 0.002504076856 Long DBT CORP US N 2 2029-09-30 Fixed 0.06250000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457CH9 210000.00000000 PA USD 186943.86000000 0.004640661797 Long DBT CORP US N 2 2063-02-27 Fixed 0.04950000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAR0 171000.00000000 PA USD 158516.75000000 0.003934992173 Long DBT CORP CA N 2 2047-06-15 Fixed 0.05400000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAN0 90000.00000000 PA USD 89725.92000000 0.002227340599 Long DBT CORP US N 2 2027-10-01 Fixed 0.04200000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NA5 300000.00000000 PA USD 299811.51000000 0.007442468668 Long DBT CORP US N 2 2027-06-09 Variable 0.01462000 N N N N N N AMCOR FLEXIBLES NORTH AMERICA INC PTVU09TE3QPJPL7K4E13 02344AAA6 220000.00000000 PA USD 199306.75000000 0.004947556023 Long DBT CORP US N 2 2031-05-25 Fixed 0.02690000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDF9 200000.00000000 PA USD 207533.53000000 0.005151776176 Long DBT CORP US N 2 2035-02-01 Variable 0.06051000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BA3 110000.00000000 PA USD 113477.54000000 0.002816946674 Long DBT CORP US N 2 2035-08-15 Fixed 0.05700000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573AV8 100000.00000000 PA USD 102070.22000000 0.002533773350 Long DBT CORP US N 2 2027-11-15 Fixed 0.05850000 N N N N N N AMEREN ILL CO RC71E2BZ6UOMFPDJSE79 02361DBA7 210000.00000000 PA USD 211205.56000000 0.005242930009 Long DBT CORP US N 2 2033-06-01 Fixed 0.04950000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBK8 190000.00000000 PA USD 188039.83000000 0.004667867965 Long DBT CORP US N 2 2030-09-01 Fixed 0.05500000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBM9 30000.00000000 PA USD 24639.64000000 0.000611650128 Long DBT CORP US N 2 2047-06-15 Fixed 0.04368000 N N N N N N KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 49456BBC4 150000.00000000 PA USD 157303.46000000 0.003904873673 Long DBT CORP US N 2 2035-06-01 Fixed 0.05850000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8K1 100000.00000000 PA USD 77058.70000000 0.001912891737 Long DBT CORP US N 2 2062-08-15 Fixed 0.04650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EVUX3 59612.21600000 PA USD 56949.71000000 0.001413709674 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 0.04000000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCY4 60000.00000000 PA USD 63641.65000000 0.001579829227 Long DBT CORP JP N 2 2043-07-13 Fixed 0.06184000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RBW6 260000.00000000 PA USD 263554.54000000 0.006542431964 Long DBT CORP US N 2 2035-03-14 Variable 0.05188000 N N N N N N WISCONSIN PUBLIC SERVICE CORP 549300BJRHJVYNUMQZ30 976843BR2 510000.00000000 PA USD 504111.57000000 0.012513977749 Long DBT CORP US N 2 2031-01-15 Fixed 0.04250000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385BE0 150000.00000000 PA USD 152183.62000000 0.003777779657 Long DBT CORP CA N 2 2034-12-15 Fixed 0.05400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X7JP5 68813.14000000 PA USD 66045.90000000 0.001639511910 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 0.03000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AK1 160000.00000000 PA USD 161571.60000000 0.004010825237 Long DBT CORP US N 2 2034-09-15 Fixed 0.05450000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAT7 260000.00000000 PA USD 250136.38000000 0.006209341899 Long DBT CORP US N 2 2049-04-01 Fixed 0.05950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X42H8 182408.66300000 PA USD 161240.16000000 0.004002597628 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BD9 150000.00000000 PA USD 151871.84000000 0.003770040085 Long DBT CORP US N 2 2028-03-02 Fixed 0.05450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335CC93 6093.61100000 PA USD 5623.22000000 0.000139589833 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.03500000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAW0 100000.00000000 PA USD 97749.23000000 0.002426509848 Long DBT CORP US N 2 2029-08-15 Fixed 0.03800000 N N N N N N PROGRESSIVE CORP OHIO 529900TACNVLY9DCR586 743315BD4 500000.00000000 PA USD 500248.52000000 0.012418082069 Long DBT CORP US N 2 2036-03-26 Fixed 0.05150000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133C47J7 54539.05300000 PA USD 55097.88000000 0.001367740169 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ER6E5 71835.45900000 PA USD 61748.91000000 0.001532844179 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.02500000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550AZ1 180000.00000000 PA USD 176364.16000000 0.004378033168 Long DBT CORP US N 2 2027-11-15 Fixed 0.02625000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEL2 630000.00000000 PA USD 540119.90000000 0.013407842257 Long DBT CORP US N 2 2062-05-15 Fixed 0.04950000 N N N N N N BECTON DICKINSON and CO ICE2EP6D98PQUILVRZ91 075887CQ0 130000.00000000 PA USD 130653.71000000 0.003243324924 Long DBT CORP US N 2 2028-02-13 Fixed 0.04693000 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAC7 350000.00000000 PA USD 381053.53000000 0.009459206412 Long DBT CORP US N 2 2036-10-01 Fixed 0.06650000 N N N N N N NEXTERA ENERGY CAP HLDGS INC UMI46YPGBLUE4VGNNT48 65339KBY5 300000.00000000 PA USD 295813.65000000 0.007343226488 Long DBT CORP US N 2 2027-01-15 Fixed 0.01875000 N N N N N N CORNING INC 549300X2937PB0CJ7I56 219350BP9 70000.00000000 PA USD 53372.55000000 0.001324910878 Long DBT CORP US N 2 2049-11-15 Fixed 0.03900000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023AX3 160000.00000000 PA USD 179033.87000000 0.004444305584 Long DBT CORP US N 2 2039-03-15 Fixed 0.06875000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAF9 1000000.00000000 PA USD 1025303.92000000 0.025451965804 Long DBT CORP US N 2 2036-01-18 Variable 0.05587000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CU2 120000.00000000 PA USD 117073.42000000 0.002906210172 Long DBT CORP US N 2 2027-06-01 Fixed 0.01450000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YU36 554685.74000000 PA USD 518640.87000000 0.012874650560 Long ABS-MBS USGA US N 2 2054-04-20 Fixed 0.04000000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 96949LAD7 460000.00000000 PA USD 457721.23000000 0.011362392034 Long DBT CORP US N 2 2027-06-15 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W1BE2 508195.27800000 PA USD 516102.19000000 0.012811630810 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.05500000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAV2 430000.00000000 PA USD 439460.00000000 0.010909078444 Long DBT NUSS MX N 2 2035-02-09 Fixed 0.06350000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BN2 300000.00000000 PA USD 331199.29000000 0.008221633448 Long DBT CORP US N 2 2034-05-01 Fixed 0.06900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMC6 1035345.97200000 PA USD 920694.45000000 0.022855158554 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.03000000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 857524AH5 400000.00000000 PA USD 406228.00000000 0.010084133068 Long DBT NUSS PL N 2 2035-02-12 Fixed 0.05375000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBP4 600000.00000000 PA USD 572028.37000000 0.014199932555 Long DBT CORP JP N 2 2029-07-16 Fixed 0.03040000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448DD7 140000.00000000 PA USD 121854.48000000 0.003024894372 Long DBT CORP US N 2 2046-04-14 Fixed 0.04450000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FXYV4 180000.00000000 PA USD 162763.58000000 0.004040414740 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 0.02074000 N N N N N N PILGRIMS PRIDE CORP NEW 549300ZSLGV64ZL3HD75 72147KAK4 85000.00000000 PA USD 88751.29000000 0.002203146554 Long DBT CORP US N 2 2033-07-01 Fixed 0.06250000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBN5 50000.00000000 PA USD 33375.72000000 0.000828513056 Long DBT CORP US N 2 2051-04-22 Variable 0.03109000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179U4D1 38237.02600000 PA USD 36206.35000000 0.000898780121 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 0.04000000 N N N N N N TOYOTA MOTOR CORP 5493006W3QUS5LMH6R84 892331AD1 290000.00000000 PA USD 286803.24000000 0.007119553641 Long DBT CORP JP N 2 2028-07-20 Fixed 0.03669000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FCJ4 24906.45400000 PA USD 25879.58000000 0.000642430183 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.06500000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JCH5 150000.00000000 PA USD 124145.92000000 0.003081776680 Long DBT CORP US N 2 2052-06-01 Fixed 0.04600000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAH5 815000.00000000 PA USD 802278.15000000 0.019915612962 Long DBT CORP US N 2 2027-09-15 Fixed 0.02750000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AEB25 210000.00000000 PA USD 206864.87000000 0.005135177477 Long DBT USGSE US N 2 2028-06-09 Fixed 0.03250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMKC7 230587.93400000 PA USD 194751.83000000 0.004834485483 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YBX2 1060000.00000000 PA USD 1042890.42000000 0.025888530015 Long DBT CORP US N 2 2031-03-15 Fixed 0.04150000 N N N N N N NSTAR ELEC CO 54930080R72Y2Z31UR68 67021CAW7 330000.00000000 PA USD 332770.54000000 0.008260637884 Long DBT CORP US N 2 2035-03-01 Fixed 0.05200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WDS4 199727.96200000 PA USD 178094.91000000 0.004420997004 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QU6U5 483299.62400000 PA USD 477705.82000000 0.011858486013 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 0.05000000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DW4 490000.00000000 PA USD 494371.86000000 0.012272200885 Long DBT CORP US N 2 2030-05-07 Fixed 0.04850000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WEZ0 140000.00000000 PA USD 138107.13000000 0.003428347323 Long DBT CORP US N 2 2034-01-10 Fixed 0.04900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWJD6 158116.31400000 PA USD 152812.35000000 0.003793387141 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.04500000 N N N N N N WESTINGHOUSE AIR BRAKE TECH CORP 06BTX5UWZD0GQ5N5Y745 960386AT7 150000.00000000 PA USD 153462.32000000 0.003809521883 Long DBT CORP US N 2 2035-05-29 Fixed 0.05500000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCD3 500000.00000000 PA USD 515312.69000000 0.012792032399 Long DBT CORP US N 2 2033-01-31 Fixed 0.05350000 N N N N N N DH EUROPE FINANCE II SARL 222100KDGL314CKTZ511 23291KAK1 80000.00000000 PA USD 56917.58000000 0.001412912085 Long DBT CORP LU N 2 2049-11-15 Fixed 0.03400000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058KY8 530000.00000000 PA USD 543812.27000000 0.013499501006 Long DBT CORP US N 2 2033-11-14 Fixed 0.04750000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 310000.00000000 PA USD 284636.26000000 0.007065760907 Long DBT CORP US N 2 2030-05-15 Fixed 0.02900000 N N N N N N OREILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAN7 100000.00000000 PA USD 99165.06000000 0.002461656165 Long DBT CORP US N 2 2034-08-19 Fixed 0.05000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBD6 200000.00000000 PA USD 211698.61000000 0.005255169396 Long DBT CORP ES N 2 2034-03-14 Fixed 0.06350000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HN4L9 1800000.00000000 PA USD 1788461.64000000 0.044396460030 Long ABS-MBS USGSE US N 2 2032-06-25 Fixed 0.04400000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBC3 120000.00000000 PA USD 108672.63000000 0.002697670425 Long DBT CORP US N 2 2030-06-15 Fixed 0.02100000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 50000.00000000 PA USD 53199.72000000 0.001320620576 Long DBT CORP US N 2 2037-04-01 Fixed 0.05950000 N N N N N N BARRICK NORTH AMERICA FINANCE LLC N/A 06849RAG7 242000.00000000 PA USD 246541.70000000 0.006120108189 Long DBT CORP US N 2 2041-05-30 Fixed 0.05700000 N N N N N N RPM INTERNATIONAL INC 549300TJCKW4BRXPJ474 749685AX1 120000.00000000 PA USD 119978.07000000 0.002978314698 Long DBT CORP US N 2 2029-03-01 Fixed 0.04550000 N N N N N N SCHWAB CHARLES CORP 549300VSGCJ7E698NM85 808513CR4 240000.00000000 PA USD 243397.39000000 0.006042054386 Long DBT CORP US N 2 2037-05-21 Variable 0.05493000 N N N N N N BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 549300O5ZKB2MUUSKB97 0778FPAS8 200000.00000000 PA USD 200333.60000000 0.004973046369 Long DBT CORP CA N 2 2036-11-15 Fixed 0.05450000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111GE7 330000.00000000 PA USD 337621.78000000 0.008381064220 Long DBT CORP US N 2 2033-03-01 Fixed 0.05200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBJE1 489383.11700000 PA USD 464313.88000000 0.011526046829 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSS77 748172.45500000 PA USD 742318.60000000 0.018427187543 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05000000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AC1 400000.00000000 PA USD 404042.46000000 0.010029879604 Long DBT CORP US N 2 2035-04-15 Fixed 0.05600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K4K90 47344.56100000 PA USD 43399.07000000 0.001077330949 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03500000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599ED3 569000.00000000 PA USD 606810.62000000 0.015063361066 Long DBT CORP US N 2 2030-09-01 Fixed 0.06625000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAF6 280000.00000000 PA USD 303960.65000000 0.007545466196 Long DBT CORP US N 2 2036-10-15 Fixed 0.06625000 N N N N N N EXPEDIA GROUP INC CI7MUJI4USF3V0NJ1H64 30212PAP0 100000.00000000 PA USD 98868.74000000 0.002454300369 Long DBT CORP US N 2 2028-02-15 Fixed 0.03800000 N N N N N N KAISER FNDTN HOSPS DW4Z57L3G4IRMHYZYK62 48305QAE3 110000.00000000 PA USD 76141.67000000 0.001890127544 Long DBT CORP US N 2 2049-11-01 Fixed 0.03266000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CH8 370000.00000000 PA USD 248825.00000000 0.006176788430 Long DBT NUSS PH N 2 2045-05-05 Fixed 0.02950000 N N N N N N CONNECTICUT LIGHT AND POWER CO(THE) 549300O45IUXEDS1VZ32 207597EP6 120000.00000000 PA USD 112149.77000000 0.002783986343 Long DBT CORP US N 2 2053-01-15 Fixed 0.05250000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAE3 330000.00000000 PA USD 321583.08000000 0.007982922327 Long DBT CORP US N 2 2048-06-15 Fixed 0.06000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBP4 100000.00000000 PA USD 94466.60000000 0.002345022413 Long DBT CORP US N 2 2028-11-02 Fixed 0.02200000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BL2 110000.00000000 PA USD 110399.66000000 0.002740541917 Long DBT CORP US N 2 2028-02-23 Fixed 0.04600000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EP9 80000.00000000 PA USD 52113.79000000 0.001293663639 Long DBT CORP US N 2 2049-10-15 Fixed 0.02875000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAV0 200000.00000000 PA USD 198311.17000000 0.004922841919 Long DBT CORP CA N 2 2032-05-03 Variable 0.04612000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AZ2 400000.00000000 PA USD 367066.43000000 0.009111993080 Long DBT CORP US N 2 2030-11-15 Fixed 0.02550000 N N N N N N FEDERAL FARM CREDIT BANKS 254900C5LP6DN9OP9V83 3133ENTX8 1000000.00000000 PA USD 963651.62000000 0.023921519854 Long DBT USGSE US N 2 2032-04-05 Fixed 0.03800000 N N N N N N AB SVENSK EXPORTKREDIT 1FOLRR5RWTWWI397R131 87031CAE3 970000.00000000 PA USD 957051.18000000 0.023757671682 Long DBT CORP SE N 2 2027-03-22 Fixed 0.02250000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 100000.00000000 PA USD 94879.05000000 0.002355261000 Long DBT CORP US N 2 2039-06-15 Fixed 0.05125000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13645RBF0 200000.00000000 PA USD 177873.63000000 0.004415503988 Long DBT CORP CA N 2 2031-12-02 Fixed 0.02450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133APFE4 708137.76500000 PA USD 571871.17000000 0.014196030249 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DK3 290000.00000000 PA USD 300278.21000000 0.007454053947 Long DBT CORP US N 2 2029-07-27 Variable 0.06339000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140NRCF1 229193.46400000 PA USD 231117.84000000 0.005737228977 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWEK5 1279679.28400000 PA USD 1237952.53000000 0.030730717835 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.04500000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EU8 100000.00000000 PA USD 74336.44000000 0.001845314830 Long DBT CORP US N 2 2050-03-19 Fixed 0.03625000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAD2 270000.00000000 PA USD 204288.75000000 0.005071228323 Long DBT NUSS MX N 2 2048-02-10 Fixed 0.04600000 N N N N N N BALTIMORE GAS and ELECTRIC CO 88V8C2WYSOD1SPSSLH72 059165ER7 230000.00000000 PA USD 234730.30000000 0.005826904054 Long DBT CORP US N 2 2034-06-01 Fixed 0.05300000 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233835AQ0 100000.00000000 PA USD 115320.16000000 0.002862687552 Long DBT CORP US N 2 2031-01-18 Fixed 0.08500000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KL0 1460000.00000000 PA USD 1506527.53000000 0.037397776824 Long DBT CORP US N 2 2029-01-15 Fixed 0.06100000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2025-4 N/A 36273EAD5 110000.00000000 PA USD 109098.67000000 0.002708246368 Long ABS-CBDO CORP US N 2 2031-02-18 Fixed 0.03840000 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HBZ9 150000.00000000 PA USD 144716.72000000 0.003592422633 Long DBT CORP US N 2 2031-03-12 Fixed 0.05350000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBU8 100000.00000000 PA USD 73263.88000000 0.001818689787 Long DBT CORP US N 2 2050-09-25 Fixed 0.03984000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142ET6 240000.00000000 PA USD 212418.17000000 0.005273031628 Long DBT CORP US N 2 2031-09-22 Fixed 0.01800000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV3P8 66577.99600000 PA USD 63125.85000000 0.001567025097 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.04000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAK8 310000.00000000 PA USD 286779.88000000 0.007118973756 Long DBT CORP NO N 2 2030-05-22 Fixed 0.02375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D53P5 24922.75000000 PA USD 23928.43000000 0.000593995175 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 0.03000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBP4 200000.00000000 PA USD 179857.67000000 0.004464755451 Long DBT CORP US N 2 2047-12-01 Fixed 0.05200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133W7CR4 305455.54200000 PA USD 314043.82000000 0.007795769051 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 0.06000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBH7 430000.00000000 PA USD 415155.75000000 0.010305753978 Long DBT CORP US N 2 2029-09-06 Fixed 0.03462000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BQ5 515000.00000000 PA USD 508828.33000000 0.012631065777 Long DBT CORP US N 2 2027-11-18 Variable 0.01684000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DT2 1330000.00000000 PA USD 1141751.80000000 0.028342647681 Long DBT NUSS CL N 2 2033-07-27 Fixed 0.02550000 N N N N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 843646AY6 129000.00000000 PA USD 125761.88000000 0.003121890989 Long DBT CORP US N 2 2035-10-01 Fixed 0.04900000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEH5 440000.00000000 PA USD 458102.14000000 0.011371847678 Long DBT CORP US N 2 2035-04-22 Variable 0.05766000 N N N N N N AMERICAN ELECTRIC POWER CO INC 1B4S6S7G0TW5EE83BO58 025537BA8 140000.00000000 PA USD 149669.39000000 0.003715366850 Long DBT CORP US N 2 2054-12-15 Variable 0.06950000 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 898813AS9 100000.00000000 PA USD 88134.17000000 0.002187827274 Long DBT CORP US N 2 2030-08-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XC95 464724.01200000 PA USD 383524.88000000 0.009520554774 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 0.02000000 N N N N N N BURLINGTON NORTHN SANTA FE LLC N/A 12189LAN1 151000.00000000 PA USD 133535.95000000 0.003314873148 Long DBT CORP US N 2 2043-03-15 Fixed 0.04450000 N N N N N N PRINCIPAL FINANCIAL GROUP INC CUMYEZJOAF02RYZ1JJ85 74251VAA0 70000.00000000 PA USD 74823.14000000 0.001857396586 Long DBT CORP US N 2 2036-10-15 Fixed 0.06050000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCD0 250000.00000000 PA USD 251343.63000000 0.006239310463 Long DBT CORP US N 2 2055-09-15 Fixed 0.06200000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBE2 442000.00000000 PA USD 439090.73000000 0.010899911750 Long DBT CORP US N 2 2027-05-15 Fixed 0.03490000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CQ5 1110000.00000000 PA USD 1142067.20000000 0.028350477115 Long DBT CORP US N 2 2029-06-01 Fixed 0.06100000 N N N N N N PUBLIC SERVICE CO OF COLORADO 5BANEF6PGSEK0SNMQF44 744448BZ3 130000.00000000 PA USD 140071.72000000 0.003477115963 Long DBT CORP US N 2 2037-09-01 Fixed 0.06250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XQX7 170286.86900000 PA USD 173187.21000000 0.004299169115 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 0.05500000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BA9 300000.00000000 PA USD 255828.60000000 0.006350644576 Long DBT CORP US N 2 2043-04-01 Fixed 0.04200000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DE4 150000.00000000 PA USD 148149.41000000 0.003677635132 Long DBT CORP US N 2 2027-12-01 Fixed 0.03375000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918BC7 180000.00000000 PA USD 167311.47000000 0.004153310769 Long DBT CORP US N 2 2035-02-12 Fixed 0.03500000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BF6 140000.00000000 PA USD 139887.77000000 0.003472549620 Long DBT CORP US N 2 2027-04-01 Fixed 0.04500000 N N N N N N INTERNATIONAL FLAVORS and FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AK7 130000.00000000 PA USD 129481.00000000 0.003214213776 Long DBT CORP US N 2 2028-09-26 Fixed 0.04450000 N N N N N N CATERPILLAR FINL SVCS CORP EDBQKYOPJUCJKLOJDE72 14913UBD1 2000000.00000000 PA USD 1986708.72000000 0.049317710991 Long DBT CORP US N 2 2028-11-14 Fixed 0.03950000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795KD1 100000.00000000 PA USD 100584.57000000 0.002496893834 Long DBT CORP US N 2 2056-06-01 Fixed 0.05850000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAT3 60000.00000000 PA USD 59316.49000000 0.001472462209 Long DBT CORP US N 2 2054-06-15 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N56F1 694015.18000000 PA USD 645771.62000000 0.016030522139 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 0.04000000 N N N N N N SMURFIT WESTROCK FIN 6354005S6ZLHLVX7VT12 83272YAC6 200000.00000000 PA USD 197814.99000000 0.004910524833 Long DBT CORP IE N 2 2036-01-15 Fixed 0.05185000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H052660 -8675000.00000000 PA USD -8728912.52000000 -0.21668500298 Short ABS-MBS USGA US N 2 2056-06-01 Fixed 0.05500000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830CD9 390000.00000000 PA USD 389183.07000000 0.009661012696 Long DBT CORP US N 2 2034-08-15 Fixed 0.04800000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EN9 220000.00000000 PA USD 214731.45000000 0.005330456088 Long DBT CORP US N 2 2029-07-08 Fixed 0.03250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VHT0 675780.81800000 PA USD 619696.62000000 0.015383240884 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 0.03500000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167GD9 1340000.00000000 PA USD 1350744.98000000 0.033530657954 Long DBT CORP PH N 2 2029-03-06 Fixed 0.04375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJRR3 179527.21000000 PA USD 168719.35000000 0.004188259737 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 0.03500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBE9 500000.00000000 PA USD 514701.44000000 0.012776858836 Long DBT CORP US N 2 2035-04-01 Fixed 0.05700000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFZ3 1090000.00000000 PA USD 1106107.58000000 0.027457821776 Long DBT CORP US N 2 2031-04-17 Variable 0.05192000 N N N N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 038222AK1 120000.00000000 PA USD 121715.19000000 0.003021436662 Long DBT CORP US N 2 2035-10-01 Fixed 0.05100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BJD41 224999.22600000 PA USD 196778.72000000 0.004884800647 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.03000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 59562VBD8 75000.00000000 PA USD 71247.85000000 0.001768644210 Long DBT CORP US N 2 2043-11-15 Fixed 0.05150000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AR2Q7 2404603.80600000 PA USD 2030899.76000000 0.050414701665 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02500000 N N N N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 835495AS1 270000.00000000 PA USD 265762.70000000 0.006597246943 Long DBT CORP US N 2 2034-09-01 Fixed 0.05000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EDD4 200000.00000000 PA USD 198808.89000000 0.004935197233 Long DBT CORP GB N 2 2029-11-11 Variable 0.04476000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477DB6 260000.00000000 PA USD 263477.34000000 0.006540515565 Long DBT CORP US N 2 2030-04-24 Fixed 0.04834000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CV6 440000.00000000 PA USD 429958.94000000 0.010673225786 Long DBT CORP US N 2 2035-11-20 Fixed 0.04650000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAJ4 330000.00000000 PA USD 296726.02000000 0.007365875002 Long DBT CORP US N 2 2031-06-17 Fixed 0.02650000 N N N N N N S and P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBR4 170000.00000000 PA USD 166331.40000000 0.004128981682 Long DBT CORP US N 2 2035-12-04 Fixed 0.04800000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DA2 115000.00000000 PA USD 100006.65000000 0.002482547648 Long DBT CORP US N 2 2044-07-16 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133USG21 196376.60300000 PA USD 186562.45000000 0.004631193741 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04000000 N N N N N N FAIRFAX FINANCIAL HOLDINGS LTD GLS7OQD0WOEDI8YAP031 303901BF8 240000.00000000 PA USD 238830.45000000 0.005928685463 Long DBT CORP CA N 2 2030-04-29 Fixed 0.04625000 N N N N N N PECO ENERGY COMPANY YH65D4JBECK76IFEJ279 693304BF3 230000.00000000 PA USD 232009.16000000 0.005759354949 Long DBT CORP US N 2 2033-06-15 Fixed 0.04900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KHA48 96100.70700000 PA USD 96339.83000000 0.002391523148 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L0HC4 645717.82400000 PA USD 564728.73000000 0.014018727563 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.03000000 N N N N N N KENTUCKY UTILITIES CO AGX0G2MXE54NFNNICD28 491674BG1 170000.00000000 PA USD 164602.97000000 0.004086075437 Long DBT CORP US N 2 2040-11-01 Fixed 0.05125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C3E2 8258.83000000 PA USD 8033.41000000 0.000199419969 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285M8 331000.00000000 PA USD 323992.11000000 0.008042723668 Long DBT UST US N 2 2028-11-15 Fixed 0.03125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3140KUKN1 483081.38300000 PA USD 392990.57000000 0.009755529413 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13645RAX2 100000.00000000 PA USD 103536.90000000 0.002570181959 Long DBT CORP CA N 2 2115-09-15 Fixed 0.06125000 N N N N N N CENTERPOINT ENERGY RES CORP 2JADVB0458J06WCD4N56 15189YAF3 100000.00000000 PA USD 88917.49000000 0.002207272273 Long DBT CORP US N 2 2030-10-01 Fixed 0.01750000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CBA0 1000000.00000000 PA USD 1007616.21000000 0.025012889174 Long DBT CORP US N 2 2036-03-27 Variable 0.05333000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BT0 480000.00000000 PA USD 510067.20000000 0.012661819270 Long DBT NUSS PA N 2 2035-02-14 Fixed 0.06400000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 731011AV4 260000.00000000 PA USD 259610.00000000 0.006444513391 Long DBT NUSS PL N 2 2033-10-04 Fixed 0.04875000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DQ9 640000.00000000 PA USD 637621.41000000 0.015828202747 Long DBT CORP US N 2 2034-11-01 Fixed 0.04900000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RCQ3 130000.00000000 PA USD 110481.14000000 0.002742564563 Long DBT CORP US N 2 2046-05-15 Fixed 0.04750000 N N N N N N JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS N/A 46590XBC9 350000.00000000 PA USD 347788.00000000 0.008633428694 Long DBT CORP NL N 2 2057-05-10 Fixed 0.06400000 N N N N N N FEDERAL FARM CREDIT BANKS 254900C5LP6DN9OP9V83 3133EMSW3 2230000.00000000 PA USD 2128904.04000000 0.052847542830 Long DBT USGSE US N 2 2028-03-10 Fixed 0.01400000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJ3J7 125311.93600000 PA USD 115599.40000000 0.002869619357 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.03500000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457CP3 220000.00000000 PA USD 225368.79000000 0.005594515562 Long DBT CORP US N 2 2035-03-15 Fixed 0.05600000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 80000.00000000 PA USD 72775.54000000 0.001806567320 Long DBT CORP US N 2 2047-10-01 Fixed 0.05400000 N N N N N N BERKSHIRE HATHAWAY FIN CORP 549300RLHFT5RU20WM87 084664DA6 500000.00000000 PA USD 463586.47000000 0.011507989730 Long DBT CORP US N 2 2032-03-15 Fixed 0.02875000 N N N N N N AFLAC INC 549300N0B7DOGLXWPP39 001055BJ0 340000.00000000 PA USD 329128.12000000 0.008170219085 Long DBT CORP US N 2 2030-04-01 Fixed 0.03600000 N N N N N N TRUSTEES OF COLUMBIA UNIVERSITY IN THE CITY OF NEW YORK/THE 54930058W39DHS3GTG15 198643AD0 150000.00000000 PA USD 144703.19000000 0.003592086767 Long DBT CORP US N 2 2035-10-01 Fixed 0.04355000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AF8 33000.00000000 PA USD 34374.71000000 0.000853311809 Long DBT CORP US N 2 2028-11-15 Fixed 0.06750000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 581557BW4 60000.00000000 PA USD 60183.59000000 0.001493986948 Long DBT CORP US N 2 2030-05-30 Fixed 0.04650000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CX5 150000.00000000 PA USD 150758.26000000 0.003742396769 Long DBT CORP US N 2 2030-09-11 Variable 0.04999000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9UT2 11178.23800000 PA USD 10892.00000000 0.000270381109 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.03500000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822BM5 670000.00000000 PA USD 642288.10000000 0.015944047846 Long DBT CORP JP N 2 2029-07-18 Fixed 0.03195000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VVY3 780932.59700000 PA USD 670851.17000000 0.016653092517 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XGU98 117660.27900000 PA USD 102902.75000000 0.002554439930 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N BMO 2022-C1 MORTGAGE TRUST N/A 05609MCC7 300000.00000000 PA USD 276415.86000000 0.006861699130 Long ABS-MBS CORP US N 2 2055-02-15 Fixed 0.03374000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822BB9 110000.00000000 PA USD 102461.44000000 0.002543484928 Long DBT CORP JP N 2 2038-07-26 Fixed 0.04286000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3B7 300000.00000000 PA USD 298686.73000000 0.007414547325 Long DBT CORP US N 2 2033-07-25 Variable 0.04897000 N N N N N N BLACKROCK INC 529900VBK42Y5HHRMD23 09247XAP6 180000.00000000 PA USD 175352.36000000 0.004352916421 Long DBT CORP US N 2 2029-04-30 Fixed 0.03250000 N N N N N N APA CORP 549300VCIWLRHYVSHC79 03743QBC1 107000.00000000 PA USD 93061.73000000 0.002310148165 Long DBT CORP US N 2 2042-02-01 Fixed 0.05250000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 570000.00000000 PA USD 570106.56000000 0.014152225878 Long DBT CORP US N 2 2030-02-15 Fixed 0.04950000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAQ1 110000.00000000 PA USD 108183.95000000 0.002685539518 Long DBT CORP CA N 2 2031-11-03 Variable 0.04305000 N N N N N N SAN DIEGO GAS and ELECTRIC CO KNIRVXKVNJJ4P8OTMS63 797440CD4 170000.00000000 PA USD 158895.23000000 0.003944387494 Long DBT CORP US N 2 2053-04-01 Fixed 0.05350000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236THG3 470000.00000000 PA USD 454330.88000000 0.011278230577 Long DBT CORP US N 2 2027-08-13 Fixed 0.01150000 N N N N N N BROWN and BROWN INC 549300PC8KTJ71XKFY89 115236AJ0 240000.00000000 PA USD 240475.54000000 0.005969522891 Long DBT CORP US N 2 2028-06-23 Fixed 0.04700000 N N N N N N FLORIDA PWR and LT CO A89MY1K3YLIGJMYWVX50 341081GE1 190000.00000000 PA USD 119083.19000000 0.002956100352 Long DBT CORP US N 2 2051-12-04 Fixed 0.02875000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAY1 190000.00000000 PA USD 190335.77000000 0.004724861979 Long DBT CORP US N 2 2035-02-15 Fixed 0.05150000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAZ9 190000.00000000 PA USD 158792.94000000 0.003941848265 Long DBT CORP US N 2 2049-10-01 Fixed 0.04875000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076AS1 290000.00000000 PA USD 308399.13000000 0.007655646250 Long DBT CORP US N 2 2036-12-16 Fixed 0.05875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179X5J1 164089.11300000 PA USD 168707.04000000 0.004187954156 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 0.06000000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YCZ0 430000.00000000 PA USD 440977.42000000 0.010946746613 Long DBT CORP JP N 2 2029-07-06 Variable 0.05778000 N N N N N N ORLANDO HEALTH OBLIGATED GRP N/A 686514AH3 68000.00000000 PA USD 47664.65000000 0.001183218963 Long DBT CORP US N 2 2050-10-01 Fixed 0.03327000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DH9 680000.00000000 PA USD 690368.61000000 0.017137590046 Long DBT CORP GB N 2 2033-08-11 Variable 0.05402000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XD5L6 884843.51300000 PA USD 778009.81000000 0.019313179919 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.03000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VEA8 300000.00000000 PA USD 291771.13000000 0.007242875676 Long DBT CORP US N 2 2033-08-10 Fixed 0.04500000 N N N N N N MARKEL GROUP INC 549300SCNO12JLWIK605 570535AR5 300000.00000000 PA USD 296006.91000000 0.007348023941 Long DBT CORP US N 2 2027-11-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WJTG3 371137.69580000 PA USD 332126.52000000 0.008244650844 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQE4 16930000.00000000 PA USD 16687953.82000000 0.414258856995 Long DBT UST US N 2 2029-03-15 Fixed 0.03500000 N N N N N N WRKCO INC 549300JEB576INN13W07 92940PAD6 140000.00000000 PA USD 141004.75000000 0.003500277337 Long DBT CORP US N 2 2029-03-15 Fixed 0.04900000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FS2 330000.00000000 PA USD 227694.69000000 0.005652253298 Long DBT CORP US N 2 2071-04-06 Fixed 0.03799000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BJ7 136000.00000000 PA USD 103433.99000000 0.002567627339 Long DBT CORP US N 2 2048-02-01 Fixed 0.04000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 410000.00000000 PA USD 398083.61000000 0.009881958150 Long DBT CORP US N 2 2032-11-15 Fixed 0.04300000 N N N N N N NEVADA POWER CO MJZFGXRJ52U8U4MKJ519 641423CE6 150000.00000000 PA USD 97656.96000000 0.002424219353 Long DBT CORP US N 2 2050-08-01 Fixed 0.03125000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAT5 100000.00000000 PA USD 82961.21000000 0.002059414617 Long DBT CORP US N 2 2047-05-09 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HNNC8 120000.00000000 PA USD 119583.11000000 0.002968510279 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 0.04340000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 200000.00000000 PA USD 131378.09000000 0.003261306807 Long DBT CORP US N 2 2051-03-25 Fixed 0.03950000 N N N N N N LOUISVILLE GAS and ELECTRIC CO KO3GRIB3RPH1XDX50U72 546676AY3 60000.00000000 PA USD 48285.06000000 0.001198619913 Long DBT CORP US N 2 2049-04-01 Fixed 0.04250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D7K2 127174.91700000 PA USD 116945.41000000 0.002903032474 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 0.02000000 N N N N N N FORD CR FLOORPLAN MAST OWN TR N/A 34528PAK2 821000.00000000 PA USD 814128.15000000 0.020209775296 Long ABS-CBDO CORP US N 2 2030-11-15 Fixed 0.04060000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BL2 136000.00000000 PA USD 121007.52000000 0.003003869585 Long DBT CORP US N 2 2046-05-15 Fixed 0.04700000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WJQ2 1725666.85200000 PA USD 1417273.10000000 0.035182140410 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 0.02000000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JDL5 500000.00000000 PA USD 496125.83000000 0.012315741131 Long DBT CORP US N 2 2031-03-15 Fixed 0.04500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DC0 380000.00000000 PA USD 381741.14000000 0.009476275523 Long DBT CORP US N 2 2055-03-01 Fixed 0.06200000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CJ7 140000.00000000 PA USD 133041.28000000 0.003302593546 Long DBT CORP US N 2 2053-02-10 Fixed 0.05700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EU2Z1 92087.58500000 PA USD 85322.27000000 0.002118025159 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03500000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AU9 150000.00000000 PA USD 141354.86000000 0.003508968407 Long DBT CORP US N 2 2028-10-01 Fixed 0.01700000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XLG9 1439886.26000000 PA USD 1397794.35000000 0.034698603315 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 0.04500000 N N N N N N PACKAGING CORP OF AMERICA 549300XZP8MFZFY8TJ84 695156AY5 50000.00000000 PA USD 49973.61000000 0.001240536184 Long DBT CORP US N 2 2035-08-15 Fixed 0.05200000 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BG4 150000.00000000 PA USD 81575.99000000 0.002025028157 Long DBT CORP US N 2 2050-08-15 Fixed 0.02125000 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550AW6 200000.00000000 PA USD 224699.20000000 0.005577893776 Long DBT CORP US N 2 2038-01-15 Fixed 0.06950000 N N N N N N TEXAS INSTRUMENTS INC. WDJNR2L6D8RWOEB8T652 882508CB8 270000.00000000 PA USD 275132.47000000 0.006829840480 Long DBT CORP US N 2 2033-03-14 Fixed 0.04900000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VX21 43468.96300000 PA USD 39861.40000000 0.000989512445 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 0.03500000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BU5 70000.00000000 PA USD 65664.13000000 0.001630034918 Long DBT CORP US N 2 2050-05-01 Fixed 0.05250000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EG9 100000.00000000 PA USD 106916.88000000 0.002654085994 Long DBT CORP US N 2 2029-03-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWGR8 686385.76000000 PA USD 693633.17000000 0.017218628915 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 0.05500000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CQ1 1200000.00000000 PA USD 1182685.64000000 0.029358782190 Long DBT CORP US N 2 2027-11-02 Fixed 0.03200000 N N N N N N UBS AG LONDN BRANCH BFM8T61CT2L1QCEMIK50 902674A26 410000.00000000 PA USD 354068.62000000 0.008789337710 Long DBT CORP GB N 2 2048-06-26 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JGLX1 352601.78000000 PA USD 353809.72000000 0.008782910821 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.05000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020661 15625000.00000000 PA USD 12501831.25000000 0.310343279939 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 0.02000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DW4 160000.00000000 PA USD 172331.12000000 0.004277917686 Long DBT CORP US N 2 2034-01-15 Fixed 0.06250000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBX8 200000.00000000 PA USD 203488.82000000 0.005051371000 Long DBT CORP US N 2 2029-07-12 Fixed 0.05050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140BEPA0 24070.99600000 PA USD 25014.07000000 0.000620944913 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 0.06000000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MEF7 100000.00000000 PA USD 108968.14000000 0.002705006114 Long DBT CORP US N 2 2038-03-01 Fixed 0.06300000 N N N N N N DOMINION ENERGY SOUTH CAROLINA INC 3QRVFYR22IUIEOORTK28 25731VAA2 230000.00000000 PA USD 204015.71000000 0.005064450426 Long DBT CORP US N 2 2031-12-01 Fixed 0.02300000 N N N N N N HPS CORPORATE LENDING FUND 549300ZS7IHUA6FKFV61 40440VBD6 260000.00000000 PA USD 252059.56000000 0.006257082584 Long DBT CORP US N 2 2030-11-15 Fixed 0.05450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X3AW8 32251.30100000 PA USD 29644.25000000 0.000735883695 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.03500000 N N N N N N TWDC ENTERPRISES 18 CORP 7260JQNI6SCF9FIV2392 25468PDB9 192000.00000000 PA USD 159063.62000000 0.003948567578 Long DBT CORP US N 2 2044-06-01 Fixed 0.04125000 N N N N N N RAYMOND JAMES FINANCIAL INC. RGUZHJ05YTITL6D76949 754730AK5 80000.00000000 PA USD 77461.81000000 0.001922898470 Long DBT CORP US N 2 2055-09-11 Fixed 0.05650000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W2V9 3939953.87800000 PA USD 3506743.34000000 0.087050785463 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 0.03000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AW5 100000.00000000 PA USD 62264.49000000 0.001545642847 Long DBT CORP US N 2 2052-02-15 Fixed 0.02850000 N N N N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 01609WAR3 230000.00000000 PA USD 226216.50000000 0.005615558967 Long DBT CORP KY N 2 2034-11-28 Fixed 0.04500000 N N N N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021BA3 100000.00000000 PA USD 102239.23000000 0.002537968825 Long DBT CORP US N 2 2035-05-09 Fixed 0.05300000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FM0 1170000.00000000 PA USD 1152344.64000000 0.028605602495 Long DBT CORP US N 2 2027-11-15 Fixed 0.03125000 N N N N N N ALBERTA PROVINCE CDA LQPXMHHNJKIPJYE53543 013051EA1 225000.00000000 PA USD 222019.65000000 0.005511377094 Long DBT NUSS CA N 2 2028-03-15 Fixed 0.03300000 N N N N N N MOODYS CORP 549300GCEDD8YCF5WU84 615369AW5 140000.00000000 PA USD 123356.49000000 0.003062180007 Long DBT CORP US N 2 2031-08-19 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNL1 20040000.00000000 PA USD 20005556.25000000 0.496614441474 Long DBT UST US N 2 2027-06-30 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J8DJ9 214655.99900000 PA USD 195517.61000000 0.004853495072 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.03000000 N N N N N N GE HEALTHCARE TECHNOLOGIES INC 549300OI9J7XOWZMUN85 36266GAB3 100000.00000000 PA USD 100254.52000000 0.002488700730 Long DBT CORP US N 2 2031-01-15 Fixed 0.04800000 N N N N N N ENBRIDGE ENERGY PARTNERS LP CZ6VG2MNE1J6YDI02G48 29250RAX4 210000.00000000 PA USD 244381.67000000 0.006066487981 Long DBT CORP US N 2 2045-10-15 Fixed 0.07375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DRS3 1540916.53900000 PA USD 1306255.14000000 0.032426249921 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LU3 470000.00000000 PA USD 408185.17000000 0.010132717515 Long DBT CORP US N 2 2039-01-24 Variable 0.03878000 N N N N N N GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV N/A 38122NB68 60000.00000000 PA USD 46500.77000000 0.001154327009 Long DBT MUN US N 2 2042-06-01 Fixed 0.03293000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AL5 50000.00000000 PA USD 53141.20000000 0.001319167886 Long DBT CORP CA N 2 2038-03-15 Fixed 0.06250000 N N N N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 74949LAG7 140000.00000000 PA USD 141817.60000000 0.003520455384 Long DBT CORP US N 2 2035-03-27 Fixed 0.05250000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13648TAG2 260000.00000000 PA USD 185224.11000000 0.004597971022 Long DBT CORP CA N 2 2050-05-01 Fixed 0.03500000 N N N N N N TRANE TECHNOLOGIES FINANCING LTD 549300A5OEF3CJI2CO89 456873AD0 180000.00000000 PA USD 177358.17000000 0.004402708299 Long DBT CORP IE N 2 2029-03-21 Fixed 0.03800000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 94974BGQ7 97000.00000000 PA USD 84890.88000000 0.002107316409 Long DBT CORP US N 2 2045-11-17 Fixed 0.04900000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLU3 13820000.00000000 PA USD 13782750.82000000 0.342140604086 Long DBT UST US N 2 2031-10-31 Fixed 0.04125000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EV6 210000.00000000 PA USD 155533.21000000 0.003860929296 Long DBT CORP US N 2 2060-03-19 Fixed 0.03875000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137BA4 550000.00000000 PA USD 511755.60000000 0.012703731817 Long DBT CORP US N 2 2030-06-01 Fixed 0.02650000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PA3 100000.00000000 PA USD 106951.18000000 0.002654937451 Long DBT CORP US N 2 2033-11-17 Variable 0.06270000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286DK0 600000.00000000 PA USD 586620.00000000 0.014562152634 Long DBT NUSS PH N 2 2036-01-27 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DQ54 86353.94600000 PA USD 81647.66000000 0.002026807281 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.02500000 N N N N N N PPL ELEC UTILS CORP 549300GCZLSGYEYPIR35 69351UBB8 100000.00000000 PA USD 93604.64000000 0.002323625268 Long DBT CORP US N 2 2053-05-15 Fixed 0.05250000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJT7 2030000.00000000 PA USD 1842853.12000000 0.045746664650 Long DBT CORP US N 2 2032-04-22 Variable 0.02687000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H76P7 93434.58400000 PA USD 88430.00000000 0.002195170907 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335AS33 285865.67400000 PA USD 268130.37000000 0.006656021571 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418E5P1 1508209.38600000 PA USD 1520835.06000000 0.037752944454 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QPKM8 502741.29000000 PA USD 459116.87000000 0.011397037158 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03500000 N N N N N N LAZARD GROUP LLC FI94J2CJ1D7BIGVMS874 52107QAJ4 100000.00000000 PA USD 99626.31000000 0.002473106155 Long DBT CORP US N 2 2028-09-19 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HNFH0 348316.98000000 PA USD 298320.64000000 0.007405459571 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02500000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167FV0 500000.00000000 PA USD 491760.82000000 0.012207384884 Long DBT CORP PH N 2 2033-01-12 Fixed 0.04000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AQ5 50000.00000000 PA USD 50373.59000000 0.001250465218 Long DBT CORP US N 2 2035-03-15 Fixed 0.05725000 N N N N N N ORLANDO HEALTH OBLIGATED GRP N/A 686514AP5 90000.00000000 PA USD 92502.74000000 0.002296271894 Long DBT CORP US N 2 2035-10-01 Fixed 0.05475000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6BH2 125397.90000000 PA USD 112643.49000000 0.002796242362 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D55X6 209285.08000000 PA USD 197748.26000000 0.004908868339 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.02500000 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BT2 280000.00000000 PA USD 269821.67000000 0.006698006107 Long DBT CORP US N 2 2035-03-15 Fixed 0.04375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFH9 3090000.00000000 PA USD 3059462.12000000 0.075947554416 Long DBT UST US N 2 2027-08-31 Fixed 0.03125000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KG1 300000.00000000 PA USD 310974.71000000 0.007719581999 Long DBT CORP US N 2 2032-06-15 Fixed 0.05900000 N N N N N N MORGAN STANLEY BK NA SALT LAKE G1MLHIS0N32I3QPILB75 61778EUR0 500000.00000000 PA USD 501417.34000000 0.012447096653 Long DBT CORP US N 2 2030-05-10 Variable 0.04788000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNY3 8810000.00000000 PA USD 8684732.81000000 0.215588293567 Long DBT UST US N 2 2028-09-15 Fixed 0.03375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FJCB7 22536.22620000 PA USD 20167.39000000 0.000500631774 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03000000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AN1 220000.00000000 PA USD 218399.60000000 0.005421513604 Long DBT CORP US N 2 2054-03-05 Fixed 0.05900000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RT7 148000.00000000 PA USD 95795.31000000 0.002378006078 Long DBT UST US N 2 2046-08-15 Fixed 0.02250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHT1 4340000.00000000 PA USD 4226583.60000000 0.104919974612 Long DBT UST US N 2 2033-08-15 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCJ0 3067790.05300000 PA USD 2591018.97000000 0.064319003308 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N MANITOBA PROVINCE CDA 5493003QILFOB3JRKE30 563469VF9 190000.00000000 PA USD 193689.42000000 0.004808112402 Long DBT NUSS CA N 2 2034-05-31 Fixed 0.04900000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAC2 160000.00000000 PA USD 162416.18000000 0.004031790943 Long DBT CORP CA N 2 2031-02-04 Variable 0.05153000 N N N N N N LOS ANGELES CALIF DEPT ARPTS CUSTOMER FAC CHARGE REV N/A 54445CAK9 300000.00000000 PA USD 255691.47000000 0.006347240485 Long DBT MUN US N 2 2048-05-15 Fixed 0.04242000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YDF3 630000.00000000 PA USD 643052.04000000 0.015963011759 Long DBT CORP JP N 2 2030-07-10 Variable 0.05382000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 171239AG1 380000.00000000 PA USD 333224.00000000 0.008271894496 Long DBT CORP US N 2 2030-09-15 Fixed 0.01375000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TLM5 70000.00000000 PA USD 69694.17000000 0.001730075928 Long DBT CORP US N 2 2034-01-05 Fixed 0.04800000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XHZ2 281016.10900000 PA USD 279856.50000000 0.006947108978 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XL2S6 1913647.85800000 PA USD 1757760.96000000 0.043634351701 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C2E3 4664.41800000 PA USD 4684.77000000 0.000116293913 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.05000000 N N N N N N BURLINGTON NORTHN SANTA FE LLC N/A 12189LBC4 182000.00000000 PA USD 145058.90000000 0.003600916850 Long DBT CORP US N 2 2048-06-15 Fixed 0.04050000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YW26 138210.38000000 PA USD 129185.93000000 0.003206889009 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 0.04000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GF25 1500000.00000000 PA USD 1496861.76000000 0.037157835434 Long DBT CORP US N 2 2034-04-20 Variable 0.05094000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CC2 470000.00000000 PA USD 394652.63000000 0.009796788101 Long DBT CORP US N 2 2062-08-05 Fixed 0.05050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XGQ44 555399.75500000 PA USD 486085.92000000 0.012066512155 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CJ3 570000.00000000 PA USD 439255.27000000 0.010903996262 Long DBT CORP US N 2 2052-04-13 Fixed 0.03950000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBR1 1100000.00000000 PA USD 1091681.72000000 0.027099716742 Long DBT CORP US N 2 2029-02-15 Fixed 0.04150000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140M6KD4 21264.18700000 PA USD 21745.10000000 0.000539796572 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.06000000 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AF0 170000.00000000 PA USD 136776.46000000 0.003395315003 Long DBT CORP US N 2 2042-07-15 Fixed 0.04000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBK5 110000.00000000 PA USD 69407.28000000 0.001722954221 Long DBT CORP US N 2 2051-01-15 Fixed 0.02950000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 144141DB1 130000.00000000 PA USD 109334.95000000 0.002714111742 Long DBT CORP US N 2 2042-05-15 Fixed 0.04100000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SWX1 74303.67700000 PA USD 68880.13000000 0.001709868341 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 0.03500000 N N N N N N AMPHENOL CORPORATION NEW 549300D3L3G0R4U4VT04 032095BA8 250000.00000000 PA USD 241150.55000000 0.005986279221 Long DBT CORP US N 2 2036-02-15 Fixed 0.04625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XBR6 287952.09700000 PA USD 256470.81000000 0.006366586685 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 0.03000000 N N N N N N MOSAIC CO 2YD5STGSJNMUB7H76907 61945CAG8 170000.00000000 PA USD 168974.95000000 0.004194604707 Long DBT CORP US N 2 2027-11-15 Fixed 0.04050000 N N N N N N SOUTHERN COPPER CORP DEL 2549007U6NAP46Q9TU15 84265VAJ4 248000.00000000 PA USD 249939.36000000 0.006204451109 Long DBT CORP US N 2 2045-04-23 Fixed 0.05875000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBG0 490000.00000000 PA USD 396798.40000000 0.009850054321 Long DBT CORP US N 2 2046-04-01 Fixed 0.04550000 N N N N N N PG and E WILDFIRE RECOVERY N/A 693342AK3 150000.00000000 PA USD 137494.43000000 0.003413137765 Long DBT CORP US N 2 2054-06-01 Fixed 0.05099000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EU2 145000.00000000 PA USD 144095.46000000 0.003577000583 Long DBT USGSE US N 2 2027-02-01 Fixed 0.02875000 N N N N N N 2026-06-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX