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 2020-08-31 2020-02-29 N 444111380.25 8405399.22 435705981.03 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5458441.42000000 0.00000000 0.00000000 232672.18000000 USD N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEF9 160000.00000000 PA USD 175596.10000000 0.040301512406 Long DBT CORP US N 2 2027-01-20 Fixed 0.03625000 N N N N N N INGERSOLL-RAND GLOBAL HLDG CO LTD 549300UCF0D858BIOV83 45687AAN2 30000.00000000 PA USD 35818.59000000 0.008220816688 Long DBT CORP US N 2 2048-02-21 Fixed 0.04300000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YS3 1385000.00000000 PA USD 1462365.24000000 0.335631206288 Long DBT UST US N 2 2029-11-15 Fixed 0.01750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128283G3 220000.00000000 PA USD 220885.16000000 0.050695921014 Long DBT UST US N 2 2020-11-15 Fixed 0.01750000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAD7 401000.00000000 PA USD 414159.66000000 0.095054848460 Long DBT CORP IE N 2 2023-01-23 Fixed 0.03300000 N N N N N N JAPAN BANK INTL COOPERATION 549300TJ3QFYVCTSCJ29 471048BY3 200000.00000000 PA USD 210469.36000000 0.048305363975 Long DBT CORP JP N 2 2024-05-23 Fixed 0.02500000 N N N N N N ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 775109BF7 90000.00000000 PA USD 95005.67000000 0.021804995601 Long DBT CORP CA N 2 2026-11-15 Fixed 0.02900000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286R6 3658000.00000000 PA USD 3856617.99000000 0.885142311079 Long DBT UST US N 2 2024-04-30 Fixed 0.02250000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 744320BF8 74000.00000000 PA USD 83675.50000000 0.019204579152 Long DBT CORP US N 2 2048-09-15 Variable 0.05700000 N N N N N N GS MTG SECS CORP TR 2019 5493005BBCF84ICNQ550 36258YBG2 300000.00000000 PA USD 323720.34000000 0.074297887588 Long ABS-MBS CORP US N 2 2053-02-13 Fixed 0.02910600 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CZ49 68808.83400000 PA USD 72112.76000000 0.016550784965 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.03500000 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AD0 102000.00000000 PA USD 111712.10000000 0.025639331306 Long DBT CORP US N 2 2024-12-15 Fixed 0.04950000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3128MJV56 314023.08000000 PA USD 328413.50000000 0.075375026806 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 0.03000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807CZ8 116000.00000000 PA USD 142984.50000000 0.032816740238 Long DBT CORP US N 2 2046-11-30 Fixed 0.04250000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAT5 32000.00000000 PA USD 36374.91000000 0.008348499121 Long DBT CORP CA N 2 2029-04-01 Fixed 0.04200000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132D53W0 94499.34900000 PA USD 97036.81000000 0.022271167765 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 0.02500000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBD0 200000.00000000 PA USD 201722.03000000 0.046297741776 Long DBT CORP JP N 2 2026-05-25 Variable 0.02226000 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FIN LTD N/A 11134LAD1 167000.00000000 PA USD 170285.93000000 0.039082761636 Long DBT CORP US N 2 2022-01-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HKVK1 183161.12000000 PA USD 196164.79000000 0.045022285334 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 31418BF35 199999.81700000 PA USD 205557.63000000 0.047178060194 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 0.02500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD N/A 3137BXQY1 250000.00000000 PA USD 276197.90000000 0.063390890193 Long ABS-MBS USGSE US N 2 2027-03-25 Fixed 0.03224000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H4J88 85427.39000000 PA USD 88735.70000000 0.020365958665 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.02500000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CQ1 70000.00000000 PA USD 76440.91000000 0.017544149800 Long DBT CORP US N 2 2027-11-02 Fixed 0.03200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C4Y7 146457.45500000 PA USD 158454.85000000 0.036367380045 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.05000000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CAX3 352000.00000000 PA USD 378003.04000000 0.086756449637 Long DBT CORP US N 2 2027-08-15 Fixed 0.03150000 N N N N N N NATIONAL AUSTRALIA BK LIMITED ACTING THROUGH ITS NEW YORK BRANCH 3/A2 MED TERM BK NTS F8SB4JFBSYQFRQEH3Z21 63254AAY4 250000.00000000 PA USD 260370.98000000 0.059758413089 Long DBT CORP US N 2 2023-04-12 Fixed 0.02875000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3128MMU68 17283.95500000 PA USD 17825.39000000 0.004091151091 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 0.02500000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AP9 110000.00000000 PA USD 126310.44000000 0.028989833855 Long DBT CORP US N 2 2049-06-14 Fixed 0.04000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DK8 230000.00000000 PA USD 219616.00000000 0.050404632839 Long DBT CORP US N 2 2044-07-15 Fixed 0.04500000 N N N N N N SPECTRA ENERGY PARTNERS LP 2HKVXE7U4NF5B6UGSU72 84756NAD1 151000.00000000 PA USD 166117.59000000 0.038126075204 Long DBT CORP US N 2 2024-03-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H7DR5 643668.08200000 PA USD 688126.43000000 0.157933666270 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04000000 N N N N N N ONEOK INC NEW 2T3D6M0JSY48PSZI1Q41 682680AS2 80000.00000000 PA USD 87035.84000000 0.019975819426 Long DBT CORP US N 2 2027-07-13 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UGD8 180146.82500000 PA USD 190410.89000000 0.043701692951 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UCB6 320370.18400000 PA USD 337024.47000000 0.077351352672 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q8BQ7 87233.13800000 PA USD 90829.46000000 0.020846502906 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.02500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHS1 200000.00000000 PA USD 256088.24000000 0.058775470420 Long DBT CORP US N 2 2050-03-15 Variable 0.04330000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958667AB3 120000.00000000 PA USD 119919.61000000 0.027523058030 Long DBT CORP US N 2 2025-02-01 Fixed 0.03100000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128283L2 186000.00000000 PA USD 187082.58000000 0.042937803965 Long DBT UST US N 2 2020-12-15 Fixed 0.01875000 N N N N N N KANSAS ST DEV FIN AUTH REV N/A 485429Z72 140000.00000000 PA USD 195153.00000000 0.044790066810 Long DBT MUN US N 2 2045-04-15 Fixed 0.04927000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132XXWB1 15598.22700000 PA USD 16571.44000000 0.003803353803 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CE8 230000.00000000 PA USD 276811.87000000 0.063531804026 Long DBT CORP US N 2 2046-07-15 Fixed 0.04800000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286X3 913000.00000000 PA USD 974199.53000000 0.223591039006 Long DBT UST US N 2 2026-05-31 Fixed 0.02125000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHM4 360000.00000000 PA USD 414281.80000000 0.095082881125 Long DBT CORP US N 2 2029-07-23 Variable 0.04271000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HDSY1 398474.22800000 PA USD 412307.78000000 0.094629818719 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285F3 925000.00000000 PA USD 953364.26000000 0.218809082617 Long DBT UST US N 2 2021-10-15 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284M9 81000.00000000 PA USD 88869.02000000 0.020396557281 Long DBT UST US N 2 2025-04-30 Fixed 0.02875000 N N N N N N ONTARIO PROVINCE CDA C7PVKCRGLG18EBQGZV36 68323ADP6 300000.00000000 PA USD 323361.00000000 0.074215414540 Long DBT NUSS CA N 2 2026-04-27 Fixed 0.02500000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AFW94 230000.00000000 PA USD 243263.24000000 0.055831971694 Long DBT USGSE US N 2 2024-02-13 Fixed 0.02500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PAP1 670000.00000000 PA USD 707881.23000000 0.162467641212 Long DBT CORP US N 2 2024-04-23 Variable 0.03559000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YD6 648000.00000000 PA USD 662073.75000000 0.151954248696 Long DBT UST US N 2 2026-08-31 Fixed 0.01375000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAG0 150000.00000000 PA USD 165454.31000000 0.037973844106 Long DBT CORP IE N 2 2025-10-01 Fixed 0.04450000 N N N N N N PPL CAP FDG INC 549300MROK5WY0D2NU17 69352PAM5 90000.00000000 PA USD 100987.40000000 0.023177877834 Long DBT CORP US N 2 2047-09-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132DV4N2 547005.93100000 PA USD 558103.31000000 0.128091725681 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.02500000 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 931427AQ1 195000.00000000 PA USD 205033.22000000 0.047057701506 Long DBT CORP US N 2 2026-06-01 Fixed 0.03450000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WCT6 428000.00000000 PA USD 459127.07000000 0.105375434350 Long DBT CORP US N 2 2024-01-12 Fixed 0.03550000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286B1 1038000.00000000 PA USD 1171277.58000000 0.268822928992 Long DBT UST US N 2 2029-02-15 Fixed 0.02625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RS9 122000.00000000 PA USD 143268.98000000 0.032882031975 Long DBT UST US N 2 2046-05-15 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RY6 177000.00000000 PA USD 219009.84000000 0.050265511499 Long DBT UST US N 2 2047-08-15 Fixed 0.02750000 N N N N N N LANDWIRTSCHAFTLICHE RENTENBANK 529900Z3J0N6S0F7CT25 515110BV5 170000.00000000 PA USD 183170.50000000 0.042039932425 Long DBT CORP DE N 2 2023-11-14 Fixed 0.03125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HEAW2 202816.97700000 PA USD 214353.77000000 0.049196884902 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04000000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NCM1 284000.00000000 PA USD 372654.96000000 0.085528998045 Long DBT CORP US N 2 2048-10-15 Fixed 0.04700000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RH3 1405000.00000000 PA USD 1819035.94000000 0.417491615722 Long DBT UST US N 2 2044-08-15 Fixed 0.03125000 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BJ5 74000.00000000 PA USD 87663.05000000 0.020119772006 Long DBT CORP US N 2 2048-04-15 Fixed 0.05200000 N N N N N N JPMBB COML MTG SECS TR 2014-C24 N/A 46643GAE0 400000.00000000 PA USD 435383.52000000 0.099925991139 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 0.03638500 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SF6 897000.00000000 PA USD 1173528.28000000 0.269339492936 Long DBT UST US N 2 2049-02-15 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132ADXY9 185199.66400000 PA USD 197656.45000000 0.045364640056 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.04500000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BH2 70000.00000000 PA USD 72802.49000000 0.016709086670 Long DBT CORP US N 2 2029-11-15 Fixed 0.02450000 N N N N N N SHELL INTL FIN B V 213800ITMMKU4Z7I4F78 822582BY7 106000.00000000 PA USD 120588.27000000 0.027676523906 Long DBT CORP NL N 2 2046-09-12 Fixed 0.03750000 N N N N N N SHERWIN WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AU0 32000.00000000 PA USD 32757.89000000 0.007518347561 Long DBT CORP US N 2 2022-06-01 Fixed 0.02750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828Y87 1867000.00000000 PA USD 1933876.52000000 0.443848972517 Long DBT UST US N 2 2024-07-31 Fixed 0.01750000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780CG9 200000.00000000 PA USD 216500.00000000 0.049689471668 Long DBT NUSS ID N 2 2024-02-11 Fixed 0.04450000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UEC2 52242.82600000 PA USD 56355.86000000 0.012934378331 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q7BN6 33182.81500000 PA USD 34838.34000000 0.007995836990 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.03500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD N/A 3137FL2L7 165000.00000000 PA USD 193947.65000000 0.044513423832 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 0.03718000 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 500769HR8 815000.00000000 PA USD 846993.22000000 0.194395591723 Long DBT CORP DE N 2 2022-12-29 Fixed 0.02375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JR4B4 100000.03800000 PA USD 106693.37000000 0.024487469680 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 0.04500000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RJK9 110000.00000000 PA USD 124356.30000000 0.028541334159 Long DBT CORP US N 2 2044-06-01 Fixed 0.04650000 N N N N N N WESTERN UN CO 28ID94QU1140NC23S047 959802AY5 100000.00000000 PA USD 102828.86000000 0.023600516053 Long DBT CORP US N 2 2025-01-10 Fixed 0.02850000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132A5KF1 91834.35300000 PA USD 99497.80000000 0.022835995908 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828XX3 210000.00000000 PA USD 219622.27000000 0.050406071883 Long DBT UST US N 2 2024-06-30 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4F27 80176.32500000 PA USD 84326.04000000 0.019353886260 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 0.04000000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AN0 377000.00000000 PA USD 450757.84000000 0.103454590853 Long DBT CORP US N 2 2048-04-15 Fixed 0.04600000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XCF1 70000.00000000 PA USD 72136.63000000 0.016556263430 Long DBT CORP US N 2 2023-01-05 Fixed 0.03250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9WN7 436423.05400000 PA USD 477015.85000000 0.109481134243 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.05500000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAR4 62000.00000000 PA USD 84239.79000000 0.019334090801 Long DBT CORP US N 2 2046-07-15 Fixed 0.08350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J6GR2 869815.94600000 PA USD 923370.77000000 0.211925199607 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.04000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAV1 25000.00000000 PA USD 28548.34000000 0.006552202917 Long DBT CORP US N 2 2036-05-14 Fixed 0.04300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140E4NR4 82103.76460000 PA USD 86826.88000000 0.019927860479 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 0.03500000 N N N N N N MAGELLAN MIDSTREAM PARTNRS MLP MZF5TI8NFVZZNUSKDL39 559080AK2 147000.00000000 PA USD 170987.04000000 0.039243675194 Long DBT CORP US N 2 2026-03-01 Fixed 0.05000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CF5 100000.00000000 PA USD 124227.58000000 0.028511791301 Long DBT CORP US N 2 2051-06-15 Fixed 0.04663000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAU2 56000.00000000 PA USD 69697.45000000 0.015996440956 Long DBT CORP CA N 2 2049-04-01 Fixed 0.05000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DC1 100000.00000000 PA USD 101938.44000000 0.023396153470 Long DBT CORP US N 2 2022-09-12 Fixed 0.02100000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128282V1 57000.00000000 PA USD 57048.98000000 0.013093458084 Long DBT UST US N 2 2020-09-15 Fixed 0.01375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UMN9 65060.08900000 PA USD 69559.18000000 0.015964706253 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JKRG3 20364.71900000 PA USD 21459.48000000 0.004925220431 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SB89 477283.87900000 PA USD 505424.63000000 0.116001306386 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284L1 1347000.00000000 PA USD 1424873.44000000 0.327026366870 Long DBT UST US N 2 2023-04-30 Fixed 0.02750000 N N N N N N ONEOK INC NEW 2T3D6M0JSY48PSZI1Q41 682680AV5 22000.00000000 PA USD 25014.86000000 0.005741224837 Long DBT CORP US N 2 2048-07-15 Fixed 0.05200000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828Z52 1087000.00000000 PA USD 1110650.74000000 0.254908307059 Long DBT UST US N 2 2025-01-31 Fixed 0.01375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GSRR5 713406.85100000 PA USD 759337.98000000 0.174277612211 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 0.04000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F040636 1250000.00000000 PA USD 1316643.00000000 0.302186120302 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H4AW4 77262.92900000 PA USD 79506.57000000 0.018247757309 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810PX0 69000.00000000 PA USD 103427.23000000 0.023737849490 Long DBT UST US N 2 2038-05-15 Fixed 0.04500000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAE0 140000.00000000 PA USD 170357.50000000 0.039099187850 Long DBT CORP US N 2 2038-11-15 Fixed 0.05319000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J8YS6 787810.36300000 PA USD 855820.61000000 0.196421588699 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4W85 87861.82800000 PA USD 92354.41000000 0.021196498102 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828WG1 43000.00000000 PA USD 43591.25000000 0.010004739869 Long DBT UST US N 2 2021-04-30 Fixed 0.02250000 N N N N N N CSAIL 2019-C17 COML MTG TR N/A 12597BAU3 200000.00000000 PA USD 216627.08000000 0.049718638125 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 0.03016100 N N N N N N ALEXANDRIA REAL EST EQUITS INC MGCJBT4MKTQBVLNUIS88 015271AQ2 140000.00000000 PA USD 187898.07000000 0.043124969172 Long DBT CORP US N 2 2049-04-15 Fixed 0.04850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FB5T3 180421.95000000 PA USD 185999.53000000 0.042689230375 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3128MJ3Y4 253131.20800000 PA USD 268845.59000000 0.061703442620 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828Y61 1141000.00000000 PA USD 1211777.66000000 0.278118206487 Long DBT UST US N 2 2023-07-31 Fixed 0.02750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128283X6 576000.00000000 PA USD 582322.50000000 0.133650334251 Long DBT UST US N 2 2021-02-15 Fixed 0.02250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285S5 1000.00000000 PA USD 1011.17000000 0.000232076226 Long DBT UST US N 2 2020-12-31 Fixed 0.02500000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BY7 60000.00000000 PA USD 64864.25000000 0.014887160797 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 31418CJJ4 581402.73170000 PA USD 604043.54000000 0.138635585991 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 0.03000000 N N N N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746AF5 210000.00000000 PA USD 222808.62000000 0.051137379265 Long DBT CORP US N 2 2023-05-15 Fixed 0.03700000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 05531FBF9 350000.00000000 PA USD 377917.61000000 0.086736842378 Long DBT CORP US N 2 2023-12-06 Fixed 0.03750000 N N N N N N TOTAL CAPITAL INTL SA 549300U37G2I8G4RUG09 89153VAU3 140000.00000000 PA USD 153263.34000000 0.035175863236 Long DBT CORP FR N 2 2049-07-12 Fixed 0.03461000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAE0 400000.00000000 PA USD 428375.00000000 0.098317447694 Long DBT NUSS MX N 2 2028-01-11 Fixed 0.03750000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058GQ0 300000.00000000 PA USD 318333.38000000 0.073061512547 Long DBT CORP US N 2 2024-03-19 Fixed 0.02500000 N N N N N N CANADIAN NATL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AY7 40000.00000000 PA USD 47598.84000000 0.010924532155 Long DBT CORP CA N 2 2047-06-01 Fixed 0.04950000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 00440EAW7 74000.00000000 PA USD 95772.10000000 0.021980900921 Long DBT CORP US N 2 2045-11-03 Fixed 0.04350000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAF7 400000.00000000 PA USD 452500.00000000 0.103854438474 Long DBT NUSS MX N 2 2029-04-22 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HMKD5 52068.61200000 PA USD 55814.08000000 0.012810033010 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04500000 N N N N N N KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 49456BAM3 110000.00000000 PA USD 114130.18000000 0.026194311065 Long DBT CORP US N 2 2023-01-15 Fixed 0.03150000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828XR6 130000.00000000 PA USD 132452.73000000 0.030399566626 Long DBT UST US N 2 2022-05-31 Fixed 0.01750000 N N N N N N NOBLE ENERGY INC 02VFQXG2D1LR5ZH3K186 655044AN5 100000.00000000 PA USD 103932.84000000 0.023853893342 Long DBT CORP US N 2 2047-08-15 Fixed 0.04950000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SNZ6 63551.48910000 PA USD 72296.10000000 0.016592863799 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 0.05500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCL4 340000.00000000 PA USD 314738.00000000 0.072236327639 Long DBT CORP MX N 2 2048-02-12 Fixed 0.06350000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167ED1 83000.00000000 PA USD 84638.73000000 0.019425652546 Long DBT CORP PH N 2 2022-09-13 Fixed 0.01750000 N N N N N N BANK 2020-BNK25 N/A 06539WBB1 240000.00000000 PA USD 254507.64000000 0.058412702850 Long ABS-MBS CORP US N 2 2063-01-15 Fixed 0.02649000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3128MJ4Q0 1113917.81700000 PA USD 1163590.09000000 0.267058553396 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.03500000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AM3 250000.00000000 PA USD 271042.42000000 0.062207642722 Long DBT CORP US N 2 2028-04-15 Fixed 0.03250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EWR80 31259.85100000 PA USD 34141.86000000 0.007835986074 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 0.04000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3137EAEP0 630000.00000000 PA USD 643551.10000000 0.147703067669 Long DBT USGSE US N 2 2025-02-12 Fixed 0.01500000 N N N N N N PUBLIC SERVICE ELEC and GAS CO 549300RUHPVD434XUK18 74456QCC8 80000.00000000 PA USD 87027.32000000 0.019973863979 Long DBT CORP US N 2 2050-01-01 Fixed 0.03150000 N N N N N N GLAXOSMITHKLINE CAPITAL INC 5493007Q8VD7Q3ZYZS59 377372AL1 240000.00000000 PA USD 253838.08000000 0.058259030413 Long DBT CORP US N 2 2023-05-15 Fixed 0.03375000 N N N N N N LYB INTERNATIONAL FINANCE II BV 549300ZSNDBYN4Z4VZ93 50247WAB3 290000.00000000 PA USD 314663.66000000 0.072219265674 Long DBT CORP NL N 2 2027-03-02 Fixed 0.03500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QU5 166000.00000000 PA USD 213666.64000000 0.049039179929 Long DBT UST US N 2 2042-02-15 Fixed 0.03125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SLR6 1026972.81190000 PA USD 1074437.44000000 0.246596899464 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 0.03000000 N N N N N N NEW JERSEY ST TRANSN TR FD AUT N/A 6461366S5 30000.00000000 PA USD 33112.50000000 0.007599735014 Long DBT MUN US N 2 2042-06-15 Fixed 0.04131000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H76P7 296091.76400000 PA USD 303949.77000000 0.069760293232 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 0.02500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDR0 100000.00000000 PA USD 103285.49000000 0.023705318379 Long DBT CORP US N 2 2024-08-15 Fixed 0.02375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HLH33 175064.25700000 PA USD 188258.99000000 0.043207804849 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 949746SH5 100000.00000000 PA USD 106022.86000000 0.024333579206 Long DBT CORP US N 2 2026-10-23 Fixed 0.03000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAR8 29000.00000000 PA USD 29712.47000000 0.006819385386 Long DBT CORP US N 2 2022-09-01 Fixed 0.02500000 N N N N N N ONTARIO PROVINCE CDA C7PVKCRGLG18EBQGZV36 68323AFC3 100000.00000000 PA USD 107612.00000000 0.024698306813 Long DBT NUSS CA N 2 2024-01-29 Fixed 0.03050000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BF5 489000.00000000 PA USD 497851.02000000 0.114263067682 Long DBT CORP GB N 2 2022-01-05 Fixed 0.02650000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YY0 3742000.00000000 PA USD 3887587.19000000 0.892250131799 Long DBT UST US N 2 2024-12-31 Fixed 0.01750000 N N N N N N DH EUROPE FINANCE II SARL 222100KDGL314CKTZ511 23291KAG0 110000.00000000 PA USD 113092.13000000 0.025956065540 Long DBT CORP LU N 2 2024-11-15 Fixed 0.02200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UH54 117512.57600000 PA USD 124070.28000000 0.028475688974 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 0.04500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RJ9 659000.00000000 PA USD 837084.46000000 0.192121406738 Long DBT UST US N 2 2044-11-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X3AW8 299999.64100000 PA USD 311538.74000000 0.071502057250 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179USW3 85979.64500000 PA USD 91488.76000000 0.020997820544 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UEB4 54414.15500000 PA USD 58436.37000000 0.013411881531 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 0.05000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD N/A 3137FARE0 60000.00000000 PA USD 63380.30000000 0.014546575617 Long ABS-MBS USGSE US N 2 2024-07-25 Fixed 0.02946000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VCM4 214000.00000000 PA USD 300696.17000000 0.069013551131 Long DBT CORP US N 2 2054-08-21 Fixed 0.05012000 N N N N N N CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 549300PXR5FKNXF0OH19 225433AT8 500000.00000000 PA USD 531283.94000000 0.121936343114 Long DBT CORP GG N 2 2023-06-09 Fixed 0.03800000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BD4 50000.00000000 PA USD 64172.84000000 0.014728473510 Long DBT CORP US N 2 2046-03-01 Fixed 0.04750000 N N N N N N ROCKWELL COLLINS INC XO75O7GICH1NPWLBRL05 774341AL5 100000.00000000 PA USD 128546.49000000 0.029503035440 Long DBT CORP US N 2 2047-04-15 Fixed 0.04350000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200JY8 100000.00000000 PA USD 105935.46000000 0.024313519807 Long DBT CORP US N 2 2024-05-15 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UUK6 300000.12100000 PA USD 311517.34000000 0.071497145681 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 0.04000000 N N N N N N ENCANA CORP CZ72ZHBVKZXQRV3XFE26 292505AG9 70000.00000000 PA USD 76867.79000000 0.017642124126 Long DBT CORP CA N 2 2038-02-01 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UD90 458768.67900000 PA USD 482187.44000000 0.110668079162 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 0.04000000 N N N N N N FORD MTR CR CO LLC UDSQCVRUX5BONN0VY111 345397VU4 221000.00000000 PA USD 231018.29000000 0.053021601735 Long DBT CORP US N 2 2021-08-02 Fixed 0.05875000 N N N N N N BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC N/A 05723KAF7 290000.00000000 PA USD 307020.86000000 0.070465146995 Long DBT CORP US N 2 2047-12-15 Fixed 0.04080000 N N N N N N CAMPBELL SOUP CO 5493007JDSMX8Z5Z1902 134429BG3 260000.00000000 PA USD 289639.99000000 0.066476018831 Long DBT CORP US N 2 2028-03-15 Fixed 0.04150000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBU2 100000.00000000 PA USD 104839.43000000 0.024061967144 Long DBT CORP US N 2 2026-11-21 Fixed 0.02950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CDL5 1390766.04700000 PA USD 1447740.59000000 0.332274665263 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03000000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAG7 480000.00000000 PA USD 489705.03000000 0.112393460572 Long DBT CORP US N 2 2022-09-15 Fixed 0.02150000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAH8 164000.00000000 PA USD 173533.60000000 0.039828142728 Long DBT CORP CA N 2 2024-06-10 Fixed 0.03500000 N N N N N N AON PLC VVT2B79I2Z4U3R6BY589 00185AAH7 140000.00000000 PA USD 178215.09000000 0.040902603535 Long DBT CORP GB N 2 2045-05-15 Fixed 0.04750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SK5 607000.00000000 PA USD 708553.95000000 0.162622038909 Long DBT UST US N 2 2049-11-15 Fixed 0.02375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RK6 763000.00000000 PA USD 891607.23000000 0.204635067871 Long DBT UST US N 2 2045-02-15 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128282R0 1371000.00000000 PA USD 1488231.21000000 0.341567771569 Long DBT UST US N 2 2027-08-15 Fixed 0.02250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828Y95 800000.00000000 PA USD 842281.25000000 0.193314135373 Long DBT UST US N 2 2026-07-31 Fixed 0.01875000 N N N N N N FORD CR FLOORPLAN MAST OWN TR N/A 34528PAK2 60000.00000000 PA USD 68881.46000000 0.015809160993 Long ABS-CBDO CORP US N 2 2030-11-15 Fixed 0.04060000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFK5 30000.00000000 PA USD 32239.22000000 0.007399306276 Long DBT CORP US N 2 2049-09-01 Fixed 0.03625000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132AECG9 199999.88600000 PA USD 207163.22000000 0.047546563283 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 0.03000000 N N N N N N ENERGY TRANSFER OPERATING MLP 5493008K8W3OKZE54J59 29278NAF0 147000.00000000 PA USD 161990.92000000 0.037178952562 Long DBT CORP US N 2 2028-06-15 Fixed 0.04950000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BJ5 150000.00000000 PA USD 151359.67000000 0.034738947039 Long DBT CORP US N 2 2050-02-15 Fixed 0.03300000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591ES7 50000.00000000 PA USD 77922.79000000 0.017884259889 Long DBT USGSE US N 2 2065-09-15 Fixed 0.04250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HJR94 147314.38000000 PA USD 156384.57000000 0.035892224759 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 0.04000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 94974BGU8 388000.00000000 PA USD 487354.53000000 0.111853991273 Long DBT CORP US N 2 2046-12-07 Fixed 0.04750000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBE2 100000.00000000 PA USD 122823.91000000 0.028189631390 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 31418CUG7 79070.92400000 PA USD 81416.49000000 0.018686107959 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 0.02500000 N N N N N N CORPOARATE OFFICE PPTYS LP H0TWO5VRNEP6CQAWPX27 22003BAG1 80000.00000000 PA USD 83873.46000000 0.019250013461 Long DBT CORP US N 2 2023-05-15 Fixed 0.03600000 N N N N N N SHERWIN WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AV8 160000.00000000 PA USD 170049.28000000 0.039028447486 Long DBT CORP US N 2 2024-06-01 Fixed 0.03125000 N N N N N N AMERICAN ELECTRIC POWER CO INC 1B4S6S7G0TW5EE83BO58 025537AM3 194000.00000000 PA USD 225531.32000000 0.051762273142 Long DBT CORP US N 2 2028-12-01 Fixed 0.04300000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638AU6 150000.00000000 PA USD 227554.70000000 0.052226664289 Long DBT NUSS PE N 2 2037-03-14 Fixed 0.06550000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G0T94 655000.00000000 PA USD 681846.61000000 0.156492368635 Long DBT USGSE US N 2 2023-01-19 Fixed 0.02375000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167EQ2 200000.00000000 PA USD 204154.89000000 0.046856113730 Long DBT CORP PH N 2 2024-10-18 Fixed 0.01500000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00772BAF8 163000.00000000 PA USD 168381.62000000 0.038645698551 Long DBT CORP IE N 2 2021-05-15 Fixed 0.04500000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EC3 190000.00000000 PA USD 229278.69000000 0.052622341666 Long DBT CORP US N 2 2036-12-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RTC3 88424.37600000 PA USD 97433.69000000 0.022362256714 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 0.05000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAF1 100000.00000000 PA USD 101739.92000000 0.023350590634 Long DBT CORP US N 2 2025-02-15 Fixed 0.02242000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ERJT8 211912.24950000 PA USD 236026.23000000 0.054170986921 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VDN7 1795840.27000000 PA USD 1858076.01000000 0.426451802568 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 0.03000000 N N N N N N OESTERREICHISCHE KONTROLLBANK 5299000OVRLMF858L016 676167BQ1 250000.00000000 PA USD 251583.31000000 0.057741532352 Long DBT CORP AT N 2 2021-01-20 Fixed 0.01875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F8CM7 19312.88800000 PA USD 21093.45000000 0.004841211945 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.04000000 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556BF8 173000.00000000 PA USD 188667.71000000 0.043301611227 Long DBT CORP US N 2 2024-02-01 Fixed 0.04150000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SH2 509000.00000000 PA USD 652136.37000000 0.149673495061 Long DBT UST US N 2 2049-05-15 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285L0 1335000.00000000 PA USD 1378231.05000000 0.316321352014 Long DBT UST US N 2 2021-11-15 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284S6 1025000.00000000 PA USD 1085699.22000000 0.249181619548 Long DBT UST US N 2 2023-05-31 Fixed 0.02750000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BH1 400000.00000000 PA USD 434608.96000000 0.099748219882 Long DBT CORP GB N 2 2026-11-23 Fixed 0.04375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E0SN0 93857.25200000 PA USD 99741.62000000 0.022891955663 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284X5 738000.00000000 PA USD 784903.36000000 0.180145188308 Long DBT UST US N 2 2023-08-31 Fixed 0.02750000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132DV3U7 381333.58900000 PA USD 396001.09000000 0.090887228369 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YT1 5067000.00000000 PA USD 5116284.48000000 1.174251606072 Long DBT UST US N 2 2021-11-30 Fixed 0.01500000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 780082AD5 210000.00000000 PA USD 242831.61000000 0.055732907183 Long DBT CORP CA N 2 2026-01-27 Fixed 0.04650000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H030633 100000.00000000 PA USD 103323.34000000 0.023714005429 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EVAK3 182556.97800000 PA USD 199387.87000000 0.045762022712 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.04000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785HX7 210000.00000000 PA USD 221062.52000000 0.050736627364 Long DBT CORP LU N 2 2024-06-24 Fixed 0.02250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YC8 2486000.00000000 PA USD 2504839.21000000 0.574892087567 Long DBT UST US N 2 2021-08-31 Fixed 0.01500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHQ5 65000.00000000 PA USD 73685.16000000 0.016911670531 Long DBT CORP US N 2 2030-02-07 Variable 0.03974000 N N N N N N ENTERPRISE PRODS OPER LLC 5493004LGN656HWLDA30 29379VBK8 831000.00000000 PA USD 842097.59000000 0.193271983094 Long DBT CORP US N 2 2021-04-15 Fixed 0.02850000 N N N N N N BHP BILLITON FIN USA LTD N/A 055451AV0 151000.00000000 PA USD 204994.48000000 0.047048810189 Long DBT CORP AU N 2 2043-09-30 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128287A2 3498000.00000000 PA USD 3525874.69000000 0.809232565884 Long DBT UST US N 2 2021-06-30 Fixed 0.01625000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAW9 150000.00000000 PA USD 172881.92000000 0.039678573975 Long DBT CORP US N 2 2046-05-14 Fixed 0.04450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WHFR8 109403.66900000 PA USD 114022.29000000 0.026169548953 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828T34 549000.00000000 PA USD 550308.16000000 0.126302640762 Long DBT UST US N 2 2021-09-30 Fixed 0.01125000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2C6 40000.00000000 PA USD 43013.88000000 0.009872226196 Long DBT CORP US N 2 2024-01-24 Fixed 0.03750000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3128MJ3J7 797133.64600000 PA USD 838160.04000000 0.192368265870 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.03500000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RAG2 230000.00000000 PA USD 244480.37000000 0.056111318330 Long DBT CORP US N 2 2023-04-28 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CKV5 619254.47830000 PA USD 644623.04000000 0.147949091374 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EVS99 177556.79200000 PA USD 193871.21000000 0.044495879891 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.04000000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RFU1 210000.00000000 PA USD 263150.37000000 0.060396318034 Long DBT CORP US N 2 2050-02-15 Fixed 0.05150000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C2E3 34850.03800000 PA USD 37727.73000000 0.008658988318 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.05000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BG0 140000.00000000 PA USD 154573.92000000 0.035476657821 Long DBT CORP US N 2 2025-06-12 Fixed 0.04450000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NCZ2 100000.00000000 PA USD 110362.53000000 0.025329588026 Long DBT CORP US N 2 2050-02-01 Fixed 0.03450000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NLC0 10192.95100000 PA USD 10702.27000000 0.002456305505 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 0.03000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785GX8 685000.00000000 PA USD 706156.26000000 0.162071738912 Long DBT CORP LU N 2 2022-08-15 Fixed 0.02250000 N N N N N N BERKSHIRE HATHAWAY FIN CORP 549300RLHFT5RU20WM87 084664CQ2 130000.00000000 PA USD 160925.56000000 0.036934439049 Long DBT CORP US N 2 2048-08-15 Fixed 0.04200000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3137EAEN5 50000.00000000 PA USD 52917.72000000 0.012145281980 Long DBT USGSE US N 2 2023-06-19 Fixed 0.02750000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CV0 50000.00000000 PA USD 52844.28000000 0.012128426576 Long DBT CORP US N 2 2023-03-09 Fixed 0.03700000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BK7 100000.00000000 PA USD 105500.43000000 0.024213674953 Long DBT CORP US N 2 2029-08-15 Fixed 0.03125000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132XCR72 201499.59300000 PA USD 214326.03000000 0.049190518223 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 3140QA4W7 83917.49900000 PA USD 91827.77000000 0.021075627601 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.05500000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EK5 100000.00000000 PA USD 106937.52000000 0.024543505174 Long DBT CORP US N 2 2023-06-26 Fixed 0.03400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CZJ6 651999.16900000 PA USD 698492.12000000 0.160312722434 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.04500000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122BN7 80000.00000000 PA USD 88611.29000000 0.020337405006 Long DBT CORP US N 2 2025-08-15 Fixed 0.03875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YZ7 4063000.00000000 PA USD 4114104.90000000 0.944238793847 Long DBT UST US N 2 2021-12-31 Fixed 0.01625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128282Z2 301000.00000000 PA USD 301717.23000000 0.069247897237 Long DBT UST US N 2 2020-10-15 Fixed 0.01625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CQH0 17926.06150000 PA USD 18618.53000000 0.004273186692 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 0.03000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAC8 100000.00000000 PA USD 102363.29000000 0.023493661885 Long DBT CORP US N 2 2050-04-05 Fixed 0.03577000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526BZ1 154000.00000000 PA USD 159684.04000000 0.036649494602 Long DBT CORP US N 2 2026-01-13 Fixed 0.04100000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD N/A 3137FREH0 760000.00000000 PA USD 800101.32000000 0.183633311185 Long ABS-MBS USGSE US N 2 2052-02-25 Fixed 0.02253000 N N N N N N RABOBANK NEDERLAND NEW YORK BRH DG3RU1DBUFHT4ZF9WN62 21688AAL6 250000.00000000 PA USD 259518.21000000 0.059562691654 Long DBT CORP US N 2 2023-01-10 Fixed 0.02750000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142DB6 169000.00000000 PA USD 255277.72000000 0.058589445891 Long DBT CORP US N 2 2041-04-15 Fixed 0.05625000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD N/A 3137BRQJ7 330000.00000000 PA USD 350116.40000000 0.080356115188 Long ABS-MBS USGSE US N 2 2026-07-25 Fixed 0.02570000 N N N N N N ENTERPRISE PRODS OPER LLC 5493004LGN656HWLDA30 29379VBL6 214000.00000000 PA USD 236692.45000000 0.054323892786 Long DBT CORP US N 2 2027-02-15 Fixed 0.03950000 N N N N N N TWDC ENTERPRISES 18 CORP 7260JQNI6SCF9FIV2392 25468PDB9 192000.00000000 PA USD 241339.93000000 0.055390547871 Long DBT CORP US N 2 2044-06-01 Fixed 0.04125000 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAN4 179000.00000000 PA USD 213665.07000000 0.049038819594 Long DBT CORP US N 2 2042-09-30 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128282N9 150000.00000000 PA USD 157804.69000000 0.036218160151 Long DBT UST US N 2 2024-07-31 Fixed 0.02125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MX39 8919.04800000 PA USD 9370.29000000 0.002150599350 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 0.03000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140H2CS5 560376.69000000 PA USD 576999.76000000 0.132428698508 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.02500000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CH5 110000.00000000 PA USD 131525.81000000 0.030186826834 Long DBT CORP US N 2 2038-04-17 Fixed 0.04550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J6GQ4 2208265.93500000 PA USD 2355960.94000000 0.540722653021 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.04000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AR0 350000.00000000 PA USD 402327.61000000 0.092339244241 Long DBT CORP US N 2 2028-11-15 Fixed 0.04000000 N N N N N N BANK NOVA SCOTIA BC N/A 064159KD7 374000.00000000 PA USD 383797.02000000 0.088086240884 Long DBT CORP CA N 2 2022-09-19 Fixed 0.02450000 N N N N N N CHARTER COMM OPER LLC/CAP CORP N/A 161175BN3 150000.00000000 PA USD 178877.74000000 0.041054690040 Long DBT CORP US N 2 2048-04-01 Fixed 0.05750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RT7 148000.00000000 PA USD 166077.97000000 0.038116981916 Long DBT UST US N 2 2046-08-15 Fixed 0.02250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YA2 739000.00000000 PA USD 750056.13000000 0.172147310951 Long DBT UST US N 2 2022-08-15 Fixed 0.01500000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAP8 109000.00000000 PA USD 127090.82000000 0.029168940876 Long DBT CORP US N 2 2029-03-19 Fixed 0.05150000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828Y20 1067000.00000000 PA USD 1090382.30000000 0.250256445280 Long DBT UST US N 2 2021-07-15 Fixed 0.02625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SA7 121000.00000000 PA USD 156988.05000000 0.036030731005 Long DBT UST US N 2 2048-02-15 Fixed 0.03000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DL6 200000.00000000 PA USD 215625.00000000 0.049488648168 Long DBT NUSS CO N 2 2027-04-25 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DCY6 485608.22200000 PA USD 504286.51000000 0.115740093539 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UH70 87314.17200000 PA USD 94133.77000000 0.021604883590 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 0.05500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RE0 1464000.00000000 PA USD 2040450.00000000 0.468308925935 Long DBT UST US N 2 2044-02-15 Fixed 0.03625000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBG0 160000.00000000 PA USD 193030.08000000 0.044302829982 Long DBT CORP US N 2 2047-11-15 Fixed 0.03900000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285P1 1156000.00000000 PA USD 1239584.22000000 0.284500161569 Long DBT UST US N 2 2023-11-30 Fixed 0.02875000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAC9 70000.00000000 PA USD 82082.58000000 0.018838983987 Long DBT CORP US N 2 2029-01-25 Fixed 0.04709000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YBK6 100000.00000000 PA USD 105705.04000000 0.024260635520 Long DBT CORP US N 2 2049-08-26 Fixed 0.03250000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CN3 50000.00000000 PA USD 46665.07000000 0.010710220201 Long DBT CORP US N 2 2048-03-15 Fixed 0.04200000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EN9 80000.00000000 PA USD 85105.01000000 0.019532669668 Long DBT CORP US N 2 2023-09-15 Fixed 0.03200000 N N N N N N MITSUBISHI UFJ FIN GRP INC 353800V2V8PUY9TK3E06 606822BM5 400000.00000000 PA USD 428667.44000000 0.098384566350 Long DBT CORP JP N 2 2029-07-18 Fixed 0.03195000 N N N N N N DISNEY (WALT) CO 549300GZKULIZ0WOW665 254687DD5 434000.00000000 PA USD 482785.36000000 0.110805309318 Long DBT CORP US N 2 2025-10-15 Fixed 0.03700000 N N N N N N SUMITOMO MITSUI FINL GRP INC 35380028MYWPB6AUO129 86562MBW9 200000.00000000 PA USD 207138.90000000 0.047540981537 Long DBT CORP JP N 2 2030-01-15 Fixed 0.02750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9VD0 42543.18300000 PA USD 44612.02000000 0.010239019417 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 0.03000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AGWK7 125000.00000000 PA USD 127890.32000000 0.029352436176 Long DBT USGSE US N 2 2024-08-15 Fixed 0.01500000 N N N N N N PORT AUTH NY and NJ 54930006MR4KZ4W74Z83 73358WRP1 70000.00000000 PA USD 103181.40000000 0.023681428415 Long DBT MUN US N 2 2046-08-01 Fixed 0.04960000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828M80 552000.00000000 PA USD 568581.56000000 0.130496615781 Long DBT UST US N 2 2022-11-30 Fixed 0.02000000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AU9 100000.00000000 PA USD 127344.03000000 0.029227055754 Long DBT CORP US N 2 2049-07-15 Fixed 0.04250000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BH1 270000.00000000 PA USD 302562.10000000 0.069441805523 Long DBT CORP US N 2 2038-02-01 Fixed 0.03800000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284Z0 304000.00000000 PA USD 332951.25000000 0.076416497476 Long DBT UST US N 2 2025-08-31 Fixed 0.02750000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3137EADR7 1170000.00000000 PA USD 1169860.50000000 0.268497691318 Long DBT USGSE US N 2 2020-05-01 Fixed 0.01375000 N N N N N N WELLS FARGO COML MTG TR 2019-C52 N/A 95002MAX7 200000.00000000 PA USD 214214.16000000 0.049164842652 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 0.02892000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422ETW9 290000.00000000 PA USD 312486.32000000 0.071719538772 Long DBT CORP US N 2 2027-09-08 Fixed 0.02800000 N N N N N N CENOVUS ENERGY INC 549300DK79J32SE1QE52 15135UAR0 286000.00000000 PA USD 313759.36000000 0.072011717456 Long DBT CORP CA N 2 2047-06-15 Fixed 0.05400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FQFQ5 221264.98900000 PA USD 233025.49000000 0.053482279368 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VBG4 696655.97600000 PA USD 725321.77000000 0.166470464390 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.03500000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XAQ9 214000.00000000 PA USD 221197.81000000 0.050767678120 Long DBT CORP US N 2 2021-09-25 Fixed 0.04375000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543CR2 80000.00000000 PA USD 100855.12000000 0.023147517911 Long DBT CORP US N 2 2048-11-30 Fixed 0.05550000 N N N N N N BOSTON PPTY LTD PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RAS3 165000.00000000 PA USD 169202.83000000 0.038834176570 Long DBT CORP US N 2 2021-05-15 Fixed 0.04125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179U6T4 99292.57000000 PA USD 101962.49000000 0.023401673247 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4NL6 48532.78000000 PA USD 52508.45000000 0.012051349370 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 3140HMN26 130113.19600000 PA USD 137229.78000000 0.031495959655 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F0H80 166493.84900000 PA USD 181791.77000000 0.041723496558 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 0.04000000 N N N N N N SHERWIN WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AX4 100000.00000000 PA USD 120030.77000000 0.027548570647 Long DBT CORP US N 2 2047-06-01 Fixed 0.04500000 N N N N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 4581X0CE6 190000.00000000 PA USD 282683.24000000 0.064879357251 Long DBT CORP US N 2 2044-01-24 Fixed 0.04375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YP9 3510000.00000000 PA USD 3541535.17000000 0.812826842915 Long DBT UST US N 2 2021-10-31 Fixed 0.01500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MG46 129322.98300000 PA USD 136027.47000000 0.031220014395 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 0.03000000 N N N N N N ENTERPRISE PRODS OPER LLC 5493004LGN656HWLDA30 29379VBQ5 270000.00000000 PA USD 289321.43000000 0.066402905306 Long DBT CORP US N 2 2048-02-15 Fixed 0.04250000 N N N N N N BARCLAYS PLC (UNGTD) 213800LBQA1Y9L22JB70 06738EAV7 200000.00000000 PA USD 243200.43000000 0.055817556009 Long DBT CORP GB N 2 2047-01-10 Fixed 0.04950000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBJ6 160000.00000000 PA USD 170356.42000000 0.039098939977 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 36179UWA6 195082.62600000 PA USD 204597.39000000 0.046957673042 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 0.04500000 N N N N N N FORD MTR CR CO LLC UDSQCVRUX5BONN0VY111 345397ZB2 200000.00000000 PA USD 205776.13000000 0.047228208690 Long DBT CORP US N 2 2023-02-15 Fixed 0.04140000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828W71 612000.00000000 PA USD 641691.56000000 0.147276279862 Long DBT UST US N 2 2024-03-31 Fixed 0.02125000 N N N N N N TAMPA ELECTRIC CO WS423EPRKJIIJUITXD73 875127BF8 140000.00000000 PA USD 177528.42000000 0.040745004137 Long DBT CORP US N 2 2049-06-15 Fixed 0.04450000 N N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AS9 110000.00000000 PA USD 117231.95000000 0.026906206273 Long DBT CORP US N 2 2027-03-15 Fixed 0.04000000 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DAH2 176000.00000000 PA USD 183053.95000000 0.042013182735 Long DBT CORP US N 2 2023-04-01 Fixed 0.03250000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543CT8 100000.00000000 PA USD 106140.23000000 0.024360517096 Long DBT CORP US N 2 2024-05-15 Fixed 0.03150000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38148LAF3 330000.00000000 PA USD 425753.92000000 0.097715876884 Long DBT CORP US N 2 2045-05-22 Fixed 0.05150000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BW9 110000.00000000 PA USD 140019.88000000 0.032136322680 Long DBT CORP US N 2 2036-02-23 Fixed 0.04500000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DQ0 180000.00000000 PA USD 189131.91000000 0.043408150962 Long DBT CORP US N 2 2049-09-11 Fixed 0.02950000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CA4 100000.00000000 PA USD 109155.41000000 0.025052538811 Long DBT CORP US N 2 2026-06-15 Fixed 0.03200000 N N N N N N BANK 2017-BNK4 N/A 06541FAY5 280000.00000000 PA USD 301575.43000000 0.069215352354 Long ABS-MBS CORP US N 2 2050-05-15 Fixed 0.03419000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAH7 100000.00000000 PA USD 101742.12000000 0.023351095562 Long DBT CORP US N 2 2027-02-15 Fixed 0.02493000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285J5 535000.00000000 PA USD 594414.26000000 0.136425545179 Long DBT UST US N 2 2025-10-31 Fixed 0.03000000 N N N N N N MOLSON COORS BEVERAGE CO 54930073LBBH6ZCBE225 60871RAG5 254000.00000000 PA USD 265524.04000000 0.060941105139 Long DBT CORP US N 2 2026-07-15 Fixed 0.03000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBQ1 120000.00000000 PA USD 124007.67000000 0.028461319192 Long DBT CORP US N 2 2024-11-21 Fixed 0.02600000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DP7 200000.00000000 PA USD 225937.50000000 0.051855496558 Long DBT NUSS CO N 2 2029-03-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TE27 61494.64320000 PA USD 65138.21000000 0.014950038061 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 3138XTPE9 91463.52000000 PA USD 95855.23000000 0.021999980301 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HE3B6 66722.04200000 PA USD 71667.53000000 0.016448599082 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128283F5 1230000.00000000 PA USD 1337576.96000000 0.306990727287 Long DBT UST US N 2 2027-11-15 Fixed 0.02250000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAD2 100000.00000000 PA USD 115646.01000000 0.026542213105 Long DBT CORP US N 2 2028-11-15 Fixed 0.04725000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAD4 160000.00000000 PA USD 173784.00000000 0.039885612676 Long DBT CORP US N 2 2025-12-14 Fixed 0.03150000 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FIN LTD N/A 11134LAM1 70000.00000000 PA USD 71270.79000000 0.016357542265 Long DBT CORP US N 2 2023-01-15 Fixed 0.02650000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132Y3UK8 933975.05800000 PA USD 985535.15000000 0.226192706299 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.04000000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299AW4 70000.00000000 PA USD 101587.50000000 0.023315608328 Long DBT NUSS PA N 2 2036-01-26 Fixed 0.06700000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAS0 160000.00000000 PA USD 207099.91000000 0.047532032842 Long DBT CORP US N 2 2045-06-15 Fixed 0.05100000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BJ0 120000.00000000 PA USD 160893.24000000 0.036927021203 Long DBT CORP US N 2 2049-03-15 Fixed 0.04900000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD N/A 3137FMTY8 430000.00000000 PA USD 474763.47000000 0.108964184718 Long ABS-MBS USGSE US N 2 2029-06-25 Fixed 0.02903000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285R7 2737000.00000000 PA USD 2818468.50000000 0.646873952323 Long DBT UST US N 2 2021-12-15 Fixed 0.02625000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JM3 208000.00000000 PA USD 249662.19000000 0.057300611162 Long DBT CORP US N 2 2048-03-01 Fixed 0.04000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAN1 163000.00000000 PA USD 179794.77000000 0.041265159953 Long DBT CORP US N 2 2025-06-15 Fixed 0.03950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JJGJ2 156028.28700000 PA USD 166569.29000000 0.038229746033 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04500000 N N N N N N TEXAS STATE N/A 882723B73 190000.00000000 PA USD 210094.40000000 0.048219305941 Long DBT MUN US N 2 2031-10-01 Fixed 0.03738000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DG48 88116.94800000 PA USD 95417.86000000 0.021899598388 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132A9UK1 26781.72100000 PA USD 27774.43000000 0.006374580843 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 0.03000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G0U43 150000.00000000 PA USD 160042.98000000 0.036731875844 Long DBT USGSE US N 2 2023-09-12 Fixed 0.02875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179S2Q9 281501.89100000 PA USD 298180.91000000 0.068436267341 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828V98 817000.00000000 PA USD 883062.11000000 0.202673855408 Long DBT UST US N 2 2027-02-15 Fixed 0.02250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TCY9 444641.37680000 PA USD 470986.42000000 0.108097304261 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 0.04000000 N N N N N N CITIBANK CR CARD ISSUANCE TR R8AG6FXVDQAMDKCSJJ64 17305EGR0 200000.00000000 PA USD 211015.38000000 0.048430682429 Long ABS-CBDO CORP US N 2 2024-12-07 Fixed 0.03210000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179T4R3 206803.19300000 PA USD 222477.53000000 0.051061389947 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 0.05000000 N N N N N N SUMITOMO MITSUI FINL GRP INC 35380028MYWPB6AUO129 86562MAX8 288000.00000000 PA USD 300479.90000000 0.068963914447 Long DBT CORP JP N 2 2023-01-17 Fixed 0.03102000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KAS5 60000.00000000 PA USD 62587.71000000 0.014364666248 Long DBT CORP US N 2 2023-01-18 Fixed 0.03400000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132DMCC7 95925.09000000 PA USD 104583.53000000 0.024003234877 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 N/A 3132WLHT6 210748.19900000 PA USD 219944.93000000 0.050480126410 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132AEB96 377909.73900000 PA USD 397989.14000000 0.091343510837 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 0.04000000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231GAV4 794000.00000000 PA USD 799148.80000000 0.183414695871 Long DBT CORP US N 2 2021-03-01 Fixed 0.02222000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CRC0 77883.97860000 PA USD 81877.57000000 0.018791931615 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 0.03500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 150000.00000000 PA USD 151596.82000000 0.034793375946 Long DBT CORP US N 2 2038-04-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CBF0 296367.08700000 PA USD 308878.61000000 0.070891523974 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H042638 200000.00000000 PA USD 210205.34000000 0.048244768066 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 0.04500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LV1 90000.00000000 PA USD 92264.91000000 0.021175956727 Long DBT CORP US N 2 2023-01-24 Variable 0.03142000 N N N N N N JAPAN BANK INTL COOPERATION 549300TJ3QFYVCTSCJ29 471048BP2 400000.00000000 PA USD 413033.69000000 0.094796424190 Long DBT CORP JP N 2 2022-11-16 Fixed 0.02375000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CB2 100000.00000000 PA USD 112025.64000000 0.025711292678 Long DBT CORP US N 2 2029-07-26 Fixed 0.03400000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285U0 2853000.00000000 PA USD 3036884.75000000 0.697003227456 Long DBT UST US N 2 2023-12-31 Fixed 0.02625000 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556BZ4 300000.00000000 PA USD 310013.51000000 0.071151997791 Long DBT CORP US N 2 2029-10-01 Fixed 0.02600000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179T7L3 1080751.21600000 PA USD 1145199.00000000 0.262837567042 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DAM4 57271.15700000 PA USD 60163.77000000 0.013808341546 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 0.04000000 N N N N N N MITSUBISHI UFJ FIN GRP INC 353800V2V8PUY9TK3E06 606822BJ2 200000.00000000 PA USD 208922.18000000 0.047950266715 Long DBT CORP JP N 2 2024-07-18 Fixed 0.02801000 N N N N N N HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 438516BW5 190000.00000000 PA USD 197475.60000000 0.045323132708 Long DBT CORP US N 2 2024-08-15 Fixed 0.02300000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3128MJ2B5 712345.57800000 PA USD 741205.19000000 0.170115908954 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.03000000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAM7 150000.00000000 PA USD 152800.98000000 0.035069745803 Long DBT CORP IE N 2 2024-08-14 Fixed 0.02875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QW1 113000.00000000 PA USD 142728.71000000 0.032758033218 Long DBT UST US N 2 2042-05-15 Fixed 0.03000000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661DR5 210000.00000000 PA USD 232825.39000000 0.053436353903 Long DBT CORP US N 2 2029-04-05 Fixed 0.03650000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SE9 68000.00000000 PA USD 94716.56000000 0.021738641222 Long DBT UST US N 2 2048-11-15 Fixed 0.03375000 N N N N N N BENCHMARK 2019-B12 MTG TR N/A 08162FAE3 235000.00000000 PA USD 257515.98000000 0.059103154698 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 0.03115600 N N N N N N ITALY REPUBLIC OF 815600DE60799F5A9309 465410BX5 400000.00000000 PA USD 401688.52000000 0.092192565052 Long DBT NUSS IT N 2 2024-10-17 Fixed 0.02375000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 100000.00000000 PA USD 118648.78000000 0.027231386569 Long DBT CORP US N 2 2049-07-01 Fixed 0.04400000 N N N N N N DUKE ENERGY OHIO INC N/A 26442EAF7 210000.00000000 PA USD 237268.23000000 0.054456041534 Long DBT CORP US N 2 2029-02-01 Fixed 0.03650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K06R4 348401.30000000 PA USD 363163.97000000 0.083350696527 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.03000000 N N N N N N MEDTRONIC GLOBAL HOLDINGS SCA 549300JXMTTP8GKYIX14 58507LAC3 100000.00000000 PA USD 110524.95000000 0.025366865457 Long DBT CORP LU N 2 2027-04-01 Fixed 0.03350000 N N N N N N MERCK and CO INC NEW 4YV9Y5M8S0BRK1RP0397 58933YAT2 212000.00000000 PA USD 251580.28000000 0.057740836929 Long DBT CORP US N 2 2045-02-10 Fixed 0.03700000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QZ4 841000.00000000 PA USD 1083148.87000000 0.248596282162 Long DBT UST US N 2 2043-02-15 Fixed 0.03125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TJ22 148490.21700000 PA USD 161438.52000000 0.037052169818 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 0.05000000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058GH0 120000.00000000 PA USD 122823.63000000 0.028189567127 Long DBT CORP US N 2 2021-07-23 Fixed 0.02750000 N N N N N N AFRICAN DEVELOPMENT BANK 549300LNCLMO3ITVCU07 00828EDC0 80000.00000000 PA USD 85649.19000000 0.019657565819 Long DBT CORP CI N 2 2023-09-20 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132ADWF1 257867.64300000 PA USD 275369.33000000 0.063200722962 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128282A7 283000.00000000 PA USD 291302.07000000 0.066857487085 Long DBT UST US N 2 2026-08-15 Fixed 0.01500000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752AG8 130000.00000000 PA USD 145527.02000000 0.033400280541 Long DBT CORP US N 2 2028-03-01 Fixed 0.04101000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179R4F3 58406.54420000 PA USD 62396.45000000 0.014320769674 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132DV4P7 790688.80000000 PA USD 814926.42000000 0.187035858005 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.03000000 N N N N N N SHELL INTL FIN B V 213800ITMMKU4Z7I4F78 822582BW1 1227000.00000000 PA USD 1232440.08000000 0.282860491629 Long DBT CORP NL N 2 2021-09-12 Fixed 0.01750000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BH4 150000.00000000 PA USD 185486.50000000 0.042571483540 Long DBT CORP US N 2 2046-04-01 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132AEE36 86708.82300000 PA USD 93822.61000000 0.021533468459 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 0.05000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AT7 200000.00000000 PA USD 227364.95000000 0.052183114278 Long DBT CORP US N 2 2028-05-15 Fixed 0.03950000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DG2 90000.00000000 PA USD 107587.84000000 0.024692761789 Long DBT CORP US N 2 2047-11-13 Fixed 0.03750000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HBU8 80000.00000000 PA USD 83061.88000000 0.019063745648 Long DBT CORP US N 2 2023-01-30 Fixed 0.03200000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDV3 342000.00000000 PA USD 500755.59000000 0.114929703011 Long DBT CORP US N 2 2047-03-16 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828XT2 5025000.00000000 PA USD 5250732.45000000 1.205109105362 Long DBT UST US N 2 2024-05-31 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QB3Q9 293187.97700000 PA USD 308130.68000000 0.070719864637 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286A3 420000.00000000 PA USD 459309.38000000 0.105417276787 Long DBT UST US N 2 2026-01-31 Fixed 0.02625000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132XXB32 864142.74000000 PA USD 909428.05000000 0.208725170090 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 0.03500000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAD7 164000.00000000 PA USD 210302.30000000 0.048267021605 Long DBT CORP US N 2 2039-01-25 Fixed 0.05476000 N N N N N N HARTFORD FINL SVCS GROUP INC IU7C3FTM7Y3BQM112U94 416515BD5 30000.00000000 PA USD 37454.00000000 0.008596163842 Long DBT CORP US N 2 2048-03-15 Fixed 0.04400000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAR1 70000.00000000 PA USD 75646.22000000 0.017361758454 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 31418CXP4 279695.43400000 PA USD 300339.28000000 0.068931640389 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179R7J2 407787.08240000 PA USD 431830.29000000 0.099110480186 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179USU7 325321.04200000 PA USD 339055.74000000 0.077817554672 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 0.04000000 N N N N N N INGERSOLL-RAND LUXEMBOURG FIN SA 549300GHBOWCVY92IS29 456873AD0 180000.00000000 PA USD 202396.83000000 0.046452616859 Long DBT CORP LU N 2 2029-03-21 Fixed 0.03800000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285Q9 317000.00000000 PA USD 320739.61000000 0.073613772581 Long DBT UST US N 2 2020-11-30 Fixed 0.02750000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CC9 200000.00000000 PA USD 213412.00000000 0.048980736848 Long DBT NUSS PH N 2 2028-02-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132KFL34 25750.70000000 PA USD 26694.17000000 0.006126647593 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 0.02500000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAW0 100000.00000000 PA USD 110250.92000000 0.025303972128 Long DBT CORP US N 2 2029-08-15 Fixed 0.03800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HJJJ1 100733.76900000 PA USD 106369.35000000 0.024413103016 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.04000000 N N N N N N NOVARTIS CAP CORP 5493002KF87V5RSRQS84 66989HAM0 670000.00000000 PA USD 688186.40000000 0.157947430139 Long DBT CORP US N 2 2022-05-17 Fixed 0.02400000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526BL2 100000.00000000 PA USD 102638.87000000 0.023556910960 Long DBT CORP US N 2 2022-11-16 Fixed 0.03300000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TUD5 49620.03100000 PA USD 53760.81000000 0.012338781733 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9UR0 123033.94000000 PA USD 134785.22000000 0.030934902403 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.05500000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 05531FAX1 140000.00000000 PA USD 143546.47000000 0.032945719418 Long DBT CORP US N 2 2022-04-01 Fixed 0.02750000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525AR4 430000.00000000 PA USD 443475.06000000 0.101783101290 Long DBT CORP US N 2 2023-01-30 Fixed 0.02600000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QQ4 2101000.00000000 PA USD 3179239.76000000 0.729675491826 Long DBT UST US N 2 2041-05-15 Fixed 0.04375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4E77 297012.38000000 PA USD 309457.56000000 0.071024400277 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128283W8 629000.00000000 PA USD 709369.49000000 0.162809215591 Long DBT UST US N 2 2028-02-15 Fixed 0.02750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H030641 -600000.00000000 PA USD -619307.22000000 -0.14213879243 Short ABS-MBS USGA US N 2 2050-04-01 Fixed 0.03000000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CD2 31000.00000000 PA USD 37625.45000000 0.008635513772 Long DBT CORP US N 2 2038-11-01 Fixed 0.05300000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3128MFKB3 169694.06000000 PA USD 177596.58000000 0.040760647714 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132A9U62 83747.93500000 PA USD 87769.18000000 0.020144130175 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 0.03500000 N N N N N N NOBLE ENERGY INC 02VFQXG2D1LR5ZH3K186 655044AJ4 70000.00000000 PA USD 71809.09000000 0.016481088882 Long DBT CORP US N 2 2044-11-15 Fixed 0.05050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YWFY8 157265.09080000 PA USD 166536.42000000 0.038222201955 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H030641 600000.00000000 PA USD 619307.22000000 0.142138792434 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 0.03000000 N N N N N N MITSUBISHI UFJ FIN GRP INC 353800V2V8PUY9TK3E06 606822AV6 100000.00000000 PA USD 112815.43000000 0.025892559412 Long DBT CORP JP N 2 2028-03-02 Fixed 0.03961000 N N N N N N AMERICAN EXPRESS CR ACC MST TR N/A 02582JHE3 100000.00000000 PA USD 100033.82000000 0.022959019236 Long ABS-CBDO CORP US N 2 2022-11-15 Fixed 0.01770000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EU3 70000.00000000 PA USD 83052.49000000 0.019061590525 Long DBT CORP US N 2 2039-03-15 Fixed 0.03900000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NCN9 100000.00000000 PA USD 136635.82000000 0.031359638368 Long DBT CORP US N 2 2058-10-15 Fixed 0.04950000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AR5 380000.00000000 PA USD 419672.00000000 0.096319999786 Long DBT CORP US N 2 2028-03-15 Fixed 0.03900000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAQ0 160000.00000000 PA USD 207158.42000000 0.047545461623 Long DBT CORP US N 2 2049-04-15 Fixed 0.04875000 N N N N N N DOMINION GAS HLDGS LLC 549300BFOD6TDMVV4O24 257375AN5 80000.00000000 PA USD 82492.94000000 0.018933166766 Long DBT CORP US N 2 2024-11-15 Fixed 0.02500000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAF4 100000.00000000 PA USD 102687.71000000 0.023568120354 Long DBT CORP US N 2 2030-02-15 Fixed 0.02565000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UQ62 79066.96900000 PA USD 83145.68000000 0.019082978802 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 0.04500000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AF7 100000.00000000 PA USD 106458.52000000 0.024433568652 Long DBT CORP US N 2 2023-07-15 Fixed 0.03750000 N N N N N N GE CAPITAL INTL FUNDING CO 549300G6UZOB126GBY72 36164QNA2 400000.00000000 PA USD 456759.36000000 0.104832015140 Long DBT CORP IE N 2 2035-11-15 Fixed 0.04418000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RVC0 30642.22920000 PA USD 32735.48000000 0.007513204184 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 0.04000000 N N N N N N PPL ELEC UTILS CORP N/A 69351UAW3 70000.00000000 PA USD 72639.64000000 0.016671710548 Long DBT CORP US N 2 2049-10-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CV35 620611.58500000 PA USD 659016.77000000 0.151252633356 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UQ47 411800.34800000 PA USD 427200.73000000 0.098047937967 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 0.03500000 N N N N N N BP CAP MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QBG4 130000.00000000 PA USD 128325.47000000 0.029452308572 Long DBT CORP US N 2 2050-02-24 Fixed 0.03000000 N N N N N N ENERGY TRANSFER OPERATING MLP 5493008K8W3OKZE54J59 29278NAD5 50000.00000000 PA USD 55845.80000000 0.012817313149 Long DBT CORP US N 2 2038-06-15 Fixed 0.05800000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD N/A 3137FEUA6 50000.00000000 PA USD 54646.01000000 0.012541946261 Long ABS-MBS USGSE US N 2 2025-01-25 Fixed 0.03590000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VHS2 700000.00000000 PA USD 724915.10000000 0.166377128513 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418B5C6 204171.26210000 PA USD 215725.05000000 0.049511610901 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 0.03500000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAB2 110000.00000000 PA USD 101596.57000000 0.023317690007 Long DBT CORP US N 2 2046-06-01 Fixed 0.04375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140E6KP6 198813.52830000 PA USD 210623.29000000 0.048340692845 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.03500000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HK2 210000.00000000 PA USD 253720.64000000 0.058232076456 Long DBT CORP US N 2 2048-03-01 Fixed 0.04300000 N N N N N N CHARTER COMM OPER LLC/CAP CORP N/A 161175BS2 200000.00000000 PA USD 224985.32000000 0.051636959278 Long DBT CORP US N 2 2049-07-01 Fixed 0.05125000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBW8 200000.00000000 PA USD 210946.60000000 0.048414896555 Long DBT CORP US N 2 2029-11-21 Fixed 0.03200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179T7K5 324903.20800000 PA USD 342097.74000000 0.078515731914 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 0.04000000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 74432QCC7 70000.00000000 PA USD 79057.13000000 0.018144605179 Long DBT CORP US N 2 2028-03-27 Fixed 0.03878000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BJ8 70000.00000000 PA USD 76401.25000000 0.017535047331 Long DBT CORP US N 2 2049-11-15 Fixed 0.03250000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 80000.00000000 PA USD 84420.30000000 0.019375520115 Long DBT CORP US N 2 2037-08-15 Fixed 0.04390000 N N N N N N COMM 2013-CCRE6 MTG TR N/A 12624XAD0 200000.00000000 PA USD 208576.02000000 0.047870818644 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 0.03101000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JRFE6 469529.75400000 PA USD 487589.61000000 0.111907945088 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UXR8 100009.12600000 PA USD 102698.31000000 0.023570553187 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132AEE28 147026.89600000 PA USD 156867.89000000 0.036003152774 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828V23 2945000.00000000 PA USD 3093975.59000000 0.710106292937 Long DBT UST US N 2 2023-12-31 Fixed 0.02250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RZ3 157000.00000000 PA USD 194545.08000000 0.044650541528 Long DBT UST US N 2 2047-11-15 Fixed 0.02750000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BP6 178000.00000000 PA USD 212207.60000000 0.048704311907 Long DBT CORP US N 2 2047-10-15 Fixed 0.04030000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DG9 320000.00000000 PA USD 324618.37000000 0.074503996762 Long DBT CORP US N 2 2021-03-01 Fixed 0.03300000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAH6 44000.00000000 PA USD 49130.03000000 0.011275959509 Long DBT CORP US N 2 2029-05-15 Fixed 0.04125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128283U2 86000.00000000 PA USD 89671.80000000 0.020580805383 Long DBT UST US N 2 2023-01-31 Fixed 0.02375000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BX9 100000.00000000 PA USD 129452.26000000 0.029710921042 Long DBT CORP US N 2 2048-12-06 Fixed 0.04500000 N N N N N N NEW JERSEY ST TPK AUTH TPK REV 5493005YN67D71KSMI84 646139X83 140000.00000000 PA USD 236461.40000000 0.054270863907 Long DBT MUN US N 2 2041-01-01 Fixed 0.07102000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD N/A 3137FBBX3 570000.00000000 PA USD 631919.50000000 0.145033469245 Long ABS-MBS USGSE US N 2 2027-08-25 Fixed 0.03244000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G0T78 190000.00000000 PA USD 194945.31000000 0.044742399344 Long DBT USGSE US N 2 2022-10-05 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132KFMW9 44589.28900000 PA USD 46139.37000000 0.010589565442 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 0.02500000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAG8 230000.00000000 PA USD 253145.96000000 0.058100180172 Long DBT CORP US N 2 2023-06-15 Fixed 0.05450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DFF4 98616.26800000 PA USD 100616.95000000 0.023092854902 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TNS0 192057.46000000 PA USD 203196.81000000 0.046636222325 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TCX1 70470.80620000 PA USD 74185.34000000 0.017026468129 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 0.03500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BW4 270000.00000000 PA USD 277953.62000000 0.063793850004 Long DBT CORP US N 2 2023-03-01 Fixed 0.02800000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 31329QN56 46446.65000000 PA USD 48436.36000000 0.011116753523 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 0.03500000 N N N N N N ALLERGAN FUNDING SCS 222100FLFVOSKCBCAR54 00507UAU5 100000.00000000 PA USD 121770.01000000 0.027947748091 Long DBT CORP LU N 2 2045-03-15 Fixed 0.04750000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 124857AZ6 200000.00000000 PA USD 224371.20000000 0.051496011018 Long DBT CORP US N 2 2029-06-01 Fixed 0.04200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EVUX3 187585.45600000 PA USD 204821.33000000 0.047009070087 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 0.04000000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QBE7 50000.00000000 PA USD 64484.38000000 0.014799975857 Long DBT NUSS MX N 2 2045-01-21 Fixed 0.05550000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAW9 200000.00000000 PA USD 207692.72000000 0.047668090189 Long DBT CORP JP N 2 2025-07-16 Variable 0.02839000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RC4 86000.00000000 PA USD 119546.72000000 0.027437475087 Long DBT UST US N 2 2043-08-15 Fixed 0.03625000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3133KHCA2 938921.19000000 PA USD 967702.69000000 0.222099932553 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132DV4G7 99990.74200000 PA USD 102019.30000000 0.023414711856 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286U9 1341000.00000000 PA USD 1376620.31000000 0.315951666935 Long DBT UST US N 2 2022-05-15 Fixed 0.02125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4Y26 96535.92400000 PA USD 101171.19000000 0.023220059949 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 3138A4Y58 80660.40200000 PA USD 84482.98000000 0.019389905963 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828P46 1484000.00000000 PA USD 1537331.25000000 0.352836847996 Long DBT UST US N 2 2026-02-15 Fixed 0.01625000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CS7 210000.00000000 PA USD 213658.68000000 0.049037353009 Long DBT CORP US N 2 2050-02-21 Fixed 0.03375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4HG4 1517004.34900000 PA USD 1595742.64000000 0.366242996303 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TG66 30770.87300000 PA USD 32759.67000000 0.007518756093 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DBG6 331035.50800000 PA USD 348624.35000000 0.080013670956 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SJ8 1303000.00000000 PA USD 1481093.64000000 0.339929609526 Long DBT UST US N 2 2049-08-15 Fixed 0.02250000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAL7 50000.00000000 PA USD 53562.14000000 0.012293184471 Long DBT CORP US N 2 2027-09-12 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JLLY8 88748.63700000 PA USD 98140.46000000 0.022524469314 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.05500000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FB9 170000.00000000 PA USD 191673.02000000 0.043991367652 Long DBT CORP US N 2 2029-03-01 Fixed 0.03700000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132A8U56 88467.33100000 PA USD 91727.49000000 0.021052612081 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.02500000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BL5 1202000.00000000 PA USD 1210913.95000000 0.277919974184 Long DBT CORP US N 2 2021-04-01 Fixed 0.02000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAN8 795000.00000000 PA USD 829522.37000000 0.190385812019 Long DBT CORP US N 2 2023-01-23 Fixed 0.03125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SC3 48000.00000000 PA USD 63763.13000000 0.014634439915 Long DBT UST US N 2 2048-05-15 Fixed 0.03125000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAB8 130000.00000000 PA USD 146704.30000000 0.033670481101 Long DBT CORP NO N 2 2028-09-10 Fixed 0.03625000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBE2 442000.00000000 PA USD 481203.57000000 0.110442268628 Long DBT CORP US N 2 2027-05-15 Fixed 0.03490000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BH6 200000.00000000 PA USD 249312.50000000 0.057220352911 Long DBT NUSS PA N 2 2050-04-16 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H2CK2 80870.15000000 PA USD 85067.41000000 0.019524039995 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TQN8 2925191.40900000 PA USD 3043933.70000000 0.698621050095 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 0.03000000 N N N N N N SUNCOR ENERGY INC NEW 549300W70ZOQDVLCHY06 867224AB3 114000.00000000 PA USD 125217.45000000 0.028738978910 Long DBT CORP CA N 2 2047-11-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QBS82 292851.37000000 PA USD 307136.31000000 0.070491644221 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.03000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816BS7 50000.00000000 PA USD 52622.33000000 0.012077486261 Long DBT CORP US N 2 2023-02-27 Fixed 0.03400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JARW0 895645.33000000 PA USD 942132.73000000 0.216231305288 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 3140Q9FB4 70149.70000000 PA USD 72749.92000000 0.016697021194 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 0.03000000 N N N N N N BLACKROCK INC 549300LRIF3NWCU26A80 09247XAH4 152000.00000000 PA USD 157691.52000000 0.036192186214 Long DBT CORP US N 2 2021-05-24 Fixed 0.04250000 N N N N N N QUEBEC PROVINCE CDA 549300WN65YFEQH74Y36 748149AN1 320000.00000000 PA USD 352041.60000000 0.080797972790 Long DBT NUSS CA N 2 2027-04-12 Fixed 0.02750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286G0 2090000.00000000 PA USD 2209603.51000000 0.507131782946 Long DBT UST US N 2 2024-02-29 Fixed 0.02375000 N N N N N N CITIGROUP COML MTG TR 2015-GC29 N/A 17323VAZ8 500000.00000000 PA USD 536188.15000000 0.123061920961 Long ABS-MBS CORP US N 2 2048-04-10 Fixed 0.03192000 N N N N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2013-C11 N/A 61762TAE6 160000.00000000 PA USD 173498.72000000 0.039820137329 Long ABS-MBS CORP US N 2 2046-08-15 Variable 0.04153251 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CT95 176463.34800000 PA USD 183196.10000000 0.042045807947 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.03000000 N N N N N N MAGELLAN MIDSTREAM PARTNRS MLP MZF5TI8NFVZZNUSKDL39 559080AP1 35000.00000000 PA USD 36696.73000000 0.008422360857 Long DBT CORP US N 2 2050-03-01 Fixed 0.03950000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 180000.00000000 PA USD 199568.36000000 0.045803447436 Long DBT CORP US N 2 2029-01-24 Variable 0.03772000 N N N N N N PUBLIC SERVICE ELEC and GAS CO 549300RUHPVD434XUK18 74456QCB0 80000.00000000 PA USD 83503.73000000 0.019165155778 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 31418CRH9 628170.21300000 PA USD 646804.32000000 0.148449722556 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.02500000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAE5 56000.00000000 PA USD 75274.06000000 0.017276343056 Long DBT CORP US N 2 2049-01-25 Fixed 0.05576000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325BD6 275000.00000000 PA USD 339453.13000000 0.077908760673 Long DBT NUSS CO N 2 2024-05-21 Fixed 0.08125000 N N N N N N WILLIAMS PARTNERS L P NEW WUURD1P1N0874ONXXO03 96949LAD7 460000.00000000 PA USD 482497.28000000 0.110739191337 Long DBT CORP US N 2 2027-06-15 Fixed 0.03750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286F2 273000.00000000 PA USD 296791.52000000 0.068117384870 Long DBT UST US N 2 2026-02-28 Fixed 0.02500000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JBR4 100000.00000000 PA USD 106975.97000000 0.024552329932 Long DBT CORP US N 2 2049-09-15 Fixed 0.03100000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RV2 314000.00000000 PA USD 405158.13000000 0.092988884165 Long DBT UST US N 2 2047-02-15 Fixed 0.03000000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 74432QCD5 100000.00000000 PA USD 119048.31000000 0.027323083726 Long DBT CORP US N 2 2048-03-27 Fixed 0.04418000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DE4 200000.00000000 PA USD 246731.30000000 0.056627935062 Long DBT CORP US N 2 2035-07-10 Fixed 0.04700000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SJT5 127292.35730000 PA USD 134519.09000000 0.030873822223 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 0.03500000 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 02364WBH7 200000.00000000 PA USD 221907.50000000 0.050930560896 Long DBT CORP MX N 2 2029-04-22 Fixed 0.03625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284A5 1495000.00000000 PA USD 1571618.75000000 0.360706260282 Long DBT UST US N 2 2023-02-28 Fixed 0.02625000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGT0 400000.00000000 PA USD 420025.79000000 0.096401199039 Long DBT CORP US N 2 2025-10-01 Variable 0.03093000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDY7 60000.00000000 PA USD 68447.00000000 0.015709446961 Long DBT CORP US N 2 2027-03-16 Fixed 0.04125000 N N N N N N CHEVRON CORP NEW N/A 166764BL3 231000.00000000 PA USD 247816.89000000 0.056877091614 Long DBT CORP US N 2 2026-05-16 Fixed 0.02954000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312AJ5 134000.00000000 PA USD 197297.85000000 0.045282336848 Long DBT CORP US N 2 2038-01-15 Fixed 0.06200000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RM2 2725000.00000000 PA USD 3470649.41000000 0.796557669875 Long DBT UST US N 2 2045-05-15 Fixed 0.03000000 N N N N N N UNITED TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 913017CJ6 100000.00000000 PA USD 115005.04000000 0.026395102433 Long DBT CORP US N 2 2046-11-01 Fixed 0.03750000 N N N N N N MOSAIC CO 2YD5STGSJNMUB7H76907 61945CAG8 40000.00000000 PA USD 42301.23000000 0.009708664062 Long DBT CORP US N 2 2027-11-15 Fixed 0.04050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GS7H9 85101.44070000 PA USD 89624.68000000 0.020569990751 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.03500000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAL4 255000.00000000 PA USD 300063.17000000 0.068868269673 Long DBT CORP US N 2 2046-04-01 Fixed 0.06750000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135AZ9 117000.00000000 PA USD 123363.87000000 0.028313558998 Long DBT CORP US N 2 2024-08-22 Fixed 0.02800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DKT8 99553.87900000 PA USD 102698.92000000 0.023570693190 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 0.03000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCK6 100000.00000000 PA USD 97700.00000000 0.022423378207 Long DBT CORP MX N 2 2028-02-12 Fixed 0.05350000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132CWA87 84803.31000000 PA USD 88822.22000000 0.020385816093 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 0.03500000 N N N N N N BECTON DICKINSON and CO ICE2EP6D98PQUILVRZ91 075887BX6 290000.00000000 PA USD 367446.73000000 0.084333643786 Long DBT CORP US N 2 2047-06-06 Fixed 0.04669000 N N N N N N CATERPILLAR FINL SVCS CORP EDBQKYOPJUCJKLOJDE72 14913Q2E8 518000.00000000 PA USD 534195.84000000 0.122604660770 Long DBT CORP US N 2 2022-11-29 Fixed 0.02550000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828XY1 292000.00000000 PA USD 293083.59000000 0.067266368321 Long DBT UST US N 2 2020-06-30 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HH2Y0 38652.55100000 PA USD 40085.27000000 0.009200073385 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.03000000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAZ1 180000.00000000 PA USD 190439.06000000 0.043708158320 Long DBT CORP US N 2 2047-08-15 Fixed 0.03875000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAB0 40000.00000000 PA USD 40973.57000000 0.009403949402 Long DBT CORP US N 2 2040-04-05 Fixed 0.03377000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KR1 208000.00000000 PA USD 262400.96000000 0.060224319018 Long DBT CORP US N 2 2046-05-18 Fixed 0.04750000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780CQ7 200000.00000000 PA USD 202384.00000000 0.046449672212 Long DBT NUSS ID N 2 2030-02-14 Fixed 0.02850000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CD5 320000.00000000 PA USD 342163.63000000 0.078530854497 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 36179TLS2 504960.57600000 PA USD 531261.55000000 0.121931204328 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 0.03500000 N N N N N N TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12 N/A 95002EBB2 135000.00000000 PA USD 143462.38000000 0.032926419706 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 0.02725000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661DQ7 132000.00000000 PA USD 148715.01000000 0.034131964323 Long DBT CORP US N 2 2047-05-03 Fixed 0.04050000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YX2 415000.00000000 PA USD 434339.65000000 0.099686409852 Long DBT UST US N 2 2026-12-31 Fixed 0.01750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RG5 1785000.00000000 PA USD 2399709.38000000 0.550763469972 Long DBT UST US N 2 2044-05-15 Fixed 0.03375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SD1 188000.00000000 PA USD 244914.06000000 0.056210855637 Long DBT UST US N 2 2048-08-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QB7C6 93548.56200000 PA USD 97981.92000000 0.022488082391 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 0.03500000 N N N N N N HARTFORD FINL SVCS GROUP INC IU7C3FTM7Y3BQM112U94 416515BE3 250000.00000000 PA USD 261015.69000000 0.059906382139 Long DBT CORP US N 2 2029-08-19 Fixed 0.02800000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AG5 99000.00000000 PA USD 110144.67000000 0.025279586417 Long DBT CORP US N 2 2025-11-15 Fixed 0.04125000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCP5 160000.00000000 PA USD 164560.00000000 0.037768588719 Long DBT CORP MX N 2 2029-01-23 Fixed 0.06500000 N N N N N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 17275RBJ0 940000.00000000 PA USD 946567.21000000 0.217249074195 Long DBT CORP US N 2 2021-09-20 Fixed 0.01850000 N N N N N N SHELL INTL FIN B V 213800ITMMKU4Z7I4F78 822582CD2 100000.00000000 PA USD 101954.38000000 0.023399811900 Long DBT CORP NL N 2 2029-11-07 Fixed 0.02375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UQ54 472533.43700000 PA USD 493922.99000000 0.113361535417 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 0.04000000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AR6 100000.00000000 PA USD 122150.13000000 0.028034990410 Long DBT CORP US N 2 2047-08-01 Fixed 0.03950000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810PW2 81000.00000000 PA USD 119544.61000000 0.027436990816 Long DBT UST US N 2 2038-02-15 Fixed 0.04375000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200JH5 204000.00000000 PA USD 267962.35000000 0.061500727937 Long DBT CORP US N 2 2046-02-19 Fixed 0.04700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K3LS9 196088.56000000 PA USD 201292.57000000 0.046199175307 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.02500000 N N N N N N DALLAS FORT WORTH TX INTL ARPT N/A 2350364X5 20000.00000000 PA USD 22194.40000000 0.005093893810 Long DBT MUN US N 2 2045-11-01 Fixed 0.03144000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RDR0 150000.00000000 PA USD 184919.09000000 0.042441255812 Long DBT CORP US N 2 2037-03-01 Fixed 0.05250000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RCN0 424000.00000000 PA USD 452359.41000000 0.103822171302 Long DBT CORP US N 2 2025-05-15 Fixed 0.03400000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEG7 224000.00000000 PA USD 284716.67000000 0.065346054999 Long DBT CORP US N 2 2047-01-22 Fixed 0.04375000 N N N N N N LLOYDS TSB BANK N/A 53944YAC7 800000.00000000 PA USD 818323.42000000 0.187815512209 Long DBT CORP GB N 2 2022-01-11 Fixed 0.03000000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804GA6 208000.00000000 PA USD 273128.45000000 0.062686412831 Long DBT CORP US N 2 2048-12-01 Fixed 0.04600000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747WAF6 369000.00000000 PA USD 382169.02000000 0.087712594418 Long DBT CORP US N 2 2021-01-25 Fixed 0.05750000 N N N N N N SHIRE ACQ INV IRELAND DA 549300XK5HGW68R8K327 82481LAD1 444000.00000000 PA USD 476230.96000000 0.109300992121 Long DBT CORP IE N 2 2026-09-23 Fixed 0.03200000 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 500769GK4 280000.00000000 PA USD 298795.53000000 0.068577330357 Long DBT CORP DE N 2 2024-11-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JPNT8 91232.21000000 PA USD 99632.42000000 0.022866892890 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TEZ4 2710011.91380000 PA USD 2852857.18000000 0.654766586691 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828C57 250000.00000000 PA USD 253164.06000000 0.058104334349 Long DBT UST US N 2 2021-03-31 Fixed 0.02250000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AF3 60000.00000000 PA USD 102600.00000000 0.023547989806 Long DBT NUSS HU N 2 2041-03-29 Fixed 0.07625000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132A9UT2 84270.53800000 PA USD 88369.54000000 0.020281920342 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.03500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RB6 2030000.00000000 PA USD 2517517.19000000 0.577801843355 Long DBT UST US N 2 2043-05-15 Fixed 0.02875000 N N N N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 92857WBT6 140000.00000000 PA USD 171838.85000000 0.039439176298 Long DBT CORP GB N 2 2059-06-19 Fixed 0.05125000 N N N N N N METROPOLITAN TRANSN AUTH NY RV N/A 59259YGF0 130000.00000000 PA USD 201337.50000000 0.046209487307 Long DBT MUN US N 2 2040-11-15 Fixed 0.06814000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAB3 80000.00000000 PA USD 82863.53000000 0.019018221830 Long DBT CORP US N 2 2050-02-15 Fixed 0.03362000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UKY7 122393.06300000 PA USD 129070.13000000 0.029623217403 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9D32 872113.99100000 PA USD 930186.93000000 0.213489594014 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 0.03500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QK7 126000.00000000 PA USD 178383.52000000 0.040941260337 Long DBT UST US N 2 2040-08-15 Fixed 0.03875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828TY6 576000.00000000 PA USD 587295.00000000 0.134791585511 Long DBT UST US N 2 2022-11-15 Fixed 0.01625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CW26 20285.98500000 PA USD 21272.72000000 0.004882356663 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 0.03500000 N N N N N N COMM 2013-CCRE13 MTG TR N/A 12630BAZ1 44567.80000000 PA USD 48121.41000000 0.011044468539 Long ABS-MBS CORP US N 2 2046-11-10 Fixed 0.03928000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31412RLY1 76842.62600000 PA USD 80484.27000000 0.018472151750 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WK6U4 80272.93800000 PA USD 84277.84000000 0.019342823754 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.03500000 N N N N N N UNITED TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 913017DB2 400000.00000000 PA USD 431984.47000000 0.099145866434 Long DBT CORP US N 2 2023-08-16 Fixed 0.03650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DAQ5 789588.00900000 PA USD 819958.49000000 0.188190781329 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.03500000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CBF1 130000.00000000 PA USD 154001.03000000 0.035345172365 Long DBT CORP US N 2 2049-06-15 Fixed 0.04200000 N N N N N N NORTHWESTERN UNIV OBWWNZE695DUK77DTI34 668444AN2 120000.00000000 PA USD 150434.08000000 0.034526512499 Long DBT CORP US N 2 2048-12-01 Fixed 0.03868000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SSQ1 201594.72030000 PA USD 212535.81000000 0.048779640228 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JW2X7 98967.00000000 PA USD 100974.79000000 0.023174983680 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.02500000 N N N N N N CHILE REP 549300FLZTJM5YJF8D34 168863CF3 200000.00000000 PA USD 215437.50000000 0.049445614561 Long DBT NUSS CL N 2 2028-02-06 Fixed 0.03240000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3128MMXJ7 87660.01100000 PA USD 90241.69000000 0.020711602302 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.02500000 N N N N N N RABOBANK NEDERLAND COOPERATIEV E CENTRALE RAIFEISEN-BOERNELEE NBANK B.A. DG3RU1DBUFHT4ZF9WN62 21684AAF3 250000.00000000 PA USD 271159.20000000 0.062234445200 Long DBT CORP NL N 2 2026-07-21 Fixed 0.03750000 N N N N N N CITIZENS BANK NA DRMSV1Q0EKMEXLAU1P80 17401QAU5 250000.00000000 PA USD 276471.22000000 0.063453620569 Long DBT CORP US N 2 2026-02-18 Fixed 0.03750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128283Z1 280000.00000000 PA USD 304773.44000000 0.069949335852 Long DBT UST US N 2 2025-02-28 Fixed 0.02750000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AH3 100000.00000000 PA USD 113739.36000000 0.026104612961 Long DBT CORP US N 2 2028-10-15 Fixed 0.04375000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAY4 132000.00000000 PA USD 142131.73000000 0.032621018803 Long DBT CORP US N 2 2028-02-15 Fixed 0.03600000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 250000.00000000 PA USD 262232.88000000 0.060185742545 Long DBT CORP US N 2 2029-08-15 Fixed 0.03250000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 31335CC93 32860.47100000 PA USD 34561.98000000 0.007932408896 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.03500000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CC0 100000.00000000 PA USD 121609.37000000 0.027910879192 Long DBT CORP US N 2 2039-06-15 Fixed 0.04125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828L65 1000.00000000 PA USD 1000.66000000 0.000229664049 Long DBT UST US N 2 2020-09-30 Fixed 0.01375000 N N N N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 038222AM7 90000.00000000 PA USD 117521.33000000 0.026972622620 Long DBT CORP US N 2 2047-04-01 Fixed 0.04350000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SUW5 358155.74520000 PA USD 379488.43000000 0.087097365315 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VBF6 698349.48400000 PA USD 722114.67000000 0.165734394623 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.03000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 60000.00000000 PA USD 64332.82000000 0.014765190931 Long DBT CORP US N 2 2027-03-01 Fixed 0.04125000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BX6 200000.00000000 PA USD 220139.27000000 0.050524729883 Long DBT CORP GB N 2 2026-09-12 Variable 0.04292000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AU2 180000.00000000 PA USD 196740.04000000 0.045154312441 Long DBT CORP US N 2 2029-07-01 Fixed 0.03500000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DAZ4 450000.00000000 PA USD 504765.04000000 0.115849922189 Long DBT CORP US N 2 2026-10-01 Fixed 0.04900000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 760942BD3 110000.00000000 PA USD 136881.25000000 0.031415967638 Long DBT NUSS UY N 2 2055-04-20 Fixed 0.04975000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132DV4B8 443759.08000000 PA USD 467475.92000000 0.107291600380 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.04000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HJB7 325000.00000000 PA USD 460561.96000000 0.105704759643 Long DBT CORP US N 2 2041-07-15 Fixed 0.05600000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BD3 40000.00000000 PA USD 47754.47000000 0.010960251196 Long DBT CORP US N 2 2048-03-01 Fixed 0.04200000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DA2 115000.00000000 PA USD 141042.33000000 0.032370987808 Long DBT CORP US N 2 2044-07-16 Fixed 0.04500000 N N N N N N CANADIAN NATL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AX9 152000.00000000 PA USD 162504.73000000 0.037296878416 Long DBT CORP CA N 2 2027-06-01 Fixed 0.03850000 N N N N N N GLAXOSMITHKLINE CAP PLC 549300U0LV41VX7LEP38 377373AG0 200000.00000000 PA USD 211932.59000000 0.048641193655 Long DBT CORP GB N 2 2024-06-01 Fixed 0.03000000 N N N N N N CONSOLIDATED EDISON CO OF NY VZFZPMWDHTQCFKYOBP05 209111FQ1 120000.00000000 PA USD 152478.60000000 0.034995755541 Long DBT CORP US N 2 2058-05-15 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828XZ8 237000.00000000 PA USD 259061.37000000 0.059457841131 Long DBT UST US N 2 2025-06-30 Fixed 0.02750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828U24 562000.00000000 PA USD 596927.42000000 0.137002346993 Long DBT UST US N 2 2026-11-15 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285M8 2441000.00000000 PA USD 2849772.15000000 0.654058533523 Long DBT UST US N 2 2028-11-15 Fixed 0.03125000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DE4 150000.00000000 PA USD 164757.82000000 0.037813990895 Long DBT CORP US N 2 2027-12-01 Fixed 0.03375000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 85771PAP7 250000.00000000 PA USD 252738.36000000 0.058006630848 Long DBT CORP NO N 2 2020-11-08 Fixed 0.02900000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAX1 177000.00000000 PA USD 178593.95000000 0.040989556667 Long DBT CORP US N 2 2025-04-15 Fixed 0.02850000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AK6 80000.00000000 PA USD 99256.60000000 0.022780637476 Long DBT CORP US N 2 2048-12-15 Fixed 0.04900000 N N N N N N TOTAL CAPITAL INTL SA 549300U37G2I8G4RUG09 89153VAL3 165000.00000000 PA USD 179495.91000000 0.041196567826 Long DBT CORP FR N 2 2024-04-10 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EXER0 187999.50400000 PA USD 205273.42000000 0.047112830426 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.04000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CA0 280000.00000000 PA USD 368891.47000000 0.084665229779 Long DBT CORP US N 2 2047-02-06 Fixed 0.04250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SUX3 195289.94000000 PA USD 209193.59000000 0.048012558722 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 0.04500000 N N N N N N BARCLAYS PLC (UNGTD) 213800LBQA1Y9L22JB70 06738EBH7 200000.00000000 PA USD 212708.34000000 0.048819238032 Long DBT CORP GB N 2 2025-05-07 Variable 0.03932000 N N N N N N ALBERTA PROVINCE CDA LQPXMHHNJKIPJYE53543 013051EA1 225000.00000000 PA USD 258156.00000000 0.059250047334 Long DBT NUSS CA N 2 2028-03-15 Fixed 0.03300000 N N N N N N MISSISSIPPI PWR CO LNZ0J6YZ5SC6ILIRU850 605417CB8 120000.00000000 PA USD 134219.00000000 0.030804947795 Long DBT CORP US N 2 2028-03-30 Fixed 0.03950000 N N N N N N UNITED TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 913017DD8 80000.00000000 PA USD 89580.75000000 0.020559908263 Long DBT CORP US N 2 2025-08-16 Fixed 0.03950000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBS7 150000.00000000 PA USD 169103.48000000 0.038811374496 Long DBT CORP US N 2 2049-11-21 Fixed 0.04250000 N N N N N N FLORIDA PWR and LT CO A89MY1K3YLIGJMYWVX50 341081FL6 170000.00000000 PA USD 207647.24000000 0.047657651958 Long DBT CORP US N 2 2044-10-01 Fixed 0.04050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410LGC0 75392.22600000 PA USD 78965.14000000 0.018123492317 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 0.03500000 N N N N N N BENCHMARK 2019-B9 MTG TR N/A 08160JAE7 160000.00000000 PA USD 185815.01000000 0.042646880715 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 0.04015600 N N N N N N DISCOVER CARD EXECUTION NT TR 549300CKCX1QE4RUW216 254683CD5 100000.00000000 PA USD 105273.72000000 0.024161642158 Long ABS-CBDO CORP US N 2 2025-08-15 Fixed 0.03030000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YK0 217000.00000000 PA USD 219746.41000000 0.050434563574 Long DBT UST US N 2 2022-10-15 Fixed 0.01375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285N6 288000.00000000 PA USD 318386.25000000 0.073073646877 Long DBT UST US N 2 2025-11-30 Fixed 0.02875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TUB9 928258.13800000 PA USD 980646.80000000 0.225070768521 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 0.04000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAN0 90000.00000000 PA USD 94012.65000000 0.021577085028 Long DBT CORP US N 2 2027-10-01 Fixed 0.04200000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AFFX0 30000.00000000 PA USD 34617.56000000 0.007945165204 Long DBT USGSE US N 2 2028-11-16 Fixed 0.03250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C3D4 602386.94100000 PA USD 635334.68000000 0.145817295988 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132VL6A0 716351.99500000 PA USD 765104.33000000 0.175601062026 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284V9 1213000.00000000 PA USD 1386989.69000000 0.318331570000 Long DBT UST US N 2 2028-08-15 Fixed 0.02875000 N N N N N N QUEBEC PROVINCE CDA 549300WN65YFEQH74Y36 748149AQ4 130000.00000000 PA USD 137482.80000000 0.031554030925 Long DBT NUSS CA N 2 2024-04-09 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128282U3 501000.00000000 PA USD 521959.81000000 0.119796338064 Long DBT UST US N 2 2024-08-31 Fixed 0.01875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UEA6 234126.53400000 PA USD 247850.28000000 0.056884755039 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 3140J8DJ9 672230.84900000 PA USD 707122.18000000 0.162293429695 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QD3 5000.00000000 PA USD 7486.33000000 0.001718206847 Long DBT UST US N 2 2039-11-15 Fixed 0.04375000 N N N N N N DH EUROPE FINANCE II SARL 222100KDGL314CKTZ511 23291KAK1 80000.00000000 PA USD 88225.23000000 0.020248799383 Long DBT CORP LU N 2 2049-11-15 Fixed 0.03400000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GGQ1 393000.00000000 PA USD 412491.87000000 0.094672069689 Long DBT CORP US N 2 2021-07-27 Fixed 0.05250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128283J7 320000.00000000 PA USD 337725.00000000 0.077512133113 Long DBT UST US N 2 2024-11-30 Fixed 0.02125000 N N N N N N SHELL INTL FIN B V 213800ITMMKU4Z7I4F78 822582CE0 100000.00000000 PA USD 102884.31000000 0.023613242525 Long DBT CORP NL N 2 2049-11-07 Fixed 0.03125000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3131YAL65 351401.58700000 PA USD 364917.79000000 0.083753220265 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286Z8 1417000.00000000 PA USD 1466816.41000000 0.336652805759 Long DBT UST US N 2 2024-06-30 Fixed 0.01750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RU4 359000.00000000 PA USD 452311.95000000 0.103811278635 Long DBT UST US N 2 2046-11-15 Fixed 0.02875000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132XXNS4 847294.73700000 PA USD 890373.23000000 0.204351849358 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828Z60 3482000.00000000 PA USD 3512875.56000000 0.806249102134 Long DBT UST US N 2 2022-01-31 Fixed 0.01375000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CS2 117000.00000000 PA USD 118052.34000000 0.027094496091 Long DBT CORP US N 2 2029-08-15 Fixed 0.03500000 N N N N N N FIDELITY REVERE STREET TRUST 549300BDV45LJNXBZC55 31635A105 2787418.82100000 NS USD 2787976.30000000 0.639875609099 Long STIV RF US N 1 N N N UST NOTES 254900HROIFWPRGM1V77 9128284D9 1659000.00000000 PA USD 1740394.69000000 0.399442460231 Long DBT UST US N 2 2023-03-31 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CR89 235204.23650000 PA USD 247264.62000000 0.056750338706 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 0.03500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CQ6 70000.00000000 PA USD 77566.92000000 0.017802583250 Long DBT CORP US N 2 2050-02-01 Fixed 0.03750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H030633 -700000.00000000 PA USD -723263.38000000 -0.16599803800 Short ABS-MBS USGA US N 2 2050-03-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128283P3 30000.00000000 PA USD 31863.28000000 0.007313023320 Long DBT UST US N 2 2024-12-31 Fixed 0.02250000 N N N N N N DOMINION GAS HLDGS LLC 549300BFOD6TDMVV4O24 257375AQ8 90000.00000000 PA USD 97801.22000000 0.022446609470 Long DBT CORP US N 2 2049-11-15 Fixed 0.03900000 N N N N N N TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12 N/A 95001RAX7 240000.00000000 PA USD 282186.96000000 0.064765454752 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 0.04302000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3133KHAY2 119623.54800000 PA USD 123215.70000000 0.028279552121 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FGEP0 388752.37310000 PA USD 410751.36000000 0.094272600763 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q9ZZ9 386385.59200000 PA USD 410127.02000000 0.094129306884 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285A4 698000.00000000 PA USD 716813.28000000 0.164517658973 Long DBT UST US N 2 2021-09-15 Fixed 0.02750000 N N N N N N ENTERPRISE PRODS OPER LLC 5493004LGN656HWLDA30 29379VBU6 56000.00000000 PA USD 65316.18000000 0.014990884413 Long DBT CORP US N 2 2049-02-01 Fixed 0.04800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F9WA9 72452.64880000 PA USD 76439.44000000 0.017543812416 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ME8 150000.00000000 PA USD 169756.48000000 0.038961246205 Long DBT CORP US N 2 2030-03-20 Variable 0.03980000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128282J8 575000.00000000 PA USD 575314.46000000 0.132041900971 Long DBT UST US N 2 2020-07-15 Fixed 0.01500000 N N N N N N BURLINGTON NORTHN SANTA FE LLC N/A 12189LBC4 182000.00000000 PA USD 219982.60000000 0.050488772148 Long DBT CORP US N 2 2048-06-15 Fixed 0.04050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FJCB7 75250.86620000 PA USD 78333.62000000 0.017978550538 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TV69 196929.04300000 PA USD 207981.71000000 0.047734417027 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VBE9 99759.49200000 PA USD 102441.96000000 0.023511717639 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CNG5 441248.72300000 PA USD 458431.70000000 0.105215838193 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.03000000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBV9 30000.00000000 PA USD 40639.16000000 0.009327198103 Long DBT CORP US N 2 2049-01-23 Fixed 0.05550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9SN2 310993.94600000 PA USD 323248.29000000 0.074189546178 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.03000000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YBJ9 130000.00000000 PA USD 133298.86000000 0.030593764098 Long DBT CORP US N 2 2029-08-26 Fixed 0.02375000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BC1 100000.00000000 PA USD 113491.33000000 0.026047686958 Long DBT CORP US N 2 2028-05-15 Fixed 0.03750000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBF1 128000.00000000 PA USD 132624.30000000 0.030438944098 Long DBT CORP US N 2 2047-08-15 Fixed 0.04540000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137AX5 100000.00000000 PA USD 114794.51000000 0.026346783151 Long DBT CORP US N 2 2029-03-01 Fixed 0.04000000 N N N N N N WELLS FARGO BK NA SAN FRANCISC O CALIF MEDIUM TERM SR BK NTS BOOK ENTRY N/A 94988J5R4 750000.00000000 PA USD 799629.15000000 0.183524942235 Long DBT CORP US N 2 2023-08-14 Fixed 0.03550000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HBW4 438000.00000000 PA USD 477950.70000000 0.109695694071 Long DBT CORP US N 2 2028-01-31 Fixed 0.03800000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167EE9 20000.00000000 PA USD 22013.03000000 0.005052267115 Long DBT CORP PH N 2 2027-11-02 Fixed 0.02500000 N N N N N N FORD CR FLOORPLN MAST OWN TR A 5493001DTG5N7T8BG747 34528QGD0 50000.00000000 PA USD 52509.84000000 0.012051668392 Long ABS-CBDO CORP US N 2 2025-03-15 Fixed 0.03170000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HEAR3 38115.41300000 PA USD 40283.52000000 0.009245574252 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828S76 313000.00000000 PA USD 313550.19000000 0.071963710311 Long DBT UST US N 2 2021-07-31 Fixed 0.01125000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAA2 100000.00000000 PA USD 101435.45000000 0.023280710941 Long DBT CORP US N 2 2030-02-15 Fixed 0.02722000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285G1 1000.00000000 PA USD 1011.02000000 0.000232041799 Long DBT UST US N 2 2020-10-31 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285Z9 2144000.00000000 PA USD 2274733.74000000 0.522079989497 Long DBT UST US N 2 2024-01-31 Fixed 0.02500000 N N N N N N BP CAP MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QBA7 620000.00000000 PA USD 634843.43000000 0.145704547938 Long DBT CORP US N 2 2022-09-19 Fixed 0.02520000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844BM9 185000.00000000 PA USD 216199.57000000 0.049620519206 Long DBT CORP US N 2 2042-10-01 Fixed 0.03950000 N N N N N N DEERE and CO PWFTNG3EI0Y73OXWDH08 244199BG9 190000.00000000 PA USD 199274.79000000 0.045736069431 Long DBT CORP US N 2 2049-09-07 Fixed 0.02875000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CU2 60000.00000000 PA USD 62212.23000000 0.014278488868 Long DBT CORP US N 2 2026-06-01 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286M7 396000.00000000 PA USD 407106.56000000 0.093436073344 Long DBT UST US N 2 2022-04-15 Fixed 0.02250000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HJ5 50000.00000000 PA USD 55649.27000000 0.012772207043 Long DBT CORP US N 2 2028-03-01 Fixed 0.03800000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785HN9 118000.00000000 PA USD 121270.68000000 0.027833145579 Long DBT CORP LU N 2 2022-12-15 Fixed 0.02000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PAX4 630000.00000000 PA USD 734564.48000000 0.168591782528 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 3140FKSL5 171807.06700000 PA USD 177010.95000000 0.040626238267 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 0.02500000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G0V75 930000.00000000 PA USD 959942.63000000 0.220318901230 Long DBT USGSE US N 2 2024-07-02 Fixed 0.01750000 N N N N N N PUBLIC SERVICE CO OF CO 5BANEF6PGSEK0SNMQF44 744448CS8 110000.00000000 PA USD 120224.01000000 0.027592921656 Long DBT CORP US N 2 2050-03-01 Fixed 0.03200000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 31335BVW3 1639417.71300000 PA USD 1725304.35000000 0.395979037497 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 0.03000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KY6 80000.00000000 PA USD 85170.12000000 0.019547613231 Long DBT CORP US N 2 2026-10-21 Fixed 0.03200000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284N7 231000.00000000 PA USD 263412.19000000 0.060456409016 Long DBT UST US N 2 2028-05-15 Fixed 0.02875000 N N N N N N WILLIAMS PARTNERS LP N/A 96950FAJ3 190000.00000000 PA USD 197215.54000000 0.045263445668 Long DBT CORP US N 2 2022-08-15 Fixed 0.03350000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167EL3 430000.00000000 PA USD 457030.82000000 0.104894318622 Long DBT CORP PH N 2 2024-01-30 Fixed 0.02625000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BN8 79000.00000000 PA USD 101659.12000000 0.023332046018 Long DBT CORP US N 2 2052-09-15 Fixed 0.04090000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YE4 3036000.00000000 PA USD 3080235.46000000 0.706952760372 Long DBT UST US N 2 2024-08-31 Fixed 0.01250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FPDG1 366137.14140000 PA USD 390625.42000000 0.089653444526 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04000000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBQ8 80000.00000000 PA USD 80796.10000000 0.018543720655 Long DBT CORP US N 2 2048-02-15 Fixed 0.04050000 N N N N N N MASSACHUSETTS ST N/A 57582PUE8 145000.00000000 PA USD 202212.65000000 0.046410345233 Long DBT MUN US N 2 2039-12-01 Fixed 0.05456000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QS0 225000.00000000 PA USD 314806.64000000 0.072252081381 Long DBT UST US N 2 2041-08-15 Fixed 0.03750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284G2 500000.00000000 PA USD 507265.63000000 0.116423839030 Long DBT UST US N 2 2021-04-15 Fixed 0.02375000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F030637 2350000.00000000 PA USD 2420004.39000000 0.555421429900 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GYJX8 794945.90800000 PA USD 836204.55000000 0.191919456332 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HJJP7 440661.53300000 PA USD 477723.28000000 0.109643498322 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.05000000 N N N N N N XEROX CORP 4KF48RN45X1OO8UBLY20 984121CD3 160000.00000000 PA USD 162816.00000000 0.037368318794 Long DBT CORP US N 2 2021-05-15 Fixed 0.04500000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804FY5 60000.00000000 PA USD 69751.24000000 0.016008786437 Long DBT CORP US N 2 2047-09-15 Fixed 0.03800000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UKX9 895941.05200000 PA USD 939856.23000000 0.215708819919 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 0.04000000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081ET6 100000.00000000 PA USD 112193.40000000 0.025749795707 Long DBT CORP US N 2 2029-03-15 Fixed 0.03450000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TXV2 65359.95400000 PA USD 68982.33000000 0.015832311926 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 0.04000000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 45950KCP3 39000.00000000 PA USD 41508.49000000 0.009526720267 Long DBT CORP US N 2 2023-07-31 Fixed 0.02875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W7GG3 21182.67700000 PA USD 22282.14000000 0.005114031243 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DEL2 351508.25900000 PA USD 364098.12000000 0.083565095695 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 0.03000000 N N N N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 92857WBH2 300000.00000000 PA USD 322196.62000000 0.073948174693 Long DBT CORP GB N 2 2024-01-16 Fixed 0.03750000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132A9US4 99999.75100000 PA USD 103706.41000000 0.023801924810 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.03000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDQ2 68000.00000000 PA USD 85125.54000000 0.019537381561 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 3140H9CS0 371751.10600000 PA USD 402209.90000000 0.092312228317 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828XW5 728000.00000000 PA USD 742389.37000000 0.170387693151 Long DBT UST US N 2 2022-06-30 Fixed 0.01750000 N N N N N N KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 49456BAJ0 50000.00000000 PA USD 56848.49000000 0.013047443109 Long DBT CORP US N 2 2046-02-15 Fixed 0.05050000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137AU1 230000.00000000 PA USD 300133.39000000 0.068884386046 Long DBT CORP US N 2 2049-03-01 Fixed 0.04700000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBD4 30000.00000000 PA USD 34319.82000000 0.007876830131 Long DBT CORP US N 2 2029-02-14 Fixed 0.04800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H8ZY4 85327.52300000 PA USD 89424.61000000 0.020524072171 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X42H8 781213.49300000 PA USD 807601.95000000 0.185354800062 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03000000 N N N N N N MANITOBA PROVINCE CDA 5493003QILFOB3JRKE30 563469UU7 870000.00000000 PA USD 919557.78000000 0.211050070468 Long DBT NUSS CA N 2 2024-04-16 Fixed 0.02600000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YM6 1768000.00000000 PA USD 1814479.06000000 0.416445754476 Long DBT UST US N 2 2024-10-31 Fixed 0.01500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HRV4 190000.00000000 PA USD 201424.83000000 0.046229530639 Long DBT CORP US N 2 2026-10-01 Fixed 0.02950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ER6E5 219691.65900000 PA USD 227032.11000000 0.052106723314 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.02500000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1 N/A 17290YAR9 480000.00000000 PA USD 520860.82000000 0.119544106043 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 0.03209000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132DMC60 90684.56200000 PA USD 98113.20000000 0.022518212802 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.05000000 N N N N N N BURLINGTON NORTHN SANTA FE LLC N/A 12189LBD2 100000.00000000 PA USD 121609.16000000 0.027910830994 Long DBT CORP US N 2 2048-12-15 Fixed 0.04150000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 388000.00000000 PA USD 469440.36000000 0.107742464055 Long DBT CORP US N 2 2047-11-15 Fixed 0.04000000 N N N N N N WFRBS COML MTG TR 2013-C14 549300GADFYEKC4OLM57 92890PAD6 370000.00000000 PA USD 386757.82000000 0.088765781705 Long ABS-MBS CORP US N 2 2046-06-15 Fixed 0.03073000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAM9 184000.00000000 PA USD 204918.13000000 0.047031286904 Long DBT CORP US N 2 2028-03-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JKZ33 162877.51100000 PA USD 168711.25000000 0.038721352780 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128287F1 2828000.00000000 PA USD 2857716.09000000 0.655881767618 Long DBT UST US N 2 2021-07-31 Fixed 0.01750000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06367WHH9 580000.00000000 PA USD 617748.90000000 0.141781138404 Long DBT CORP CA N 2 2024-02-05 Fixed 0.03300000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TEL5 50000.00000000 PA USD 52149.77000000 0.011969027800 Long DBT CORP US N 2 2023-01-11 Fixed 0.02700000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UGE6 56295.87400000 PA USD 60395.60000000 0.013861549446 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DGL0 696257.82100000 PA USD 717600.77000000 0.164698397828 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CV92 397457.37100000 PA USD 412189.80000000 0.094602740826 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.03000000 N N N N N N DH EUROPE FINANCE II SARL 222100KDGL314CKTZ511 23291KAH8 110000.00000000 PA USD 114140.57000000 0.026196695700 Long DBT CORP LU N 2 2029-11-15 Fixed 0.02600000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3128MJXA3 16459.79600000 PA USD 17743.95000000 0.004072459588 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FMQV1 52838.07900000 PA USD 55002.66000000 0.012623801920 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RZT9 2526090.21200000 PA USD 2675029.00000000 0.613952783865 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 0.03500000 N N N N N N ALLERGAN FUNDING SCS 222100FLFVOSKCBCAR54 00507UAT8 50000.00000000 PA USD 59691.43000000 0.013699933578 Long DBT CORP LU N 2 2035-03-15 Fixed 0.04550000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAH3 150000.00000000 PA USD 168369.16000000 0.038642838824 Long DBT CORP US N 2 2025-05-25 Fixed 0.04417000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MJHE2 1540368.65200000 PA USD 1642939.80000000 0.377075337849 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03500000 N N N N N N JOHNSON and JOHNSON 549300G0CFPGEF6X2043 478160CL6 238000.00000000 PA USD 271454.85000000 0.062302300592 Long DBT CORP US N 2 2038-01-15 Fixed 0.03400000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCZ3 100000.00000000 PA USD 97090.00000000 0.022283375539 Long DBT CORP MX N 2 2031-01-28 Fixed 0.05950000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TJV8 78629.61000000 PA USD 81137.06000000 0.018621975261 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 0.02500000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 857524AB8 130000.00000000 PA USD 138775.00000000 0.031850607070 Long DBT NUSS PL N 2 2022-03-23 Fixed 0.05000000 N N N N N N CSAIL 2019-C17 COML MTG TR N/A 12597BAT6 200000.00000000 PA USD 212495.46000000 0.048770379396 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 0.02762800 N N N N N N WASTE MANAGEMENT INC DEL 549300YX8JIID70NFS41 94106LBE8 50000.00000000 PA USD 53877.26000000 0.012365508472 Long DBT CORP US N 2 2027-11-15 Fixed 0.03150000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NCT6 150000.00000000 PA USD 173845.52000000 0.039899732289 Long DBT CORP US N 2 2028-10-15 Fixed 0.04150000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818EN4 90000.00000000 PA USD 102961.84000000 0.023631036635 Long DBT CORP US N 2 2047-04-15 Fixed 0.04000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 450000.00000000 PA USD 475053.64000000 0.109030782381 Long DBT CORP US N 2 2027-08-15 Fixed 0.03557000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31406UWK0 648.43600000 PA USD 704.59000000 0.000161712262 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417Y2D8 63761.93700000 PA USD 66783.68000000 0.015327694112 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3128MJYN4 1054406.13100000 PA USD 1114604.71000000 0.255815792880 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 0.03500000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBM9 30000.00000000 PA USD 32532.55000000 0.007466629198 Long DBT CORP US N 2 2047-06-15 Fixed 0.04368000 N N N N N N SUMITOMO MITSUI FINL GRP INC 35380028MYWPB6AUO129 86562MBF6 120000.00000000 PA USD 129741.24000000 0.029777245585 Long DBT CORP JP N 2 2023-10-16 Fixed 0.03936000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBS4 80000.00000000 PA USD 91214.02000000 0.020934764261 Long DBT CORP US N 2 2048-10-17 Fixed 0.04950000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DL8 40000.00000000 PA USD 50565.42000000 0.011605399558 Long DBT CORP US N 2 2048-04-01 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CTC8 78873.78400000 PA USD 81213.50000000 0.018639519202 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.02500000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DE7 1242000.00000000 PA USD 1281016.93000000 0.294009489374 Long DBT CORP US N 2 2023-01-13 Fixed 0.02400000 N N N N N N PUBLIC SVC ENTERPRISE GRP INC PUSS41EMO3E6XXNV3U28 744573AL0 80000.00000000 PA USD 82218.80000000 0.018870248190 Long DBT CORP US N 2 2022-11-15 Fixed 0.02650000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 313380GJ0 200000.00000000 PA USD 205216.52000000 0.047099771161 Long DBT USGSE US N 2 2022-09-09 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828N30 92000.00000000 PA USD 95184.06000000 0.021845938349 Long DBT UST US N 2 2022-12-31 Fixed 0.02125000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132D54K5 493627.88000000 PA USD 506728.32000000 0.116300519630 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DHK1 299999.35300000 PA USD 306085.59000000 0.070250490772 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 0.02500000 N N N N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746AG3 478000.00000000 PA USD 525293.54000000 0.120561471008 Long DBT CORP US N 2 2025-05-15 Fixed 0.04000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BG4 110000.00000000 PA USD 128298.16000000 0.029446040583 Long DBT CORP US N 2 2047-12-08 Fixed 0.03734000 N N N N N N ALBERTA PROVINCE CDA LQPXMHHNJKIPJYE53543 013051EF0 120000.00000000 PA USD 128594.40000000 0.029514031387 Long DBT NUSS CA N 2 2024-01-23 Fixed 0.02950000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804FZ2 90000.00000000 PA USD 101767.55000000 0.023356932066 Long DBT CORP US N 2 2028-04-01 Fixed 0.03800000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AJ6 150000.00000000 PA USD 188229.13000000 0.043200951603 Long DBT CORP US N 2 2047-07-15 Fixed 0.04850000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UKZ4 56605.86100000 PA USD 60595.50000000 0.013907429009 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HEAS1 78755.09100000 PA USD 85292.64000000 0.019575733112 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.05000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBF9 110000.00000000 PA USD 139657.47000000 0.032053145029 Long DBT CORP US N 2 2049-02-14 Fixed 0.05950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YWKG1 62762.86040000 PA USD 65226.57000000 0.014970317792 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UXS6 600000.52600000 PA USD 620231.34000000 0.142350889591 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 0.03000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAS3 166000.00000000 PA USD 169496.02000000 0.038901467360 Long DBT CORP US N 2 2021-06-01 Fixed 0.03375000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032435 100000.00000000 PA USD 104741.02000000 0.024039380811 Long ABS-MBS USGA US N 2 2035-03-01 Fixed 0.03500000 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DAS8 110000.00000000 PA USD 126310.89000000 0.028989937136 Long DBT CORP US N 2 2037-09-20 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132DV3Y9 348689.68300000 PA USD 355763.72000000 0.081652246122 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.02500000 N N N N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587CV7 765000.00000000 PA USD 821841.33000000 0.188622916779 Long DBT CORP US N 2 2026-07-01 Fixed 0.03250000 N N N N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 92857WBK5 250000.00000000 PA USD 287572.68000000 0.066001545198 Long DBT CORP GB N 2 2028-05-30 Fixed 0.04375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F5C92 323832.71870000 PA USD 341652.00000000 0.078413428980 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SLS4 128387.08190000 PA USD 135675.96000000 0.031139338431 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ERU57 52184.06540000 PA USD 55055.56000000 0.012635943135 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBF0 350000.00000000 PA USD 396179.01000000 0.090928063246 Long DBT CORP US N 2 2028-10-01 Fixed 0.04625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YV6 3795000.00000000 PA USD 3897138.86000000 0.894442360140 Long DBT UST US N 2 2024-11-30 Fixed 0.01500000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AE9 60000.00000000 PA USD 81637.50000000 0.018736832532 Long DBT CORP CO N 2 2043-09-18 Fixed 0.07375000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAR9 250000.00000000 PA USD 304531.00000000 0.069893692824 Long DBT CORP US N 2 2039-04-22 Variable 0.04457000 N N N N N N ONTARIO PROVINCE CDA C7PVKCRGLG18EBQGZV36 68323AFF6 70000.00000000 PA USD 74425.40000000 0.017081564917 Long DBT NUSS CA N 2 2026-06-15 Fixed 0.02300000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828W55 1430000.00000000 PA USD 1456924.21000000 0.334382421502 Long DBT UST US N 2 2022-02-28 Fixed 0.01875000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BJ1 160000.00000000 PA USD 178622.71000000 0.040996157449 Long DBT CORP US N 2 2026-03-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132AEB88 150613.68600000 PA USD 156406.85000000 0.035897338299 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 0.03500000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918BW3 1792000.00000000 PA USD 1831818.29000000 0.420425325736 Long DBT CORP US N 2 2022-02-06 Fixed 0.02400000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RHS4 219000.00000000 PA USD 235610.28000000 0.054075521167 Long DBT CORP US N 2 2025-07-15 Fixed 0.03600000 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214DZ3 160000.00000000 PA USD 170842.16000000 0.039210423413 Long DBT CORP AU N 2 2023-05-15 Fixed 0.03650000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179M5L0 37665.73400000 PA USD 39571.36000000 0.009082124580 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 0.03000000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CC4 280000.00000000 PA USD 325338.25000000 0.074669218272 Long DBT CORP US N 2 2028-11-01 Fixed 0.04850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CRJ5 505740.81400000 PA USD 525277.18000000 0.120557716182 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.03000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PCR1 182000.00000000 PA USD 233749.71000000 0.053648496962 Long DBT CORP US N 2 2045-07-15 Fixed 0.04750000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAV5 204000.00000000 PA USD 198486.54000000 0.045555156146 Long DBT CORP US N 2 2046-09-16 Fixed 0.03875000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EE9 140000.00000000 PA USD 158855.59000000 0.036459354912 Long DBT CORP US N 2 2028-06-26 Fixed 0.03700000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TG41 70502.35270000 PA USD 74174.48000000 0.017023975623 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 0.03500000 N N N N N N CALIFORNIA ST N/A 13063A5G5 160000.00000000 PA USD 274761.60000000 0.063061241287 Long DBT MUN US N 2 2039-04-01 Fixed 0.07550000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128282Q2 119000.00000000 PA USD 119106.91000000 0.027336533163 Long DBT UST US N 2 2020-08-15 Fixed 0.01500000 N N N N N N WILLIAMS PARTNERS L P NEW WUURD1P1N0874ONXXO03 96949LAE5 50000.00000000 PA USD 52711.82000000 0.012098025341 Long DBT CORP US N 2 2048-03-01 Fixed 0.04850000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286C9 1815000.00000000 PA USD 1870442.59000000 0.429290088141 Long DBT UST US N 2 2022-02-15 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417G3M6 199999.89100000 PA USD 205307.71000000 0.047120700412 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 0.02500000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NDA6 100000.00000000 PA USD 104903.59000000 0.024076692670 Long DBT CORP US N 2 2030-02-01 Fixed 0.02650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H6CU1 223184.81910000 PA USD 235880.20000000 0.054137471200 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284U1 2011000.00000000 PA USD 2124982.86000000 0.487710279986 Long DBT UST US N 2 2023-06-30 Fixed 0.02625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YG9 1345000.00000000 PA USD 1395752.74000000 0.320342800137 Long DBT UST US N 2 2026-09-30 Fixed 0.01625000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDK5 130000.00000000 PA USD 147300.85000000 0.033807396825 Long DBT CORP US N 2 2028-06-15 Fixed 0.03850000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABE1 280000.00000000 PA USD 319541.59000000 0.073338811931 Long DBT CORP US N 2 2048-04-01 Fixed 0.04500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 412000.00000000 PA USD 485895.32000000 0.111519084234 Long DBT CORP US N 2 2038-03-25 Fixed 0.04780000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CAF1 17362.56300000 PA USD 18095.55000000 0.004153156208 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C4W1 221741.45600000 PA USD 233661.79000000 0.053628318217 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04000000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QBA5 150000.00000000 PA USD 156000.00000000 0.035803961109 Long DBT NUSS MX N 2 2022-03-15 Fixed 0.03625000 N N N N N N EXPORT DEVELOPMENT CANADA Z6MHCSLXHKYG4B6PHW02 30216BHH8 500000.00000000 PA USD 530830.00000000 0.121832158178 Long DBT CORP CA N 2 2024-02-21 Fixed 0.02625000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3128MJW71 792362.94800000 PA USD 854181.12000000 0.196045305134 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 0.04000000 N N N N N N ANHEUSER-BUSCH INBEV FIN INC 5493000EYEKDT0FBSQ91 035242AP1 316000.00000000 PA USD 345500.77000000 0.079296770079 Long DBT CORP US N 2 2026-02-01 Fixed 0.03650000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CY9 17000.00000000 PA USD 16173.94000000 0.003712122556 Long DBT CORP US N 2 2049-08-15 Fixed 0.04400000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAQ9 366000.00000000 PA USD 427848.61000000 0.098196634571 Long DBT CORP US N 2 2026-03-15 Fixed 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EGVH4 212589.72600000 PA USD 245257.48000000 0.056289674844 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 0.05500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 226000.00000000 PA USD 235569.76000000 0.054066221318 Long DBT CORP US N 2 2048-04-15 Fixed 0.04700000 N N N N N N CONSOLIDATED EDISON CO OF NY VZFZPMWDHTQCFKYOBP05 209111FT5 80000.00000000 PA USD 101751.19000000 0.023353177241 Long DBT CORP US N 2 2048-12-01 Fixed 0.04650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DAK8 146772.88900000 PA USD 152029.81000000 0.034892752594 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 0.03000000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAN3 70000.00000000 PA USD 96111.95000000 0.022058900768 Long DBT CORP US N 2 2036-07-15 Fixed 0.08100000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QT8 285000.00000000 PA USD 366314.06000000 0.084073681782 Long DBT UST US N 2 2041-11-15 Fixed 0.03125000 N N N N N N BERKSHIRE HATHAWAY INC DEL 5493000C01ZX7D35SD85 084670BS6 92000.00000000 PA USD 99721.56000000 0.022887351641 Long DBT CORP US N 2 2026-03-15 Fixed 0.03125000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBX5 100000.00000000 PA USD 111274.00000000 0.025538781849 Long DBT CORP US N 2 2025-01-23 Fixed 0.04150000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBF5 92000.00000000 PA USD 105236.09000000 0.024153005600 Long DBT CORP US N 2 2028-11-14 Fixed 0.04250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128282P4 151000.00000000 PA USD 154527.27000000 0.035465951060 Long DBT UST US N 2 2022-07-31 Fixed 0.01875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828VZ0 67000.00000000 PA USD 67293.13000000 0.015444619291 Long DBT UST US N 2 2020-09-30 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179QWJ6 53558.08000000 PA USD 60719.51000000 0.013935890863 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 0.05500000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286AY3 70000.00000000 PA USD 114450.00000000 0.026267713775 Long DBT NUSS PH N 2 2030-02-02 Fixed 0.09500000 N N N N N N EASTMAN CHEMICAL CO FDPVHDGJ1IQZFK9KH630 277432AW0 226000.00000000 PA USD 261464.76000000 0.060009449349 Long DBT CORP US N 2 2028-12-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9VC2 41903.45700000 PA USD 43548.34000000 0.009994891485 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 0.03000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHV4 100000.00000000 PA USD 107053.13000000 0.024570039122 Long DBT CORP US N 2 2030-07-23 Variable 0.03194000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CG7 200000.00000000 PA USD 230447.43000000 0.052890582189 Long DBT CORP US N 2 2028-04-17 Fixed 0.04200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ERJ76 409808.35900000 PA USD 432998.88000000 0.099378686282 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DC83 399960.77000000 PA USD 426856.45000000 0.097968921379 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.04500000 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAD6 174000.00000000 PA USD 197364.73000000 0.045297686649 Long DBT CORP US N 2 2028-04-15 Fixed 0.04250000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAV2 70000.00000000 PA USD 78130.62000000 0.017931959486 Long DBT CORP US N 2 2028-06-01 Fixed 0.04350000 N N N N N N GS MTG SECS TR 2014-GC26 N/A 36250HAD5 340000.00000000 PA USD 363447.15000000 0.083415689897 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 0.03364000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285X4 200000.00000000 PA USD 202515.62000000 0.046479880657 Long DBT UST US N 2 2021-01-31 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YB0 2779000.00000000 PA USD 2901341.14000000 0.665894265013 Long DBT UST US N 2 2029-08-15 Fixed 0.01625000 N N N N N N DEVON ENERGY CORP NEW 54930042348RKR3ZPN35 25179MAU7 65000.00000000 PA USD 69918.71000000 0.016047222908 Long DBT CORP US N 2 2045-06-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HBH68 313843.68200000 PA USD 331843.12000000 0.076162167711 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 0.04000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCW0 168000.00000000 PA USD 175392.00000000 0.040254668890 Long DBT CORP MX N 2 2050-01-23 Fixed 0.07690000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132DV3J2 1580368.06500000 PA USD 1641154.87000000 0.376665673975 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DAT9 139751.99900000 PA USD 151200.11000000 0.034702326014 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H7K48 89890.85800000 PA USD 92467.50000000 0.021222453678 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.02500000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NAV3 207000.00000000 PA USD 318220.93000000 0.073035703858 Long DBT CORP US N 2 2037-08-15 Fixed 0.06950000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AL0 140000.00000000 PA USD 159075.00000000 0.036509712266 Long DBT NUSS HU N 2 2024-03-25 Fixed 0.05375000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAH0 163000.00000000 PA USD 170708.05000000 0.039179643482 Long DBT CORP US N 2 2023-06-15 Fixed 0.03125000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 445000.00000000 PA USD 480833.40000000 0.110357309960 Long DBT CORP US N 2 2028-12-20 Variable 0.03419000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AP3 208000.00000000 PA USD 231609.43000000 0.053157275796 Long DBT CORP US N 2 2026-01-30 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FWBB9 318585.17410000 PA USD 328135.27000000 0.075311169524 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286D7 1000.00000000 PA USD 1013.95000000 0.000232714271 Long DBT UST US N 2 2021-02-28 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 31335BT48 475338.32200000 PA USD 515096.81000000 0.118221193287 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 0.04000000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAB6 100000.00000000 PA USD 108629.54000000 0.024931845035 Long DBT CORP US N 2 2023-11-15 Fixed 0.04205000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GTS27 108458.13670000 PA USD 111675.45000000 0.025630919671 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.02500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2H5 550000.00000000 PA USD 563371.17000000 0.129300765775 Long DBT CORP US N 2 2025-10-30 Variable 0.02406000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285V8 406000.00000000 PA USD 417783.52000000 0.095886569886 Long DBT UST US N 2 2022-01-15 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132Y1DG0 569665.13400000 PA USD 601825.58000000 0.138126536288 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QY7 306000.00000000 PA USD 371778.05000000 0.085327736176 Long DBT UST US N 2 2042-11-15 Fixed 0.02750000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PAH9 340000.00000000 PA USD 359053.12000000 0.082407204774 Long DBT CORP US N 2 2025-03-01 Variable 0.03220000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UPB2 145724.21200000 PA USD 153457.78000000 0.035220489660 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 0.04500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DAZ8 200000.00000000 PA USD 210013.08000000 0.048200641979 Long DBT CORP US N 2 2024-08-15 Fixed 0.03222000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058HT3 110000.00000000 PA USD 113130.93000000 0.025964970628 Long DBT CORP US N 2 2025-01-15 Fixed 0.01625000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAC4 200000.00000000 PA USD 219875.00000000 0.050464076595 Long DBT NUSS MX N 2 2027-03-28 Fixed 0.04150000 N N N N N N PUBLIC SERVICE ELEC and GAS CO 549300RUHPVD434XUK18 74456QBL9 220000.00000000 PA USD 233937.06000000 0.053691496143 Long DBT CORP US N 2 2025-05-15 Fixed 0.03000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 120000.00000000 PA USD 147687.30000000 0.033896091958 Long DBT CORP US N 2 2048-03-25 Fixed 0.05050000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LS8 200000.00000000 PA USD 216389.06000000 0.049664009543 Long DBT CORP US N 2 2028-10-27 Variable 0.03520000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132ACYG9 729326.58100000 PA USD 759886.24000000 0.174403444773 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284B3 190000.00000000 PA USD 192545.70000000 0.044191658683 Long DBT UST US N 2 2021-03-15 Fixed 0.02375000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448DT2 632000.00000000 PA USD 644947.54000000 0.148023568204 Long DBT CORP US N 2 2022-05-02 Fixed 0.02250000 N N N N N N AMERICAN MUN PWR REV N/A 02765UEJ9 170000.00000000 PA USD 291121.60000000 0.066816066952 Long DBT MUN US N 2 2041-02-15 Fixed 0.07834000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HN6 160000.00000000 PA USD 207271.39000000 0.047571389658 Long DBT CORP US N 2 2048-11-15 Fixed 0.04750000 N N N N N N Morgan Stanley Capital I Trust N/A 61770KAX3 150000.00000000 PA USD 158779.64000000 0.036441923433 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 0.02698000 N N N N N N ONTARIO PROVINCE CDA C7PVKCRGLG18EBQGZV36 68323AED2 100000.00000000 PA USD 102558.00000000 0.023538350278 Long DBT NUSS CA N 2 2022-02-08 Fixed 0.02400000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828W89 1271000.00000000 PA USD 1296122.10000000 0.297476315779 Long DBT UST US N 2 2022-03-31 Fixed 0.01875000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132AD3U0 284319.71000000 PA USD 303616.72000000 0.069683854071 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284T4 617000.00000000 PA USD 629508.71000000 0.144480162634 Long DBT UST US N 2 2021-06-15 Fixed 0.02625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TJZ9 31281.95800000 PA USD 33303.79000000 0.007643638474 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286H8 3228000.00000000 PA USD 3323957.34000000 0.762889995712 Long DBT UST US N 2 2022-03-15 Fixed 0.02375000 N N N N N N ENERGY TRANSFER OPERATING LP RY1052DWLDPLDW74Y843 29273RBL2 50000.00000000 PA USD 51858.08000000 0.011902081279 Long DBT CORP US N 2 2047-04-15 Fixed 0.05300000 N N N N N N BARCLAYS PLC (UNGTD) 213800LBQA1Y9L22JB70 06738EAN5 210000.00000000 PA USD 231724.50000000 0.053183685808 Long DBT CORP GB N 2 2026-01-12 Fixed 0.04375000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132QUJM6 145415.21840000 PA USD 155716.78000000 0.035738958559 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 0.03500000 N N N N N N HCP INC PZ9HF5U52KPF0MH0QN75 42250PAA1 320000.00000000 PA USD 336400.61000000 0.077208168959 Long DBT CORP US N 2 2030-01-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EU2Z1 333875.19500000 PA USD 355690.17000000 0.081635365472 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3128MJVZ0 253569.62500000 PA USD 265189.71000000 0.060864372201 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.03000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAY0 140000.00000000 PA USD 147769.88000000 0.033915045106 Long DBT CORP US N 2 2027-12-01 Fixed 0.03625000 N N N N N N COMM 2014-LC15 MTG TR N/A 12591TAE6 50000.00000000 PA USD 54547.59000000 0.012519357634 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 0.04006000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBR8 90000.00000000 PA USD 116038.08000000 0.026632198099 Long DBT CORP US N 2 2046-05-13 Fixed 0.04600000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VDM9 99773.78000000 PA USD 102456.64000000 0.023515086884 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DC67 1431890.20400000 PA USD 1486966.00000000 0.341277389969 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.03500000 N N N N N N LYB INTL FIN BV 549300J6QSW38QNOJK61 50247VAA7 153000.00000000 PA USD 164078.77000000 0.037658140384 Long DBT CORP NL N 2 2023-07-15 Fixed 0.04000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816BM0 150000.00000000 PA USD 152934.93000000 0.035100489012 Long DBT CORP US N 2 2022-08-01 Fixed 0.02500000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BJ4 228000.00000000 PA USD 291882.00000000 0.066990588311 Long DBT CORP US N 2 2047-08-22 Fixed 0.04050000 N N N N N N WASTE MANAGEMENT INC DEL 549300YX8JIID70NFS41 94106LBD0 250000.00000000 PA USD 257035.01000000 0.058992766037 Long DBT CORP US N 2 2023-05-15 Fixed 0.02400000 N N N N N N ENERGY TRANSFER OPERATING MLP 5493008K8W3OKZE54J59 29278NAE3 330000.00000000 PA USD 370629.66000000 0.085064166235 Long DBT CORP US N 2 2048-06-15 Fixed 0.06000000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752AH6 80000.00000000 PA USD 93977.06000000 0.021568916675 Long DBT CORP US N 2 2048-03-01 Fixed 0.04550000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543CX9 150000.00000000 PA USD 163292.18000000 0.037477608091 Long DBT CORP US N 2 2026-05-15 Fixed 0.03625000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AEWA4 1100000.00000000 PA USD 1109272.12000000 0.254591896438 Long DBT USGSE US N 2 2020-10-01 Fixed 0.02625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828W48 551000.00000000 PA USD 577129.46000000 0.132458466288 Long DBT UST US N 2 2024-02-29 Fixed 0.02125000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CD8 100000.00000000 PA USD 128636.75000000 0.029523751245 Long DBT CORP US N 2 2049-10-26 Fixed 0.04250000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172BU2 820000.00000000 PA USD 832783.44000000 0.191134268579 Long DBT CORP US N 2 2023-05-10 Fixed 0.02125000 N N N N N N CARMAX AUTO OWNER TR 2018-3 N/A 14313FAD1 100000.00000000 PA USD 101983.04000000 0.023406389730 Long ABS-CBDO CORP US N 2 2023-06-15 Fixed 0.03130000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AJ9 80000.00000000 PA USD 96201.49000000 0.022079451324 Long DBT CORP US N 2 2038-08-15 Fixed 0.04800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HKCC0 569662.87000000 PA USD 590778.39000000 0.135591067307 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UCD2 53813.78300000 PA USD 57825.25000000 0.013271621808 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 31418C6A7 638991.95600000 PA USD 682360.85000000 0.156610393180 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.04500000 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABJ1 160000.00000000 PA USD 175888.30000000 0.040368575979 Long DBT CORP US N 2 2028-03-01 Fixed 0.03500000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411BE4 360000.00000000 PA USD 378645.00000000 0.086903787527 Long DBT CORP US N 2 2028-10-15 Fixed 0.04375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YJ3 2622000.00000000 PA USD 2643611.02000000 0.606741962492 Long DBT UST US N 2 2021-09-30 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GUMW4 71310.84500000 PA USD 73827.34000000 0.016944302629 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.02500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDU3 90000.00000000 PA USD 101093.41000000 0.023202208462 Long DBT CORP US N 2 2049-08-15 Fixed 0.03700000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 124857AQ6 176000.00000000 PA USD 192920.12000000 0.044277592780 Long DBT CORP US N 2 2026-01-15 Fixed 0.04000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAD8 560000.00000000 PA USD 557595.24000000 0.127975117229 Long DBT CORP US N 2 2026-06-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285K2 698000.00000000 PA USD 747432.58000000 0.171545173245 Long DBT UST US N 2 2023-10-31 Fixed 0.02875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810FT0 223000.00000000 PA USD 324743.75000000 0.074532773048 Long DBT UST US N 2 2036-02-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ER5G1 482956.39470000 PA USD 527959.87000000 0.121173427262 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JABQ0 589268.68500000 PA USD 612210.33000000 0.140509966962 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.03500000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RFW7 480000.00000000 PA USD 573742.33000000 0.131681077373 Long DBT CORP US N 2 2037-08-15 Fixed 0.04900000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAJ3 100000.00000000 PA USD 111829.01000000 0.025666163621 Long DBT CORP US N 2 2028-09-21 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JGUU7 210184.43300000 PA USD 221483.49000000 0.050833245271 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04000000 N N N N N N REGIONS FINL CORP NEW CW05CS5KW59QTC0DG824 7591EPAM2 101000.00000000 PA USD 103716.70000000 0.023804286494 Long DBT CORP US N 2 2022-08-14 Fixed 0.02750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DAS1 164415.15100000 PA USD 175420.00000000 0.040261095242 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 36179UN99 1564539.89000000 PA USD 1625005.76000000 0.372959250216 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 0.03500000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XCS3 130000.00000000 PA USD 148238.23000000 0.034022537319 Long DBT CORP US N 2 2029-01-17 Fixed 0.05650000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SYQ4 46988.66770000 PA USD 48516.48000000 0.011135142071 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 0.02500000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BJ7 136000.00000000 PA USD 150524.56000000 0.034547278796 Long DBT CORP US N 2 2048-02-01 Fixed 0.04000000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NBV2 1030000.00000000 PA USD 1036020.21000000 0.237779662227 Long DBT CORP US N 2 2022-01-15 Fixed 0.01625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FPJM2 46825.53890000 PA USD 48743.81000000 0.011187317163 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03000000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RHK1 66000.00000000 PA USD 79130.86000000 0.018161527141 Long DBT CORP US N 2 2039-03-01 Fixed 0.04850000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286T2 3101000.00000000 PA USD 3439323.94000000 0.789368080711 Long DBT UST US N 2 2029-05-15 Fixed 0.02375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q83V5 140561.13900000 PA USD 151023.57000000 0.034661807864 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CXV1 72528.13800000 PA USD 75216.52000000 0.017263136903 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 0.03000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AC3 500000.00000000 PA USD 552875.00000000 0.126891762810 Long DBT CORP CO N 2 2023-09-18 Fixed 0.05875000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132AEKC9 43281.05600000 PA USD 44831.24000000 0.010289333163 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FBJF8 22254.74900000 PA USD 24299.58000000 0.005577059085 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.04000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122BW7 204000.00000000 PA USD 269632.76000000 0.061884108031 Long DBT CORP US N 2 2048-02-20 Fixed 0.04550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CUH5 43267.02400000 PA USD 44870.79000000 0.010298410385 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GYGZ6 250363.35500000 PA USD 263357.51000000 0.060443859268 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WJM96 182047.73000000 PA USD 189505.55000000 0.043493906040 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DDL3 74054.05100000 PA USD 80942.00000000 0.018577206539 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 0.05500000 N N N N N N UNITED TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 913017CY3 220000.00000000 PA USD 257495.92000000 0.059098550676 Long DBT CORP US N 2 2028-11-16 Fixed 0.04125000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3128MJ6A3 301058.31800000 PA USD 325872.81000000 0.074791906512 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.05000000 N N N N N N DISNEY (WALT) CO 549300GZKULIZ0WOW665 254687FL5 40000.00000000 PA USD 40279.18000000 0.009244578168 Long DBT CORP US N 2 2029-09-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828X88 1576000.00000000 PA USD 1720733.44000000 0.394929956190 Long DBT UST US N 2 2027-05-15 Fixed 0.02375000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EU2 145000.00000000 PA USD 160890.67000000 0.036926431356 Long DBT USGSE US N 2 2027-02-01 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YH7 3446000.00000000 PA USD 3535246.02000000 0.811383403928 Long DBT UST US N 2 2024-09-30 Fixed 0.01500000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CX1 17000.00000000 PA USD 16322.37000000 0.003746189107 Long DBT CORP US N 2 2039-08-15 Fixed 0.04300000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828XU9 204000.00000000 PA USD 204055.78000000 0.046833366739 Long DBT UST US N 2 2020-06-15 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YSSV9 396361.33620000 PA USD 418245.91000000 0.095992694204 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.03500000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABA9 35000.00000000 PA USD 38207.08000000 0.008769005169 Long DBT CORP US N 2 2023-12-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WJGA0 421464.79740000 PA USD 434230.59000000 0.099661379211 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RP5 359000.00000000 PA USD 458552.38000000 0.105243535770 Long DBT UST US N 2 2045-11-15 Fixed 0.03000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918BR4 520000.00000000 PA USD 546857.88000000 0.125510758128 Long DBT CORP US N 2 2026-08-08 Fixed 0.02400000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RN0 269000.00000000 PA USD 335913.75000000 0.077096428469 Long DBT UST US N 2 2045-08-15 Fixed 0.02875000 N N N N N N KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 49456BAQ4 264000.00000000 PA USD 312886.38000000 0.071811357571 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 3140JG6P5 187211.00600000 PA USD 199952.27000000 0.045891559607 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H3XH4 241587.84860000 PA USD 254126.55000000 0.058325237904 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828Y79 258000.00000000 PA USD 284011.64000000 0.065184241751 Long DBT UST US N 2 2025-07-31 Fixed 0.02875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RGB9 250635.65630000 PA USD 270516.05000000 0.062086834190 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 0.04500000 N N N N N N NEW JERSEY ST TRANSN TR FD AUT N/A 6461366R7 30000.00000000 PA USD 33548.40000000 0.007699779544 Long DBT MUN US N 2 2039-06-15 Fixed 0.04081000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBA8 90000.00000000 PA USD 103688.92000000 0.023797910635 Long DBT CORP US N 2 2029-10-01 Fixed 0.05300000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DF4 38000.00000000 PA USD 39827.96000000 0.009141017505 Long DBT CORP US N 2 2026-08-15 Fixed 0.03000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448DY1 100000.00000000 PA USD 109264.29000000 0.025077528139 Long DBT CORP US N 2 2027-10-15 Fixed 0.03000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523BS8 110000.00000000 PA USD 113512.96000000 0.026052651315 Long DBT CORP US N 2 2022-11-30 Fixed 0.03050000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BN1 100000.00000000 PA USD 108308.13000000 0.024858077399 Long DBT CORP US N 2 2028-01-15 Fixed 0.03250000 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370CS7 112000.00000000 PA USD 102689.61000000 0.023568556428 Long DBT CORP US N 2 2046-12-08 Fixed 0.05291000 N N N N N N ZIMMER BIOMET HLDGS INC 2P2YLDVPES3BXQ1FRB91 98956PAF9 175000.00000000 PA USD 187860.83000000 0.043116422123 Long DBT CORP US N 2 2025-04-01 Fixed 0.03550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C3E2 66414.09000000 PA USD 71046.19000000 0.016305993741 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.04500000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAT3 50000.00000000 PA USD 54075.28000000 0.012410956551 Long DBT CORP US N 2 2029-01-30 Fixed 0.04625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128283V0 37000.00000000 PA USD 39790.90000000 0.009132511769 Long DBT UST US N 2 2025-01-31 Fixed 0.02500000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CR4 37000.00000000 PA USD 37671.26000000 0.008646027743 Long DBT CORP US N 2 2026-08-15 Fixed 0.03200000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958667AC1 150000.00000000 PA USD 147759.38000000 0.033912635224 Long DBT CORP US N 2 2030-02-01 Fixed 0.04050000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810PU6 1496000.00000000 PA USD 2333409.37000000 0.535546784206 Long DBT UST US N 2 2037-05-15 Fixed 0.05000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAM5 380000.00000000 PA USD 407785.65000000 0.093591933036 Long DBT CORP US N 2 2027-12-01 Fixed 0.03950000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FK9 160000.00000000 PA USD 164794.20000000 0.037822340563 Long DBT CORP US N 2 2050-02-05 Fixed 0.03250000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BK8 112000.00000000 PA USD 135281.36000000 0.031048772771 Long DBT CORP US N 2 2047-03-01 Fixed 0.04150000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UMM1 67199.56500000 PA USD 70807.84000000 0.016251289420 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 0.04500000 N N N N N N NOVARTIS CAP CORP 5493002KF87V5RSRQS84 66989HAS7 150000.00000000 PA USD 154468.60000000 0.035452485557 Long DBT CORP US N 2 2050-08-14 Fixed 0.02750000 N N N N N N DISNEY (WALT) CO 549300GZKULIZ0WOW665 254687FM3 60000.00000000 PA USD 60661.26000000 0.013922521755 Long DBT CORP US N 2 2049-09-01 Fixed 0.02750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TLT0 131174.36700000 PA USD 138782.49000000 0.031852326119 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 0.04000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBR9 100000.00000000 PA USD 110453.06000000 0.025350365799 Long DBT CORP US N 2 2039-11-21 Fixed 0.04050000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TG58 64825.61800000 PA USD 68585.51000000 0.015741236748 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 0.04000000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058FT5 320000.00000000 PA USD 336228.66000000 0.077168704272 Long DBT CORP US N 2 2026-10-27 Fixed 0.01875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q87M1 645587.20000000 PA USD 676989.21000000 0.155377534271 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3128MJ3K4 17841.23500000 PA USD 18959.97000000 0.004351551464 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.04000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BH5 200000.00000000 PA USD 231886.40000000 0.053220843893 Long DBT CORP US N 2 2044-03-11 Fixed 0.04500000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459056HV2 90000.00000000 PA USD 92007.76000000 0.021116937569 Long DBT CORP US N 2 2024-08-28 Fixed 0.01500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YU8 1935000.00000000 PA USD 2008620.71000000 0.461003703748 Long DBT UST US N 2 2026-11-30 Fixed 0.01625000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFW4 1404000.00000000 PA USD 1421289.26000000 0.326203752503 Long DBT CORP US N 2 2021-04-19 Fixed 0.02625000 N N N N N N KAISER FNDTN HOSPS DW4Z57L3G4IRMHYZYK62 48305QAE3 110000.00000000 PA USD 121915.45000000 0.027981128400 Long DBT CORP US N 2 2049-11-01 Fixed 0.03266000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAN3 100000.00000000 PA USD 107766.78000000 0.024733830769 Long DBT CORP US N 2 2024-03-19 Fixed 0.04375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UQ70 75170.10900000 PA USD 80168.67000000 0.018399717582 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 0.05000000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAD5 211000.00000000 PA USD 217341.87000000 0.049882691416 Long DBT CORP US N 2 2021-06-15 Fixed 0.04420000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BF2 150000.00000000 PA USD 180295.09000000 0.041379989683 Long DBT CORP US N 2 2037-08-22 Fixed 0.03875000 N N N N N N KIMCO REALTY CORP 549300EA7I6T15IBYS12 49446RAP4 216000.00000000 PA USD 226642.46000000 0.052017293741 Long DBT CORP US N 2 2026-10-01 Fixed 0.02800000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123CF6 170000.00000000 PA USD 185064.14000000 0.042474546611 Long DBT CORP US N 2 2049-09-19 Fixed 0.03250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H032639 700000.00000000 PA USD 725201.26000000 0.166442805831 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2C59 896337.50100000 PA USD 941685.90000000 0.216128752186 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 0.03000000 N N N N N N BANK NOVA SCOTIA BC N/A 064159MK9 560000.00000000 PA USD 595004.74000000 0.136561067762 Long DBT CORP CA N 2 2024-02-11 Fixed 0.03400000 N N N N N N DUKE ENERGY OHIO INC N/A 26442EAG5 65000.00000000 PA USD 80839.60000000 0.018553704452 Long DBT CORP US N 2 2049-02-01 Fixed 0.04300000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CV0 50000.00000000 PA USD 57175.30000000 0.013122450112 Long DBT CORP US N 2 2028-03-14 Fixed 0.03950000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132A9UF2 27280.29100000 PA USD 28334.11000000 0.006503034439 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.03000000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WDD0 120000.00000000 PA USD 122615.10000000 0.028141706870 Long DBT CORP US N 2 2024-09-10 Fixed 0.02150000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DL6 50000.00000000 PA USD 60699.80000000 0.013931367170 Long DBT CORP US N 2 2046-03-15 Fixed 0.06600000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFC3 153000.00000000 PA USD 185304.89000000 0.042529801762 Long DBT CORP US N 2 2047-03-01 Fixed 0.04450000 N N N N N N ONEOK INC NEW 2T3D6M0JSY48PSZI1Q41 682680AZ6 50000.00000000 PA USD 51302.95000000 0.011774671965 Long DBT CORP US N 2 2049-09-01 Fixed 0.04450000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GWB6 960000.00000000 PA USD 1055157.95000000 0.242172014142 Long DBT CORP US N 2 2027-01-26 Fixed 0.03850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JADM7 319121.47000000 PA USD 332194.70000000 0.076242859741 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.03000000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475AY1 250000.00000000 PA USD 257342.50000000 0.059063338857 Long DBT CORP US N 2 2024-11-01 Fixed 0.02200000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 94973VAX5 140000.00000000 PA USD 144543.70000000 0.033174596239 Long DBT CORP US N 2 2022-05-15 Fixed 0.03125000 N N N N N N ALLINA HEALTH SYSTEM 5493001V00JCD7SQ0G44 01959LAC6 40000.00000000 PA USD 47839.90000000 0.010979858455 Long DBT CORP US N 2 2049-04-15 Fixed 0.03887000 N N N N N N TRAVELERS COS INC 549300Y650407RU8B149 89417EAN9 74000.00000000 PA USD 91482.00000000 0.020996269039 Long DBT CORP US N 2 2048-03-07 Fixed 0.04050000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3128MJWP1 96184.19600000 PA USD 100591.93000000 0.023087112497 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 0.03000000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NCR0 100000.00000000 PA USD 108601.09000000 0.024925315402 Long DBT CORP US N 2 2024-04-15 Fixed 0.03700000 N N N N N N JPMBB COML MTG SECS TR 2014-C21 N/A 46642EAY2 50000.00000000 PA USD 54361.49000000 0.012476645344 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 0.03774800 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285B2 160000.00000000 PA USD 161393.75000000 0.037041894540 Long DBT UST US N 2 2020-09-30 Fixed 0.02750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284P2 2550000.00000000 PA USD 2598609.38000000 0.596413520387 Long DBT UST US N 2 2021-05-15 Fixed 0.02625000 N N N N N N CALIFORNIA ST N/A 13063DGC6 175000.00000000 PA USD 199050.25000000 0.045684534678 Long DBT MUN US N 2 2028-04-01 Fixed 0.03500000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BG3 50000.00000000 PA USD 53934.73000000 0.012378698560 Long DBT CORP US N 2 2028-02-01 Fixed 0.03400000 N N N N N N KAISER FNDTN HOSPS DW4Z57L3G4IRMHYZYK62 48305QAD5 60000.00000000 PA USD 75770.22000000 0.017390218013 Long DBT CORP US N 2 2047-05-01 Fixed 0.04150000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAU4 316000.00000000 PA USD 345952.77000000 0.079400509761 Long DBT CORP US N 2 2026-12-01 Fixed 0.03350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FBJG6 13049.65000000 PA USD 14248.69000000 0.003270253478 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TV85 102525.85500000 PA USD 110953.45000000 0.025465211594 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 0.05000000 N N N N N N INGERSOLL-RAND GLOBAL HLDG CO LTD 549300UCF0D858BIOV83 45687AAP7 240000.00000000 PA USD 271451.86000000 0.062301614349 Long DBT CORP US N 2 2028-08-21 Fixed 0.03750000 N N N N N N SUNOCO LOGISTICS PRTNR OPER LP 5493006LL0CKP8WQW329 86765BAV1 80000.00000000 PA USD 84810.04000000 0.019464970345 Long DBT CORP US N 2 2047-10-01 Fixed 0.05400000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 45950KCM0 50000.00000000 PA USD 50510.52000000 0.011592799318 Long DBT CORP US N 2 2021-01-25 Fixed 0.02250000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TEC5 100000.00000000 PA USD 102362.20000000 0.023493411717 Long DBT CORP US N 2 2022-09-08 Fixed 0.02150000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3128MFNL8 130340.95300000 PA USD 136247.90000000 0.031270605851 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SGL5 189644.83620000 PA USD 200411.49000000 0.045996956370 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 3138WJTG3 1301195.67580000 PA USD 1354500.85000000 0.310874972796 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MD0 75000.00000000 PA USD 99300.63000000 0.022790742914 Long DBT CORP US N 2 2048-07-23 Fixed 0.04650000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3128MJ3X6 631394.38100000 PA USD 663495.99000000 0.152280670655 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.03500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RD2 6195000.00000000 PA USD 8779476.56000000 2.015000239208 Long DBT UST US N 2 2043-11-15 Fixed 0.03750000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HRL6 470000.00000000 PA USD 486666.20000000 0.111696010885 Long DBT CORP US N 2 2023-05-18 Fixed 0.02700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HMXF6 132126.68700000 PA USD 141548.42000000 0.032487141825 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285T3 118000.00000000 PA USD 128919.61000000 0.029588671171 Long DBT UST US N 2 2025-12-31 Fixed 0.02625000 N N N N N N DEUTSCHE BK AG GLOBAL MEDIUM TERM NTS BOOK ENTRY N/A 25152R2Y8 700000.00000000 PA USD 729345.95000000 0.167394064289 Long DBT CORP DE N 2 2026-01-13 Fixed 0.04100000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FJ2 120000.00000000 PA USD 122266.31000000 0.028061655181 Long DBT CORP US N 2 2027-02-05 Fixed 0.02150000 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087H64 155000.00000000 PA USD 159522.90000000 0.036612510946 Long DBT NUSS CA N 2 2022-11-15 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VFR6 100000.00000000 PA USD 105307.82000000 0.024169468537 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132A9UP0 44090.87700000 PA USD 45725.18000000 0.010494503631 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.03000000 N N N N N N ROYAL BANK OF SCOTLAND GRP PLC (UNGTD) 2138005O9XJIJN4JPN90 780097BM2 400000.00000000 PA USD 415848.60000000 0.095442481422 Long DBT CORP GB N 2 2029-11-01 Variable 0.03754000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DM0 70000.00000000 PA USD 88827.14000000 0.020386945295 Long DBT CORP US N 2 2049-01-15 Fixed 0.05400000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VEU4 150000.00000000 PA USD 174363.33000000 0.040018576193 Long DBT CORP US N 2 2029-12-03 Fixed 0.04016000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AN8 140000.00000000 PA USD 151814.20000000 0.034843267388 Long DBT CORP GB N 2 2027-06-12 Fixed 0.03125000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785HT6 110000.00000000 PA USD 118665.05000000 0.027235120738 Long DBT CORP LU N 2 2023-12-14 Fixed 0.03125000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331AZ0 90000.00000000 PA USD 98086.55000000 0.022512096292 Long DBT CORP US N 2 2027-03-15 Fixed 0.03800000 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214EF6 270000.00000000 PA USD 295540.11000000 0.067830170543 Long DBT CORP AU N 2 2034-07-24 Variable 0.04110000 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214DS9 306000.00000000 PA USD 316972.30000000 0.072749127576 Long DBT CORP AU N 2 2023-01-11 Fixed 0.02750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RX8 197000.00000000 PA USD 254337.77000000 0.058373715549 Long DBT UST US N 2 2047-05-15 Fixed 0.03000000 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAP8 100000.00000000 PA USD 103423.84000000 0.023737071443 Long DBT CORP ES N 2 2021-02-16 Fixed 0.05462000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CG3 650000.00000000 PA USD 687606.05000000 0.157814232518 Long DBT CORP US N 2 2024-02-09 Fixed 0.03000000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422ETG4 270000.00000000 PA USD 281623.48000000 0.064636129009 Long DBT CORP US N 2 2023-03-06 Fixed 0.02800000 N N N N N N TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 89352HAY5 80000.00000000 PA USD 96535.00000000 0.022155996062 Long DBT CORP CA N 2 2048-05-15 Fixed 0.04875000 N N N N N N FED HOME LOAN MTG CORP - GOLD N/A 3132A9PA9 191279.05800000 PA USD 198787.56000000 0.045624244021 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 0.03000000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBW7 260000.00000000 PA USD 367311.31000000 0.084302563194 Long DBT CORP US N 2 2059-01-23 Fixed 0.05800000 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAK7 250000.00000000 PA USD 262180.73000000 0.060173773465 Long DBT CORP US N 2 2023-02-06 Fixed 0.03350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QB4F2 293168.56000000 PA USD 306369.59000000 0.070315672343 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H4N42 15220.82800000 PA USD 15808.80000000 0.003628318335 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.03000000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DM6 190000.00000000 PA USD 210187.50000000 0.048240673562 Long DBT CORP US N 2 2048-04-01 Variable 0.05750000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CV0 100000.00000000 PA USD 101044.47000000 0.023190976116 Long DBT CORP US N 2 2025-02-21 Fixed 0.01900000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599CW3 240000.00000000 PA USD 243244.01000000 0.055827558167 Long DBT CORP US N 2 2024-08-15 Fixed 0.02900000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286V7 1654000.00000000 PA USD 1676225.63000000 0.384714854277 Long DBT UST US N 2 2021-05-31 Fixed 0.02125000 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAT0 300000.00000000 PA USD 333323.56000000 0.076501947302 Long DBT CORP ES N 2 2027-03-08 Fixed 0.04103000 N N N N N N 2020-03-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer