NPORT-P false 0000035315 XXXXXXXX S000061665 C000199795 Fidelity Salem Street Trust 811-02105 0000035315 S4W85DGKOEJ24DPRB829 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Sustainability Bond Index Fund S000061665 549300HLKV8H8IDLLJ36 2025-08-31 2025-05-31 N 544508771.69 15392810.36 529115961.33 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 9737792.59000000 0.00000000 0.00000000 464982.65000000 USD N Bloomberg MSCI US Aggregate ESG Choice Bond Index 56048177 PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475CC7 20000.00000000 PA USD 20133.09000000 0.003805043028 Long DBT CORP US N 2 2036-01-29 Variable 0.05575000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KM2Y0 246723.41300000 PA USD 192828.73000000 0.036443567023 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAL8 20000.00000000 PA USD 14869.66000000 0.002810283772 Long DBT CORP US N 2 2049-06-01 Fixed 0.03650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMYC3 268496.23500000 PA USD 219032.36000000 0.041395908649 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKP93 728131.37700000 PA USD 600134.55000000 0.113422121776 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 4581X0DC9 430000.00000000 PA USD 419086.47000000 0.079205032663 Long DBT CORP US N 2 2028-09-18 Fixed 0.03125000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBS7 300000.00000000 PA USD 290030.90000000 0.054814241337 Long DBT CORP JP N 2 2027-07-09 Variable 0.01554000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HLL2 92000.00000000 PA USD 83135.27000000 0.015712107756 Long DBT CORP US N 2 2045-06-01 Fixed 0.04950000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123CJ8 15000.00000000 PA USD 10247.86000000 0.001936789049 Long DBT CORP US N 2 2050-04-09 Fixed 0.03250000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CV0 100000.00000000 PA USD 98701.34000000 0.018654009180 Long DBT CORP US N 2 2028-03-14 Fixed 0.03950000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406YAA0 40000.00000000 PA USD 38128.50000000 0.007206076320 Long DBT CORP US N 2 2029-08-23 Fixed 0.03300000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2X49 46985.74800000 PA USD 43791.16000000 0.008276287846 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 0.04000000 N N N N N N GALLAGHER (ARTHUR J.) and CO 54930049QLLMPART6V29 04316JAL3 30000.00000000 PA USD 30234.09000000 0.005714076348 Long DBT CORP US N 2 2029-12-15 Fixed 0.04850000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAS6 10000.00000000 PA USD 9941.72000000 0.001878930277 Long DBT CORP US N 2 2034-02-01 Fixed 0.05400000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132ADW38 18499.27500000 PA USD 17958.84000000 0.003394121763 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 0.03500000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBR1 30000.00000000 PA USD 30393.50000000 0.005744203959 Long DBT CORP US N 2 2031-03-15 Fixed 0.05125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138X3EH1 37606.21800000 PA USD 33634.87000000 0.006356805021 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.03000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AZ3 200000.00000000 PA USD 166029.45000000 0.031378650831 Long DBT CORP US N 2 2032-02-15 Fixed 0.01750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NLC0 3379.59100000 PA USD 3049.37000000 0.000576314120 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 0.03000000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 06428CAA2 510000.00000000 PA USD 516520.17000000 0.097619464871 Long DBT CORP US N 2 2026-08-18 Fixed 0.05526000 N N N N N N AIR PRODUCTS and CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158BA3 20000.00000000 PA USD 12351.36000000 0.002334338954 Long DBT CORP US N 2 2050-05-15 Fixed 0.02800000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAL5 170000.00000000 PA USD 168636.53000000 0.031871374580 Long DBT CORP US N 2 2028-09-15 Fixed 0.04110000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38148LAF3 20000.00000000 PA USD 17618.19000000 0.003329740791 Long DBT CORP US N 2 2045-05-22 Fixed 0.05150000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RJZ6 50000.00000000 PA USD 38256.19000000 0.007230209027 Long DBT CORP US N 2 2041-06-01 Fixed 0.03500000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FD0 45000.00000000 PA USD 37876.12000000 0.007158377892 Long DBT CORP US N 2 2044-03-15 Fixed 0.04450000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JR8 560000.00000000 PA USD 517209.69000000 0.097749780350 Long DBT CORP LU N 2 2029-03-15 Fixed 0.01750000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661ER4 20000.00000000 PA USD 19010.99000000 0.003592972314 Long DBT CORP US N 2 2053-07-01 Fixed 0.05750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M9H88 5337.57600000 PA USD 5070.23000000 0.000958245520 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYWP0 146796.39400000 PA USD 127913.23000000 0.024174895362 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEW7 670000.00000000 PA USD 661598.83000000 0.125038531881 Long DBT UST US N 2 2027-06-30 Fixed 0.03250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180ACA9 148449.21900000 PA USD 147512.92000000 0.027879128731 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 0.05500000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CC4 50000.00000000 PA USD 46351.45000000 0.008760168542 Long DBT CORP US N 2 2055-05-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133C1QU7 91028.53000000 PA USD 88265.62000000 0.016681715625 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D55T5 75523.67100000 PA USD 70319.48000000 0.013289994091 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XND4 44450.90200000 PA USD 40911.22000000 0.007731995061 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RH3 238000.00000000 PA USD 183669.06000000 0.034712439885 Long DBT UST US N 2 2044-08-15 Fixed 0.03125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XG3A4 27746.67400000 PA USD 27254.70000000 0.005150988061 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCNV6 11150.41800000 PA USD 10500.54000000 0.001984544176 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV4N2 29300.30000000 PA USD 24232.06000000 0.004579725763 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UZV7 16592.36300000 PA USD 15947.63000000 0.003014014160 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 0.04500000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AF2 70000.00000000 PA USD 69611.83000000 0.013156252142 Long DBT CORP US N 2 2030-05-15 Fixed 0.04700000 N N N N N N CANADIAN NATIONAL RAILWAY CO 3SU7BEP7TH9YEQOZCS77 136375DJ8 40000.00000000 PA USD 42400.26000000 0.008013415413 Long DBT CORP CA N 2 2053-11-01 Fixed 0.06125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QBS82 22856.52500000 PA USD 19828.53000000 0.003747482867 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UG1 2430000.00000000 PA USD 2317930.10000000 0.438076011574 Long DBT UST US N 2 2055-02-15 Fixed 0.04625000 N N N N N N TAMPA ELECTRIC CO WS423EPRKJIIJUITXD73 875127BG6 70000.00000000 PA USD 48563.24000000 0.009178184660 Long DBT CORP US N 2 2050-06-15 Fixed 0.03625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H032670 100000.00000000 PA USD 88973.91000000 0.016815578531 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 0.03500000 N N N N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 446150BB9 30000.00000000 PA USD 29953.83000000 0.005661108752 Long DBT CORP US N 2 2028-08-04 Variable 0.04443000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K4EL0 196352.93800000 PA USD 176126.88000000 0.033287009440 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YYU2 170841.17000000 PA USD 161319.80000000 0.030488552943 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 0.04500000 N N N N N N GRUPO TELEVISA SAB DE CV 549300O4AF0C816ILN62 40049JAZ0 60000.00000000 PA USD 52706.25000000 0.009961190712 Long DBT CORP MX N 2 2040-01-15 Fixed 0.06625000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457CV8 50000.00000000 PA USD 50812.13000000 0.009603212473 Long DBT CORP US N 2 2030-02-12 Fixed 0.04750000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BC9 240000.00000000 PA USD 235132.27000000 0.044438702890 Long DBT CORP US N 2 2027-08-22 Fixed 0.03150000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A37A2 30278.10900000 PA USD 28021.88000000 0.005295980852 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.03500000 N N N N N N MARTIN MARIETTA MATERIALS INC 5299005MZ4WZECVATV08 573284BB1 20000.00000000 PA USD 18668.17000000 0.003528181223 Long DBT CORP US N 2 2054-12-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EJ50 119326.31800000 PA USD 109582.41000000 0.020710471429 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.04000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAU4 50000.00000000 PA USD 49309.81000000 0.009319282275 Long DBT CORP US N 2 2026-09-15 Fixed 0.03400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HMHJ6 4135.44700000 PA USD 3595.34000000 0.000679499441 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L7ZS4 79758.65000000 PA USD 65488.78000000 0.012377018420 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828Z78 173000.00000000 PA USD 166161.09000000 0.031403530065 Long DBT UST US N 2 2027-01-31 Fixed 0.01500000 N N N N N N TRAVELERS COS INC 549300Y650407RU8B149 89417EAD1 40000.00000000 PA USD 43423.06000000 0.008206718975 Long DBT CORP US N 2 2037-06-15 Fixed 0.06250000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAG9 185000.00000000 PA USD 181871.79000000 0.034372765762 Long DBT CORP US N 2 2026-11-21 Fixed 0.02950000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3134A4KX1 130000.00000000 PA USD 145929.40000000 0.027579852180 Long DBT USGSE US N 2 2032-07-15 Fixed 0.06250000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494AZ6 75000.00000000 PA USD 71596.07000000 0.013531262564 Long DBT CORP US N 2 2034-08-15 Fixed 0.04875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3140KVXR6 17910.10000000 PA USD 14020.17000000 0.002649734845 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TQ1 2320000.00000000 PA USD 2037793.76000000 0.385131787534 Long DBT UST US N 2 2043-02-15 Fixed 0.03875000 N N N N N N BANK OF MONTREAL QUE NQQ6HPCNCCU6TUTQYE16 06368DH72 50000.00000000 PA USD 42562.10000000 0.008044002281 Long DBT CORP CA N 2 2037-01-10 Variable 0.03088000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAK0 120000.00000000 PA USD 116891.60000000 0.022091868048 Long DBT CORP US N 2 2027-02-15 Fixed 0.02700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140ACWS8 190977.27000000 PA USD 189260.61000000 0.035769212012 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.05500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 110000.00000000 PA USD 91746.88000000 0.017339654575 Long DBT CORP US N 2 2037-11-15 Fixed 0.03800000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YDH9 200000.00000000 PA USD 202105.83000000 0.038196887784 Long DBT CORP JP N 2 2031-05-13 Variable 0.05098000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAR8 50000.00000000 PA USD 50386.39000000 0.009522749960 Long DBT CORP US N 2 2027-06-08 Fixed 0.05170000 N N N N N N CITIZENS FINANCIAL GRP INC 2138004JDDA4ZQUPFW65 174610AS4 10000.00000000 PA USD 8941.85000000 0.001689960359 Long DBT CORP US N 2 2030-02-06 Fixed 0.02500000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661DQ7 62000.00000000 PA USD 46940.14000000 0.008871427707 Long DBT CORP US N 2 2047-05-03 Fixed 0.04050000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JCM4 10000.00000000 PA USD 8633.35000000 0.001631655559 Long DBT CORP US N 2 2052-09-15 Fixed 0.04950000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179T4R3 7575.30200000 PA USD 7475.41000000 0.001412811282 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 0.05000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558AX1 52000.00000000 PA USD 46270.34000000 0.008744839200 Long DBT CORP US N 2 2044-04-01 Fixed 0.04800000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RKG6 650000.00000000 PA USD 604926.95000000 0.114327858959 Long DBT CORP US N 2 2028-02-01 Fixed 0.01650000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140AV2 70000.00000000 PA USD 50752.73000000 0.009591986201 Long DBT CORP US N 2 2046-05-19 Fixed 0.04100000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BM4 20000.00000000 PA USD 20384.33000000 0.003852526003 Long DBT CORP US N 2 2034-03-15 Fixed 0.05700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJ4X5 9041.51300000 PA USD 8665.25000000 0.001637684483 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B6U32 75826.38400000 PA USD 59547.09000000 0.011254071763 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133D03J8 652012.73200000 PA USD 631458.75000000 0.119342222905 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJN2 290000.00000000 PA USD 294474.61000000 0.055654078032 Long DBT UST US N 2 2028-11-30 Fixed 0.04375000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BT9 55000.00000000 PA USD 39118.75000000 0.007393228112 Long DBT CORP US N 2 2041-11-01 Fixed 0.03366000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 55000.00000000 PA USD 45962.81000000 0.008686717725 Long DBT CORP US N 2 2036-09-16 Variable 0.02484000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAR1 110000.00000000 PA USD 107507.43000000 0.020318311647 Long DBT CORP US N 2 2028-01-15 Fixed 0.03600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJHV8 52486.82800000 PA USD 41087.12000000 0.007765239191 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DW8 30000.00000000 PA USD 27740.49000000 0.005242799693 Long DBT CORP US N 2 2054-09-15 Fixed 0.05500000 N N N N N N BRITISH COLUMBIA PROVINCE CDA 54930058TO7MEKUHWL16 11070TAM0 50000.00000000 PA USD 48470.32000000 0.009160623292 Long DBT NUSS CA N 2 2033-07-06 Fixed 0.04200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UQ54 19070.96600000 PA USD 17678.96000000 0.003341225986 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VMC1 126412.19200000 PA USD 106149.66000000 0.020061700602 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 0.02500000 N N N N N N PROGRESSIVE CORP OHIO 529900TACNVLY9DCR586 743315AZ6 65000.00000000 PA USD 58460.92000000 0.011048791620 Long DBT CORP US N 2 2032-03-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QGAJ6 90125.95000000 PA USD 70720.33000000 0.013365752532 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAY6 10000.00000000 PA USD 7052.38000000 0.001332860944 Long DBT CORP US N 2 2049-10-15 Fixed 0.03700000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMA6 2080000.00000000 PA USD 2095681.24000000 0.396072202156 Long DBT UST US N 2 2029-11-30 Fixed 0.04125000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BR7 60000.00000000 PA USD 37153.74000000 0.007021852054 Long DBT CORP US N 2 2051-12-14 Fixed 0.03150000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EC3 150000.00000000 PA USD 121878.80000000 0.023034421357 Long DBT CORP US N 2 2048-06-29 Fixed 0.04050000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 289000.00000000 PA USD 281398.86000000 0.053182833360 Long DBT CORP US N 2 2029-06-15 Fixed 0.04125000 N N N N N N BENCHMARK 2021-B24 MTG TR N/A 08163CBC2 50000.00000000 PA USD 43175.62000000 0.008159954179 Long ABS-MBS CORP US N 2 2054-03-15 Fixed 0.02584300 N N N N N N WASTE MANAGEMENT INC DEL 549300YX8JIID70NFS41 94106LCC1 20000.00000000 PA USD 20114.66000000 0.003801559860 Long DBT CORP US N 2 2030-03-15 Fixed 0.04650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4KD7 27990.60900000 PA USD 26687.79000000 0.005043845196 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 0.04000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBF5 200000.00000000 PA USD 202307.69000000 0.038235038211 Long DBT CORP JP N 2 2027-07-06 Fixed 0.05386000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SP4 189000.00000000 PA USD 90660.94000000 0.017134417901 Long DBT UST US N 2 2050-08-15 Fixed 0.01375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418E4N7 44487.99800000 PA USD 44968.25000000 0.008498751367 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.06000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3D3 170000.00000000 PA USD 170726.69000000 0.032266403298 Long DBT CORP US N 2 2034-04-24 Variable 0.05389000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BV0 50000.00000000 PA USD 45248.91000000 0.008551794560 Long DBT CORP US N 2 2047-06-15 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285N6 31000.00000000 PA USD 30780.34000000 0.005817314586 Long DBT UST US N 2 2025-11-30 Fixed 0.02875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLK9 149085.25800000 PA USD 123576.68000000 0.023355311317 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02500000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RKB7 165000.00000000 PA USD 112047.99000000 0.021176452458 Long DBT CORP US N 2 2060-06-01 Fixed 0.03850000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QBB3 100000.00000000 PA USD 75600.00000000 0.014287983263 Long DBT NUSS MX N 2 2044-03-08 Fixed 0.04750000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89115A2U5 120000.00000000 PA USD 123623.79000000 0.023364214847 Long DBT CORP CA N 2 2028-07-17 Fixed 0.05523000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 N/A 17327FAD8 250000.00000000 PA USD 244728.93000000 0.046252418729 Long ABS-MBS CORP US N 2 2051-03-10 Fixed 0.04009000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 760942BH4 320000.00000000 PA USD 321760.00000000 0.060810866334 Long DBT NUSS UY N 2 2037-02-14 Fixed 0.05442000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDL2 2379000.00000000 PA USD 2194348.70000000 0.414719808203 Long DBT UST US N 2 2028-11-30 Fixed 0.01500000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CE2 276000.00000000 PA USD 179419.45000000 0.033909287020 Long DBT CORP US N 2 2052-03-17 Fixed 0.02921000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5AX7 99298.91200000 PA USD 86538.60000000 0.016355318365 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 0.03000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFV1 100000.00000000 PA USD 57218.19000000 0.010813922501 Long DBT CORP US N 2 2060-11-20 Fixed 0.03000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACQ6 50000.00000000 PA USD 43452.39000000 0.008212262183 Long DBT CORP US N 2 2032-03-15 Fixed 0.02700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWPH0 223709.06000000 PA USD 221677.20000000 0.041895768829 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 0.05500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F83Q4 40000.00000000 PA USD 34571.14000000 0.006533754890 Long ABS-MBS USGSE US N 2 2030-10-25 Fixed 0.01547000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DSAW2 939868.91700000 PA USD 834242.97000000 0.157667322660 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WBY3 58916.83300000 PA USD 49436.27000000 0.009343182518 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 0.02500000 N N N N N N NATIONAL GRID USA MOM4570XTJ5YYX7JKH83 49337WAJ9 10000.00000000 PA USD 10018.38000000 0.001893418594 Long DBT CORP US N 2 2035-04-01 Fixed 0.05803000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAP9 50000.00000000 PA USD 43955.94000000 0.008307430357 Long DBT CORP US N 2 2032-01-15 Fixed 0.02750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNYG2 239881.74400000 PA USD 189430.61000000 0.035801341075 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AX3 50000.00000000 PA USD 31494.65000000 0.005952315239 Long DBT CORP US N 2 2051-10-01 Fixed 0.02950000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VEU4 370000.00000000 PA USD 362217.12000000 0.068457038999 Long DBT CORP US N 2 2029-12-03 Fixed 0.04016000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807CL9 55000.00000000 PA USD 48315.41000000 0.009131346156 Long DBT CORP US N 2 2042-03-15 Fixed 0.04750000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJA8 130000.00000000 PA USD 100406.84000000 0.018976339278 Long DBT CORP US N 2 2051-03-20 Variable 0.04083000 N N N N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49446RAX7 110000.00000000 PA USD 102703.16000000 0.019410331100 Long DBT CORP US N 2 2028-03-01 Fixed 0.01900000 N N N N N N BBCMS MTG TR 2021-C11 N/A 05493MAF1 100000.00000000 PA USD 86135.03000000 0.016279045860 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 0.02322000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017FZS5 30000.00000000 PA USD 29976.28000000 0.005665351679 Long DBT CORP CA N 2 2028-10-18 Variable 0.04522000 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 776743AJ5 110000.00000000 PA USD 96702.82000000 0.018276299916 Long DBT CORP US N 2 2030-06-30 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJWP1 5605.77200000 PA USD 4929.14000000 0.000931580288 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 0.03000000 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAK7 250000.00000000 PA USD 245823.50000000 0.046459286426 Long DBT CORP US N 2 2027-03-24 Fixed 0.03375000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DK3 40000.00000000 PA USD 34034.83000000 0.006432395256 Long DBT CORP US N 2 2053-03-01 Fixed 0.04875000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BC6 50000.00000000 PA USD 49793.93000000 0.009410778286 Long DBT CORP US N 2 2028-11-07 Fixed 0.04550000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBK6 20000.00000000 PA USD 20226.46000000 0.003822689443 Long DBT CORP US N 2 2033-03-15 Fixed 0.05300000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638EB4 40000.00000000 PA USD 39282.00000000 0.007424081462 Long DBT NUSS PE N 2 2035-02-08 Fixed 0.05375000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NED9 120000.00000000 PA USD 120801.18000000 0.022830757117 Long DBT CORP US N 2 2029-01-15 Fixed 0.04550000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687FQ4 80000.00000000 PA USD 78215.86000000 0.014782366383 Long DBT CORP US N 2 2030-03-22 Fixed 0.03800000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DX3 50000.00000000 PA USD 34769.91000000 0.006571321324 Long DBT CORP US N 2 2062-03-15 Fixed 0.03900000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BH5 40000.00000000 PA USD 34981.48000000 0.006611306888 Long DBT CORP US N 2 2048-09-28 Fixed 0.05100000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H032662 -100000.00000000 PA USD -89009.07000000 -0.01682222357 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.03500000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 631103AM0 10000.00000000 PA USD 7202.97000000 0.001361321624 Long DBT CORP US N 2 2052-03-07 Fixed 0.03950000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDX7 80000.00000000 PA USD 70466.91000000 0.013317857549 Long DBT CORP US N 2 2030-05-15 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNVR2 25997.81000000 PA USD 27255.81000000 0.005151197845 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCR91 67752.69000000 PA USD 60560.18000000 0.011445540188 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SJS7 151075.13900000 PA USD 133620.64000000 0.025253564391 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 0.03000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFG5 240000.00000000 PA USD 242163.74000000 0.045767611960 Long DBT CORP US N 2 2034-07-21 Variable 0.05424000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UKY7 86820.19000000 PA USD 83338.07000000 0.015750435838 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 3140XEAC8 44474.66200000 PA USD 38214.42000000 0.007222314727 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.03000000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAJ4 20000.00000000 PA USD 19147.42000000 0.003618756832 Long DBT CORP US N 2 2039-01-25 Fixed 0.05476000 N N N N N N SAFEHOLD GL HOLDINGS LLC 54930012UY5Z4Q8NL108 78646UAA7 50000.00000000 PA USD 43928.03000000 0.008302155521 Long DBT CORP US N 2 2031-06-15 Fixed 0.02800000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285J5 74000.00000000 PA USD 73597.05000000 0.013909436754 Long DBT UST US N 2 2025-10-31 Fixed 0.03000000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109CH2 50000.00000000 PA USD 45790.36000000 0.008654125625 Long DBT CORP CA N 2 2032-03-15 Fixed 0.03800000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WR34 43513.87500000 PA USD 37969.76000000 0.007176075336 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 0.03000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EP4 80000.00000000 PA USD 69742.46000000 0.013180940492 Long DBT CORP AU N 2 2035-11-15 Variable 0.02668000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0MB8 73204.62100000 PA USD 57991.48000000 0.010960070048 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179USV5 16282.83700000 PA USD 15629.78000000 0.002953942262 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 0.04500000 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002BJ9 280000.00000000 PA USD 236320.22000000 0.044663218891 Long DBT CORP US N 2 2030-12-15 Fixed 0.01450000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058JC8 67000.00000000 PA USD 57596.30000000 0.010885383206 Long DBT CORP US N 2 2030-05-14 Fixed 0.00875000 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAG6 70000.00000000 PA USD 68531.12000000 0.012952003910 Long DBT CORP US N 2 2029-10-01 Fixed 0.04500000 N N N N N N NXP B V/NXP FDG LLC/NXP USA INC N/A 62954HAJ7 100000.00000000 PA USD 85203.78000000 0.016103044743 Long DBT CORP NL N 2 2032-02-15 Fixed 0.02650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EB74 84715.47400000 PA USD 62607.13000000 0.011832402455 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.01500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CD3 50000.00000000 PA USD 48806.55000000 0.009224168909 Long DBT CORP US N 2 2031-10-15 Fixed 0.04750000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBT7 50000.00000000 PA USD 48969.10000000 0.009254889963 Long DBT CORP US N 2 2033-01-15 Fixed 0.04625000 N N N N N N CHUBB CORP N/A 171232AS0 40000.00000000 PA USD 44148.54000000 0.008343830696 Long DBT CORP US N 2 2038-05-15 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WFE3 36801.50400000 PA USD 28276.18000000 0.005344042150 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 0.01500000 N N N N N N JOHNSON CONTROLS INTERNATIONAL PLC 549300XQ6S1GYKGBL205 478375AS7 14000.00000000 PA USD 11921.31000000 0.002253061875 Long DBT CORP IE N 2 2045-09-14 Fixed 0.05125000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CP9 230000.00000000 PA USD 232480.20000000 0.043937476279 Long DBT CORP US N 2 2027-12-01 Fixed 0.04550000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBW4 200000.00000000 PA USD 143585.52000000 0.027136871781 Long DBT CORP GB N 2 2042-11-24 Variable 0.03330000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967BL4 60000.00000000 PA USD 64563.50000000 0.012202145601 Long DBT CORP US N 2 2032-06-15 Fixed 0.06625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MHAW3 9388.26500000 PA USD 8402.82000000 0.001588086660 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X5D42 34020.42900000 PA USD 33577.88000000 0.006346034225 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLRP5 295149.04200000 PA USD 258261.76000000 0.048810049001 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMC2 1310000.00000000 PA USD 1336762.89000000 0.252640817457 Long DBT UST US N 2 2031-12-31 Fixed 0.04500000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CF3 50000.00000000 PA USD 31762.91000000 0.006003014900 Long DBT CORP US N 2 2050-05-15 Fixed 0.03050000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BL6 80000.00000000 PA USD 82081.75000000 0.015512998283 Long DBT CORP US N 2 2033-09-01 Fixed 0.06050000 N N N N N N BANK 2017-BNK4 N/A 06541FAY5 31478.86000000 PA USD 31172.57000000 0.005891443894 Long ABS-MBS CORP US N 2 2050-05-15 Fixed 0.03419000 N N N N N N ARCH CAP GROUP US INC 549300B4QKQFLY1XST28 03938JAA7 50000.00000000 PA USD 45046.20000000 0.008513483487 Long DBT CORP US N 2 2043-11-01 Fixed 0.05144000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EF6 200000.00000000 PA USD 191504.61000000 0.036193315642 Long DBT CORP AU N 2 2034-07-24 Variable 0.04110000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDH1 10000.00000000 PA USD 8096.83000000 0.001530256237 Long DBT CORP US N 2 2040-04-01 Fixed 0.03750000 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAC7 226000.00000000 PA USD 247382.31000000 0.046753892923 Long DBT CORP ES N 2 2036-06-20 Fixed 0.07045000 N N N N N N BOSTON PPTY LTD PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBJ2 30000.00000000 PA USD 29680.68000000 0.005609484908 Long DBT CORP US N 2 2035-01-15 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCNJ3 172957.35900000 PA USD 159826.56000000 0.030206338814 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TNS0 13598.35100000 PA USD 12665.29000000 0.002393669994 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 0.04000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAM0 60000.00000000 PA USD 62592.58000000 0.011829652585 Long DBT CORP US N 2 2035-06-15 Fixed 0.05700000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAE1 120000.00000000 PA USD 102826.15000000 0.019433575532 Long DBT CORP CA N 2 2032-02-02 Fixed 0.02450000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140AS9 140000.00000000 PA USD 139754.75000000 0.026412877367 Long DBT CORP US N 2 2025-07-29 Fixed 0.03700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LPPZ9 361906.11500000 PA USD 295346.84000000 0.055818924694 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UKX9 29006.07500000 PA USD 26916.10000000 0.005086994528 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SC3 57000.00000000 PA USD 42277.97000000 0.007990303277 Long DBT UST US N 2 2048-05-15 Fixed 0.03125000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFP4 20000.00000000 PA USD 19698.98000000 0.003722998631 Long DBT CORP US N 2 2027-07-01 Fixed 0.03500000 N N N N N N ADVANCED MICRO DEVICES INC R2I72C950HOYXII45366 007903BG1 20000.00000000 PA USD 16404.46000000 0.003100352512 Long DBT CORP US N 2 2052-06-01 Fixed 0.04393000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MSQ40 89443.17200000 PA USD 84651.78000000 0.015998719786 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.04500000 N N N N N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 17275RBX9 50000.00000000 PA USD 50830.07000000 0.009606603035 Long DBT CORP US N 2 2030-02-24 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNR53 140068.89400000 PA USD 130154.38000000 0.024598460358 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 0.02500000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBH3 65000.00000000 PA USD 48343.45000000 0.009136645562 Long DBT CORP US N 2 2052-03-15 Fixed 0.04100000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VBE3 189000.00000000 PA USD 167891.87000000 0.031730637945 Long DBT CORP US N 2 2041-11-01 Fixed 0.04750000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAB9 221000.00000000 PA USD 220379.06000000 0.041650427525 Long DBT CORP GB N 2 2026-03-24 Fixed 0.04650000 N N N N N N ZIMMER BIOMET HLDGS INC 2P2YLDVPES3BXQ1FRB91 98956PAV4 60000.00000000 PA USD 52360.83000000 0.009895908236 Long DBT CORP US N 2 2031-11-24 Fixed 0.02600000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5A33 296609.01500000 PA USD 287947.59000000 0.054420507231 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 0.05000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3F8 50000.00000000 PA USD 50639.93000000 0.009570667623 Long DBT CORP US N 2 2034-07-25 Variable 0.05557000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWE66 386034.14000000 PA USD 365475.27000000 0.069072811389 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.04500000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543CG6 20000.00000000 PA USD 15725.17000000 0.002971970446 Long DBT CORP US N 2 2042-11-15 Fixed 0.04375000 N N N N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 446150BF0 30000.00000000 PA USD 29918.22000000 0.005654378659 Long DBT CORP US N 2 2039-11-18 Variable 0.06141000 N N N N N N AVALONBAY COMMUNITIES INC K9G90K85RBWD2LAGQX17 053484AE1 30000.00000000 PA USD 30420.28000000 0.005749265231 Long DBT CORP US N 2 2033-12-07 Fixed 0.05300000 N N N N N N CDW LLC / CDW FIN CORP N/A 12513GBJ7 30000.00000000 PA USD 27201.56000000 0.005140944894 Long DBT CORP US N 2 2031-12-01 Fixed 0.03569000 N N N N N N FAIRFAX FINANCIAL HOLDINGS LTD GLS7OQD0WOEDI8YAP031 303901BR2 30000.00000000 PA USD 29360.12000000 0.005548900835 Long DBT CORP CA N 2 2054-03-22 Fixed 0.06350000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAP7 100000.00000000 PA USD 102447.93000000 0.019362094037 Long DBT CORP US N 2 2034-06-08 Variable 0.05867000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TZ1 3050000.00000000 PA USD 2892496.11000000 0.546665820235 Long DBT UST US N 2 2044-02-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HEAW2 7564.94200000 PA USD 7043.54000000 0.001331190233 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H4SH4 100000.00000000 PA USD 86791.91000000 0.016403192559 Long ABS-MBS USGSE US N 2 2031-11-25 Fixed 0.02127000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4FH4 118584.33100000 PA USD 107703.19000000 0.020355309208 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 0.03500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F042665 175000.00000000 PA USD 165128.99000000 0.031208468855 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.04500000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BA0 90000.00000000 PA USD 83971.14000000 0.015870082578 Long DBT CORP US N 2 2054-06-15 Fixed 0.05650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DKT8 453828.24700000 PA USD 391436.62000000 0.073979363430 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 0.03000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGC2 50000.00000000 PA USD 33685.94000000 0.006366456970 Long DBT CORP US N 2 2061-03-22 Fixed 0.03700000 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216BJ9 10000.00000000 PA USD 9410.80000000 0.001778589324 Long DBT CORP US N 2 2035-11-15 Fixed 0.04850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KSU47 48548.80200000 PA USD 39741.41000000 0.007510907420 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCG8 10000.00000000 PA USD 8279.37000000 0.001564755290 Long DBT CORP US N 2 2032-07-29 Variable 0.02359000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EE30 482002.78000000 PA USD 410917.73000000 0.077661185832 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.03000000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 013817AK7 20000.00000000 PA USD 20944.32000000 0.003958361026 Long DBT CORP US N 2 2037-02-01 Fixed 0.05950000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BC7 30000.00000000 PA USD 29865.37000000 0.005644390300 Long DBT CORP US N 2 2055-10-23 Fixed 0.06834000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WG36 145458.37200000 PA USD 122006.57000000 0.023058569182 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 0.02500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FHPJ6 60000.00000000 PA USD 59397.82000000 0.011225860556 Long ABS-MBS USGSE US N 2 2028-07-25 Fixed 0.03926000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5C72 689825.53300000 PA USD 697700.03000000 0.131861459678 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 0.06000000 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 500769KJ2 500000.00000000 PA USD 500160.71000000 0.094527617111 Long DBT CORP DE N 2 2028-05-15 Fixed 0.03875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TN8 400000.00000000 PA USD 319453.12000000 0.060374878731 Long DBT UST US N 2 2053-02-15 Fixed 0.03625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DSG48 28645.07600000 PA USD 30057.04000000 0.005680614873 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 0.07000000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAD9 60000.00000000 PA USD 61565.61000000 0.011635560916 Long DBT CORP CA N 2 2028-06-12 Fixed 0.05250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SU3 96000.00000000 PA USD 52526.25000000 0.009927171705 Long DBT UST US N 2 2051-02-15 Fixed 0.01875000 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216AW1 10000.00000000 PA USD 10759.09000000 0.002033408701 Long DBT CORP US N 2 2038-09-15 Fixed 0.06700000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CS6 50000.00000000 PA USD 40308.24000000 0.007618035165 Long DBT CORP US N 2 2042-03-15 Fixed 0.04375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EXT2 92781.98400000 PA USD 89951.36000000 0.017000311193 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.05000000 N N N N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 92857WBL3 93000.00000000 PA USD 87948.76000000 0.016621830832 Long DBT CORP GB N 2 2038-05-30 Fixed 0.05000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DJ6 100000.00000000 PA USD 94605.89000000 0.017879991705 Long DBT CORP US N 2 2033-03-01 Fixed 0.04200000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TMT9 30000.00000000 PA USD 29731.28000000 0.005619048029 Long DBT CORP US N 2 2031-10-10 Fixed 0.04600000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 219868CK0 28000.00000000 PA USD 27901.37000000 0.005273205126 Long DBT CORP VE N 2 2028-01-07 Fixed 0.04125000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBF9 165000.00000000 PA USD 131807.36000000 0.024910864466 Long DBT CORP US N 2 2047-05-15 Fixed 0.04375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJQ5 1270000.00000000 PA USD 1251594.92000000 0.236544540605 Long DBT UST US N 2 2030-12-31 Fixed 0.03750000 N N N N N N BROWN and BROWN INC 549300PC8KTJ71XKFY89 115236AC5 50000.00000000 PA USD 43345.38000000 0.008192037883 Long DBT CORP US N 2 2031-03-15 Fixed 0.02375000 N N N N N N GALLAGHER (ARTHUR J.) and CO 54930049QLLMPART6V29 04316JAG4 30000.00000000 PA USD 32367.03000000 0.006117190250 Long DBT CORP US N 2 2054-02-15 Fixed 0.06750000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMT3 200000.00000000 PA USD 199952.58000000 0.037789935404 Long DBT CORP US N 2 2029-05-09 Variable 0.04623000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5ET2 272630.05000000 PA USD 257435.75000000 0.048653937664 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 0.04500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDA6 400000.00000000 PA USD 368628.80000000 0.069668811175 Long DBT CORP US N 2 2030-02-01 Fixed 0.02650000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CE1 90000.00000000 PA USD 85751.89000000 0.016206634512 Long DBT CORP US N 2 2034-11-01 Fixed 0.05050000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CP1 16000.00000000 PA USD 15405.88000000 0.002911626396 Long DBT CORP US N 2 2029-07-26 Fixed 0.03400000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818EF1 120000.00000000 PA USD 95520.51000000 0.018052849844 Long DBT CORP US N 2 2045-11-15 Fixed 0.04050000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAK8 50000.00000000 PA USD 42624.25000000 0.008055748288 Long DBT CORP AT N 2 2032-01-15 Fixed 0.03125000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAE5 150000.00000000 PA USD 146607.03000000 0.027707920515 Long DBT CORP IE N 2 2028-01-23 Fixed 0.03875000 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BF6 125000.00000000 PA USD 105032.84000000 0.019850627778 Long DBT CORP US N 2 2031-01-30 Fixed 0.01300000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KR1 60000.00000000 PA USD 49764.87000000 0.009405286106 Long DBT CORP US N 2 2046-05-18 Fixed 0.04750000 N N N N N N GRAINGER (W.W.) INC 549300TWZSP6O1IH2V34 384802AF1 60000.00000000 PA USD 57794.74000000 0.010922887273 Long DBT CORP US N 2 2034-09-15 Fixed 0.04450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EBD1 78693.25800000 PA USD 69111.99000000 0.013061785138 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DVC3 247029.10700000 PA USD 202832.36000000 0.038334197949 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02500000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YBB5 125000.00000000 PA USD 118333.23000000 0.022364328171 Long DBT CORP US N 2 2027-09-15 Fixed 0.02150000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QK7 20000.00000000 PA USD 18039.84000000 0.003409430317 Long DBT UST US N 2 2040-08-15 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV4L6 45345.46000000 PA USD 43359.17000000 0.008194644117 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 0.04500000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAZ9 40000.00000000 PA USD 40182.75000000 0.007594318247 Long DBT CORP US N 2 2034-08-15 Fixed 0.04900000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YRH9 234498.47300000 PA USD 233624.00000000 0.044153648174 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 0.05500000 N N N N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 92857WBK5 25000.00000000 PA USD 25266.11000000 0.004775155513 Long DBT CORP GB N 2 2028-05-30 Fixed 0.04375000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EY5 50000.00000000 PA USD 35188.81000000 0.006650491115 Long DBT CORP AU N 2 2041-11-18 Fixed 0.03133000 N N N N N N MARTIN MARIETTA MATERIALS INC 5299005MZ4WZECVATV08 573284AW6 55000.00000000 PA USD 47865.49000000 0.009046313756 Long DBT CORP US N 2 2031-07-15 Fixed 0.02400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9NN7 15836.37100000 PA USD 14169.32000000 0.002677923373 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.03000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCA7 100000.00000000 PA USD 85687.24000000 0.016194416018 Long DBT CORP US N 2 2031-02-01 Fixed 0.01750000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AQ8 30000.00000000 PA USD 23246.07000000 0.004393379088 Long DBT CORP US N 2 2049-03-15 Fixed 0.04125000 N N N N N N CONNECTICUT LIGHT AND POWER CO(THE) 549300O45IUXEDS1VZ32 207597EL5 20000.00000000 PA USD 15296.74000000 0.002890999538 Long DBT CORP US N 2 2048-04-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GDW48 590857.29300000 PA USD 519471.63000000 0.098177274541 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 0.01500000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YBK0 125000.00000000 PA USD 122825.96000000 0.023213429375 Long DBT CORP US N 2 2033-05-17 Fixed 0.04500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TD0 100000.00000000 PA USD 59546.88000000 0.011254032074 Long DBT UST US N 2 2052-02-15 Fixed 0.02250000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GXM1 100000.00000000 PA USD 98103.85000000 0.018541086863 Long DBT CORP US N 2 2026-12-09 Variable 0.01093000 N N N N N N RIO TINTO FINANCE (USA) LTD 213800RX94ZKEZXPKH58 767201AL0 50000.00000000 PA USD 48025.69000000 0.009076590673 Long DBT CORP AU N 2 2040-11-02 Fixed 0.05200000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058JR5 100000.00000000 PA USD 85600.53000000 0.016178028306 Long DBT CORP US N 2 2031-02-10 Fixed 0.01250000 N N N N N N SOUTHWEST GAS CORP OQQR1IQTGBKH0UR88X59 845011AH8 36000.00000000 PA USD 36706.49000000 0.006937324269 Long DBT CORP US N 2 2028-03-23 Fixed 0.05450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XTDR9 295608.87200000 PA USD 264877.73000000 0.050060430861 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 0.03000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 20000.00000000 PA USD 17220.83000000 0.003254641942 Long DBT CORP US N 2 2032-10-20 Variable 0.02511000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDH6 125000.00000000 PA USD 123879.14000000 0.023412474590 Long DBT CORP US N 2 2033-07-25 Variable 0.04912000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAT5 6000.00000000 PA USD 5904.54000000 0.001115925511 Long DBT CORP CA N 2 2029-04-01 Fixed 0.04200000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 70000.00000000 PA USD 59613.12000000 0.011266551069 Long DBT CORP US N 2 2032-07-21 Variable 0.02239000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SK5 1000.00000000 PA USD 627.70000000 0.000118631839 Long DBT UST US N 2 2049-11-15 Fixed 0.02375000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAK6 120000.00000000 PA USD 117680.54000000 0.022240973359 Long DBT CORP JP N 2 2026-10-19 Fixed 0.03010000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WFU0 60000.00000000 PA USD 59474.98000000 0.011240443370 Long DBT CORP US N 2 2031-10-23 Fixed 0.04850000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TL2 645000.00000000 PA USD 552004.10000000 0.104325732040 Long DBT UST US N 2 2052-11-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FF36 97369.21000000 PA USD 94299.75000000 0.017822132933 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 0.05000000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457CG1 50000.00000000 PA USD 44380.97000000 0.008387758684 Long DBT CORP US N 2 2053-02-27 Fixed 0.04875000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WEV9 160000.00000000 PA USD 165335.38000000 0.031247475427 Long DBT CORP US N 2 2028-11-15 Fixed 0.05650000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AY5 75000.00000000 PA USD 61608.73000000 0.011643710358 Long DBT CORP US N 2 2034-03-15 Fixed 0.02950000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GFD1 180000.00000000 PA USD 193608.52000000 0.036590943035 Long DBT CORP US N 2 2037-10-01 Fixed 0.06750000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGN8 201000.00000000 PA USD 171425.62000000 0.032398497215 Long DBT CORP US N 2 2032-03-15 Fixed 0.02355000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123BS9 105000.00000000 PA USD 102464.96000000 0.019365312613 Long DBT CORP US N 2 2041-05-27 Fixed 0.05200000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDS5 100000.00000000 PA USD 101446.37000000 0.019172804718 Long DBT CORP US N 2 2029-03-15 Fixed 0.04800000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAY1 150000.00000000 PA USD 129158.82000000 0.024410305006 Long DBT CORP IE N 2 2033-10-29 Fixed 0.03400000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WXH6 94673.31000000 PA USD 76096.01000000 0.014381726419 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KKZR3 166673.51500000 PA USD 130733.84000000 0.024707975104 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLK56 309498.44500000 PA USD 263709.02000000 0.049839551114 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJVZ0 15808.00500000 PA USD 14009.03000000 0.002647629446 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.03000000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBA3 50000.00000000 PA USD 41122.46000000 0.007771918257 Long DBT CORP US N 2 2042-07-01 Fixed 0.04000000 N N N N N N LEAR CORP 549300UPNBTXA1SYTQ33 521865BC8 30000.00000000 PA USD 25500.50000000 0.004819453931 Long DBT CORP US N 2 2032-01-15 Fixed 0.02600000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YBN0 7000.00000000 PA USD 6529.14000000 0.001233971468 Long DBT CORP US N 2 2030-04-15 Fixed 0.03050000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCP6 294999.75500000 PA USD 241482.93000000 0.045638942622 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179X5H5 205009.61600000 PA USD 204501.38000000 0.038649633529 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 0.05500000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CS7 30000.00000000 PA USD 20534.78000000 0.003880960224 Long DBT CORP US N 2 2050-02-21 Fixed 0.03375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWL27 95968.88700000 PA USD 92951.07000000 0.017567239847 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.05000000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475BX2 80000.00000000 PA USD 82266.47000000 0.015547909345 Long DBT CORP US N 2 2030-05-14 Variable 0.05492000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780CV6 650000.00000000 PA USD 553312.50000000 0.104573012427 Long DBT NUSS ID N 2 2031-03-12 Fixed 0.01850000 N N N N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 92857WAQ3 18000.00000000 PA USD 18990.20000000 0.003589043118 Long DBT CORP GB N 2 2037-02-27 Fixed 0.06150000 N N N N N N JERSEY CENTRAL POWR and LIGHT CO 549300W9UGH9ZPLNPF79 476556DF9 30000.00000000 PA USD 29358.58000000 0.005548609784 Long DBT CORP US N 2 2035-01-15 Fixed 0.05100000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLJ8 860000.00000000 PA USD 842967.97000000 0.159316299565 Long DBT UST US N 2 2031-08-31 Fixed 0.03750000 N N N N N N HARTFORD INSURANCE GROUP INC/THE IU7C3FTM7Y3BQM112U94 416515BF0 20000.00000000 PA USD 14265.27000000 0.002696057394 Long DBT CORP US N 2 2049-08-19 Fixed 0.03600000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H022663 50000.00000000 PA USD 41901.71000000 0.007919192211 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.02500000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BK7 50000.00000000 PA USD 46576.37000000 0.008802677183 Long DBT CORP US N 2 2029-08-15 Fixed 0.03125000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020463 575000.00000000 PA USD 519274.68000000 0.098140052077 Long ABS-MBS USGA US N 2 2040-06-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNVS0 24575.56200000 PA USD 25698.45000000 0.004856865390 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 0.07000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAS5 130000.00000000 PA USD 132130.61000000 0.024971956935 Long DBT CORP US N 2 2028-04-15 Fixed 0.04875000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448FA1 200000.00000000 PA USD 169580.83000000 0.032049842075 Long DBT CORP US N 2 2031-02-25 Fixed 0.01400000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CR3 110000.00000000 PA USD 115078.62000000 0.021749224822 Long DBT CORP US N 2 2034-06-01 Fixed 0.06550000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAR1 317000.00000000 PA USD 260415.50000000 0.049217093989 Long DBT NUSS MX N 2 2034-02-12 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBJF8 53304.77900000 PA USD 49430.94000000 0.009342175177 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SS8 1086000.00000000 PA USD 557593.13000000 0.105382027901 Long DBT UST US N 2 2050-11-15 Fixed 0.01625000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 94974BGK0 100000.00000000 PA USD 76833.88000000 0.014521179782 Long DBT CORP US N 2 2045-05-01 Fixed 0.03900000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5JB6 74863.51800000 PA USD 70691.20000000 0.013360247122 Long ABS-MBS USGA US N 2 2055-03-20 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJX0 1680000.00000000 PA USD 1675865.62000000 0.316729364161 Long DBT UST US N 2 2031-01-31 Fixed 0.04000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAN0 20000.00000000 PA USD 19715.69000000 0.003726156729 Long DBT CORP US N 2 2030-01-15 Fixed 0.04300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X75T2 24526.71800000 PA USD 23387.68000000 0.004420142598 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.03000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 549300S8SEQBOJLKHW63 15189XAW8 90000.00000000 PA USD 60889.31000000 0.011507743944 Long DBT CORP US N 2 2051-04-01 Fixed 0.03350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140AUUR2 99827.32600000 PA USD 96680.38000000 0.018272058880 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 0.05000000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFR0 18000.00000000 PA USD 14049.23000000 0.002655227025 Long DBT CORP US N 2 2050-04-01 Fixed 0.04200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DM2S3 110279.09700000 PA USD 87292.33000000 0.016497769180 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PG0 10000.00000000 PA USD 9974.35000000 0.001885097167 Long DBT CORP US N 2 2035-02-13 Variable 0.05827000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FW8 80000.00000000 PA USD 53347.54000000 0.010082390987 Long DBT CORP US N 2 2059-11-15 Fixed 0.03700000 N N N N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807AW8 50000.00000000 PA USD 31454.60000000 0.005944746010 Long DBT CORP US N 2 2050-06-15 Fixed 0.02875000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G05Q2 83000.00000000 PA USD 70975.53000000 0.013413983925 Long DBT USGSE US N 2 2030-08-05 Fixed 0.00875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179M5L0 3116.67200000 PA USD 2818.60000000 0.000532699862 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWB69 661795.71200000 PA USD 541737.30000000 0.102385363434 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02500000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DQ2 195000.00000000 PA USD 101985.00000000 0.019274602819 Long DBT NUSS PE N 2 2060-12-01 Fixed 0.02780000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284N7 323000.00000000 PA USD 314104.88000000 0.059364090852 Long DBT UST US N 2 2028-05-15 Fixed 0.02875000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BK8 65000.00000000 PA USD 63132.30000000 0.011931656690 Long DBT CORP US N 2 2033-03-15 Fixed 0.04900000 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813CL1 60000.00000000 PA USD 57382.67000000 0.010845008314 Long DBT CORP US N 2 2027-02-01 Fixed 0.01915000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDN8 300000.00000000 PA USD 252793.33000000 0.047776545875 Long DBT CORP US N 2 2031-02-15 Fixed 0.01500000 N N N N N N LYB INTERNATIONAL FINANCE III LLC 984500A51LA0B8EB4053 50249AAH6 50000.00000000 PA USD 35814.58000000 0.006768758196 Long DBT CORP US N 2 2040-10-01 Fixed 0.03375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKX8 1140000.00000000 PA USD 1153971.04000000 0.218094165426 Long DBT UST US N 2 2029-06-30 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMYM1 106439.65600000 PA USD 84652.34000000 0.015998825623 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KLJH6 16325.01700000 PA USD 12809.97000000 0.002421013716 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9D32 157133.55100000 PA USD 145316.23000000 0.027463966430 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CV92 28304.23300000 PA USD 27280.02000000 0.005155773402 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2C59 48903.05800000 PA USD 44285.15000000 0.008369649233 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XBT2 163559.88000000 PA USD 150599.30000000 0.028462437538 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 0.04000000 N N N N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 446150BD5 30000.00000000 PA USD 30182.59000000 0.005704343131 Long DBT CORP US N 2 2035-02-02 Variable 0.05709000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLH0 40000.00000000 PA USD 40069.76000000 0.007572963760 Long DBT CORP US N 2 2034-04-25 Variable 0.05288000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YBJ9 86000.00000000 PA USD 79152.52000000 0.014959389960 Long DBT CORP US N 2 2029-08-26 Fixed 0.02375000 N N N N N N SAN DIEGO GAS and ELECTRIC CO KNIRVXKVNJJ4P8OTMS63 797440CA0 60000.00000000 PA USD 36547.36000000 0.006907249576 Long DBT CORP US N 2 2051-08-15 Fixed 0.02950000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DF3 630000.00000000 PA USD 629423.87000000 0.118957641802 Long DBT CORP GB N 2 2028-06-09 Variable 0.04755000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BJ1 40000.00000000 PA USD 39831.44000000 0.007527922593 Long DBT CORP US N 2 2026-03-01 Fixed 0.04000000 N N N N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 74460WAH0 20000.00000000 PA USD 18691.21000000 0.003532535656 Long DBT CORP US N 2 2053-08-01 Fixed 0.05350000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAF1 36000.00000000 PA USD 32087.91000000 0.006064438109 Long DBT CORP US N 2 2048-09-01 Fixed 0.04950000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EUU1 60000.00000000 PA USD 58163.75000000 0.010992628128 Long DBT CORP US N 2 2029-03-07 Fixed 0.03450000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828U24 110000.00000000 PA USD 106884.77000000 0.020200632339 Long DBT UST US N 2 2026-11-15 Fixed 0.02000000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457CQ9 100000.00000000 PA USD 99841.87000000 0.018869563063 Long DBT CORP US N 2 2029-08-14 Fixed 0.04200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31346YMN0 111702.46200000 PA USD 96345.78000000 0.018208821324 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBK8 436096.87100000 PA USD 374916.40000000 0.070857132916 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.03000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAU7 230000.00000000 PA USD 219500.88000000 0.041484456346 Long DBT CORP US N 2 2039-09-19 Variable 0.05411000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 400000.00000000 PA USD 351342.98000000 0.066401886481 Long DBT CORP US N 2 2034-04-15 Fixed 0.03469000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAJ9 200000.00000000 PA USD 166300.68000000 0.031429911806 Long DBT CORP US N 2 2045-04-01 Fixed 0.05200000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLQ2 3660000.00000000 PA USD 3658999.21000000 0.691530680874 Long DBT UST US N 2 2027-10-15 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945DS4 12357.76600000 PA USD 11808.86000000 0.002231809445 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140K8QE4 6532.01800000 PA USD 5636.05000000 0.001065182381 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AP8 70000.00000000 PA USD 72434.98000000 0.013689811930 Long DBT CORP US N 2 2033-04-15 Fixed 0.06400000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XDD5 555000.00000000 PA USD 542656.81000000 0.102559145756 Long DBT CORP US N 2 2026-01-08 Fixed 0.01250000 N N N N N N REGIONS FINL CORP NEW CW05CS5KW59QTC0DG824 7591EPAE0 20000.00000000 PA USD 21998.72000000 0.004157636814 Long DBT CORP US N 2 2037-12-10 Fixed 0.07375000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCM0 30000.00000000 PA USD 30212.65000000 0.005710024306 Long DBT CORP US N 2 2035-01-31 Fixed 0.05400000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DV9 60000.00000000 PA USD 53318.88000000 0.010076974405 Long DBT CORP US N 2 2053-02-21 Fixed 0.05625000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MBR6 68000.00000000 PA USD 66252.58000000 0.012521372410 Long DBT CORP US N 2 2026-03-01 Fixed 0.01150000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5GN3 173988.44000000 PA USD 168894.11000000 0.031920055780 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UD82 12385.42000000 PA USD 11150.59000000 0.002107400043 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 0.03500000 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166BX1 75000.00000000 PA USD 73031.87000000 0.013802620850 Long DBT CORP US N 2 2029-11-15 Fixed 0.04000000 N N N N N N TWDC ENTERPRISES 18 CORP 7260JQNI6SCF9FIV2392 25468PCR5 55000.00000000 PA USD 45650.68000000 0.008627726875 Long DBT CORP US N 2 2041-12-01 Fixed 0.04125000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAU0 40000.00000000 PA USD 39880.27000000 0.007537151194 Long DBT CORP GB N 2 2035-03-14 Fixed 0.05250000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687FL5 50000.00000000 PA USD 45595.51000000 0.008617300049 Long DBT CORP US N 2 2029-09-01 Fixed 0.02000000 N N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518DV5 80000.00000000 PA USD 81238.81000000 0.015353687270 Long DBT CORP US N 2 2029-02-15 Fixed 0.04900000 N N N N N N BMO 2023-C6 MTG TR N/A 055985AE5 30000.00000000 PA USD 31295.65000000 0.005914705336 Long ABS-MBS CORP US N 2 2056-09-15 Fixed 0.05956200 N N N N N N SOUTHERN CALIFORNIA GAS CO XY0N0J73VHV5F4CUJV89 842434CS9 20000.00000000 PA USD 15543.42000000 0.002937620698 Long DBT CORP US N 2 2049-01-15 Fixed 0.04300000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BB8 350000.00000000 PA USD 346013.12000000 0.065394572322 Long DBT CORP NL N 2 2028-03-28 Variable 0.04017000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5EU9 223030.35000000 PA USD 216500.09000000 0.040917323577 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285T3 5000.00000000 PA USD 4953.27000000 0.000936140725 Long DBT UST US N 2 2025-12-31 Fixed 0.02625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJZ5 2320000.00000000 PA USD 2266803.12000000 0.428413294186 Long DBT UST US N 2 2034-02-15 Fixed 0.04000000 N N N N N N S and P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBF0 70000.00000000 PA USD 70699.25000000 0.013361768528 Long DBT CORP US N 2 2028-08-01 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HBH68 12149.31000000 PA USD 11311.94000000 0.002137894304 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UMM1 8779.82500000 PA USD 8427.69000000 0.001592786953 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M2SU7 24945.10300000 PA USD 20349.58000000 0.003845958445 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748AZ5 220000.00000000 PA USD 218895.21000000 0.041369988055 Long DBT CORP US N 2 2026-03-14 Fixed 0.03750000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFT6 70000.00000000 PA USD 48247.14000000 0.009118443503 Long DBT CORP US N 2 2040-11-20 Fixed 0.02650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GS5P9 197991.51500000 PA USD 197801.92000000 0.037383472519 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 0.05500000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCJ8 50000.00000000 PA USD 49264.55000000 0.009310728384 Long DBT CORP US N 2 2034-03-15 Fixed 0.05000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCK5 20000.00000000 PA USD 18341.97000000 0.003466531221 Long DBT CORP US N 2 2054-03-15 Fixed 0.05250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286B1 57000.00000000 PA USD 54506.25000000 0.010301380790 Long DBT UST US N 2 2029-02-15 Fixed 0.02625000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3H4 100000.00000000 PA USD 107254.10000000 0.020270433674 Long DBT CORP US N 2 2034-10-23 Variable 0.06491000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGA7 140000.00000000 PA USD 142286.68000000 0.026891398180 Long DBT CORP US N 2 2036-04-17 Variable 0.05664000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AU2 66000.00000000 PA USD 55328.16000000 0.010456717249 Long DBT CORP GB N 2 2048-08-17 Fixed 0.04375000 N N N N N N SCHWAB CHARLES CORP 549300VSGCJ7E698NM85 808513BG9 50000.00000000 PA USD 42299.01000000 0.007994279721 Long DBT CORP US N 2 2031-03-11 Fixed 0.01650000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CW2 110000.00000000 PA USD 66152.18000000 0.012502397363 Long DBT CORP US N 2 2050-09-15 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132ACRQ5 86703.60500000 PA USD 83014.06000000 0.015689199734 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.04500000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EU3 205000.00000000 PA USD 141566.95000000 0.026755373178 Long DBT CORP US N 2 2041-09-22 Fixed 0.02500000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCD5 45000.00000000 PA USD 43128.50000000 0.008151048759 Long DBT CORP CA N 2 2054-04-05 Fixed 0.05950000 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370CS7 130000.00000000 PA USD 102501.69000000 0.019372254381 Long DBT CORP US N 2 2046-12-08 Fixed 0.05291000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAP5 100000.00000000 PA USD 97935.34000000 0.018509239402 Long DBT CORP US N 2 2027-07-15 Fixed 0.03550000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457BJ6 110000.00000000 PA USD 85856.38000000 0.016226382546 Long DBT CORP US N 2 2045-03-01 Fixed 0.03700000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAG1 50000.00000000 PA USD 41158.96000000 0.007778816555 Long DBT CORP GB N 2 2042-08-21 Fixed 0.04125000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468N2 160000.00000000 PA USD 154678.93000000 0.029233465120 Long DBT CORP US N 2 2051-03-24 Variable 0.05597000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CA9 80000.00000000 PA USD 78488.32000000 0.014833859822 Long DBT CORP US N 2 2034-01-26 Variable 0.04821000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJV56 20752.29100000 PA USD 18376.10000000 0.003472981603 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XCR72 58771.30300000 PA USD 53191.68000000 0.010052934306 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 0.03500000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BM1 150000.00000000 PA USD 118345.95000000 0.022366732181 Long DBT CORP US N 2 2050-03-25 Fixed 0.04750000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816BF5 70000.00000000 PA USD 58173.50000000 0.010994470825 Long DBT CORP US N 2 2042-12-03 Fixed 0.04050000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAK3 30000.00000000 PA USD 29693.38000000 0.005611885138 Long DBT CORP US N 2 2030-05-15 Fixed 0.04000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DZ9 50000.00000000 PA USD 50329.96000000 0.009512085001 Long DBT CORP US N 2 2036-01-30 Variable 0.05442000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SJ8 34000.00000000 PA USD 20801.09000000 0.003931291346 Long DBT UST US N 2 2049-08-15 Fixed 0.02250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XML79 74713.16900000 PA USD 76751.95000000 0.014505695463 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.06500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLR0 1580000.00000000 PA USD 1591417.96000000 0.300769221930 Long DBT UST US N 2 2029-10-31 Fixed 0.04125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAY7 509000.00000000 PA USD 470009.81000000 0.088829263214 Long DBT UST US N 2 2027-11-30 Fixed 0.00625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JADM7 25527.80000000 PA USD 22337.37000000 0.004221639797 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.03000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GB37 30000.00000000 PA USD 29745.75000000 0.005621782779 Long DBT CORP US N 2 2035-07-23 Variable 0.05330000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLF0 298145.43100000 PA USD 247598.42000000 0.046794736521 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02500000 N N N N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572QAK1 90000.00000000 PA USD 79635.84000000 0.015050734776 Long DBT CORP US N 2 2032-03-15 Fixed 0.02650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DQR65 459120.88300000 PA USD 375830.34000000 0.071029862538 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BT9 110000.00000000 PA USD 66873.51000000 0.012638724757 Long DBT CORP US N 2 2050-10-01 Fixed 0.02800000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667AZ4 80000.00000000 PA USD 50941.82000000 0.009627723169 Long DBT CORP US N 2 2050-06-15 Fixed 0.02900000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822CC6 230000.00000000 PA USD 221752.38000000 0.041909977435 Long DBT CORP JP N 2 2028-01-19 Variable 0.02341000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X3CN6 73543.76200000 PA USD 63547.99000000 0.012010219808 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03000000 N N N N N N NSTAR ELEC CO 54930080R72Y2Z31UR68 67021CAT4 40000.00000000 PA USD 34863.43000000 0.006588996089 Long DBT CORP US N 2 2052-09-15 Fixed 0.04950000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DY0 50000.00000000 PA USD 47775.25000000 0.009029258894 Long DBT CORP US N 2 2034-09-26 Fixed 0.04750000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXE4 60000.00000000 PA USD 61070.06000000 0.011541904698 Long DBT CORP US N 2 2033-09-08 Fixed 0.05150000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BJ0 33000.00000000 PA USD 28981.94000000 0.005477426900 Long DBT CORP US N 2 2049-03-15 Fixed 0.04900000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABK7 20000.00000000 PA USD 20194.21000000 0.003816594371 Long DBT CORP US N 2 2030-03-01 Fixed 0.05150000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADM4 10000.00000000 PA USD 9556.63000000 0.001806150390 Long DBT CORP US N 2 2035-01-15 Fixed 0.04700000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJK8 4620000.00000000 PA USD 4658439.83000000 0.880419448751 Long DBT UST US N 2 2026-11-15 Fixed 0.04625000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CP3 85000.00000000 PA USD 82796.51000000 0.015648083983 Long DBT CORP US N 2 2026-03-15 Fixed 0.01250000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CM0 100000.00000000 PA USD 87438.06000000 0.016525311347 Long DBT CORP US N 2 2031-03-15 Fixed 0.02375000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAG5 700000.00000000 PA USD 487200.00000000 0.092078114365 Long DBT NUSS MX N 2 2050-01-31 Fixed 0.04500000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBN0 35000.00000000 PA USD 35393.21000000 0.006689121588 Long DBT CORP US N 2 2034-03-15 Fixed 0.05450000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE CO LLC N/A 893574AF0 105000.00000000 PA USD 87057.47000000 0.016453381935 Long DBT CORP US N 2 2042-08-01 Fixed 0.04450000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31425WSS1 174743.87500000 PA USD 173265.96000000 0.032746311331 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 0.05500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AX7 200000.00000000 PA USD 205861.93000000 0.038906769979 Long DBT CORP GB N 2 2029-03-06 Variable 0.05871000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418E7B0 1824860.40600000 PA USD 1843989.87000000 0.348503920646 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.06000000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAN0 250000.00000000 PA USD 140000.00000000 0.026459228265 Long DBT NUSS MX N 2 2061-05-24 Fixed 0.03771000 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370DA5 245000.00000000 PA USD 202175.76000000 0.038210104169 Long DBT CORP US N 2 2032-02-12 Fixed 0.03250000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CU1 150000.00000000 PA USD 158716.31000000 0.029996507684 Long DBT CORP US N 2 2029-11-20 Variable 0.06819000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADN2 10000.00000000 PA USD 8902.40000000 0.001682504526 Long DBT CORP US N 2 2055-06-15 Fixed 0.05250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5ES4 74452.12000000 PA USD 68238.40000000 0.012896681443 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFJ5 925000.00000000 PA USD 895913.09000000 0.169322635391 Long DBT UST US N 2 2029-08-31 Fixed 0.03125000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XDH6 80000.00000000 PA USD 74598.91000000 0.014098782772 Long DBT CORP US N 2 2028-04-10 Fixed 0.02400000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV4R3 82831.26700000 PA USD 76837.53000000 0.014521869611 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.04000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST 2022-C N/A 44933DAD3 34610.95000000 PA USD 34721.09000000 0.006562094613 Long ABS-CBDO CORP US N 2 2027-06-15 Fixed 0.05390000 N N N N N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 17275RBZ4 50000.00000000 PA USD 50294.13000000 0.009505313329 Long DBT CORP US N 2 2035-02-24 Fixed 0.05100000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UB2 2080000.00000000 PA USD 2002487.51000000 0.378459100906 Long DBT UST US N 2 2044-05-15 Fixed 0.04625000 N N N N N N CITIZENS FINANCIAL GRP INC 2138004JDDA4ZQUPFW65 174610BJ3 40000.00000000 PA USD 40041.68000000 0.007567656794 Long DBT CORP US N 2 2031-03-05 Variable 0.05253000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M9BN6 985681.01300000 PA USD 804093.34000000 0.151969208787 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3140KUMY5 249361.53900000 PA USD 194033.40000000 0.036671243013 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AN0 5000.00000000 PA USD 4523.39000000 0.000854895775 Long DBT CORP US N 2 2062-07-15 Fixed 0.05250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGE5 1310000.00000000 PA USD 1307518.17000000 0.247113726585 Long DBT UST US N 2 2026-01-15 Fixed 0.03875000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CT9 20000.00000000 PA USD 19771.11000000 0.003736630804 Long DBT CORP US N 2 2033-03-29 Fixed 0.04950000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 210000.00000000 PA USD 194471.92000000 0.036754120875 Long DBT CORP US N 2 2030-04-01 Fixed 0.02950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWK93 176443.84000000 PA USD 174951.55000000 0.033064878549 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHZ7 970000.00000000 PA USD 998304.30000000 0.188674009661 Long DBT UST US N 2 2030-09-30 Fixed 0.04625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHF1 1520000.00000000 PA USD 1504146.87000000 0.284275466991 Long DBT UST US N 2 2030-05-31 Fixed 0.03750000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140M6TH6 198534.06800000 PA USD 196730.86000000 0.037181048083 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ABCG3 132695.99700000 PA USD 122762.27000000 0.023201392316 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.04000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3E1 50000.00000000 PA USD 51294.42000000 0.009694362625 Long DBT CORP US N 2 2029-07-25 Variable 0.05574000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AG3 200000.00000000 PA USD 199844.00000000 0.037769414382 Long DBT CORP KY N 2 2025-06-30 Fixed 0.04125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBP5 1000.00000000 PA USD 929.10000000 0.000175594778 Long DBT UST US N 2 2028-02-29 Fixed 0.01125000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAW0 155000.00000000 PA USD 151370.87000000 0.028608260015 Long DBT CORP US N 2 2029-04-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJB8 100000.00000000 PA USD 100193.36000000 0.018935992735 Long DBT UST US N 2 2025-09-30 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WNE4 145162.07800000 PA USD 121712.68000000 0.023003025592 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 0.02500000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAG1 30000.00000000 PA USD 28878.66000000 0.005457907549 Long DBT CORP US N 2 2054-06-15 Fixed 0.05700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6K91 11535.20400000 PA USD 11162.17000000 0.002109588599 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.03500000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 21685WCJ4 54000.00000000 PA USD 52015.19000000 0.009830584182 Long DBT CORP NL N 2 2041-05-24 Fixed 0.05250000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 716973AC6 150000.00000000 PA USD 150772.13000000 0.028495101455 Long DBT CORP SG N 2 2028-05-19 Fixed 0.04450000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DJ6 70000.00000000 PA USD 72569.05000000 0.013715150421 Long DBT CORP US N 2 2028-10-27 Variable 0.06361000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGC7 95000.00000000 PA USD 94179.31000000 0.017799370437 Long DBT CORP US N 2 2027-11-25 Fixed 0.04183000 N N N N N N SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 254900Z1WAY7QFQ7O850 83007CAC6 20000.00000000 PA USD 19831.83000000 0.003748106549 Long DBT CORP US N 2 2029-10-01 Fixed 0.05026000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5A25 98830.87300000 PA USD 93322.80000000 0.017637494768 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FWHT0 260000.00000000 PA USD 224840.64000000 0.042493641551 Long ABS-MBS USGSE US N 2 2030-07-25 Fixed 0.01378000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179T7K5 41631.69800000 PA USD 38697.05000000 0.007313529136 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 0.04000000 N N N N N N GE AEROSPACE 3C7474T6CDKPR9K6YT90 36962GXZ2 40000.00000000 PA USD 44647.86000000 0.008438199423 Long DBT CORP US N 2 2032-03-15 Fixed 0.06750000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XER3 30000.00000000 PA USD 30334.15000000 0.005732987136 Long DBT CORP US N 2 2031-02-08 Fixed 0.05750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJM4 1370000.00000000 PA USD 1392958.20000000 0.263261421276 Long DBT UST US N 2 2030-11-30 Fixed 0.04375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828Y95 238000.00000000 PA USD 232031.41000000 0.043852657443 Long DBT UST US N 2 2026-07-31 Fixed 0.01875000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AU2 40000.00000000 PA USD 38133.17000000 0.007206958925 Long DBT CORP US N 2 2029-07-01 Fixed 0.03500000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FG8 132000.00000000 PA USD 92224.98000000 0.017430012840 Long DBT CORP US N 2 2060-03-20 Fixed 0.03839000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BZ6 150000.00000000 PA USD 105419.19000000 0.019923645798 Long DBT CORP US N 2 2041-06-01 Fixed 0.03500000 N N N N N N BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 549300O5ZKB2MUUSKB97 0778FPAL3 50000.00000000 PA USD 48966.09000000 0.009254321090 Long DBT CORP CA N 2 2033-05-11 Fixed 0.05100000 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AW3 50000.00000000 PA USD 45894.52000000 0.008673811291 Long DBT CORP US N 2 2030-03-11 Fixed 0.02700000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DU1 100000.00000000 PA USD 88366.24000000 0.016700732251 Long DBT CORP US N 2 2030-05-11 Fixed 0.01650000 N N N N N N SOUTHERN CALIFORNIA GAS CO XY0N0J73VHV5F4CUJV89 842434CU4 90000.00000000 PA USD 81932.30000000 0.015484753057 Long DBT CORP US N 2 2030-02-01 Fixed 0.02550000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133A94U6 267456.94700000 PA USD 209869.00000000 0.039664084121 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EC8 180000.00000000 PA USD 189554.39000000 0.035824734813 Long DBT CORP US N 2 2063-11-15 Fixed 0.06400000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CM0 160000.00000000 PA USD 149434.83000000 0.028242359127 Long DBT CORP US N 2 2035-07-20 Fixed 0.04875000 N N N N N N HERSHEY CO 21X2CX66SU2BR6QTAD08 427866BG2 40000.00000000 PA USD 23754.57000000 0.004489482785 Long DBT CORP US N 2 2050-06-01 Fixed 0.02650000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DU1 120000.00000000 PA USD 113448.66000000 0.021441171367 Long DBT CORP US N 2 2063-03-02 Fixed 0.05750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKJ9 20000.00000000 PA USD 20200.78000000 0.003817836065 Long DBT UST US N 2 2027-04-15 Fixed 0.04500000 N N N N N N WASTE CONNECTION INC 549300HDLRTPBQU69P29 94106BAC5 150000.00000000 PA USD 127754.08000000 0.024144816890 Long DBT CORP CA N 2 2032-01-15 Fixed 0.02200000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAU4 200000.00000000 PA USD 203125.00000000 0.038389505296 Long DBT NUSS MX N 2 2028-02-09 Fixed 0.05400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C4Y7 11655.87700000 PA USD 11504.25000000 0.002174239834 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XBU9 161022.12400000 PA USD 153368.87000000 0.028985871001 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M7LS8 997655.22300000 PA USD 966205.24000000 0.182607464263 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.05000000 N N N N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 92857WBT6 110000.00000000 PA USD 92742.09000000 0.017527743779 Long DBT CORP GB N 2 2059-06-19 Fixed 0.05125000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XCS3 80000.00000000 PA USD 81108.78000000 0.015329112317 Long DBT CORP US N 2 2029-01-17 Fixed 0.05650000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EE6 160000.00000000 PA USD 109581.12000000 0.020710227626 Long DBT CORP US N 2 2041-02-08 Fixed 0.02375000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAR3 30000.00000000 PA USD 27186.95000000 0.005138183685 Long DBT CORP US N 2 2063-03-22 Fixed 0.05200000 N N N N N N WESTINGHOUSE AIR BRAKE TECH CORP 06BTX5UWZD0GQ5N5Y745 960386AL4 30000.00000000 PA USD 29489.70000000 0.005573390741 Long DBT CORP US N 2 2026-11-15 Fixed 0.03450000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523AH3 100000.00000000 PA USD 99442.05000000 0.018793999287 Long DBT CORP US N 2 2028-10-15 Fixed 0.04375000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AJ4 97000.00000000 PA USD 93395.79000000 0.017651289476 Long DBT CORP US N 2 2026-08-15 Fixed 0.01400000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBD9 30000.00000000 PA USD 25635.38000000 0.004844945507 Long DBT CORP US N 2 2045-09-15 Fixed 0.04900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GQR38 98250.62000000 PA USD 101814.42000000 0.019242364139 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 0.06500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFQ7 55000.00000000 PA USD 47532.08000000 0.008983301104 Long DBT CORP US N 2 2045-04-21 Fixed 0.04750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W5D6 159180.01400000 PA USD 142215.40000000 0.026877926653 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 0.03500000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BX9 70000.00000000 PA USD 58609.11000000 0.011076798713 Long DBT CORP US N 2 2048-12-06 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140A1EZ6 394955.31900000 PA USD 391676.68000000 0.074024733446 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.05500000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAQ0 80000.00000000 PA USD 66942.63000000 0.012651788056 Long DBT CORP US N 2 2049-04-15 Fixed 0.04875000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BB7 30000.00000000 PA USD 29408.40000000 0.005558025489 Long DBT CORP US N 2 2032-08-01 Fixed 0.04750000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCH2 50000.00000000 PA USD 50048.76000000 0.009458939751 Long DBT CORP US N 2 2034-01-15 Fixed 0.05125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DWR9 1625349.41700000 PA USD 1272337.01000000 0.240464681277 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q9DR1 26342.08500000 PA USD 25229.37000000 0.004768211855 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJG7 800000.00000000 PA USD 832843.75000000 0.157402877793 Long DBT UST US N 2 2030-10-31 Fixed 0.04875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X5SE4 240205.36500000 PA USD 221901.81000000 0.041938218881 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D57K2 172470.14000000 PA USD 156070.25000000 0.029496416930 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 0.02000000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WEM9 40000.00000000 PA USD 40641.53000000 0.007681025138 Long DBT CORP US N 2 2028-07-07 Fixed 0.05125000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GF9 70000.00000000 PA USD 62200.79000000 0.011755606435 Long DBT CORP US N 2 2053-05-15 Fixed 0.04950000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QX9 41000.00000000 PA USD 30732.38000000 0.005808250411 Long DBT UST US N 2 2042-08-15 Fixed 0.02750000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109AL5 60000.00000000 PA USD 68007.61000000 0.012853063405 Long DBT CORP CA N 2 2038-08-15 Fixed 0.07500000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DX5 200000.00000000 PA USD 198157.63000000 0.037450699748 Long DBT CORP US N 2 2025-08-20 Fixed 0.00550000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M9LX8 9780.42900000 PA USD 9341.85000000 0.001765558154 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L7ZT2 204705.23000000 PA USD 160117.01000000 0.030261232263 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N ONTARIO PROVINCE CDA C7PVKCRGLG18EBQGZV36 68323AFF6 107000.00000000 PA USD 104938.11000000 0.019832724330 Long DBT NUSS CA N 2 2026-06-15 Fixed 0.02300000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKH3 980000.00000000 PA USD 982342.81000000 0.185657376037 Long DBT UST US N 2 2026-03-31 Fixed 0.04500000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST N/A 02589BAC4 100000.00000000 PA USD 102592.01000000 0.019389324363 Long ABS-CBDO CORP US N 2 2030-09-15 Fixed 0.05150000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAG7 55000.00000000 PA USD 50977.44000000 0.009634455152 Long DBT CORP US N 2 2030-02-01 Fixed 0.03000000 N N N N N N PAYPAL HLDGS INC 5493005X2GO78EFZ3E94 70450YAN3 55000.00000000 PA USD 48601.25000000 0.009185368341 Long DBT CORP US N 2 2062-06-01 Fixed 0.05250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYVJ5 253627.57600000 PA USD 208162.32000000 0.039341531008 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.01500000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BY5 40000.00000000 PA USD 39473.82000000 0.007460334385 Long DBT CORP US N 2 2055-06-01 Variable 0.06500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BJ1 20000.00000000 PA USD 20586.61000000 0.003890755808 Long DBT CORP US N 2 2028-11-01 Fixed 0.05650000 N N N N N N Phillips Edison Grocery Center Operating Partnership I LP 549300WUPIVS6ZE0ZI51 71845JAB4 15000.00000000 PA USD 15112.90000000 0.002856254791 Long DBT CORP US N 2 2034-07-15 Fixed 0.05750000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAM9 40000.00000000 PA USD 38682.01000000 0.007310686659 Long DBT CORP US N 2 2055-05-15 Fixed 0.05250000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CL6 175000.00000000 PA USD 143233.60000000 0.027070360841 Long DBT CORP US N 2 2063-04-01 Fixed 0.05500000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KBG0 80000.00000000 PA USD 83018.51000000 0.015690040759 Long DBT CORP US N 2 2029-06-12 Variable 0.06565000 N N N N N N SCHWAB CHARLES CORP 549300VSGCJ7E698NM85 808513BP9 115000.00000000 PA USD 108344.80000000 0.020476569961 Long DBT CORP US N 2 2028-03-20 Fixed 0.02000000 N N N N N N ILLINOIS TOOL WORKS INC 76NA4I14SZCFAYMNSV04 452308AX7 50000.00000000 PA USD 48989.29000000 0.009258705762 Long DBT CORP US N 2 2026-11-15 Fixed 0.02650000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F8ZV8 130000.00000000 PA USD 112527.97000000 0.021267166032 Long ABS-MBS USGSE US N 2 2030-12-25 Fixed 0.01621000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GFV51 136997.56000000 PA USD 120745.59000000 0.022820250913 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLWK8 265376.57100000 PA USD 219472.90000000 0.041479168280 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVL60 28179.66400000 PA USD 22314.65000000 0.004217345843 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DK0 50000.00000000 PA USD 45449.56000000 0.008589716304 Long DBT CORP US N 2 2030-07-15 Fixed 0.02650000 N N N N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 235851AW2 20000.00000000 PA USD 12074.75000000 0.002282061189 Long DBT CORP US N 2 2051-12-10 Fixed 0.02800000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VSG6 168637.10000000 PA USD 141465.84000000 0.026736263945 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 0.02500000 N N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAF0 70000.00000000 PA USD 67930.21000000 0.012838435232 Long DBT CORP US N 2 2034-03-15 Fixed 0.05150000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 110000.00000000 PA USD 84801.81000000 0.016027074629 Long DBT CORP US N 2 2045-05-15 Fixed 0.04125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWJ53 159583.88600000 PA USD 161468.70000000 0.030516694222 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 0.06000000 N N N N N N ILLINOIS TOOL WORKS INC 76NA4I14SZCFAYMNSV04 452308AR0 30000.00000000 PA USD 24249.36000000 0.004582995368 Long DBT CORP US N 2 2042-09-01 Fixed 0.03900000 N N N N N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 17275RBU5 10000.00000000 PA USD 9464.44000000 0.001788726988 Long DBT CORP US N 2 2054-02-26 Fixed 0.05300000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AY9 80000.00000000 PA USD 75522.72000000 0.014273377769 Long DBT CORP US N 2 2029-09-01 Fixed 0.03400000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGC9 450000.00000000 PA USD 450052.74000000 0.085057486995 Long DBT UST US N 2 2027-12-31 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133WDVB5 98536.06200000 PA USD 97665.73000000 0.018458284598 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.05500000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAD5 10000.00000000 PA USD 8775.18000000 0.001658460647 Long DBT CORP US N 2 2045-09-15 Fixed 0.05200000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBE4 50000.00000000 PA USD 44321.83000000 0.008376581550 Long DBT CORP US N 2 2035-05-15 Fixed 0.03900000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F060667 325000.00000000 PA USD 328262.71000000 0.062039842679 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.06000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJW2 1960000.00000000 PA USD 1966048.44000000 0.371572317542 Long DBT UST US N 2 2029-01-31 Fixed 0.04000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 42000.00000000 PA USD 37326.59000000 0.007054519751 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 3138MPRJ6 9693.33100000 PA USD 8671.39000000 0.001638844909 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9VC2 10665.83700000 PA USD 10368.87000000 0.001959659272 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 0.03000000 N N N N N N ONTARIO PROVINCE CDA C7PVKCRGLG18EBQGZV36 683234AR9 224000.00000000 PA USD 190977.92000000 0.036093774136 Long DBT NUSS CA N 2 2030-10-07 Fixed 0.01125000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200KL4 100000.00000000 PA USD 61699.29000000 0.011660825699 Long DBT CORP US N 2 2050-05-15 Fixed 0.02950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AA2G8 128168.24500000 PA USD 117128.64000000 0.022136667301 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMM0 2770000.00000000 PA USD 2821122.29000000 0.533176561695 Long DBT UST US N 2 2035-02-15 Fixed 0.04625000 N N N N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 01609WAT9 285000.00000000 PA USD 278279.70000000 0.052593329314 Long DBT CORP KY N 2 2027-12-06 Fixed 0.03400000 N N N N N N PAYPAL HLDGS INC 5493005X2GO78EFZ3E94 70450YAH6 50000.00000000 PA USD 45007.56000000 0.008506180740 Long DBT CORP US N 2 2030-06-01 Fixed 0.02300000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAG8 20000.00000000 PA USD 12180.54000000 0.002302054916 Long DBT CORP US N 2 2050-05-01 Fixed 0.03150000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KN5A7 90294.11700000 PA USD 70965.15000000 0.013412022162 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMD0 240000.00000000 PA USD 244200.00000000 0.046152453875 Long DBT UST US N 2 2029-12-31 Fixed 0.04375000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFK5 50000.00000000 PA USD 35662.18000000 0.006739955436 Long DBT CORP US N 2 2049-09-01 Fixed 0.03625000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAJ2 12000.00000000 PA USD 11496.73000000 0.002172818595 Long DBT CORP US N 2 2030-07-01 Fixed 0.04050000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0ME2 97782.96300000 PA USD 77217.57000000 0.014593695076 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCD5 60000.00000000 PA USD 56678.07000000 0.010711842798 Long DBT CORP US N 2 2028-03-25 Fixed 0.02300000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 731011AZ5 60000.00000000 PA USD 54277.50000000 0.010258148301 Long DBT NUSS PL N 2 2054-03-18 Fixed 0.05500000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BF9 60000.00000000 PA USD 56471.23000000 0.010672751178 Long DBT CORP US N 2 2064-11-01 Fixed 0.05850000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KAP1 73000.00000000 PA USD 72362.90000000 0.013676189207 Long DBT CORP US N 2 2027-07-13 Fixed 0.04400000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAN5 200000.00000000 PA USD 192250.08000000 0.036334205363 Long DBT CORP ES N 2 2027-09-14 Variable 0.01722000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WDV7 53415.64400000 PA USD 51390.13000000 0.009712451287 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 0.04500000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BR3 200000.00000000 PA USD 201128.82000000 0.038012238280 Long DBT CORP NL N 2 2031-03-25 Variable 0.05066000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TFT7 60000.00000000 PA USD 58359.29000000 0.011029584111 Long DBT CORP US N 2 2029-01-08 Fixed 0.03650000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBJ9 263000.00000000 PA USD 242370.94000000 0.045806771617 Long DBT UST US N 2 2028-01-31 Fixed 0.00750000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BX6 850000.00000000 PA USD 848356.58000000 0.160334717151 Long DBT CORP GB N 2 2026-09-12 Variable 0.04292000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216DZ0 60000.00000000 PA USD 56155.39000000 0.010613059159 Long DBT CORP US N 2 2055-01-14 Fixed 0.05200000 N N N N N N OHIO POWER CO 06ZODLC132CY1O2Y7D77 677415CV1 50000.00000000 PA USD 48943.02000000 0.009249960987 Long DBT CORP US N 2 2033-06-01 Fixed 0.05000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAM6 20000.00000000 PA USD 19723.85000000 0.003727698924 Long DBT CORP US N 2 2035-03-15 Fixed 0.05650000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XFJ0 100000.00000000 PA USD 100137.53000000 0.018925441173 Long DBT CORP US N 2 2030-07-15 Fixed 0.05450000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBU8 110000.00000000 PA USD 106860.19000000 0.020195986855 Long DBT CORP US N 2 2027-04-01 Fixed 0.02800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KSRJ8 861605.87000000 PA USD 672048.96000000 0.127013548846 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N AON CORP / AON GLOBAL HOLDINGS PLC N/A 03740LAD4 50000.00000000 PA USD 48559.53000000 0.009177483491 Long DBT CORP US N 2 2027-05-28 Fixed 0.02850000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CP7 50000.00000000 PA USD 52558.60000000 0.009933285676 Long DBT CORP US N 2 2034-02-01 Fixed 0.06650000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13645RAU8 60000.00000000 PA USD 52453.10000000 0.009913346758 Long DBT CORP CA N 2 2045-08-01 Fixed 0.04800000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46514BRN9 300000.00000000 PA USD 303905.40000000 0.057436445356 Long DBT NUSS IL N 2 2029-03-12 Fixed 0.05375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DSJ2 207475.66900000 PA USD 170744.57000000 0.032269782520 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HDSY1 28585.11800000 PA USD 24655.28000000 0.004659712010 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 0.03000000 N N N N N N BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 549300O5ZKB2MUUSKB97 0778FPAJ8 50000.00000000 PA USD 33774.36000000 0.006383167862 Long DBT CORP CA N 2 2052-08-15 Fixed 0.03650000 N N N N N N BROWN and BROWN INC 549300PC8KTJ71XKFY89 115236AB7 65000.00000000 PA USD 64470.23000000 0.012184518085 Long DBT CORP US N 2 2029-03-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CBF0 13020.89000000 PA USD 11393.56000000 0.002153320034 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.03000000 N N N N N N CREDIT SUISSE USA INC EXD7DEVFDH4HOFFQ7349 22541LAE3 170000.00000000 PA USD 190181.74000000 0.035943300504 Long DBT CORP US N 2 2032-07-15 Fixed 0.07125000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918BR4 540000.00000000 PA USD 529417.79000000 0.100057043954 Long DBT CORP US N 2 2026-08-08 Fixed 0.02400000 N N N N N N JPMBB COML MTG SECS TR 2014-C24 N/A 46643GAE0 7790.54000000 PA USD 7635.88000000 0.001443139228 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 0.03638500 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214DK6 115000.00000000 PA USD 113270.75000000 0.021407547357 Long DBT CORP AU N 2 2027-03-08 Fixed 0.03350000 N N N N N N TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 89352HBA6 300000.00000000 PA USD 290572.94000000 0.054916683909 Long DBT CORP CA N 2 2030-04-15 Fixed 0.04100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DW73 226336.76000000 PA USD 199080.79000000 0.037625171899 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.02500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DB2 130000.00000000 PA USD 131025.32000000 0.024763063217 Long DBT CORP US N 2 2035-03-01 Fixed 0.05750000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044CR0 50000.00000000 PA USD 44651.44000000 0.008438876024 Long DBT CORP US N 2 2042-04-15 Fixed 0.05000000 N N N N N N BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC N/A 05723KAF7 60000.00000000 PA USD 45082.05000000 0.008520258940 Long DBT CORP US N 2 2047-12-15 Fixed 0.04080000 N N N N N N MARRIOTT INTERNATIONAL INC/MD 225YDZ14ZO8E1TXUSU86 571903BF9 80000.00000000 PA USD 71443.01000000 0.013502335068 Long DBT CORP US N 2 2032-10-15 Fixed 0.03500000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGL2 170000.00000000 PA USD 117997.32000000 0.022300843033 Long DBT CORP US N 2 2041-09-03 Fixed 0.02850000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AL9 10000.00000000 PA USD 9586.93000000 0.001811876923 Long DBT CORP US N 2 2029-06-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKC4 2930000.00000000 PA USD 2959185.55000000 0.559269756777 Long DBT UST US N 2 2031-02-28 Fixed 0.04250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKB6 1270000.00000000 PA USD 1273264.29000000 0.240639932085 Long DBT UST US N 2 2026-02-28 Fixed 0.04625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KHWS1 41745.82000000 PA USD 36150.17000000 0.006832182856 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.03000000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAP7 50000.00000000 PA USD 44256.30000000 0.008364196742 Long DBT CORP US N 2 2030-02-15 Fixed 0.03050000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AH7 54000.00000000 PA USD 52558.00000000 0.009933172280 Long DBT CORP US N 2 2042-05-01 Fixed 0.05875000 N N N N N N ALBERTA PROVINCE CDA LQPXMHHNJKIPJYE53543 013051EM5 306000.00000000 PA USD 264818.52000000 0.050049240498 Long DBT NUSS CA N 2 2030-07-22 Fixed 0.01300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HMXF6 10522.20600000 PA USD 10046.17000000 0.001898670751 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04500000 N N N N N N CBOE GLOBAL MARKETS INC 529900RLNSGA90UPEH54 12503MAA6 60000.00000000 PA USD 59217.23000000 0.011191730041 Long DBT CORP US N 2 2027-01-12 Fixed 0.03650000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DK3 195000.00000000 PA USD 190625.95000000 0.036027253746 Long DBT CORP US N 2 2027-11-13 Fixed 0.03000000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP 254900ZARLSVK41DKO78 24703TAE6 30000.00000000 PA USD 30081.18000000 0.005685177200 Long DBT CORP US N 2 2026-10-01 Fixed 0.04900000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216DT4 20000.00000000 PA USD 18936.46000000 0.003578886554 Long DBT CORP US N 2 2064-05-13 Fixed 0.05400000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QY7 4000.00000000 PA USD 2983.75000000 0.000563912302 Long DBT UST US N 2 2042-11-15 Fixed 0.02750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CV27 66126.28000000 PA USD 59686.66000000 0.011280449724 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.03500000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YBL8 50000.00000000 PA USD 45662.57000000 0.008629974020 Long DBT CORP US N 2 2044-05-17 Fixed 0.04900000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MBY1 60000.00000000 PA USD 60163.63000000 0.011370594424 Long DBT CORP US N 2 2032-07-15 Fixed 0.05100000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TB4 1189000.00000000 PA USD 644196.49000000 0.121749585550 Long DBT UST US N 2 2051-11-15 Fixed 0.01875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140ACX73 197545.29100000 PA USD 195812.80000000 0.037007539804 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBB6 338000.00000000 PA USD 311210.86000000 0.058817137025 Long DBT UST US N 2 2027-12-31 Fixed 0.00625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H062669 200000.00000000 PA USD 204276.74000000 0.038607177807 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.06500000 N N N N N N MARRIOTT INTERNATIONAL INC/MD 225YDZ14ZO8E1TXUSU86 571903BS1 40000.00000000 PA USD 39458.79000000 0.007457493797 Long DBT CORP US N 2 2035-03-15 Fixed 0.05350000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 05531GAB7 110000.00000000 PA USD 106651.41000000 0.020156528586 Long DBT CORP US N 2 2029-03-19 Fixed 0.03875000 N N N N N N CITIZENS FINANCIAL GRP INC 2138004JDDA4ZQUPFW65 174610BG9 15000.00000000 PA USD 15903.91000000 0.003005751321 Long DBT CORP US N 2 2035-04-25 Variable 0.06645000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DP2 270000.00000000 PA USD 274936.67000000 0.051961515072 Long DBT CORP US N 2 2028-03-02 Fixed 0.05150000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWF73 243231.60200000 PA USD 246484.41000000 0.046584194772 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 0.06000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UA4 1700000.00000000 PA USD 1617058.60000000 0.305615161548 Long DBT UST US N 2 2054-05-15 Fixed 0.04625000 N N N N N N QUEBEC PROVINCE CDA 549300WN65YFEQH74Y36 748148SF1 10000.00000000 PA USD 9606.60000000 0.001815594444 Long DBT NUSS CA N 2 2034-09-05 Fixed 0.04250000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFL3 400000.00000000 PA USD 341081.14000000 0.064462455289 Long DBT CORP US N 2 2030-09-18 Fixed 0.01500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H060671 400000.00000000 PA USD 403275.72000000 0.076216888068 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BFH45 660643.52000000 PA USD 606903.34000000 0.114701385774 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.04000000 N N N N N N PROCTER and GAMBLE CO 2572IBTT8CCZW6AU4141 742718FH7 36000.00000000 PA USD 34157.97000000 0.006455668038 Long DBT CORP US N 2 2030-03-25 Fixed 0.03000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JW7 960000.00000000 PA USD 942425.00000000 0.178113129989 Long DBT CORP LU N 2 2030-07-15 Fixed 0.03625000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRWG5 494173.63500000 PA USD 508353.60000000 0.096076028158 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EVS99 16666.58300000 PA USD 15653.28000000 0.002958383633 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.04000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 25152R2Y8 85000.00000000 PA USD 84668.89000000 0.016001953482 Long DBT CORP DE N 2 2026-01-13 Fixed 0.04100000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAA1 90000.00000000 PA USD 87378.26000000 0.016514009477 Long DBT CORP US N 2 2026-05-28 Fixed 0.01200000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DR6 160000.00000000 PA USD 106811.95000000 0.020186869761 Long DBT CORP US N 2 2040-11-13 Fixed 0.02350000 N N N N N N GALLAGHER (ARTHUR J.) and CO 54930049QLLMPART6V29 04316JAP4 22000.00000000 PA USD 20395.67000000 0.003854669201 Long DBT CORP US N 2 2055-02-15 Fixed 0.05550000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UZT2 13577.54100000 PA USD 12206.89000000 0.002307034920 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6GA2 76911.78000000 PA USD 76966.72000000 0.014546285809 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKR1 1530000.00000000 PA USD 1546375.77000000 0.292256496309 Long DBT UST US N 2 2027-05-15 Fixed 0.04500000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AN4 100000.00000000 PA USD 100470.23000000 0.018988319639 Long DBT CORP US N 2 2028-06-22 Fixed 0.04875000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200KB6 100000.00000000 PA USD 86126.10000000 0.016277358139 Long DBT CORP US N 2 2039-05-15 Fixed 0.04150000 N N N N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 4581X0DG0 30000.00000000 PA USD 28062.03000000 0.005303568981 Long DBT CORP US N 2 2029-06-18 Fixed 0.02250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKCJ5 291585.57800000 PA USD 239417.10000000 0.045248512140 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.02500000 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAJ4 40000.00000000 PA USD 38322.70000000 0.007242779050 Long DBT CORP US N 2 2029-11-15 Fixed 0.03700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419LFA6 19264.84700000 PA USD 18363.64000000 0.003470626732 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEF4 80000.00000000 PA USD 72429.33000000 0.013688744111 Long DBT CORP US N 2 2053-05-15 Fixed 0.05350000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAJ0 20000.00000000 PA USD 19666.81000000 0.003716918678 Long DBT CORP US N 2 2054-10-15 Variable 0.06625000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABY0 175000.00000000 PA USD 113714.22000000 0.021491360743 Long DBT CORP US N 2 2060-11-15 Fixed 0.03600000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PBK7 185000.00000000 PA USD 204905.35000000 0.038725981632 Long DBT CORP US N 2 2038-02-15 Fixed 0.06875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLD1 4540000.00000000 PA USD 4545770.79000000 0.859125621267 Long DBT UST US N 2 2031-07-31 Fixed 0.04125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWEH2 427615.25000000 PA USD 379959.16000000 0.071810186758 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.03500000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VBB2 65000.00000000 PA USD 55596.92000000 0.010507511408 Long DBT CORP US N 2 2043-01-15 Fixed 0.04650000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKQ1 510000.00000000 PA USD 494681.37000000 0.093492052055 Long DBT CORP US N 2 2033-04-27 Variable 0.04571000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TZ57 10154.35100000 PA USD 9438.56000000 0.001783835811 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 0.04000000 N N N N N N WASTE MANAGEMENT INC DEL 549300YX8JIID70NFS41 94106LBQ1 55000.00000000 PA USD 50384.37000000 0.009522368191 Long DBT CORP US N 2 2029-06-01 Fixed 0.02000000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822BY9 200000.00000000 PA USD 193143.44000000 0.036503045478 Long DBT CORP JP N 2 2027-07-20 Variable 0.01538000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759BK5 30000.00000000 PA USD 30230.72000000 0.005713439436 Long DBT CORP US N 2 2034-11-15 Fixed 0.05200000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SL3 45000.00000000 PA USD 25769.53000000 0.004870299118 Long DBT UST US N 2 2050-02-15 Fixed 0.02000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FBBX3 70000.00000000 PA USD 68492.35000000 0.012944676593 Long ABS-MBS USGSE US N 2 2027-08-25 Fixed 0.03244000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAF4 95000.00000000 PA USD 51662.21000000 0.009763872907 Long DBT CORP US N 2 2050-08-15 Fixed 0.02050000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822DG6 200000.00000000 PA USD 203176.69000000 0.038399274421 Long DBT CORP JP N 2 2031-01-16 Variable 0.05197000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNZT4 136377.01000000 PA USD 133543.56000000 0.025238996696 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMVJ1 989819.63300000 PA USD 807469.52000000 0.152607288196 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N BALTIMORE GAS and ELECTRIC CO 88V8C2WYSOD1SPSSLH72 059165EH9 50000.00000000 PA USD 35589.27000000 0.006726175848 Long DBT CORP US N 2 2046-08-15 Fixed 0.03500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JU6 42000.00000000 PA USD 35953.63000000 0.006795037879 Long DBT CORP US N 2 2045-07-30 Fixed 0.04650000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UF3 930000.00000000 PA USD 893235.94000000 0.168816668798 Long DBT UST US N 2 2044-11-15 Fixed 0.04625000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DN6 100000.00000000 PA USD 106279.39000000 0.020086218856 Long DBT CORP GB N 2 2038-06-01 Fixed 0.06800000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6C24 68230.50100000 PA USD 66314.89000000 0.012533148656 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 0.04000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 48000.00000000 PA USD 41390.19000000 0.007822517751 Long DBT CORP US N 2 2038-04-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DSR20 152160.16700000 PA USD 142386.04000000 0.026910176673 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 0.04000000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687EF9 120000.00000000 PA USD 128708.26000000 0.024325151650 Long DBT CORP US N 2 2037-03-01 Fixed 0.06150000 N N N N N N KELLANOVA LONOZNOJYIBXOHXWDB86 487836CA4 20000.00000000 PA USD 19307.04000000 0.003648924132 Long DBT CORP US N 2 2054-05-16 Fixed 0.05750000 N N N N N N BOSTON PPTY LTD PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RAY0 40000.00000000 PA USD 38921.54000000 0.007355956509 Long DBT CORP US N 2 2026-10-01 Fixed 0.02750000 N N N N N N INTERNATIONAL PAPER CO 824LMFJDH41EY779Q875 460146CF8 50000.00000000 PA USD 55841.08000000 0.010553656302 Long DBT CORP US N 2 2039-11-15 Fixed 0.07300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBX0 633133.98500000 PA USD 467903.93000000 0.088431263502 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FF5G2 59891.05200000 PA USD 57386.29000000 0.010845692474 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 0.02500000 N N N N N N CSAIL 2019-C17 COML MTG TR N/A 12597BAU3 75000.00000000 PA USD 69171.57000000 0.013073045429 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 0.03016100 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZS2 1548000.00000000 PA USD 1447319.54000000 0.273535414876 Long DBT UST US N 2 2027-05-31 Fixed 0.00500000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAN1 40000.00000000 PA USD 37675.38000000 0.007120439138 Long DBT CORP US N 2 2055-05-15 Fixed 0.06125000 N N N N N N NXP B V/NXP FDG LLC/NXP USA INC N/A 62954HAV0 125000.00000000 PA USD 122587.60000000 0.023168380649 Long DBT CORP NL N 2 2029-06-18 Fixed 0.04300000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BS8 60000.00000000 PA USD 58675.62000000 0.011089368737 Long DBT CORP US N 2 2027-08-15 Fixed 0.03450000 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160BC2 70000.00000000 PA USD 70508.00000000 0.013325623332 Long DBT CORP US N 2 2034-12-01 Fixed 0.05350000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056BA4 20000.00000000 PA USD 20267.47000000 0.003830440107 Long DBT CORP US N 2 2034-05-14 Fixed 0.06050000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179X5E2 88467.32000000 PA USD 81401.82000000 0.015384495261 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 0.04000000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EU3 50000.00000000 PA USD 42446.72000000 0.008022196097 Long DBT CORP US N 2 2039-03-15 Fixed 0.03900000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312BU9 90000.00000000 PA USD 83373.45000000 0.015757122463 Long DBT CORP US N 2 2029-09-01 Fixed 0.02500000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAQ3 40000.00000000 PA USD 37661.96000000 0.007117902832 Long DBT CORP US N 2 2030-01-15 Fixed 0.03200000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCB3 400000.00000000 PA USD 320468.12000000 0.060566708136 Long DBT CORP US N 2 2049-11-21 Fixed 0.04250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFF3 436000.00000000 PA USD 397185.78000000 0.075065922978 Long DBT UST US N 2 2032-08-15 Fixed 0.02750000 N N N N N N OWENS CORNING NEW JO5M6676RDJIZ2U8X907 690742AQ4 35000.00000000 PA USD 34482.86000000 0.006517070457 Long DBT CORP US N 2 2054-06-15 Fixed 0.05950000 N N N N N N WASTE MANAGEMENT INC DEL 549300YX8JIID70NFS41 94106LBV0 70000.00000000 PA USD 71272.50000000 0.013470109618 Long DBT CORP US N 2 2029-02-15 Fixed 0.04875000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AL4 210000.00000000 PA USD 208634.68000000 0.039430804445 Long DBT CORP US N 2 2032-07-15 Fixed 0.04650000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAG6 10000.00000000 PA USD 9320.41000000 0.001761506112 Long DBT CORP CA N 2 2037-05-04 Variable 0.04588000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017FZT3 50000.00000000 PA USD 49787.85000000 0.009409629200 Long DBT CORP CA N 2 2030-10-18 Variable 0.04650000 N N N N N N WASTE MANAGEMENT INC DEL 549300YX8JIID70NFS41 94106LBX6 20000.00000000 PA USD 20284.29000000 0.003833618995 Long DBT CORP US N 2 2027-07-03 Fixed 0.04950000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543DC4 150000.00000000 PA USD 129833.57000000 0.024537829037 Long DBT CORP US N 2 2030-11-15 Fixed 0.02100000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAS6 20000.00000000 PA USD 19987.18000000 0.003777466842 Long DBT CORP US N 2 2032-06-08 Fixed 0.05670000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWDK6 286313.28300000 PA USD 244356.65000000 0.046182059861 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.03000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAX0 30000.00000000 PA USD 30351.77000000 0.005736317219 Long DBT CORP US N 2 2031-07-15 Fixed 0.05200000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE CO LLC N/A 893574AR4 50000.00000000 PA USD 36820.54000000 0.006958879090 Long DBT CORP US N 2 2050-05-15 Fixed 0.03950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQRB5 156995.24100000 PA USD 160834.04000000 0.030396746980 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C3D4 5328.65700000 PA USD 4956.39000000 0.000936730388 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDCX2 371810.48000000 PA USD 327237.99000000 0.061846176247 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWH22 88027.14200000 PA USD 87365.17000000 0.016511535539 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05500000 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AX1 118000.00000000 PA USD 114576.18000000 0.021654266431 Long DBT CORP US N 2 2026-05-10 Fixed 0.01400000 N N N N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 92857WCA6 40000.00000000 PA USD 37442.32000000 0.007076392083 Long DBT CORP GB N 2 2054-06-28 Fixed 0.05750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GFDW2 131872.85000000 PA USD 119168.44000000 0.022522178257 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 0.02000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKP3 100000.00000000 PA USD 99512.01000000 0.018807221341 Long DBT CORP US N 2 2028-04-27 Variable 0.04376000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887AR3 50000.00000000 PA USD 53297.53000000 0.010072939373 Long DBT CORP US N 2 2028-10-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JLLY8 18700.47700000 PA USD 18924.51000000 0.003576628070 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.05500000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGB4 140000.00000000 PA USD 97860.60000000 0.018495113954 Long DBT CORP US N 2 2051-03-22 Fixed 0.03550000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAC1 100000.00000000 PA USD 75359.33000000 0.014242497960 Long DBT CORP US N 2 2050-05-19 Fixed 0.04950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DTD23 97514.67200000 PA USD 101577.44000000 0.019197576225 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.06500000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BN3 300000.00000000 PA USD 220944.00000000 0.041757198071 Long DBT NUSS PA N 2 2032-09-29 Fixed 0.02252000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAU2 11000.00000000 PA USD 9557.30000000 0.001806277016 Long DBT CORP CA N 2 2049-04-01 Fixed 0.05000000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAD3 50000.00000000 PA USD 48119.40000000 0.009094301347 Long DBT CORP CA N 2 2027-02-02 Fixed 0.01950000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CU2 170000.00000000 PA USD 166948.27000000 0.031552302746 Long DBT CORP US N 2 2026-06-01 Fixed 0.02875000 N N N N N N JEFFERIES FINANCIAL GROUP INC 549300HOF34RGOJ5YL07 47233JBH0 80000.00000000 PA USD 77172.21000000 0.014585122286 Long DBT CORP US N 2 2030-01-23 Fixed 0.04150000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWDN0 44518.29600000 PA USD 32900.28000000 0.006217971560 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.01500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEH0 70000.00000000 PA USD 71808.58000000 0.013571425783 Long DBT CORP US N 2 2029-06-01 Fixed 0.05100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133WEH45 94778.26900000 PA USD 95761.43000000 0.018098382396 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.06000000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475BU8 80000.00000000 PA USD 87713.39000000 0.016577347199 Long DBT CORP US N 2 2034-10-20 Variable 0.06875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SA7 4000.00000000 PA USD 2905.16000000 0.000549059225 Long DBT UST US N 2 2048-02-15 Fixed 0.03000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAQ7 65000.00000000 PA USD 49884.10000000 0.009427819919 Long DBT CORP US N 2 2050-03-26 Fixed 0.03850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWEQ2 129668.05800000 PA USD 115176.52000000 0.021767727382 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.03500000 N N N N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021AZ9 40000.00000000 PA USD 39862.75000000 0.007533840011 Long DBT CORP US N 2 2031-02-15 Fixed 0.04700000 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DBF5 80000.00000000 PA USD 74489.93000000 0.014078186152 Long DBT CORP US N 2 2029-05-15 Fixed 0.04125000 N N N N N N EATON CORP 0NZWDMRCE180888QQE14 278062AH7 70000.00000000 PA USD 67003.53000000 0.012663297820 Long DBT CORP US N 2 2033-03-15 Fixed 0.04150000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BJ0 10000.00000000 PA USD 10192.39000000 0.001926305525 Long DBT CORP US N 2 2029-07-15 Fixed 0.05100000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAD3 1248000.00000000 PA USD 1157568.75000000 0.218774112784 Long DBT UST US N 2 2027-07-31 Fixed 0.00375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNYS6 505718.02000000 PA USD 413500.04000000 0.078149228188 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MHCF8 18888.27700000 PA USD 16902.83000000 0.003194541695 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWJR5 438354.71000000 PA USD 434921.25000000 0.082197718796 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.05500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F030660 100000.00000000 PA USD 85124.95000000 0.016088146308 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.03000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AE7 30000.00000000 PA USD 29651.83000000 0.005604032417 Long DBT CORP US N 2 2035-04-01 Fixed 0.05150000 N N N N N N INGERSOLL-RAND GLOBAL HLDG CO LTD 549300UCF0D858BIOV83 45687AAN2 62000.00000000 PA USD 49404.04000000 0.009337091225 Long DBT CORP US N 2 2048-02-21 Fixed 0.04300000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDP3 995000.00000000 PA USD 912018.55000000 0.172366478551 Long DBT UST US N 2 2028-12-31 Fixed 0.01375000 N N N N N N CHURCH and DWIGHT INC POOXSI30AWAQGYJZC921 17136MAA0 70000.00000000 PA USD 60066.59000000 0.011352254399 Long DBT CORP US N 2 2031-12-15 Fixed 0.02300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DSG8 31655.52600000 PA USD 30249.12000000 0.005716916935 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.04500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PAR3 50000.00000000 PA USD 51124.87000000 0.009662318609 Long DBT CORP US N 2 2036-03-15 Fixed 0.05800000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 310000.00000000 PA USD 210636.06000000 0.039809054232 Long DBT CORP US N 2 2050-04-01 Fixed 0.03600000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 60000.00000000 PA USD 58302.79000000 0.011018905922 Long DBT CORP US N 2 2027-05-04 Variable 0.01593000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJJ0 30000.00000000 PA USD 31095.99000000 0.005876970696 Long DBT CORP US N 2 2033-10-21 Variable 0.05850000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020661 3875000.00000000 PA USD 3012055.33000000 0.569261853758 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.02000000 N N N N N N ARCELORMITTAL SA LUXEMBOURG 2EULGUTUI56JI9SAL165 03938LBE3 50000.00000000 PA USD 51853.73000000 0.009800069132 Long DBT CORP LU N 2 2027-11-29 Fixed 0.06550000 N N N N N N NNN REIT INC 5493008JKH5SOTI0JS97 637417AR7 50000.00000000 PA USD 29951.67000000 0.005660700524 Long DBT CORP US N 2 2052-04-15 Fixed 0.03000000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAY0 20000.00000000 PA USD 17981.80000000 0.003398461077 Long DBT CORP US N 2 2062-06-15 Fixed 0.05200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJYN4 72211.49500000 PA USD 65581.56000000 0.012394553329 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFY2 1850000.00000000 PA USD 1844218.75000000 0.348547177704 Long DBT UST US N 2 2029-11-30 Fixed 0.03875000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BS1 150000.00000000 PA USD 104967.29000000 0.019838239189 Long DBT CORP US N 2 2040-10-01 Fixed 0.02600000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ATC90 24071.07500000 PA USD 19636.57000000 0.003711203485 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QZ4 125000.00000000 PA USD 98520.51000000 0.018619833306 Long DBT UST US N 2 2043-02-15 Fixed 0.03125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFU74 21075.13500000 PA USD 17416.48000000 0.003291618713 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02500000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAR5 80000.00000000 PA USD 61999.73000000 0.011717607203 Long DBT CORP US N 2 2040-04-05 Fixed 0.03377000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAD9 60000.00000000 PA USD 51276.17000000 0.009690913475 Long DBT CORP US N 2 2030-08-15 Fixed 0.01100000 N N N N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 446150BC7 30000.00000000 PA USD 31271.13000000 0.005910071191 Long DBT CORP US N 2 2029-08-21 Variable 0.06208000 N N N N N N CARMAX AUTO OWNER TRUST 2024-4 N/A 14290DAC5 200000.00000000 PA USD 201245.08000000 0.038034210779 Long ABS-CBDO CORP US N 2 2029-10-15 Fixed 0.04600000 N N N N N N AGREE LP 549300DXY3G299V1BO77 008513AE3 50000.00000000 PA USD 50420.80000000 0.009529253261 Long DBT CORP US N 2 2034-06-15 Fixed 0.05625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MTKG1 724999.04500000 PA USD 664891.04000000 0.125660741423 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNGD9 269321.66000000 PA USD 221641.47000000 0.041889016056 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAK3 60000.00000000 PA USD 59954.73000000 0.011331113476 Long DBT CORP US N 2 2030-06-15 Fixed 0.04950000 N N N N N N KIMBERLY-CLARK CORP MP3J6QPYPGN75NVW2S34 494368CA9 55000.00000000 PA USD 34869.72000000 0.006590184864 Long DBT CORP US N 2 2050-02-07 Fixed 0.02875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GGKG7 174965.40000000 PA USD 158710.97000000 0.029995498453 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 0.02000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAQ3 40000.00000000 PA USD 36327.58000000 0.006865712368 Long DBT CORP US N 2 2054-09-15 Fixed 0.05350000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 70109HAM7 75000.00000000 PA USD 70246.90000000 0.013276276871 Long DBT CORP US N 2 2034-11-21 Fixed 0.04200000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RCA3 70000.00000000 PA USD 70384.25000000 0.013302235264 Long DBT CORP US N 2 2035-11-20 Variable 0.05225000 N N N N N N VERALTO CORP S4BKK9OTCEWQ3YHPFM11 92338CAD5 30000.00000000 PA USD 30793.65000000 0.005819830103 Long DBT CORP US N 2 2028-09-18 Fixed 0.05350000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TZ73 26796.68000000 PA USD 26476.84000000 0.005003976809 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CGLD7 98913.82700000 PA USD 95998.14000000 0.018143119281 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.05000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BN1 114000.00000000 PA USD 113504.35000000 0.021451696470 Long DBT CORP US N 2 2030-04-01 Fixed 0.04875000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661DP9 34000.00000000 PA USD 33225.99000000 0.006279528955 Long DBT CORP US N 2 2027-05-03 Fixed 0.03100000 N N N N N N SCHWAB CHARLES CORP 549300VSGCJ7E698NM85 808513CH6 60000.00000000 PA USD 63722.75000000 0.012043248485 Long DBT CORP US N 2 2034-08-24 Variable 0.06136000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V7G9 199858.48600000 PA USD 179557.86000000 0.033935445747 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 0.03500000 N N N N N N TOLL BROTHERS FINANCE CORP N/A 88947EAT7 40000.00000000 PA USD 39651.14000000 0.007493846887 Long DBT CORP US N 2 2028-02-15 Fixed 0.04350000 N N N N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 4581X0DS4 170000.00000000 PA USD 144925.23000000 0.027390069586 Long DBT CORP US N 2 2031-01-13 Fixed 0.01125000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHV4 180000.00000000 PA USD 169570.69000000 0.032047925670 Long DBT CORP US N 2 2030-07-23 Variable 0.03194000 N N N N N N ITALY REPUBLIC OF 815600DE60799F5A9309 465410BY3 385000.00000000 PA USD 358271.76000000 0.067711387707 Long DBT NUSS IT N 2 2029-10-17 Fixed 0.02875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C7F5 4196.22900000 PA USD 4015.04000000 0.000758820427 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TNU5 12939.71200000 PA USD 12878.27000000 0.002433922040 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 0.05000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCJ2 110000.00000000 PA USD 117439.69000000 0.022195454037 Long DBT CORP US N 2 2032-11-09 Fixed 0.06250000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCC0 50000.00000000 PA USD 44258.42000000 0.008364597410 Long DBT CORP US N 2 2052-07-15 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLZ2 1910000.00000000 PA USD 1908955.46000000 0.360782059040 Long DBT UST US N 2 2031-11-30 Fixed 0.04125000 N N N N N N MARRIOTT INTERNATIONAL INC/MD 225YDZ14ZO8E1TXUSU86 571903BP7 30000.00000000 PA USD 30229.25000000 0.005713161614 Long DBT CORP US N 2 2029-05-15 Fixed 0.04875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J8DM2 34596.33100000 PA USD 29141.77000000 0.005507633889 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 0.02500000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833AL4 177000.00000000 PA USD 144938.06000000 0.027392494385 Long DBT CORP US N 2 2043-05-04 Fixed 0.03850000 N N N N N N M and T BANK CORP 549300WYXDDBYRASEG81 55261FAT1 50000.00000000 PA USD 52066.48000000 0.009840277709 Long DBT CORP US N 2 2032-03-13 Variable 0.06082000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWB51 315288.95000000 PA USD 246219.64000000 0.046534154702 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CV8 50000.00000000 PA USD 49388.05000000 0.009334069204 Long DBT CORP US N 2 2035-05-01 Fixed 0.05100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329PME0 150006.12100000 PA USD 139385.94000000 0.026343174310 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.04000000 N N N N N N BANK 2020-BN28 N/A 06540YAH2 120000.00000000 PA USD 103033.84000000 0.019472827797 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 0.01844000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 219868CD6 193000.00000000 PA USD 191184.46000000 0.036132809057 Long DBT CORP VE N 2 2025-09-23 Fixed 0.01625000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525AV5 55000.00000000 PA USD 45044.83000000 0.008513224565 Long DBT CORP US N 2 2047-05-20 Fixed 0.04300000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CY4 70000.00000000 PA USD 40367.55000000 0.007629244428 Long DBT CORP US N 2 2060-06-01 Fixed 0.02750000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBM0 200000.00000000 PA USD 207715.07000000 0.039257003224 Long DBT CORP JP N 2 2028-07-12 Fixed 0.06070000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312BN5 58000.00000000 PA USD 42687.44000000 0.008067690850 Long DBT CORP US N 2 2047-11-15 Fixed 0.03750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M4DX0 14863.35700000 PA USD 14039.28000000 0.002653346530 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 0.04000000 N N N N N N HUBBELL INC 54930088VDQ6840Y6597 443510AG7 60000.00000000 PA USD 59424.95000000 0.011230987976 Long DBT CORP US N 2 2026-03-01 Fixed 0.03350000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SY5 1321000.00000000 PA USD 940283.68000000 0.177708432313 Long DBT UST US N 2 2041-05-15 Fixed 0.02250000 N N N N N N AFRICAN DEVELOPMENT BANK 549300LNCLMO3ITVCU07 00828EEF2 80000.00000000 PA USD 77113.06000000 0.014573943263 Long DBT CORP CI N 2 2026-07-22 Fixed 0.00875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KQPL9 106099.68300000 PA USD 83122.02000000 0.015709603579 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02000000 N N N N N N PUBLIC SERVICE ELEC and GAS CO 549300RUHPVD434XUK18 74456QBT2 87000.00000000 PA USD 62936.62000000 0.011894674249 Long DBT CORP US N 2 2047-12-01 Fixed 0.03600000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAD2 20000.00000000 PA USD 20254.56000000 0.003828000189 Long DBT CORP US N 2 2028-11-15 Fixed 0.04725000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6BM2 23198.95600000 PA USD 22405.19000000 0.004234457403 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CR89 155148.36800000 PA USD 140233.38000000 0.026503335799 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 0.03500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDW8 95000.00000000 PA USD 52301.97000000 0.009884784021 Long DBT CORP US N 2 2063-11-01 Fixed 0.02987000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CDL5 34719.14400000 PA USD 30380.00000000 0.005741652533 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03000000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JBB9 25000.00000000 PA USD 18761.69000000 0.003545855988 Long DBT CORP US N 2 2045-04-01 Fixed 0.03750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDW8 465000.00000000 PA USD 431087.69000000 0.081473197088 Long DBT UST US N 2 2029-01-31 Fixed 0.01750000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEU2 30000.00000000 PA USD 29646.50000000 0.005603025077 Long DBT CORP US N 2 2029-01-15 Fixed 0.04250000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BX3 193000.00000000 PA USD 187212.76000000 0.035382179651 Long DBT CORP US N 2 2026-05-12 Fixed 0.01000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329PHT3 48063.26400000 PA USD 44750.59000000 0.008457614827 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 3138X6XS9 15494.71800000 PA USD 14615.60000000 0.002762267833 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 0.04000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EYH4 145000.00000000 PA USD 125501.02000000 0.023719000969 Long DBT CORP CA N 2 2031-11-03 Fixed 0.02300000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123BN0 60000.00000000 PA USD 64702.35000000 0.012228387485 Long DBT CORP US N 2 2036-08-15 Fixed 0.06050000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XNC6 180972.47500000 PA USD 161628.78000000 0.030546948459 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 0.03500000 N N N N N N MARKEL GROUP INC 549300SCNO12JLWIK605 570535AT1 70000.00000000 PA USD 59321.21000000 0.011211381688 Long DBT CORP US N 2 2049-05-20 Fixed 0.05000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016HZW3 40000.00000000 PA USD 40379.41000000 0.007631485903 Long DBT CORP CA N 2 2034-02-01 Fixed 0.05150000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2019-C16 N/A 90276YAE3 100000.00000000 PA USD 95015.16000000 0.017957341479 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 0.03604800 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QM5E0 272224.98400000 PA USD 222074.17000000 0.041970793971 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAK9 67000.00000000 PA USD 41357.91000000 0.007816417009 Long DBT CORP US N 2 2051-02-15 Fixed 0.03250000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140MW3X2 89316.55700000 PA USD 86647.48000000 0.016375896085 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QBG28 29138.41200000 PA USD 26437.39000000 0.004996520976 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AULZ9 126007.39000000 PA USD 93123.03000000 0.017599739339 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.01500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SH2 12000.00000000 PA USD 8415.94000000 0.001590566268 Long DBT UST US N 2 2049-05-15 Fixed 0.02875000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAC6 50000.00000000 PA USD 35794.68000000 0.006764997205 Long DBT CORP US N 2 2049-08-15 Fixed 0.04150000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109BG5 100000.00000000 PA USD 78318.50000000 0.014801764778 Long DBT CORP CA N 2 2048-02-15 Fixed 0.04300000 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AL7 55000.00000000 PA USD 42477.91000000 0.008028090835 Long DBT CORP US N 2 2040-03-27 Fixed 0.03250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RD2 39000.00000000 PA USD 33416.60000000 0.006315553194 Long DBT UST US N 2 2043-11-15 Fixed 0.03750000 N N N N N N PECO ENERGY COMPANY YH65D4JBECK76IFEJ279 693304AW7 50000.00000000 PA USD 37824.87000000 0.007148691924 Long DBT CORP US N 2 2048-03-01 Fixed 0.03900000 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST 2025-A N/A 98164YAD3 30000.00000000 PA USD 30269.07000000 0.005720687375 Long ABS-CBDO CORP US N 2 2030-03-15 Fixed 0.04730000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CA2 185000.00000000 PA USD 135653.51000000 0.025637765615 Long DBT CORP US N 2 2041-05-12 Fixed 0.02875000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AK0 65000.00000000 PA USD 60980.97000000 0.011525067179 Long DBT CORP US N 2 2034-11-15 Fixed 0.04650000 N N N N N N DR HORTON INC 529900ZIUEYVSB8QDD25 23331ABU2 20000.00000000 PA USD 20001.88000000 0.003780245061 Long DBT CORP US N 2 2035-10-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CWZ3 13254.89500000 PA USD 12775.20000000 0.002414442378 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AEKD7 18616.87300000 PA USD 18014.82000000 0.003404701675 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKF7 1500000.00000000 PA USD 1504277.34000000 0.284300125102 Long DBT UST US N 2 2031-03-31 Fixed 0.04125000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBG5 80000.00000000 PA USD 57864.82000000 0.010936132006 Long DBT CORP US N 2 2051-02-15 Fixed 0.03750000 N N N N N N AVERY DENNISON CORP 549300PW7VPFCYKLIV37 053611AJ8 50000.00000000 PA USD 50462.17000000 0.009537071963 Long DBT CORP US N 2 2028-12-06 Fixed 0.04875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHR5 680000.00000000 PA USD 680159.38000000 0.128546373519 Long DBT UST US N 2 2030-07-31 Fixed 0.04000000 N N N N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 92857WBM1 20000.00000000 PA USD 17992.69000000 0.003400519227 Long DBT CORP GB N 2 2048-05-30 Fixed 0.05250000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CS7 30000.00000000 PA USD 30487.23000000 0.005761918412 Long DBT CORP US N 2 2033-03-15 Fixed 0.05400000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89115A2V3 100000.00000000 PA USD 101121.71000000 0.019111445768 Long DBT CORP CA N 2 2026-12-11 Fixed 0.05264000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179Y5H3 146696.21000000 PA USD 134544.73000000 0.025428212307 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 0.04000000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 74432QCE3 190000.00000000 PA USD 152945.83000000 0.028905918773 Long DBT CORP US N 2 2050-02-25 Fixed 0.04350000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W7K8 379473.82400000 PA USD 331006.40000000 0.062558384964 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W5B0 377618.91600000 PA USD 316795.57000000 0.059872616430 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 0.02500000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 744320BF8 50000.00000000 PA USD 50029.06000000 0.009455216560 Long DBT CORP US N 2 2048-09-15 Variable 0.05700000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525AJ2 145000.00000000 PA USD 142284.90000000 0.026891061770 Long DBT CORP US N 2 2035-05-20 Fixed 0.04650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140NJJG0 90745.64000000 PA USD 93328.26000000 0.017638526678 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XX43 90643.60900000 PA USD 85931.75000000 0.016240627061 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 0.04500000 N N N N N N FAIRFAX FINANCIAL HOLDINGS LTD GLS7OQD0WOEDI8YAP031 303901BV3 40000.00000000 PA USD 39936.52000000 0.007547782134 Long DBT CORP CA N 2 2035-05-20 Fixed 0.05750000 N N N N N N TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 89352HAL3 50000.00000000 PA USD 44725.05000000 0.008452787908 Long DBT CORP CA N 2 2043-10-16 Fixed 0.05000000 N N N N N N WELLS FARGO COML MTG TR 2019-C54 N/A 95001YAE4 100000.00000000 PA USD 93088.10000000 0.017593137762 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 0.03146000 N N N N N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 17275RAD4 90000.00000000 PA USD 94716.90000000 0.017900971983 Long DBT CORP US N 2 2039-02-15 Fixed 0.05900000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 310000.00000000 PA USD 206261.43000000 0.038982273277 Long DBT CORP US N 2 2060-04-01 Fixed 0.03850000 N N N N N N PUBLIC SVC CO OF NEW HAMPSHIRE 549300SHPFALUPKK2351 744482BP4 20000.00000000 PA USD 17876.53000000 0.003378565627 Long DBT CORP US N 2 2053-01-15 Fixed 0.05150000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180AB69 49182.63900000 PA USD 43791.14000000 0.008276284066 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XQU3 169189.49000000 PA USD 155716.73000000 0.029429603599 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 0.04000000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MEZ3 20000.00000000 PA USD 19237.00000000 0.003635686958 Long DBT CORP US N 2 2035-12-09 Fixed 0.04700000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACX1 50000.00000000 PA USD 47905.42000000 0.009053860306 Long DBT CORP US N 2 2062-09-15 Fixed 0.05800000 N N N N N N ASSURED GUARANTY US HOLDINGS INC 5493007YCE0652G9TZ64 04621WAD2 40000.00000000 PA USD 36450.22000000 0.006888890652 Long DBT CORP US N 2 2031-06-15 Fixed 0.03150000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525AU7 120000.00000000 PA USD 118017.89000000 0.022304730649 Long DBT CORP US N 2 2027-05-20 Fixed 0.03250000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAQ5 50000.00000000 PA USD 26667.43000000 0.005039997268 Long DBT CORP US N 2 2050-08-15 Fixed 0.02000000 N N N N N N NISSAN AUTO LEASE TRUST 2025-A N/A 65479XAD4 25000.00000000 PA USD 25180.82000000 0.004759036173 Long ABS-CBDO CORP US N 2 2028-03-15 Fixed 0.04750000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAM5 55000.00000000 PA USD 64312.68000000 0.012154742003 Long DBT CORP US N 2 2038-04-15 Fixed 0.07550000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCR0 2000.00000000 PA USD 1830.16000000 0.000345890151 Long DBT UST US N 2 2028-07-31 Fixed 0.01000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCC3 70000.00000000 PA USD 68541.17000000 0.012953903304 Long DBT CORP US N 2 2032-02-15 Fixed 0.04550000 N N N N N N AIR PRODUCTS and CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158BB1 50000.00000000 PA USD 49475.58000000 0.009350611891 Long DBT CORP US N 2 2025-10-15 Fixed 0.01500000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DE9 100000.00000000 PA USD 100045.34000000 0.018908017771 Long DBT CORP US N 2 2034-06-25 Fixed 0.04950000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HLF4 110000.00000000 PA USD 109382.36000000 0.020672663082 Long DBT CORP US N 2 2030-06-15 Fixed 0.04850000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAK8 32000.00000000 PA USD 32102.55000000 0.006067204988 Long DBT CORP US N 2 2033-03-22 Fixed 0.04900000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAT4 50000.00000000 PA USD 49269.05000000 0.009311578859 Long DBT CORP US N 2 2035-01-15 Fixed 0.05350000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV5U5 63945.82500000 PA USD 61124.79000000 0.011552248366 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.04500000 N N N N N N MSC 2021-L6 N/A 61692CBE7 50000.00000000 PA USD 43254.39000000 0.008174841275 Long ABS-MBS CORP US N 2 2054-06-15 Variable 0.02444000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDF5 410000.00000000 PA USD 377280.08000000 0.071303855406 Long DBT UST US N 2 2028-10-31 Fixed 0.01375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D6B3 724438.24600000 PA USD 565058.79000000 0.106792996487 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDC7 170000.00000000 PA USD 165712.04000000 0.031318662091 Long DBT CORP US N 2 2033-04-26 Variable 0.04586000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DM6 100000.00000000 PA USD 87517.01000000 0.016540232462 Long DBT CORP US N 2 2031-02-01 Fixed 0.02200000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 744320BP6 10000.00000000 PA USD 10152.36000000 0.001918740076 Long DBT CORP US N 2 2054-03-15 Variable 0.06500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SW9 1509000.00000000 PA USD 1016335.07000000 0.192081725798 Long DBT UST US N 2 2041-02-15 Fixed 0.01875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VHR4 50002.34400000 PA USD 41987.50000000 0.007935406048 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 0.02500000 N N N N N N LYB INTERNATIONAL FINANCE BV 549300J6QSW38QNOJK61 50247VAB5 50000.00000000 PA USD 43361.63000000 0.008195109043 Long DBT CORP NL N 2 2043-07-15 Fixed 0.05250000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAD4 50000.00000000 PA USD 46579.01000000 0.008803176128 Long DBT CORP US N 2 2032-04-15 Fixed 0.04150000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEY8 120000.00000000 PA USD 121740.99000000 0.023008376026 Long DBT CORP US N 2 2031-04-22 Variable 0.05103000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XAA93 337563.20300000 PA USD 311552.78000000 0.058881758020 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 0.03500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GC36 50000.00000000 PA USD 50701.26000000 0.009582258655 Long DBT CORP US N 2 2031-01-28 Variable 0.05207000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XMQZ2 54220.76800000 PA USD 42478.36000000 0.008028175882 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAH4 309000.00000000 PA USD 286669.92000000 0.054179034644 Long DBT UST US N 2 2027-08-31 Fixed 0.00500000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DH9 60000.00000000 PA USD 61393.68000000 0.011603067094 Long DBT CORP US N 2 2029-07-27 Variable 0.05282000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810PU6 10000.00000000 PA USD 10475.00000000 0.001979717257 Long DBT UST US N 2 2037-05-15 Fixed 0.05000000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958667AC1 50000.00000000 PA USD 47531.72000000 0.008983233066 Long DBT CORP US N 2 2030-02-01 Variable 0.04050000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 00440EAV9 144000.00000000 PA USD 142596.95000000 0.026950037500 Long DBT CORP US N 2 2026-05-03 Fixed 0.03350000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058KU6 350000.00000000 PA USD 349411.08000000 0.066036768031 Long DBT CORP US N 2 2030-07-25 Fixed 0.04000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DG2 30000.00000000 PA USD 29900.90000000 0.005651105274 Long DBT CORP US N 2 2030-07-28 Variable 0.04772000 N N N N N N PACKAGING CORP OF AMERICA 549300XZP8MFZFY8TJ84 695156AU3 110000.00000000 PA USD 102688.89000000 0.019407634149 Long DBT CORP US N 2 2029-12-15 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLL3 6190000.00000000 PA USD 6122296.88000000 1.157080361856 Long DBT UST US N 2 2027-09-15 Fixed 0.03375000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46513JXN6 100000.00000000 PA USD 61920.00000000 0.011702538673 Long DBT NUSS IL N 2 2050-01-15 Fixed 0.03375000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDA1 170000.00000000 PA USD 169249.64000000 0.031987248990 Long DBT CORP US N 2 2028-04-26 Variable 0.04323000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VAY3 30000.00000000 PA USD 25684.56000000 0.004854240256 Long DBT CORP US N 2 2042-05-15 Fixed 0.04625000 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABB8 50000.00000000 PA USD 42426.76000000 0.008018423767 Long DBT CORP US N 2 2044-07-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D7E6 523897.24400000 PA USD 408637.65000000 0.077230263281 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N CATERPILLAR FINL SVCS CORP EDBQKYOPJUCJKLOJDE72 14913R2G1 40000.00000000 PA USD 37297.51000000 0.007049023791 Long DBT CORP US N 2 2027-09-14 Fixed 0.01100000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EZ7 83000.00000000 PA USD 72869.71000000 0.013771973504 Long DBT CORP US N 2 2030-05-01 Fixed 0.01625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV6C4 81544.36000000 PA USD 67235.31000000 0.012707102963 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CUH5 8311.04800000 PA USD 8013.25000000 0.001514460077 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312946B47 16191.86200000 PA USD 15479.98000000 0.002925630888 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04000000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475BJ3 50000.00000000 PA USD 52318.88000000 0.009887979918 Long DBT CORP US N 2 2033-10-28 Variable 0.06037000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X3BF4 34060.60300000 PA USD 32847.62000000 0.006208019111 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.03000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546BA1 50000.00000000 PA USD 31128.49000000 0.005883113017 Long DBT CORP US N 2 2052-03-15 Fixed 0.03300000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCH4 10000.00000000 PA USD 9330.72000000 0.001763454645 Long DBT CORP US N 2 2055-02-16 Fixed 0.05550000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5ER6 248161.52000000 PA USD 220880.03000000 0.041745108094 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284V9 61000.00000000 PA USD 59158.09000000 0.011180552907 Long DBT UST US N 2 2028-08-15 Fixed 0.02875000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EG1 155000.00000000 PA USD 89763.56000000 0.016964818028 Long DBT CORP US N 2 2061-02-08 Fixed 0.02800000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AB3 50000.00000000 PA USD 50302.19000000 0.009506836624 Long DBT CORP US N 2 2028-04-01 Fixed 0.04650000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKV2 890000.00000000 PA USD 902411.33000000 0.170550766930 Long DBT UST US N 2 2027-06-15 Fixed 0.04625000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEX0 120000.00000000 PA USD 122090.32000000 0.023074397471 Long DBT CORP US N 2 2036-04-22 Variable 0.05572000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBP7 1875255.26000000 PA USD 1466793.35000000 0.277215857619 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DUW86 146578.66100000 PA USD 146896.36000000 0.027762602290 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 0.05500000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WFZ9 30000.00000000 PA USD 29308.60000000 0.005539163839 Long DBT CORP US N 2 2035-03-05 Fixed 0.05200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FTKM2 59200.87000000 PA USD 51802.03000000 0.009790298117 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBB5 40000.00000000 PA USD 39576.92000000 0.007479819716 Long DBT CORP US N 2 2025-09-15 Fixed 0.01300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDXX9 23494.79600000 PA USD 19166.45000000 0.003622353397 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDQ1 225000.00000000 PA USD 215648.44000000 0.040756366422 Long DBT UST US N 2 2026-12-31 Fixed 0.01250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XX68 40123.77300000 PA USD 40024.30000000 0.007564372070 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHC8 440000.00000000 PA USD 414201.56000000 0.078281811601 Long DBT UST US N 2 2033-05-15 Fixed 0.03375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417YCU9 31515.84200000 PA USD 31636.29000000 0.005979084418 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 0.05000000 N N N N N N REINSURANCE GROUP OF AMERICA INC LORM1GNEU1DKEW527V90 759351AR0 20000.00000000 PA USD 20705.41000000 0.003913208353 Long DBT CORP US N 2 2033-09-15 Fixed 0.06000000 N N N N N N AGILENT TECHNOLOGIES INC QUIX8Y7A2WP0XRMW7G29 00846UAQ4 30000.00000000 PA USD 29834.16000000 0.005638491782 Long DBT CORP US N 2 2027-09-09 Fixed 0.04200000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BU6 50000.00000000 PA USD 50101.17000000 0.009468844953 Long DBT CORP US N 2 2030-05-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EU99 148526.65200000 PA USD 147409.72000000 0.027859624500 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05500000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HR7 70000.00000000 PA USD 47524.44000000 0.008981857186 Long DBT CORP US N 2 2049-09-15 Fixed 0.03350000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31359MGK3 229000.00000000 PA USD 257375.50000000 0.048642550746 Long DBT USGSE US N 2 2030-11-15 Fixed 0.06625000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CC4 200000.00000000 PA USD 156134.44000000 0.029508548486 Long DBT CORP US N 2 2040-04-15 Fixed 0.03300000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XX76 65840.07900000 PA USD 66802.55000000 0.012625313708 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLRQ1 223999.72100000 PA USD 182733.24000000 0.034535575063 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02500000 N N N N N N TELUS CORPORATION L2TEUTQ8OSHMJWVLCE40 87971MBW2 50000.00000000 PA USD 44645.31000000 0.008437717487 Long DBT CORP CA N 2 2032-05-13 Fixed 0.03400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F8JK4 68300.94000000 PA USD 59764.79000000 0.011295215863 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 0.03000000 N N N N N N EATON CORP 0NZWDMRCE180888QQE14 278062AJ3 10000.00000000 PA USD 8650.73000000 0.001634940283 Long DBT CORP US N 2 2052-08-23 Fixed 0.04700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419BBT1 4829.01300000 PA USD 4606.25000000 0.000870555858 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04000000 N N N N N N AUTODESK INC FRKKVKAIQEF3FCSTPG55 052769AH9 40000.00000000 PA USD 34470.80000000 0.006514791183 Long DBT CORP US N 2 2031-12-15 Fixed 0.02400000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 13607LNG4 90000.00000000 PA USD 91463.78000000 0.017286150236 Long DBT CORP CA N 2 2028-04-28 Fixed 0.05001000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SGK7 30186.20700000 PA USD 26698.64000000 0.005045895786 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 0.03000000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RML3 130000.00000000 PA USD 126957.01000000 0.023994175053 Long DBT CORP US N 2 2026-03-25 Fixed 0.01700000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E74 200000.00000000 PA USD 199719.84000000 0.037745948827 Long DBT CORP US N 2 2027-05-17 Fixed 0.05850000 N N N N N N ENTERGY TEX INC LWXX58X12AJXISQ28573 29365TAQ7 40000.00000000 PA USD 39907.06000000 0.007542214356 Long DBT CORP US N 2 2035-04-15 Fixed 0.05250000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAS5 20000.00000000 PA USD 20217.86000000 0.003821064091 Long DBT CORP GB N 2 2030-03-14 Fixed 0.04875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X5T78 15344.28400000 PA USD 15101.53000000 0.002854105924 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YD6 695000.00000000 PA USD 672493.95000000 0.127097649503 Long DBT UST US N 2 2026-08-31 Fixed 0.01375000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEP4 10000.00000000 PA USD 10493.99000000 0.001983306263 Long DBT CORP US N 2 2035-03-06 Variable 0.06401000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6BM1 72478.02000000 PA USD 63653.49000000 0.012030158727 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LQGY0 115073.43600000 PA USD 90368.12000000 0.017079076536 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687EH5 20000.00000000 PA USD 22532.15000000 0.004258452144 Long DBT CORP US N 2 2037-11-15 Fixed 0.06650000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543CR2 50000.00000000 PA USD 44545.49000000 0.008418852058 Long DBT CORP US N 2 2048-11-30 Fixed 0.05550000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A5GM1 159496.33600000 PA USD 144462.42000000 0.027302601047 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5EW5 345690.82000000 PA USD 349312.86000000 0.066018204992 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UH70 8838.41400000 PA USD 8990.51000000 0.001699156830 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 0.05500000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46514Y8A8 420000.00000000 PA USD 423150.00000000 0.079973017433 Long DBT NUSS IL N 2 2030-02-19 Fixed 0.05375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CZH0 16228.28400000 PA USD 15109.78000000 0.002855665129 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M3RH5 600061.15000000 PA USD 527000.94000000 0.099600272627 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 0.01500000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AJ0 93000.00000000 PA USD 86620.36000000 0.016370770555 Long DBT CORP US N 2 2029-09-15 Fixed 0.02950000 N N N N N N BANK 2022-BNK39 N/A 06539VAJ7 100000.00000000 PA USD 87794.43000000 0.016592663313 Long ABS-MBS CORP US N 2 2055-02-15 Fixed 0.02928000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBU3 40000.00000000 PA USD 41760.74000000 0.007892549658 Long DBT CORP US N 2 2030-01-03 Variable 0.06848000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475CA1 50000.00000000 PA USD 49376.37000000 0.009331861748 Long DBT CORP US N 2 2032-10-21 Variable 0.04812000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAM9 20000.00000000 PA USD 13397.14000000 0.002531985609 Long DBT CORP US N 2 2050-02-15 Fixed 0.03362000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F022667 -200000.00000000 PA USD -162992.16000000 -0.03080461976 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EAQ3 137690.57200000 PA USD 122947.88000000 0.023236471583 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03500000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BX9 30000.00000000 PA USD 26039.01000000 0.004921229352 Long DBT CORP US N 2 2053-03-15 Fixed 0.05500000 N N N N N N PROCTER and GAMBLE CO 2572IBTT8CCZW6AU4141 742718FK0 180000.00000000 PA USD 135194.48000000 0.025551011475 Long DBT CORP US N 2 2050-03-25 Fixed 0.03600000 N N N N N N AMERIPRISE FINL INC 6ZLKQF7QB6JAEKQS5388 03076CAN6 40000.00000000 PA USD 41685.59000000 0.007878346722 Long DBT CORP US N 2 2028-12-15 Fixed 0.05700000 N N N N N N POTOMAC ELECTRIC POWER CO 549300BXF2DWUNN57U06 737679DB3 30000.00000000 PA USD 32971.51000000 0.006231433638 Long DBT CORP US N 2 2037-11-15 Fixed 0.06500000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JCZ5 60000.00000000 PA USD 60104.14000000 0.011359351142 Long DBT CORP US N 2 2035-04-01 Fixed 0.05350000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CWHA5 14352.46300000 PA USD 14061.64000000 0.002657572446 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 0.04000000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748CC4 30000.00000000 PA USD 29516.15000000 0.005578389645 Long DBT CORP US N 2 2035-03-15 Fixed 0.05000000 N N N N N N WRKCO INC 549300JEB576INN13W07 92940PAG9 120000.00000000 PA USD 102947.00000000 0.019456415516 Long DBT CORP US N 2 2033-06-15 Fixed 0.03000000 N N N N N N GRAINGER (W.W.) INC 549300TWZSP6O1IH2V34 384802AB0 20000.00000000 PA USD 17312.69000000 0.003272002975 Long DBT CORP US N 2 2045-06-15 Fixed 0.04600000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 857524AF9 100000.00000000 PA USD 100908.00000000 0.019071055756 Long DBT NUSS PL N 2 2030-02-12 Fixed 0.04875000 N N N N N N AMERICAN WATER CAP CORP 5IDHQUFVC8Q2KIBBFF06 03040WAQ8 90000.00000000 PA USD 87307.91000000 0.016500713715 Long DBT CORP US N 2 2027-09-01 Fixed 0.02950000 N N N N N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBW8 30000.00000000 PA USD 27998.97000000 0.005291650988 Long DBT CORP US N 2 2054-10-15 Fixed 0.05600000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VZU7 40291.11600000 PA USD 37299.88000000 0.007049471708 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 0.04000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BT9 20000.00000000 PA USD 20580.05000000 0.003889516004 Long DBT CORP US N 2 2053-05-20 Fixed 0.06000000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312BM7 140000.00000000 PA USD 136467.96000000 0.025791692175 Long DBT CORP US N 2 2027-11-15 Fixed 0.03050000 N N N N N N BMO 2024-C9 MTG TR N/A 05593MAD5 370000.00000000 PA USD 382553.21000000 0.072300447909 Long ABS-MBS CORP US N 2 2057-07-15 Fixed 0.05759200 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XGSH7 12015.58000000 PA USD 11326.53000000 0.002140651733 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AWNL3 23367.34700000 PA USD 22234.70000000 0.004202235733 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XHY5 332406.92600000 PA USD 316607.89000000 0.059837145945 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6E48 98171.89900000 PA USD 95108.88000000 0.017975054043 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 0.04000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918BY9 350000.00000000 PA USD 345823.74000000 0.065358780546 Long DBT CORP US N 2 2027-02-06 Fixed 0.03300000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFV8 1385000.00000000 PA USD 1378886.53000000 0.260601953215 Long DBT UST US N 2 2032-11-15 Fixed 0.04125000 N N N N N N CRH SMW FINANCE DAC 54930044475SH442C864 12704PAB4 300000.00000000 PA USD 304772.19000000 0.057600263888 Long DBT CORP IE N 2 2030-01-09 Fixed 0.05125000 N N N N N N QUEBEC PROVINCE CDA 549300WN65YFEQH74Y36 748148SE4 100000.00000000 PA USD 98642.00000000 0.018642794247 Long DBT NUSS CA N 2 2033-09-08 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9JD8 58341.78500000 PA USD 52970.19000000 0.010011073917 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBV6 260000.00000000 PA USD 226231.29000000 0.042756466735 Long DBT CORP GB N 2 2032-11-24 Variable 0.02894000 N N N N N N HARTFORD INSURANCE GROUP INC/THE IU7C3FTM7Y3BQM112U94 416515BE3 135000.00000000 PA USD 125801.60000000 0.023775808933 Long DBT CORP US N 2 2029-08-19 Fixed 0.02800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EVAK3 17103.83800000 PA USD 16074.64000000 0.003038018350 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828V98 134000.00000000 PA USD 130246.95000000 0.024615955578 Long DBT UST US N 2 2027-02-15 Fixed 0.02250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZE3 808000.00000000 PA USD 761382.19000000 0.143897036877 Long DBT UST US N 2 2027-03-31 Fixed 0.00625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMT5 1270000.00000000 PA USD 1267420.31000000 0.239535452080 Long DBT UST US N 2 2032-03-31 Fixed 0.04125000 N N N N N N REXFORD INDUSTRIAL REALTY LP 549300028US163ELJN70 76169XAA2 20000.00000000 PA USD 17142.69000000 0.003239873912 Long DBT CORP US N 2 2030-12-01 Fixed 0.02125000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBD5 30000.00000000 PA USD 31704.69000000 0.005992011641 Long DBT CORP US N 2 2054-03-15 Fixed 0.06200000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XNF9 81683.86900000 PA USD 79643.18000000 0.015052121996 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 0.05000000 N N N N N N OWENS CORNING NEW JO5M6676RDJIZ2U8X907 690742AJ0 140000.00000000 PA USD 135563.05000000 0.025620669174 Long DBT CORP US N 2 2029-08-15 Fixed 0.03950000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543CV3 40000.00000000 PA USD 31622.90000000 0.005976553782 Long DBT CORP US N 2 2049-05-15 Fixed 0.04800000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDU2 190000.00000000 PA USD 108641.87000000 0.020532714554 Long DBT CORP US N 2 2056-11-01 Fixed 0.02937000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AB9 240000.00000000 PA USD 235626.63000000 0.044532134205 Long DBT CORP US N 2 2027-12-01 Fixed 0.03650000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMG3 440000.00000000 PA USD 445431.25000000 0.084184050861 Long DBT UST US N 2 2030-01-31 Fixed 0.04250000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CL2 60000.00000000 PA USD 58732.43000000 0.011100105514 Long DBT CORP US N 2 2034-02-21 Fixed 0.05150000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543DH3 10000.00000000 PA USD 10429.67000000 0.001971150137 Long DBT CORP US N 2 2053-05-15 Fixed 0.06900000 N N N N N N NOVARTIS CAP CORP 5493002KF87V5RSRQS84 66989HAS7 50000.00000000 PA USD 31007.28000000 0.005860204995 Long DBT CORP US N 2 2050-08-14 Fixed 0.02750000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMM8 100000.00000000 PA USD 100790.35000000 0.019048820554 Long DBT CORP US N 2 2036-01-24 Variable 0.05511000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AERQ1 313350.29100000 PA USD 308210.19000000 0.058250026936 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04500000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAF3 20000.00000000 PA USD 12797.50000000 0.002418656955 Long DBT CORP US N 2 2050-06-22 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DUK97 115574.36000000 PA USD 120461.78000000 0.022766612388 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.06500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TK4 390000.00000000 PA USD 321033.98000000 0.060673652556 Long DBT UST US N 2 2042-08-15 Fixed 0.03375000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAD2 20000.00000000 PA USD 17437.54000000 0.003295598937 Long DBT CORP US N 2 2048-05-25 Fixed 0.05085000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJZ3 310000.00000000 PA USD 287776.64000000 0.054388198624 Long DBT CORP US N 2 2029-06-14 Variable 0.02087000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CV7 300000.00000000 PA USD 305156.25000000 0.057672849110 Long DBT NUSS PH N 2 2027-10-13 Fixed 0.05170000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780CX2 50000.00000000 PA USD 30625.00000000 0.005787956183 Long DBT NUSS ID N 2 2071-03-12 Fixed 0.03350000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GB86 170000.00000000 PA USD 162773.31000000 0.030763258320 Long DBT CORP US N 2 2045-11-19 Variable 0.05561000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JCS1 30000.00000000 PA USD 31100.27000000 0.005877779593 Long DBT CORP US N 2 2033-11-15 Fixed 0.05650000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CF5 170000.00000000 PA USD 144295.78000000 0.027271107005 Long DBT CORP US N 2 2046-07-15 Fixed 0.04800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XG7B9 40864.17900000 PA USD 37815.30000000 0.007146883247 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.03500000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AX7 100000.00000000 PA USD 58491.36000000 0.011054544613 Long DBT CORP US N 2 2051-05-18 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X56J7 21274.33400000 PA USD 21214.26000000 0.004009378198 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VQT0 50841.17100000 PA USD 44427.04000000 0.008396465661 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140NJG81 163116.64100000 PA USD 158344.13000000 0.029926167716 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.05000000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAC6 15000.00000000 PA USD 12161.61000000 0.002298477250 Long DBT CORP US N 2 2034-01-15 Fixed 0.02700000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AR5 220000.00000000 PA USD 216666.74000000 0.040948819509 Long DBT CORP US N 2 2028-03-15 Fixed 0.03900000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAZ0 20000.00000000 PA USD 17565.57000000 0.003319795901 Long DBT CORP US N 2 2031-06-15 Fixed 0.02550000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VHU7 170145.23600000 PA USD 157726.23000000 0.029809388022 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 0.04000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDP3 100000.00000000 PA USD 53155.44000000 0.010046085146 Long DBT CORP US N 2 2052-08-15 Fixed 0.02450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K06R4 24926.57000000 PA USD 21686.65000000 0.004098657304 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.03000000 N N N N N N BRITISH TELECOMMUNICATION PLC 549300OWFMSO9NYV4H90 111021AE1 55000.00000000 PA USD 67086.86000000 0.012679046731 Long DBT CORP GB N 2 2030-12-15 Variable 0.09625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WA6J1 41901.35500000 PA USD 40134.70000000 0.007585237062 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RS9 83000.00000000 PA USD 56057.42000000 0.010594543369 Long DBT UST US N 2 2046-05-15 Fixed 0.02500000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCR9 250000.00000000 PA USD 256626.89000000 0.048501067583 Long DBT CORP JP N 2 2028-01-13 Fixed 0.05520000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RAH0 170000.00000000 PA USD 169157.17000000 0.031969772670 Long DBT CORP US N 2 2028-04-28 Fixed 0.03850000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BY7 280000.00000000 PA USD 266141.84000000 0.050299340683 Long DBT CORP US N 2 2029-06-15 Fixed 0.02950000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TJW6 70000.00000000 PA USD 60247.41000000 0.011386428383 Long DBT CORP US N 2 2032-01-13 Fixed 0.02400000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558CD3 100000.00000000 PA USD 95602.04000000 0.018068258564 Long DBT CORP US N 2 2054-11-15 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VZV5 54666.01100000 PA USD 52473.50000000 0.009917202245 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 0.04500000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAV8 40000.00000000 PA USD 38268.11000000 0.007232461841 Long DBT CORP US N 2 2030-04-01 Fixed 0.03750000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAH6 9000.00000000 PA USD 8756.47000000 0.001654924560 Long DBT CORP US N 2 2029-05-15 Fixed 0.04125000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAF9 65000.00000000 PA USD 55465.59000000 0.010482690762 Long DBT CORP US N 2 2045-12-14 Fixed 0.04300000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 731011AX0 50000.00000000 PA USD 50175.50000000 0.009482892913 Long DBT NUSS PL N 2 2029-03-18 Fixed 0.04625000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312CE4 140000.00000000 PA USD 132017.52000000 0.024950583548 Long DBT CORP US N 2 2054-05-22 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YFK5 89290.29000000 PA USD 87108.40000000 0.016463007424 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 0.05000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F050668 -500000.00000000 PA USD -484120.95000000 -0.09149619088 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VBF6 78214.30800000 PA USD 68468.99000000 0.012940261682 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.03000000 N N N N N N CANADIAN NATIONAL RAILWAY CO 3SU7BEP7TH9YEQOZCS77 136375CZ3 40000.00000000 PA USD 22819.34000000 0.004312729470 Long DBT CORP CA N 2 2050-05-01 Fixed 0.02450000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UXT4 6967.36800000 PA USD 6268.37000000 0.001184687376 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 0.03500000 N N N N N N JEFFERIES FINANCIAL GROUP INC 549300HOF34RGOJ5YL07 47233JAG3 50000.00000000 PA USD 50235.71000000 0.009494272271 Long DBT CORP US N 2 2027-01-15 Fixed 0.04850000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HCXK3 210000.00000000 PA USD 213815.41000000 0.040409933856 Long ABS-MBS USGSE US N 2 2034-03-25 Variable 0.05000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YES0 95000.00000000 PA USD 93213.75000000 0.017616884919 Long DBT CORP US N 2 2037-04-20 Variable 0.05297000 N N N N N N TR FINANCE LLC 254900OWSTRTOV8P5W25 87268LAE7 20000.00000000 PA USD 19804.11000000 0.003742867622 Long DBT CORP US N 2 2035-08-15 Fixed 0.05500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBX7 50000.00000000 PA USD 49288.24000000 0.009315205664 Long DBT CORP US N 2 2034-06-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV3M5 134962.62200000 PA USD 116703.39000000 0.022056297395 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.03000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCZ2 100000.00000000 PA USD 67071.21000000 0.012676088967 Long DBT CORP US N 2 2050-02-01 Fixed 0.03450000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XBQ8 88113.16400000 PA USD 73920.71000000 0.013970606710 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9JY2 10774.43400000 PA USD 10237.44000000 0.001934819727 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.04000000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAD3 85000.00000000 PA USD 72393.02000000 0.013681881721 Long DBT CORP US N 2 2031-01-15 Fixed 0.01650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XJ3A3 20965.56600000 PA USD 19807.64000000 0.003743534772 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CXGA4 256243.24900000 PA USD 241620.52000000 0.045664946374 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 0.03000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 195000.00000000 PA USD 164223.85000000 0.031037402384 Long DBT CORP US N 2 2032-02-13 Variable 0.01794000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SZ2 579000.00000000 PA USD 325325.63000000 0.061484750749 Long DBT UST US N 2 2051-08-15 Fixed 0.02000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GGM0 75000.00000000 PA USD 78224.44000000 0.014783987956 Long DBT CORP US N 2 2041-02-01 Fixed 0.06250000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJS9 43000.00000000 PA USD 41593.79000000 0.007860997028 Long DBT CORP US N 2 2027-07-22 Variable 0.01734000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP 254900ZARLSVK41DKO78 24703TAJ5 40000.00000000 PA USD 47288.20000000 0.008937209129 Long DBT CORP US N 2 2036-07-15 Fixed 0.08100000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475BE4 85000.00000000 PA USD 80771.08000000 0.015265288878 Long DBT CORP US N 2 2033-06-06 Variable 0.04626000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KY6 191000.00000000 PA USD 187554.79000000 0.035446821435 Long DBT CORP US N 2 2026-10-21 Fixed 0.03200000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBC6 200000.00000000 PA USD 201800.24000000 0.038139132959 Long DBT CORP GB N 2 2028-11-26 Variable 0.05087000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9VH7 18205.81200000 PA USD 17702.39000000 0.003345654127 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 3140XBNW6 45232.62500000 PA USD 40505.38000000 0.007655293538 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 0.03000000 N N N N N N REGENCY CTRS LP 5493008PTR2GAOYBXW28 75884RBC6 30000.00000000 PA USD 29592.23000000 0.005592768346 Long DBT CORP US N 2 2035-01-15 Fixed 0.05100000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAH1 120000.00000000 PA USD 120781.90000000 0.022827113303 Long DBT CORP CA N 2 2031-05-02 Variable 0.04970000 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020 N/A 46652JAW2 116000.00000000 PA USD 95157.44000000 0.017984231615 Long ABS-MBS CORP US N 2 2053-05-13 Fixed 0.02179800 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BK9 400000.00000000 PA USD 352744.00000000 0.066666671538 Long DBT NUSS PA N 2 2030-01-23 Fixed 0.03160000 N N N N N N BUNGE LTD FIN CORP 549300QHC068L40NNM71 120568BF6 20000.00000000 PA USD 19233.65000000 0.003635053826 Long DBT CORP US N 2 2034-09-17 Fixed 0.04650000 N N N N N N SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 254900Z1WAY7QFQ7O850 83007CAG7 20000.00000000 PA USD 18200.60000000 0.003439813071 Long DBT CORP US N 2 2054-10-01 Fixed 0.06176000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AD9 30000.00000000 PA USD 30052.99000000 0.005679849446 Long DBT CORP US N 2 2032-04-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XTB2 85297.12300000 PA USD 81109.74000000 0.015329293751 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KN4X8 168393.70900000 PA USD 132240.98000000 0.024992816256 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAB7 65000.00000000 PA USD 68179.03000000 0.012885460840 Long DBT CORP US N 2 2030-04-03 Fixed 0.06150000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDB8 50000.00000000 PA USD 48476.47000000 0.009161785608 Long DBT CORP US N 2 2055-08-03 Fixed 0.06000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JM3 86000.00000000 PA USD 65596.65000000 0.012397405255 Long DBT CORP US N 2 2048-03-01 Fixed 0.04000000 N N N N N N WASTE MANAGEMENT INC DEL 549300YX8JIID70NFS41 94106LBM0 135000.00000000 PA USD 77537.86000000 0.014654228121 Long DBT CORP US N 2 2050-11-15 Fixed 0.02500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBP0 50000.00000000 PA USD 45525.44000000 0.008604057206 Long DBT CORP US N 2 2031-05-13 Variable 0.02956000 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAS0 70000.00000000 PA USD 70249.62000000 0.013276790936 Long DBT CORP US N 2 2034-08-15 Fixed 0.05750000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AF3 30000.00000000 PA USD 33215.40000000 0.006277527503 Long DBT NUSS HU N 2 2041-03-29 Fixed 0.07625000 N N N N N N WESTERN UNION CO/THE 28ID94QU1140NC23S047 959802AH2 15000.00000000 PA USD 15135.06000000 0.002860442909 Long DBT CORP US N 2 2036-11-17 Fixed 0.06200000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGZ8 780000.00000000 PA USD 763485.93000000 0.144294632140 Long DBT UST US N 2 2030-04-30 Fixed 0.03500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 50000.00000000 PA USD 37919.43000000 0.007166563243 Long DBT CORP US N 2 2055-05-15 Fixed 0.04375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UD8 4010000.00000000 PA USD 3603517.57000000 0.681044956750 Long DBT UST US N 2 2044-08-15 Fixed 0.04125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SD1 28000.00000000 PA USD 20236.56000000 0.003824598288 Long DBT UST US N 2 2048-08-15 Fixed 0.03000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BH4 40000.00000000 PA USD 43474.30000000 0.008216403052 Long DBT CORP US N 2 2033-11-01 Fixed 0.06550000 N N N N N N DEUTSCHE TELEKOM INTL FIN BV 529900ERDFHS6C1M4U58 25156PAD5 50000.00000000 PA USD 62093.56000000 0.011735340556 Long DBT CORP NL N 2 2032-06-01 Fixed 0.09250000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAU5 190000.00000000 PA USD 188005.98000000 0.035532093858 Long DBT CORP US N 2 2026-04-15 Fixed 0.03400000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833ET3 100000.00000000 PA USD 100119.75000000 0.018922080851 Long DBT CORP US N 2 2028-05-10 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810FT0 1000.00000000 PA USD 1012.23000000 0.000191305890 Long DBT UST US N 2 2036-02-15 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F9Z79 50000.00000000 PA USD 43663.71000000 0.008252200498 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 0.01846000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBZ5 413518.47100000 PA USD 338888.48000000 0.064048054635 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHJ3 140000.00000000 PA USD 138490.63000000 0.026173965656 Long DBT UST US N 2 2030-06-30 Fixed 0.03750000 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 500769JW5 510000.00000000 PA USD 508318.82000000 0.096069454930 Long DBT CORP DE N 2 2028-02-15 Fixed 0.03750000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DS8 70000.00000000 PA USD 50890.00000000 0.009617929474 Long DBT NUSS PE N 2 2041-03-11 Fixed 0.03300000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WVT2 54859.70700000 PA USD 44094.84000000 0.008333681692 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 0.02000000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 42250PAB9 210000.00000000 PA USD 188547.64000000 0.035634464612 Long DBT CORP US N 2 2031-01-15 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLM1 1390000.00000000 PA USD 1352046.48000000 0.255529331718 Long DBT UST US N 2 2031-09-30 Fixed 0.03625000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEG4 55000.00000000 PA USD 54227.65000000 0.010248726926 Long DBT CORP US N 2 2028-04-30 Fixed 0.04100000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBV0 205000.00000000 PA USD 200965.58000000 0.037981386820 Long DBT CORP US N 2 2026-11-21 Fixed 0.02950000 N N N N N N WELLS FARGO COML MTG TR 2020-C55 N/A 95002EBB2 27000.00000000 PA USD 24561.02000000 0.004641897390 Long ABS-MBS MUN US N 2 2053-02-15 Fixed 0.02725000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUVH6 161680.79300000 PA USD 163357.96000000 0.030873753947 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.06000000 N N N N N N CNH INDUSTRIAL CAPITAL LLC 549300PNSJ5B81UMVO28 12592BAR5 60000.00000000 PA USD 61547.58000000 0.011632153345 Long DBT CORP US N 2 2029-01-12 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31368HNW9 2061.95700000 PA USD 1970.36000000 0.000372387178 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04000000 N N N N N N TYCO ELECTRONICS GROUP SA C33G1C5SYE2YM95EE712 902133AY3 50000.00000000 PA USD 42985.88000000 0.008124094365 Long DBT CORP LU N 2 2032-02-04 Fixed 0.02500000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCG6 10000.00000000 PA USD 9773.76000000 0.001847186763 Long DBT CORP US N 2 2035-02-15 Fixed 0.04950000 N N N N N N BALTIMORE GAS and ELECTRIC CO 88V8C2WYSOD1SPSSLH72 059165EQ9 50000.00000000 PA USD 46166.96000000 0.008725300949 Long DBT CORP US N 2 2053-06-01 Fixed 0.05400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9JH9 33226.34900000 PA USD 30136.01000000 0.005695539768 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 0.03500000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBN5 75000.00000000 PA USD 46232.35000000 0.008737659299 Long DBT CORP US N 2 2052-01-15 Fixed 0.02950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335BJZ0 20817.58400000 PA USD 19857.73000000 0.003753001506 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 0.04000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAB9 90000.00000000 PA USD 79405.49000000 0.015007199896 Long DBT CORP US N 2 2031-05-28 Fixed 0.02250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YKM5 81978.87000000 PA USD 71969.44000000 0.013601827436 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 0.03000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2Z5 120000.00000000 PA USD 98821.82000000 0.018676779235 Long DBT CORP US N 2 2053-04-25 Variable 0.04611000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 170000.00000000 PA USD 168850.28000000 0.031911772152 Long DBT CORP US N 2 2028-04-20 Fixed 0.04350000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SB89 37599.75300000 PA USD 34050.81000000 0.006435415388 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CXTM4 218934.75100000 PA USD 222041.98000000 0.041964710238 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EHBD3 3625.88100000 PA USD 3457.84000000 0.000653512699 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DZ39 99813.93800000 PA USD 92405.69000000 0.017464166034 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 0.02500000 N N N N N N LAUDER ESTEE COS INC 549300VFZ8XJ9NUPU221 29736RAC4 40000.00000000 PA USD 42113.11000000 0.007959145646 Long DBT CORP US N 2 2037-05-15 Fixed 0.06000000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058GE7 200000.00000000 PA USD 193272.72000000 0.036527478686 Long DBT CORP US N 2 2027-11-22 Fixed 0.02500000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MDS6 200000.00000000 PA USD 204212.18000000 0.038594976323 Long DBT CORP JP N 2 2030-04-15 Fixed 0.05240000 N N N N N N AGILENT TECHNOLOGIES INC QUIX8Y7A2WP0XRMW7G29 00846UAR2 30000.00000000 PA USD 28947.00000000 0.005470823432 Long DBT CORP US N 2 2034-09-09 Fixed 0.04750000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 428236BR3 170000.00000000 PA USD 166451.71000000 0.031458455643 Long DBT CORP US N 2 2041-09-15 Fixed 0.06000000 N N N N N N BOSTON PPTY LTD PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBD5 107000.00000000 PA USD 96445.64000000 0.018227694314 Long DBT CORP US N 2 2031-01-30 Fixed 0.03250000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 62000.00000000 PA USD 50021.36000000 0.009453761302 Long DBT CORP US N 2 2050-04-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M8HE7 25232.31800000 PA USD 24111.23000000 0.004556889559 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N WELLS FARGO COML MTG TR 2019-C52 N/A 95002MAX7 75000.00000000 PA USD 69173.30000000 0.013073372390 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 0.02892000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AS8 72000.00000000 PA USD 57860.29000000 0.010935275861 Long DBT CORP US N 2 2048-11-15 Fixed 0.04500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DL0 120000.00000000 PA USD 125391.85000000 0.023698368441 Long DBT CORP GB N 2 2036-05-02 Fixed 0.06500000 N N N N N N CDW LLC / CDW FIN CORP N/A 12513GBG3 130000.00000000 PA USD 125889.43000000 0.023792408318 Long DBT CORP US N 2 2026-12-01 Fixed 0.02670000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WB23 200995.64100000 PA USD 180579.51000000 0.034128531966 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 0.03500000 N N N N N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBV0 70000.00000000 PA USD 68158.57000000 0.012881594013 Long DBT CORP US N 2 2034-10-15 Fixed 0.05000000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CL2 210000.00000000 PA USD 189354.57000000 0.035786969934 Long DBT CORP US N 2 2030-03-15 Fixed 0.02400000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DV0 20000.00000000 PA USD 19479.43000000 0.003681504891 Long DBT CORP US N 2 2034-09-15 Fixed 0.05000000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AV6 50000.00000000 PA USD 44336.39000000 0.008379333310 Long DBT CORP US N 2 2030-05-01 Fixed 0.01950000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RJK9 20000.00000000 PA USD 16879.53000000 0.003190138123 Long DBT CORP US N 2 2044-06-01 Fixed 0.04650000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UN99 66138.00400000 PA USD 59523.38000000 0.011249590704 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 0.03500000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAX9 60000.00000000 PA USD 41817.62000000 0.007903299665 Long DBT CORP US N 2 2041-04-01 Fixed 0.02900000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VFR6 50832.33200000 PA USD 47122.05000000 0.008905807695 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 0.04000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BM7 50000.00000000 PA USD 39966.93000000 0.007553529456 Long DBT CORP US N 2 2057-08-22 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KJTA0 278192.68600000 PA USD 218293.15000000 0.041256202033 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AM1 70000.00000000 PA USD 72848.45000000 0.013767955481 Long DBT CORP GB N 2 2042-01-14 Fixed 0.06100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMTE4 235118.13700000 PA USD 185668.87000000 0.035090392951 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N EATON CORP 0NZWDMRCE180888QQE14 278062AD6 50000.00000000 PA USD 47523.22000000 0.008981626613 Long DBT CORP US N 2 2032-11-02 Fixed 0.04000000 N N N N N N NOVARTIS CAP CORP 5493002KF87V5RSRQS84 66989HAQ1 175000.00000000 PA USD 169252.01000000 0.031987696907 Long DBT CORP US N 2 2027-02-14 Fixed 0.02000000 N N N N N N ARCELORMITTAL SA LUXEMBOURG 2EULGUTUI56JI9SAL165 03938LBC7 70000.00000000 PA USD 68315.01000000 0.012911160311 Long DBT CORP LU N 2 2029-07-16 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M9UC4 4420.21700000 PA USD 4215.51000000 0.000796708152 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GZN7 135000.00000000 PA USD 99795.26000000 0.018860754030 Long DBT CORP US N 2 2043-02-24 Variable 0.03436000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEP2 100000.00000000 PA USD 100205.72000000 0.018938328707 Long DBT CORP US N 2 2035-05-15 Fixed 0.05300000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WTX6 76634.65000000 PA USD 61596.99000000 0.011641491563 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QVCG7 119820.03500000 PA USD 118769.20000000 0.022446724098 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E0L56 23597.33100000 PA USD 22410.55000000 0.004235470414 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPF86 173221.32400000 PA USD 169032.80000000 0.031946267425 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YBP5 8000.00000000 PA USD 5675.36000000 0.001072611755 Long DBT CORP US N 2 2050-04-15 Fixed 0.03700000 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 929089AB6 60000.00000000 PA USD 59447.61000000 0.011235270591 Long DBT CORP US N 2 2026-06-15 Fixed 0.03650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417KXG7 5671.65700000 PA USD 5428.56000000 0.001025967915 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 0.04000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CK3 100000.00000000 PA USD 90731.58000000 0.017147768472 Long DBT CORP US N 2 2032-03-15 Fixed 0.03625000 N N N N N N ALBEMARL CORP HDBLS2Q6GV1LSKQPBS54 012653AE1 30000.00000000 PA USD 27837.60000000 0.005261152948 Long DBT CORP US N 2 2032-06-01 Fixed 0.05050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JLNN0 17715.24700000 PA USD 16477.65000000 0.003114185018 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HNN57 209209.10600000 PA USD 189904.17000000 0.035890841304 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.02000000 N N N N N N PHILLIPS 66 CO RVJMT2IZVVSKIRJJBH76 718547AR3 60000.00000000 PA USD 59730.91000000 0.011288812730 Long DBT CORP US N 2 2033-06-30 Fixed 0.05300000 N N N N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 446150BE3 50000.00000000 PA USD 50541.51000000 0.009552066785 Long DBT CORP US N 2 2031-01-15 Variable 0.05272000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JSZQ5 20396.37300000 PA USD 18320.86000000 0.003462541548 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 0.03500000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AH3 20000.00000000 PA USD 22050.66000000 0.004167453188 Long DBT CORP US N 2 2030-07-30 Fixed 0.07875000 N N N N N N KELLANOVA LONOZNOJYIBXOHXWDB86 487836AT5 40000.00000000 PA USD 45276.87000000 0.008557078846 Long DBT CORP US N 2 2031-04-01 Fixed 0.07450000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AX2 15000.00000000 PA USD 15965.26000000 0.003017346133 Long DBT CORP US N 2 2032-11-02 Fixed 0.06125000 N N N N N N OREILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAJ6 60000.00000000 PA USD 58871.88000000 0.011126460795 Long DBT CORP US N 2 2030-04-01 Fixed 0.04200000 N N N N N N S and P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAQ7 50000.00000000 PA USD 34574.95000000 0.006534474959 Long DBT CORP US N 2 2049-12-01 Fixed 0.03250000 N N N N N N PUBLIC SERVICE ELEC and GAS CO 549300RUHPVD434XUK18 74456QBY1 60000.00000000 PA USD 57524.82000000 0.010871873880 Long DBT CORP US N 2 2029-05-15 Fixed 0.03200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DGN6 56982.45400000 PA USD 52876.97000000 0.009993455851 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.04000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TMK8 10000.00000000 PA USD 10021.72000000 0.001894049836 Long DBT CORP US N 2 2029-08-09 Fixed 0.04550000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4NYF266XZC35SCTGX023 637432PA7 30000.00000000 PA USD 31340.25000000 0.005923134490 Long DBT CORP US N 2 2033-01-15 Fixed 0.05800000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AS3 30000.00000000 PA USD 28991.28000000 0.005479192108 Long DBT CORP US N 2 2032-05-08 Variable 0.03375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZB9 1000.00000000 PA USD 952.66000000 0.000180047488 Long DBT UST US N 2 2027-02-28 Fixed 0.01125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AP5M6 6071.73900000 PA USD 5956.07000000 0.001125664397 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140A05G0 185913.23300000 PA USD 184457.05000000 0.034861365651 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWA45 89599.37100000 PA USD 66272.47000000 0.012525131510 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.01500000 N N N N N N TOYOTA MOTOR CORP 5493006W3QUS5LMH6R84 892331AR0 50000.00000000 PA USD 50888.80000000 0.009617702681 Long DBT CORP JP N 2 2033-07-13 Fixed 0.05123000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128283W8 492000.00000000 PA USD 477855.00000000 0.090311960878 Long DBT UST US N 2 2028-02-15 Fixed 0.02750000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BH1 30000.00000000 PA USD 24269.02000000 0.004586710999 Long DBT CORP US N 2 2038-02-01 Fixed 0.03800000 N N N N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 038222AM7 76000.00000000 PA USD 63116.51000000 0.011928672467 Long DBT CORP US N 2 2047-04-01 Fixed 0.04350000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RLV2 125000.00000000 PA USD 82135.04000000 0.015523069799 Long DBT CORP US N 2 2059-09-15 Fixed 0.03650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CC3F1 97759.30100000 PA USD 97024.14000000 0.018337027625 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05500000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BM4 50000.00000000 PA USD 52014.32000000 0.009830419756 Long DBT CORP US N 2 2034-03-15 Fixed 0.06050000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 13607LWW9 44000.00000000 PA USD 46676.02000000 0.008821510483 Long DBT CORP CA N 2 2033-10-03 Fixed 0.06092000 N N N N N N GLOBE LIFE INC 5493001JFHKQOPP6XA71 37959EAA0 60000.00000000 PA USD 52135.81000000 0.009853380697 Long DBT CORP US N 2 2030-08-15 Fixed 0.02150000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687FX9 50000.00000000 PA USD 45554.60000000 0.008609568285 Long DBT CORP US N 2 2031-01-13 Fixed 0.02650000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89115A2W1 100000.00000000 PA USD 100836.60000000 0.019057561549 Long DBT CORP CA N 2 2027-04-05 Fixed 0.04980000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QVXF6 163110.12100000 PA USD 166005.05000000 0.031374039366 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.06000000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BL0 53000.00000000 PA USD 55786.34000000 0.010543310744 Long DBT CORP US N 2 2030-04-01 Fixed 0.05950000 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 45685EAJ5 20000.00000000 PA USD 18868.77000000 0.003566093518 Long DBT CORP US N 2 2043-07-15 Fixed 0.05700000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CB4 50000.00000000 PA USD 39926.49000000 0.007545886519 Long DBT CORP US N 2 2052-08-05 Fixed 0.04900000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAE2 122000.00000000 PA USD 118736.53000000 0.022440549648 Long DBT CORP US N 2 2026-03-01 Fixed 0.01200000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2023-A N/A 344928AD8 54683.60000000 PA USD 54704.69000000 0.010338884856 Long ABS-CBDO CORP US N 2 2028-02-15 Fixed 0.04650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV7C3 497915.70400000 PA USD 409765.65000000 0.077443449063 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02500000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCT5 430000.00000000 PA USD 431986.42000000 0.081643052104 Long DBT CORP JP N 2 2026-01-13 Fixed 0.05464000 N N N N N N TRAVELERS COS INC 549300Y650407RU8B149 89417EAH2 125000.00000000 PA USD 122471.43000000 0.023146425160 Long DBT CORP US N 2 2040-11-01 Fixed 0.05350000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AD4R6 10659.62400000 PA USD 10331.56000000 0.001952607888 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J8YS6 49146.12700000 PA USD 46818.12000000 0.008848366600 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AEE28 11011.24800000 PA USD 10532.36000000 0.001990557981 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 0.04500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020661 -2050000.00000000 PA USD -1593474.43000000 -0.30115788342 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.02000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMD8 20000.00000000 PA USD 19631.55000000 0.003710254733 Long DBT CORP US N 2 2035-10-25 Variable 0.05518000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHS1 50000.00000000 PA USD 40388.05000000 0.007633118815 Long DBT CORP US N 2 2050-03-15 Variable 0.04330000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132FCBX2 4438.06700000 PA USD 4239.88000000 0.000801313948 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 0.04000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAR0 160000.00000000 PA USD 152143.06000000 0.028754199668 Long DBT CORP US N 2 2035-05-14 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DMF6 3512.11200000 PA USD 3388.66000000 0.000640438060 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 0.03500000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CB7 10000.00000000 PA USD 10266.52000000 0.001940315686 Long DBT CORP US N 2 2033-09-15 Fixed 0.05875000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142FD0 50000.00000000 PA USD 48454.69000000 0.009157669309 Long DBT CORP US N 2 2033-04-15 Fixed 0.04100000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AL2 300000.00000000 PA USD 304169.15000000 0.057486292652 Long DBT CORP GB N 2 2028-03-01 Variable 0.05583000 N N N N N N LYONDELLBASELL INDS NV BN6WCCZ8OVP3ITUUVN49 552081AM3 40000.00000000 PA USD 30225.28000000 0.005712411306 Long DBT CORP NL N 2 2055-02-26 Fixed 0.04625000 N N N N N N PAYPAL HLDGS INC 5493005X2GO78EFZ3E94 70450YAQ6 10000.00000000 PA USD 9417.59000000 0.001779872596 Long DBT CORP US N 2 2054-06-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCH4 160196.59000000 PA USD 124952.67000000 0.023615365842 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UD90 21179.09300000 PA USD 19686.17000000 0.003720577612 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 0.04000000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DT6 55000.00000000 PA USD 36960.00000000 0.006985236262 Long DBT NUSS PE N 2 2051-03-10 Fixed 0.03550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XBXK5 13182.93100000 PA USD 12433.33000000 0.002349830832 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XLE4 171910.88000000 PA USD 153522.33000000 0.029014874095 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 0.03500000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BL3 100000.00000000 PA USD 84965.24000000 0.016057961998 Long DBT CORP US N 2 2040-03-25 Fixed 0.04600000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EWV7 60000.00000000 PA USD 61152.36000000 0.011557458944 Long DBT CORP US N 2 2028-03-03 Fixed 0.04900000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 731011AU6 283000.00000000 PA USD 280119.06000000 0.052940958215 Long DBT NUSS PL N 2 2026-04-06 Fixed 0.03250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DJ78 8818.54800000 PA USD 8679.03000000 0.001640288827 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4F27 11902.13500000 PA USD 11672.12000000 0.002205966338 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 0.04000000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111GK3 30000.00000000 PA USD 29079.54000000 0.005495872762 Long DBT CORP US N 2 2054-05-15 Fixed 0.05700000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CF9 30000.00000000 PA USD 18940.58000000 0.003579665212 Long DBT CORP US N 2 2062-03-17 Fixed 0.03041000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CJYR6 97915.44000000 PA USD 94928.21000000 0.017940908409 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H060663 -400000.00000000 PA USD -403885.12000000 -0.07633206130 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UV74 54308.20700000 PA USD 47711.24000000 0.009017161357 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MG46 4140.13200000 PA USD 3752.22000000 0.000709148896 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 0.03000000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 254709AT5 40000.00000000 PA USD 45777.02000000 0.008651604439 Long DBT CORP US N 2 2034-11-02 Variable 0.07964000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBE4 80000.00000000 PA USD 51002.88000000 0.009639263172 Long DBT CORP CA N 2 2051-08-01 Fixed 0.03400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EXX3 644462.06800000 PA USD 673733.34000000 0.127331887381 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNA5 2250000.00000000 PA USD 2227851.56000000 0.421051664062 Long DBT UST US N 2 2032-04-30 Fixed 0.04000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EA4 100000.00000000 PA USD 91733.83000000 0.017337188197 Long DBT CORP US N 2 2063-06-01 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V7D6 552017.68200000 PA USD 443697.85000000 0.083856447816 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M1F33 162449.56000000 PA USD 142670.58000000 0.026963953164 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 0.01500000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAF9 32000.00000000 PA USD 32808.15000000 0.006200559498 Long DBT CORP US N 2 2028-03-22 Fixed 0.05050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QEJH6 40859.11900000 PA USD 38043.59000000 0.007190028799 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.02500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJP5 80000.00000000 PA USD 70816.06000000 0.013383844974 Long DBT CORP US N 2 2032-03-11 Variable 0.02651000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140AQTA0 33947.01500000 PA USD 33648.13000000 0.006359311088 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.05500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SE9 32000.00000000 PA USD 24746.25000000 0.004676904839 Long DBT UST US N 2 2048-11-15 Fixed 0.03375000 N N N N N N BENCHMARK 2020-B19 MTG TR N/A 08162WBC9 140000.00000000 PA USD 119660.45000000 0.022615165435 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 0.01850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AMJY3 91782.62400000 PA USD 68547.01000000 0.012955007032 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QPXE2 254576.19300000 PA USD 233867.64000000 0.044199694791 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJ6A3 5201.71500000 PA USD 5140.68000000 0.000971560182 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.05000000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AG6 30000.00000000 PA USD 29903.52000000 0.005651600440 Long DBT CORP US N 2 2028-09-15 Fixed 0.04500000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111EM1 100000.00000000 PA USD 105820.97000000 0.019999580003 Long DBT CORP US N 2 2036-06-15 Fixed 0.06200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V4V9 110337.83200000 PA USD 92582.89000000 0.017497655857 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 0.02500000 N N N N N N ARCELORMITTAL SA LUXEMBOURG 2EULGUTUI56JI9SAL165 03938LBH6 40000.00000000 PA USD 39175.29000000 0.007403913860 Long DBT CORP LU N 2 2054-06-17 Fixed 0.06350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QFYH6 161514.09900000 PA USD 155533.78000000 0.029395027057 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJP7 2210000.00000000 PA USD 2221913.27000000 0.419929359986 Long DBT UST US N 2 2026-12-15 Fixed 0.04375000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFR1 80000.00000000 PA USD 82486.49000000 0.015589491912 Long DBT CORP US N 2 2035-04-19 Variable 0.05831000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109CB8 60000.00000000 PA USD 58541.04000000 0.011063933859 Long DBT CORP US N 2 2029-07-15 Fixed 0.04000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 N/A 36271VAD9 30000.00000000 PA USD 30110.66000000 0.005690748758 Long ABS-CBDO CORP US N 2 2028-02-21 Fixed 0.04660000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687FZ4 20000.00000000 PA USD 14361.77000000 0.002714295362 Long DBT CORP US N 2 2051-01-13 Fixed 0.03600000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BG4 45000.00000000 PA USD 44032.59000000 0.008321916785 Long DBT CORP US N 2 2036-11-30 Fixed 0.04750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGS4 180000.00000000 PA USD 177278.91000000 0.033504736760 Long DBT UST US N 2 2030-03-31 Fixed 0.03625000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3C5 1000000.00000000 PA USD 999595.16000000 0.188917975085 Long DBT CORP US N 2 2026-08-15 Variable 0.04540000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWFT5 468332.80500000 PA USD 475766.79000000 0.089917300699 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.06000000 N N N N N N JOHNSON and JOHNSON 549300G0CFPGEF6X2043 478160CT9 60000.00000000 PA USD 32088.25000000 0.006064502367 Long DBT CORP US N 2 2060-09-01 Fixed 0.02450000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEW8 110000.00000000 PA USD 94545.09000000 0.017868500840 Long DBT CORP US N 2 2053-04-15 Fixed 0.05050000 N N N N N N FAIRFAX FINANCIAL HOLDINGS LTD GLS7OQD0WOEDI8YAP031 303901BU5 10000.00000000 PA USD 9491.66000000 0.001793871418 Long DBT CORP CA N 2 2055-03-15 Fixed 0.06100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QL6H4 91397.51900000 PA USD 67545.35000000 0.012765698813 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMSJ4 342760.99300000 PA USD 283471.70000000 0.053574588694 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AK9 80000.00000000 PA USD 74762.84000000 0.014129764638 Long DBT CORP US N 2 2030-03-27 Fixed 0.02850000 N N N N N N AMERICAN WATER CAP CORP 5IDHQUFVC8Q2KIBBFF06 03040WAR6 80000.00000000 PA USD 59133.37000000 0.011175880964 Long DBT CORP US N 2 2047-09-01 Fixed 0.03750000 N N N N N N AMPHENOL CORPORATION NEW 549300D3L3G0R4U4VT04 032095AH4 50000.00000000 PA USD 49904.73000000 0.009431718875 Long DBT CORP US N 2 2029-06-01 Fixed 0.04350000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CG6 30000.00000000 PA USD 31358.49000000 0.005926581749 Long DBT CORP US N 2 2034-11-21 Variable 0.06123000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCG6 425330.98400000 PA USD 314331.63000000 0.059406945352 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.01500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDZ2 381000.00000000 PA USD 229050.29000000 0.043289242196 Long DBT CORP US N 2 2050-05-15 Fixed 0.02900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DH54 23594.85800000 PA USD 22561.32000000 0.004263965113 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 0.04500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PL9 180000.00000000 PA USD 180361.43000000 0.034087316048 Long DBT CORP US N 2 2035-06-11 Variable 0.05449000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DP9 50000.00000000 PA USD 40410.34000000 0.007637331502 Long DBT CORP US N 2 2050-06-30 Fixed 0.04375000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFL1 70000.00000000 PA USD 65424.79000000 0.012364924663 Long DBT CORP US N 2 2054-07-15 Fixed 0.05625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C6A7 127952.23100000 PA USD 122427.45000000 0.023138113182 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418E4L1 94289.63000000 PA USD 89002.90000000 0.016821057481 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H052660 850000.00000000 PA USD 844170.36000000 0.159543544647 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.05500000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAP9 18000.00000000 PA USD 17212.34000000 0.003253037378 Long DBT CORP US N 2 2030-03-26 Fixed 0.03350000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECF0 400000.00000000 PA USD 403650.62000000 0.076287742102 Long DBT CORP GB N 2 2027-05-09 Variable 0.05829000 N N N N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49446RAP4 150000.00000000 PA USD 146487.82000000 0.027685390482 Long DBT CORP US N 2 2026-10-01 Fixed 0.02800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ECE8 142793.55400000 PA USD 131882.97000000 0.024925154340 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWFG3 92978.20500000 PA USD 90497.53000000 0.017103534312 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179Y2N3 225193.25300000 PA USD 230019.10000000 0.043472341945 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 0.06500000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AX4 70000.00000000 PA USD 65757.33000000 0.012427772890 Long DBT CORP US N 2 2029-10-01 Fixed 0.02800000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CQ9 210000.00000000 PA USD 182195.93000000 0.034434026435 Long DBT CORP US N 2 2039-06-15 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XMHN9 735369.30300000 PA USD 574274.38000000 0.108534692197 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02000000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 716973AF9 60000.00000000 PA USD 55932.05000000 0.010570849130 Long DBT CORP SG N 2 2043-05-19 Fixed 0.05110000 N N N N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 636274AF9 20000.00000000 PA USD 20155.74000000 0.003809323753 Long DBT CORP GB N 2 2034-01-11 Fixed 0.05418000 N N N N N N BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 549300O5ZKB2MUUSKB97 0778FPAG4 45000.00000000 PA USD 37356.69000000 0.007060208485 Long DBT CORP CA N 2 2032-02-15 Fixed 0.02150000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PCR1 70000.00000000 PA USD 59726.78000000 0.011288032182 Long DBT CORP US N 2 2045-07-15 Fixed 0.04750000 N N N N N N TEXAS INSTRUMENTS INC. WDJNR2L6D8RWOEB8T652 882508CK8 70000.00000000 PA USD 70211.05000000 0.013269501419 Long DBT CORP US N 2 2030-05-23 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YMH4 95382.89000000 PA USD 90104.24000000 0.017029204670 Long ABS-MBS USGA US N 2 2053-12-20 Fixed 0.04500000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST 2023-A N/A 448979AD6 58729.06000000 PA USD 58721.07000000 0.011097958536 Long ABS-CBDO CORP US N 2 2027-04-15 Fixed 0.04580000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SF6 20000.00000000 PA USD 14403.13000000 0.002722112174 Long DBT UST US N 2 2049-02-15 Fixed 0.03000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CH7 200000.00000000 PA USD 189301.48000000 0.035776936217 Long DBT CORP US N 2 2032-04-13 Fixed 0.03600000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YHQ0 93808.62000000 PA USD 88646.41000000 0.016753682836 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 0.04500000 N N N N N N NATIONAL OILWELL VARCO INC 549300EHF3IW1AR6U008 637071AM3 60000.00000000 PA USD 57044.46000000 0.010781088488 Long DBT CORP US N 2 2029-12-01 Fixed 0.03600000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAD3 10000.00000000 PA USD 9857.32000000 0.001862979142 Long DBT CORP US N 2 2053-02-15 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D6G2 85447.20000000 PA USD 77215.36000000 0.014593277399 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KSP84 157513.34800000 PA USD 116406.82000000 0.022000247300 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.01500000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058JG9 70000.00000000 PA USD 59194.10000000 0.011187358599 Long DBT CORP US N 2 2030-08-26 Fixed 0.00750000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BN2 30000.00000000 PA USD 30258.44000000 0.005718678363 Long DBT CORP US N 2 2053-09-01 Fixed 0.06625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBS9 13000.00000000 PA USD 12094.57000000 0.002285807060 Long DBT UST US N 2 2028-03-31 Fixed 0.01250000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCF6 40000.00000000 PA USD 36587.18000000 0.006914775337 Long DBT CORP US N 2 2053-06-15 Fixed 0.05250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180AB85 123412.00300000 PA USD 116611.10000000 0.022038855094 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 0.04500000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAK0 50000.00000000 PA USD 34963.01000000 0.006607816160 Long DBT CORP US N 2 2041-07-15 Fixed 0.02700000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DK2 110000.00000000 PA USD 119331.42000000 0.022552980579 Long DBT CORP GB N 2 2032-05-17 Fixed 0.07625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RZS1 66834.05600000 PA USD 59154.14000000 0.011179806379 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 0.03000000 N N N N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021AW6 15000.00000000 PA USD 15119.08000000 0.002857422777 Long DBT CORP US N 2 2034-02-20 Fixed 0.05150000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC53 290000.00000000 PA USD 268349.91000000 0.050716653741 Long DBT CORP US N 2 2030-11-05 Variable 0.02976000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWGY3 349926.74100000 PA USD 339825.16000000 0.064225081992 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWET6 243566.84100000 PA USD 236421.47000000 0.044682354583 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.05000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCE6 75000.00000000 PA USD 77212.17000000 0.014592674506 Long DBT CORP US N 2 2033-07-15 Fixed 0.05375000 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 500769JY1 50000.00000000 PA USD 49297.21000000 0.009316900944 Long DBT CORP DE N 2 2033-07-15 Fixed 0.04125000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBR6 50000.00000000 PA USD 43460.26000000 0.008213749570 Long DBT CORP US N 2 2053-01-15 Fixed 0.04800000 N N N N N N REGENCY CTRS LP 5493008PTR2GAOYBXW28 75884RBB8 20000.00000000 PA USD 20020.09000000 0.003783686651 Long DBT CORP US N 2 2034-01-15 Fixed 0.05250000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DX6 60000.00000000 PA USD 55397.67000000 0.010469854256 Long DBT CORP US N 2 2064-09-15 Fixed 0.05650000 N N N N N N COPT DEFENSE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 22003BAM8 40000.00000000 PA USD 34717.51000000 0.006561418013 Long DBT CORP US N 2 2031-04-15 Fixed 0.02750000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAE1 70000.00000000 PA USD 47117.96000000 0.008905034707 Long DBT CORP US N 2 2040-12-21 Fixed 0.02500000 N N N N N N GALLAGHER (ARTHUR J.) and CO 54930049QLLMPART6V29 04316JAN9 100000.00000000 PA USD 98418.83000000 0.018600616347 Long DBT CORP US N 2 2035-02-15 Fixed 0.05150000 N N N N N N AMERIPRISE FINL INC 6ZLKQF7QB6JAEKQS5388 03076CAM8 15000.00000000 PA USD 15129.90000000 0.002859467698 Long DBT CORP US N 2 2033-05-15 Fixed 0.05150000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128283F5 100000.00000000 PA USD 96207.03000000 0.018182598339 Long DBT UST US N 2 2027-11-15 Fixed 0.02250000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAL1 30000.00000000 PA USD 29137.50000000 0.005506826882 Long DBT CORP US N 2 2035-05-15 Fixed 0.04500000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TLL7 160000.00000000 PA USD 161052.94000000 0.030438117874 Long DBT CORP US N 2 2029-01-05 Fixed 0.04650000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DM0 10000.00000000 PA USD 9079.27000000 0.001715931981 Long DBT CORP US N 2 2049-01-15 Fixed 0.05400000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5C56 148726.98400000 PA USD 144372.30000000 0.027285568864 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J7BL5 21730.76500000 PA USD 20566.48000000 0.003886951349 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.04000000 N N N N N N PAYPAL HLDGS INC 5493005X2GO78EFZ3E94 70450YAT0 50000.00000000 PA USD 49291.69000000 0.009315857695 Long DBT CORP US N 2 2035-04-01 Fixed 0.05100000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BZ8 193000.00000000 PA USD 170039.23000000 0.032136477148 Long DBT CORP US N 2 2031-05-12 Fixed 0.02100000 N N N N N N AMERICAN WATER CAP CORP 5IDHQUFVC8Q2KIBBFF06 03040WAD7 64000.00000000 PA USD 70137.44000000 0.013255589535 Long DBT CORP US N 2 2037-10-15 Fixed 0.06593000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QTDD8 340297.66500000 PA USD 340503.51000000 0.064353286403 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFT3 2710000.00000000 PA USD 2716245.71000000 0.513355466195 Long DBT UST US N 2 2029-10-31 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X7CA5 43714.78000000 PA USD 40701.81000000 0.007692417725 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.04000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABL8 70000.00000000 PA USD 50072.90000000 0.009463502078 Long DBT CORP US N 2 2041-02-15 Fixed 0.03000000 N N N N N N BLACKROCK INC 529900VBK42Y5HHRMD23 09247XAN1 220000.00000000 PA USD 216540.96000000 0.040925047782 Long DBT CORP US N 2 2027-03-15 Fixed 0.03200000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHQ5 35000.00000000 PA USD 34134.30000000 0.006451194538 Long DBT CORP US N 2 2030-02-07 Variable 0.03974000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YG9 93000.00000000 PA USD 90111.91000000 0.017030654258 Long DBT UST US N 2 2026-09-30 Fixed 0.01625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YWZ3 92956.91000000 PA USD 83035.51000000 0.015693253666 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KNVZ8 89586.79000000 PA USD 70297.26000000 0.013285794634 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DYB2 919781.34300000 PA USD 719437.61000000 0.135969742472 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.02000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CE8 50000.00000000 PA USD 50406.50000000 0.009526550639 Long DBT CORP US N 2 2028-02-10 Fixed 0.04875000 N N N N N N INTERNATIONAL PAPER CO 824LMFJDH41EY779Q875 460146CS0 30000.00000000 PA USD 23267.95000000 0.004397514288 Long DBT CORP US N 2 2048-08-15 Fixed 0.04350000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YQ7 215000.00000000 PA USD 208012.50000000 0.039313215854 Long DBT UST US N 2 2026-10-31 Fixed 0.01625000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967EW7 85000.00000000 PA USD 104651.12000000 0.019778484802 Long DBT CORP US N 2 2039-07-15 Fixed 0.08125000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BT9 60000.00000000 PA USD 52174.02000000 0.009860602176 Long DBT CORP US N 2 2033-02-07 Variable 0.02623000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMR9 2550000.00000000 PA USD 2545617.19000000 0.481107616485 Long DBT UST US N 2 2032-02-29 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CZC1 8690.06900000 PA USD 8449.77000000 0.001596959951 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179U6W7 32228.91000000 PA USD 29856.36000000 0.005642687460 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 0.04000000 N N N N N N MBART 2025-1 N/A 58773DAD6 30000.00000000 PA USD 30266.27000000 0.005720158190 Long ABS-CBDO CORP US N 2 2029-12-17 Fixed 0.04780000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDR4 220000.00000000 PA USD 222513.61000000 0.042053845709 Long DBT CORP US N 2 2034-06-01 Variable 0.05350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DQF2 49127.56100000 PA USD 45742.27000000 0.008645036880 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q9MX8 8952.82600000 PA USD 7780.76000000 0.001470520749 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BAX89 323456.42300000 PA USD 275551.39000000 0.052077693764 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CW3R3 433903.56000000 PA USD 391966.43000000 0.074079494599 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 0.02000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SX7 842000.00000000 PA USD 520954.61000000 0.098457549587 Long DBT UST US N 2 2051-05-15 Fixed 0.02375000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFQ2 165000.00000000 PA USD 158351.35000000 0.029927532256 Long DBT CORP US N 2 2030-07-01 Fixed 0.03600000 N N N N N N BOSTON PPTY LTD PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBC7 40000.00000000 PA USD 36205.80000000 0.006842696619 Long DBT CORP US N 2 2030-03-15 Fixed 0.02900000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VDN7 235198.41600000 PA USD 205893.23000000 0.038912685507 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV7A7 159505.13800000 PA USD 131266.65000000 0.024808673257 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLC1 350000.00000000 PA USD 362372.00000000 0.068486310465 Long DBT CORP US N 2 2028-11-10 Variable 0.06204000 N N N N N N AON CORP2 LTS3U8DGK38SETRUWX71 037389BB8 50000.00000000 PA USD 50140.54000000 0.009476285665 Long DBT CORP US N 2 2028-12-15 Fixed 0.04500000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G05Y5 125000.00000000 PA USD 116250.13000000 0.021970633754 Long DBT USGSE US N 2 2027-10-08 Fixed 0.00750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YYV0 96506.92000000 PA USD 93756.63000000 0.017719486247 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 0.05000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAP9 60000.00000000 PA USD 60145.75000000 0.011367215203 Long DBT CORP US N 2 2030-06-15 Fixed 0.05150000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YBG9 100000.00000000 PA USD 56498.97000000 0.010677993885 Long DBT CORP US N 2 2061-12-10 Fixed 0.02900000 N N N N N N ONTARIO PROVINCE CDA C7PVKCRGLG18EBQGZV36 683234AU2 100000.00000000 PA USD 86636.00000000 0.016373726428 Long DBT NUSS CA N 2 2032-01-21 Fixed 0.02125000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAT7 25000.00000000 PA USD 25092.02000000 0.004742253463 Long DBT CORP US N 2 2034-05-15 Fixed 0.05700000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PBW1 55000.00000000 PA USD 45889.47000000 0.008672856869 Long DBT CORP US N 2 2042-03-15 Fixed 0.04375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WJM96 11307.90300000 PA USD 9894.66000000 0.001870036196 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.03000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PED0 286000.00000000 PA USD 248181.33000000 0.046904903298 Long DBT CORP US N 2 2031-05-15 Fixed 0.02300000 N N N N N N JEFFERIES FINANCIAL GROUP INC 549300HOF34RGOJ5YL07 47233WBM0 30000.00000000 PA USD 30797.54000000 0.005820565292 Long DBT CORP US N 2 2028-07-21 Fixed 0.05875000 N N N N N N FRANKLIN RESOURCES INC RIFQSET379FOGTEFKS80 354613AM3 20000.00000000 PA USD 11955.68000000 0.002259557615 Long DBT CORP US N 2 2051-08-12 Fixed 0.02950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131X7DH8 7454.27700000 PA USD 7363.10000000 0.001391585311 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A4CV8 21143.76400000 PA USD 19579.59000000 0.003700434579 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FPFQ7 19641.84600000 PA USD 18324.89000000 0.003463303196 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.04000000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AZ0 75000.00000000 PA USD 71480.98000000 0.013509511189 Long DBT CORP US N 2 2029-11-19 Fixed 0.03900000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBA0 200000.00000000 PA USD 206323.98000000 0.038994094882 Long DBT CORP GB N 2 2030-06-05 Variable 0.05721000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GG7 30000.00000000 PA USD 30053.30000000 0.005679908034 Long DBT CORP US N 2 2035-02-20 Fixed 0.05100000 N N N N N N MID AMERICA APTS LP 549300FXWGE3QSYCUJ38 59523UAW7 30000.00000000 PA USD 30630.63000000 0.005789020222 Long DBT CORP US N 2 2032-02-15 Fixed 0.05300000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MER1 70000.00000000 PA USD 52518.70000000 0.009925744796 Long DBT CORP US N 2 2043-05-01 Fixed 0.03625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31334XK65 46843.15700000 PA USD 43497.46000000 0.008220780165 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.04000000 N N N N N N PROGRESSIVE CORP OHIO 529900TACNVLY9DCR586 743315AT0 10000.00000000 PA USD 8054.31000000 0.001522220191 Long DBT CORP US N 2 2048-03-15 Fixed 0.04200000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHM6 1430000.00000000 PA USD 1435976.96000000 0.271391729780 Long DBT UST US N 2 2026-07-15 Fixed 0.04500000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AR5 75000.00000000 PA USD 74614.88000000 0.014101801013 Long DBT CORP US N 2 2026-10-15 Fixed 0.04125000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AM5 130000.00000000 PA USD 82205.70000000 0.015536424150 Long DBT CORP US N 2 2050-05-15 Fixed 0.03125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128282R0 35000.00000000 PA USD 33795.51000000 0.006387165096 Long DBT UST US N 2 2027-08-15 Fixed 0.02250000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448DY1 320000.00000000 PA USD 311706.60000000 0.058910829152 Long DBT CORP US N 2 2027-10-15 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WY85 72750.68600000 PA USD 58497.90000000 0.011055780637 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H032662 225000.00000000 PA USD 200270.41000000 0.037850003522 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HJJP7 14669.45600000 PA USD 14510.72000000 0.002742446091 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.05000000 N N N N N N GENUINE PARTS CO 549300D46DQVEU651W04 372460AE5 60000.00000000 PA USD 63447.16000000 0.011991163494 Long DBT CORP US N 2 2028-11-01 Fixed 0.06500000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DX2 30000.00000000 PA USD 32369.71000000 0.006117696755 Long DBT CORP US N 2 2054-01-15 Fixed 0.06650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLE46 364971.28700000 PA USD 286386.87000000 0.054125539755 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 65000.00000000 PA USD 72731.79000000 0.013745907384 Long DBT CORP US N 2 2031-11-01 Fixed 0.08000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HHHY0 210000.00000000 PA USD 205900.42000000 0.038914044377 Long ABS-MBS USGSE US N 2 2034-09-25 Fixed 0.04489000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CB0 193000.00000000 PA USD 127830.03000000 0.024159171021 Long DBT CORP US N 2 2051-05-12 Fixed 0.03100000 N N N N N N PUBLIC SERVICE ELEC and GAS CO 549300RUHPVD434XUK18 74456QCT1 10000.00000000 PA USD 9298.64000000 0.001757391702 Long DBT CORP US N 2 2054-08-01 Fixed 0.05300000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VTW0 385086.11600000 PA USD 323120.21000000 0.061067938526 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 0.02500000 N N N N N N TELEDYNE FLIR LLC 5493000HDPX16EHNN346 302445AE1 55000.00000000 PA USD 49180.43000000 0.009294830168 Long DBT CORP US N 2 2030-08-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A6JH4 2079.90200000 PA USD 1979.44000000 0.000374103248 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021AS5 50000.00000000 PA USD 28875.16000000 0.005457246068 Long DBT CORP US N 2 2050-09-01 Fixed 0.02600000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 716973AD4 64000.00000000 PA USD 64410.94000000 0.012173312602 Long DBT CORP SG N 2 2030-05-19 Fixed 0.04650000 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BC0 30000.00000000 PA USD 23868.25000000 0.004510967678 Long DBT CORP US N 2 2043-11-29 Fixed 0.05400000 N N N N N N EXPEDIA GROUP INC CI7MUJI4USF3V0NJ1H64 30212PBK0 240000.00000000 PA USD 240153.44000000 0.045387676341 Long DBT CORP US N 2 2027-08-01 Fixed 0.04625000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D59 200000.00000000 PA USD 204268.24000000 0.038605571354 Long DBT CORP US N 2 2028-11-07 Fixed 0.06798000 N N N N N N WASTE MANAGEMENT INC DEL 549300YX8JIID70NFS41 94106LCF4 20000.00000000 PA USD 18915.25000000 0.003574877981 Long DBT CORP US N 2 2054-10-15 Fixed 0.05350000 N N N N N N S and P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAR5 85000.00000000 PA USD 42126.35000000 0.007961647933 Long DBT CORP US N 2 2060-08-15 Fixed 0.02300000 N N N N N N JOHNSON CONTROLS/TYCO FI N/A 47837RAA8 30000.00000000 PA USD 26001.91000000 0.004914217657 Long DBT CORP IE N 2 2030-09-15 Fixed 0.01750000 N N N N N N RPM INTERNATIONAL INC 549300TJCKW4BRXPJ474 749685AV5 50000.00000000 PA USD 49208.54000000 0.009300142803 Long DBT CORP US N 2 2027-03-15 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J94Q1 229430.23800000 PA USD 208798.29000000 0.039461725833 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 0.02500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GYM0 260000.00000000 PA USD 250426.48000000 0.047329224272 Long DBT CORP US N 2 2027-10-21 Variable 0.01948000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 230000.00000000 PA USD 221781.46000000 0.041915473395 Long DBT CORP US N 2 2030-04-15 Fixed 0.03875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGT2 1030000.00000000 PA USD 1023562.50000000 0.193447670228 Long DBT UST US N 2 2028-03-31 Fixed 0.03625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UQ47 11290.16600000 PA USD 10161.01000000 0.001920374878 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 0.03500000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780DZ6 200000.00000000 PA USD 205800.00000000 0.038895065550 Long DBT NUSS ID N 2 2030-01-15 Fixed 0.05250000 N N N N N N BMW VEHICLE OWNER TRUST 2025-A N/A 096924AD7 30000.00000000 PA USD 30155.35000000 0.005699194922 Long ABS-CBDO CORP US N 2 2029-09-25 Fixed 0.04560000 N N N N N N DOLLAR GEN CORP NEW OPX52SQVOZI8IVSWYU66 256677AN5 100000.00000000 PA USD 101346.58000000 0.019153944958 Long DBT CORP US N 2 2028-07-05 Fixed 0.05200000 N N N N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 235851AV4 80000.00000000 PA USD 46871.89000000 0.008858528834 Long DBT CORP US N 2 2050-10-01 Fixed 0.02600000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828X88 22000.00000000 PA USD 21366.64000000 0.004038177178 Long DBT UST US N 2 2027-05-15 Fixed 0.02375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGM7 1220000.00000000 PA USD 1161811.72000000 0.219576010725 Long DBT UST US N 2 2033-02-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNFU3 60469.71600000 PA USD 49839.86000000 0.009419458803 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N TOYOTA AUTO RECEIVABLES 2025-A OWNER TRUST N/A 89240JAD3 90000.00000000 PA USD 90476.87000000 0.017099629686 Long ABS-CBDO CORP US N 2 2029-08-15 Fixed 0.04640000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E06V6 26676.17600000 PA USD 25366.22000000 0.004794075751 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 0.04000000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAB2 30000.00000000 PA USD 30875.15000000 0.005835233154 Long DBT CORP US N 2 2033-08-14 Fixed 0.05700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMFA8 219725.09400000 PA USD 172620.60000000 0.032624341848 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RBM8 100000.00000000 PA USD 104646.05000000 0.019777526600 Long DBT CORP US N 2 2033-10-25 Variable 0.05834000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410LCC4 3668.62000000 PA USD 3502.56000000 0.000661964532 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04000000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EA1 50000.00000000 PA USD 44580.29000000 0.008425429066 Long DBT CORP US N 2 2031-04-01 Fixed 0.02625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFPM7 282866.30600000 PA USD 255527.05000000 0.048293203886 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A5KB0 70436.52100000 PA USD 65581.80000000 0.012394598687 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179U6U1 62200.56600000 PA USD 54343.61000000 0.010270642727 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 0.03000000 N N N N N N DEERE and CO PWFTNG3EI0Y73OXWDH08 244199BF1 10000.00000000 PA USD 8329.88000000 0.001574301402 Long DBT CORP US N 2 2042-06-09 Fixed 0.03900000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EL7 75000.00000000 PA USD 74810.19000000 0.014138713527 Long DBT CORP US N 2 2033-04-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BTZC7 58281.06000000 PA USD 57886.49000000 0.010940227517 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 0.05500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDM0 180000.00000000 PA USD 155791.74000000 0.029443780075 Long DBT CORP US N 2 2031-01-15 Fixed 0.01950000 N N N N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49447BAA1 20000.00000000 PA USD 21398.52000000 0.004044202323 Long DBT CORP US N 2 2034-03-01 Fixed 0.06400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410LMH2 17876.07200000 PA USD 17493.16000000 0.003306110810 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JGUU7 13081.96300000 PA USD 12168.05000000 0.002299694375 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CY3 120000.00000000 PA USD 119938.22000000 0.022667662434 Long DBT CORP US N 2 2025-08-01 Fixed 0.03950000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBT7 70000.00000000 PA USD 66640.23000000 0.012594636123 Long DBT CORP US N 2 2032-04-15 Fixed 0.04150000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJW71 35334.96900000 PA USD 33119.19000000 0.006259344344 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 0.04000000 N N N N N N LYB INTERNATIONAL FINANCE II BV 549300ZSNDBYN4Z4VZ93 50247WAB3 90000.00000000 PA USD 88139.45000000 0.016657870191 Long DBT CORP NL N 2 2027-03-02 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKQ3 700000.00000000 PA USD 701968.75000000 0.132668224227 Long DBT UST US N 2 2034-05-15 Fixed 0.04375000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 10000.00000000 PA USD 8538.47000000 0.001613723762 Long DBT CORP US N 2 2039-11-21 Fixed 0.04050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D4Y5 387237.87500000 PA USD 316987.85000000 0.059908956290 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMUA0 273004.20000000 PA USD 225610.51000000 0.042639142737 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N FAIRFAX FINANCIAL HOLDINGS LTD GLS7OQD0WOEDI8YAP031 303901BN1 50000.00000000 PA USD 51404.70000000 0.009715204937 Long DBT CORP CA N 2 2033-12-07 Fixed 0.06000000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFH2 64000.00000000 PA USD 52632.80000000 0.009947309067 Long DBT CORP US N 2 2048-09-01 Fixed 0.04450000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLU1 120000.00000000 PA USD 124693.05000000 0.023566299093 Long DBT CORP US N 2 2034-09-15 Variable 0.05872000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WZA9 270826.80700000 PA USD 236236.08000000 0.044647316895 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 0.03000000 N N N N N N REGIONS FINL CORP NEW CW05CS5KW59QTC0DG824 7591EPAT7 100000.00000000 PA USD 91422.01000000 0.017278255936 Long DBT CORP US N 2 2028-08-12 Fixed 0.01800000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810ST6 599000.00000000 PA USD 373556.05000000 0.070600034264 Long DBT UST US N 2 2040-11-15 Fixed 0.01375000 N N N N N N WESTROCK MWV LLC 4DL8C98Z5G5IXZLH3578 961548AY0 50000.00000000 PA USD 56998.99000000 0.010772494909 Long DBT CORP US N 2 2031-02-15 Fixed 0.07950000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761JZN2 50000.00000000 PA USD 49541.90000000 0.009363146005 Long DBT CORP US N 2 2027-04-23 Fixed 0.03950000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBZ3 659000.00000000 PA USD 611891.79000000 0.115644175326 Long DBT UST US N 2 2028-04-30 Fixed 0.01250000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAV6 100000.00000000 PA USD 99703.44000000 0.018843400556 Long DBT CORP US N 2 2029-06-15 Fixed 0.04350000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QW1 13000.00000000 PA USD 10171.99000000 0.001922450038 Long DBT UST US N 2 2042-05-15 Fixed 0.03000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AJ7 400000.00000000 PA USD 403237.54000000 0.076209672259 Long DBT CORP GB N 2 2027-03-02 Variable 0.05847000 N N N N N N NOVARTIS CAP CORP 5493002KF87V5RSRQS84 66989HAF5 110000.00000000 PA USD 87827.69000000 0.016598949269 Long DBT CORP US N 2 2042-09-21 Fixed 0.03700000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZQ6 75000.00000000 PA USD 63796.88000000 0.012057258646 Long DBT UST US N 2 2030-05-15 Fixed 0.00625000 N N N N N N NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH 549300E2IPL06NDXMZ63 63253QAJ3 260000.00000000 PA USD 264052.14000000 0.049904398902 Long DBT CORP US N 2 2027-06-11 Fixed 0.05087000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448DN5 220000.00000000 PA USD 214900.45000000 0.040615000435 Long DBT CORP US N 2 2026-10-06 Fixed 0.02375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N0FN0 357735.81100000 PA USD 356163.53000000 0.067312943859 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CXP4 42048.51600000 PA USD 40259.20000000 0.007608766875 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 0.04500000 N N N N N N AON CORP / AON GLOBAL HOLDINGS PLC N/A 03740LAB8 50000.00000000 PA USD 29773.05000000 0.005626942329 Long DBT CORP US N 2 2051-08-23 Fixed 0.02900000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAL2 125000.00000000 PA USD 109697.92000000 0.020732302182 Long DBT CORP US N 2 2031-03-15 Fixed 0.02550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F0H80 15646.95700000 PA USD 14685.87000000 0.002775548475 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5C23 173469.76900000 PA USD 154399.47000000 0.029180648720 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLF6 2100000.00000000 PA USD 2022701.73000000 0.382279477057 Long DBT UST US N 2 2034-08-15 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9VD0 11856.91300000 PA USD 11452.42000000 0.002164444249 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132Y3WH3 4206.83500000 PA USD 3918.06000000 0.000740491742 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.04000000 N N N N N N WESTINGHOUSE AIR BRAKE TECH CORP 06BTX5UWZD0GQ5N5Y745 960386AM2 60000.00000000 PA USD 60170.41000000 0.011371875807 Long DBT CORP US N 2 2028-09-15 Variable 0.04700000 N N N N N N PLAINS ALL AM PIPELN/PAA FIN C N/A 72650RBM3 140000.00000000 PA USD 132397.29000000 0.025022357985 Long DBT CORP US N 2 2029-12-15 Fixed 0.03550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QCS56 84064.81000000 PA USD 80213.31000000 0.015159873423 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 0.03000000 N N N N N N FIRST AMERN FINL CORP 549300B6VEZK3N0A1P55 31847RAH5 40000.00000000 PA USD 33864.63000000 0.006400228395 Long DBT CORP US N 2 2031-08-15 Fixed 0.02400000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UV82 19678.96300000 PA USD 17704.67000000 0.003346085035 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 0.03500000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523AJ9 69000.00000000 PA USD 63100.21000000 0.011925591857 Long DBT CORP US N 2 2038-08-15 Fixed 0.04800000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAP3 40000.00000000 PA USD 40530.64000000 0.007660067539 Long DBT CORP US N 2 2066-12-15 Variable 0.06400000 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 02364WBH7 380000.00000000 PA USD 364758.20000000 0.068937289112 Long DBT CORP MX N 2 2029-04-22 Fixed 0.03625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RZ3 23000.00000000 PA USD 15979.61000000 0.003020058204 Long DBT UST US N 2 2047-11-15 Fixed 0.02750000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BQ4 50000.00000000 PA USD 47601.09000000 0.008996343614 Long DBT CORP US N 2 2027-02-03 Fixed 0.01350000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHB0 1480000.00000000 PA USD 1472611.56000000 0.278315467236 Long DBT UST US N 2 2026-05-15 Fixed 0.03625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMS1 336090.30400000 PA USD 343945.84000000 0.065003867797 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.06000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BL7 175000.00000000 PA USD 151063.90000000 0.028550244377 Long DBT CORP US N 2 2032-12-15 Fixed 0.02850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AAYG3 4656.36000000 PA USD 4424.65000000 0.000836234459 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329PYB3 25440.43700000 PA USD 25109.50000000 0.004745557086 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.05000000 N N N N N N MANULIFE FINANCIAL CORP 5493007GBX87QOZACS27 56501RAD8 30000.00000000 PA USD 28759.45000000 0.005435377516 Long DBT CORP CA N 2 2046-03-04 Fixed 0.05375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLG4 4340000.00000000 PA USD 4326437.50000000 0.817672838506 Long DBT UST US N 2 2027-08-15 Fixed 0.03750000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661DW4 20000.00000000 PA USD 17421.83000000 0.003292629834 Long DBT CORP US N 2 2050-04-15 Fixed 0.05125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XKXE5 282516.15400000 PA USD 272458.30000000 0.051493116804 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 0.03000000 N N N N N N JOHNSON and JOHNSON 549300G0CFPGEF6X2043 478160CV4 50000.00000000 PA USD 51310.91000000 0.009697479144 Long DBT CORP US N 2 2031-06-01 Fixed 0.04900000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FMTY8 110000.00000000 PA USD 104396.64000000 0.019730389485 Long ABS-MBS USGSE US N 2 2029-06-25 Fixed 0.02903000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CQAB1 538277.76400000 PA USD 536753.04000000 0.101443365770 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWFS7 185514.87100000 PA USD 184699.51000000 0.034907189255 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MSKP9 84086.61200000 PA USD 81785.35000000 0.015456980317 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.05000000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89115A2M3 30000.00000000 PA USD 30528.81000000 0.005769776803 Long DBT CORP CA N 2 2028-01-10 Fixed 0.05156000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDW6 80000.00000000 PA USD 75721.11000000 0.014310872386 Long DBT CORP US N 2 2054-03-15 Fixed 0.05400000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TQP3 51787.85400000 PA USD 46689.34000000 0.008824027890 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 0.03500000 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556BZ4 320000.00000000 PA USD 297546.80000000 0.056234705007 Long DBT CORP US N 2 2029-10-01 Fixed 0.02600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DYY2 575218.37900000 PA USD 471405.50000000 0.089093040930 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMW8 3400000.00000000 PA USD 3389109.39000000 0.640522992631 Long DBT UST US N 2 2028-04-15 Fixed 0.03750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335BVW3 77318.53300000 PA USD 69516.51000000 0.013138237188 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 0.03000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 20000.00000000 PA USD 18970.76000000 0.003585369065 Long DBT CORP US N 2 2029-11-21 Fixed 0.03200000 N N N N N N ZIMMER BIOMET HLDGS INC 2P2YLDVPES3BXQ1FRB91 98956PBB7 80000.00000000 PA USD 81182.86000000 0.015343113028 Long DBT CORP US N 2 2030-02-19 Fixed 0.05050000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159QE9 65000.00000000 PA USD 63737.72000000 0.012046077733 Long DBT CORP CA N 2 2026-08-03 Fixed 0.02700000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448GC6 30000.00000000 PA USD 29947.51000000 0.005659914307 Long DBT CORP US N 2 2035-02-07 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCY5 5000.00000000 PA USD 4591.21000000 0.000867713381 Long DBT UST US N 2 2028-09-30 Fixed 0.01250000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCY5 40000.00000000 PA USD 30598.68000000 0.005782981848 Long DBT CORP US N 2 2039-11-01 Fixed 0.03250000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YBB0 180000.00000000 PA USD 102370.08000000 0.019347380816 Long DBT CORP US N 2 2050-06-24 Fixed 0.02450000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CC6 180000.00000000 PA USD 109232.24000000 0.020644291229 Long DBT CORP US N 2 2050-06-01 Fixed 0.02525000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 17325FBP2 250000.00000000 PA USD 252127.63000000 0.047650732245 Long DBT CORP US N 2 2030-05-29 Fixed 0.04914000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BW2 50000.00000000 PA USD 49683.12000000 0.009389835807 Long DBT CORP US N 2 2035-05-20 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LNH26 203325.47800000 PA USD 150263.28000000 0.028398931610 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KH3P9 15373.28900000 PA USD 15125.27000000 0.002858592653 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMF74 82774.05300000 PA USD 76527.05000000 0.014463190603 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WXJ2 472806.38500000 PA USD 396651.13000000 0.074964877075 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 0.02500000 N N N N N N AMERICAN WATER CAP CORP 5IDHQUFVC8Q2KIBBFF06 03040WAM7 25000.00000000 PA USD 20560.19000000 0.003885762574 Long DBT CORP US N 2 2045-09-01 Fixed 0.04300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFM2 60000.00000000 PA USD 60557.89000000 0.011445107391 Long DBT CORP US N 2 2039-02-07 Variable 0.05942000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LS8 190000.00000000 PA USD 184856.51000000 0.034936861389 Long DBT CORP US N 2 2028-10-27 Variable 0.03520000 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 776743AM8 30000.00000000 PA USD 29686.36000000 0.005610558397 Long DBT CORP US N 2 2025-09-15 Fixed 0.01000000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BQ8 29000.00000000 PA USD 24505.54000000 0.004631411976 Long DBT CORP US N 2 2031-02-15 Fixed 0.02000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CK4 110000.00000000 PA USD 99568.94000000 0.018817980797 Long DBT CORP US N 2 2063-02-10 Fixed 0.05900000 N N N N N N TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 89352HAM1 50000.00000000 PA USD 47077.84000000 0.008897452248 Long DBT CORP CA N 2 2034-03-01 Fixed 0.04625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133USH46 80275.78700000 PA USD 75445.33000000 0.014258751486 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.04000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DF3 60000.00000000 PA USD 59775.48000000 0.011297236214 Long DBT CORP US N 2 2034-05-01 Variable 0.05043000 N N N N N N ITC HLDGS CORP 549300HTO5U9D3SLE207 465685AK1 50000.00000000 PA USD 49183.30000000 0.009295372582 Long DBT CORP US N 2 2026-06-30 Fixed 0.03250000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFA8 100000.00000000 PA USD 101205.51000000 0.019127283506 Long DBT CORP US N 2 2029-02-01 Variable 0.05123000 N N N N N N BBCMS MTG TR 2021-C9 N/A 05493EAY8 200000.00000000 PA USD 173741.52000000 0.032836189549 Long ABS-MBS CORP US N 2 2054-02-15 Fixed 0.02299000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAH3 30000.00000000 PA USD 27711.59000000 0.005237337753 Long DBT CORP US N 2 2035-04-01 Fixed 0.05000000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109CK5 90000.00000000 PA USD 70595.12000000 0.013342088532 Long DBT CORP CA N 2 2052-03-15 Fixed 0.04550000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MX39 3041.13800000 PA USD 2751.34000000 0.000519988093 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 0.03000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F62M8 200000.00000000 PA USD 173115.50000000 0.032717875220 Long ABS-MBS USGSE US N 2 2030-09-25 Fixed 0.01493000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334DA9 50000.00000000 PA USD 50436.34000000 0.009532190235 Long DBT CORP US N 2 2030-01-30 Fixed 0.04875000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312BS4 50000.00000000 PA USD 33942.61000000 0.006414966185 Long DBT CORP US N 2 2049-09-01 Fixed 0.03400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XKMD9 72884.46700000 PA USD 64693.44000000 0.012226703544 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.03500000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAB3 100000.00000000 PA USD 96819.60000000 0.018298370693 Long DBT CORP US N 2 2031-01-15 Fixed 0.04950000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEB3 25000.00000000 PA USD 23249.02000000 0.004393936622 Long DBT UST US N 2 2029-02-28 Fixed 0.01875000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 110000.00000000 PA USD 107555.55000000 0.020327406062 Long DBT CORP US N 2 2031-03-31 Variable 0.04412000 N N N N N N PHILLIPS 66 CO RVJMT2IZVVSKIRJJBH76 718547AY8 40000.00000000 PA USD 38125.11000000 0.007205435629 Long DBT CORP US N 2 2035-03-15 Fixed 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EXW5 388581.53000000 PA USD 399245.88000000 0.075455270522 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.06500000 N N N N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 636274AD4 50000.00000000 PA USD 51442.30000000 0.009722311130 Long DBT CORP GB N 2 2028-06-12 Fixed 0.05602000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXU8 30000.00000000 PA USD 30032.23000000 0.005675925920 Long DBT CORP US N 2 2034-06-12 Fixed 0.05050000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DS6D9 216912.25000000 PA USD 176951.46000000 0.033442850515 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.02500000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BF8 90000.00000000 PA USD 75631.26000000 0.014293891231 Long DBT CORP US N 2 2045-03-15 Fixed 0.04400000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TUA1 52439.12900000 PA USD 47276.50000000 0.008934997893 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GKPC4 28516.47000000 PA USD 27528.05000000 0.005202649704 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLH6 28617.94900000 PA USD 22688.55000000 0.004288010881 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMN8 4520000.00000000 PA USD 4563496.41000000 0.862475665736 Long DBT UST US N 2 2028-02-15 Fixed 0.04250000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F022667 425000.00000000 PA USD 346358.34000000 0.065459816999 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H062677 200000.00000000 PA USD 204136.12000000 0.038580601402 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 0.06500000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP 254900ZARLSVK41DKO78 24703TAK2 134000.00000000 PA USD 165866.23000000 0.031347803151 Long DBT CORP US N 2 2046-07-15 Fixed 0.08350000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DQ0 220000.00000000 PA USD 225556.34000000 0.042628904906 Long DBT CORP US N 2 2030-03-02 Fixed 0.05250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179Y5L4 237793.05300000 PA USD 236404.70000000 0.044679185146 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 0.05500000 N N N N N N QUEBEC PROVINCE CDA 549300WN65YFEQH74Y36 748149AJ0 130000.00000000 PA USD 127973.30000000 0.024186248261 Long DBT NUSS CA N 2 2026-04-20 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TG3 2450000.00000000 PA USD 1683130.87000000 0.318102456363 Long DBT UST US N 2 2052-05-15 Fixed 0.02875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YAU8 105323.90000000 PA USD 107762.00000000 0.020366423974 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNNS7 76084.10200000 PA USD 60343.88000000 0.011404660681 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAG2 20000.00000000 PA USD 19959.28000000 0.003772193896 Long DBT CORP US N 2 2034-02-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWMB6 539830.36000000 PA USD 545320.54000000 0.103062576042 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 0.06000000 N N N N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 609207BE4 50000.00000000 PA USD 48545.51000000 0.009174833788 Long DBT CORP US N 2 2034-08-28 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140E0X91 15833.75600000 PA USD 15094.94000000 0.002852860450 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CH9 195000.00000000 PA USD 120718.62000000 0.022815153732 Long DBT CORP US N 2 2055-05-15 Fixed 0.03155000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKP5 590000.00000000 PA USD 604957.42000000 0.114333617621 Long DBT UST US N 2 2029-04-30 Fixed 0.04625000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAQ4 50000.00000000 PA USD 36904.07000000 0.006974665800 Long DBT CORP US N 2 2050-07-01 Fixed 0.04150000 N N N N N N TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12 N/A 95001RAX7 65000.00000000 PA USD 64062.07000000 0.012107378095 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 0.04302000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DTQ5 72991.31000000 PA USD 57183.82000000 0.010807426760 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02000000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475CB9 30000.00000000 PA USD 30483.59000000 0.005761230472 Long DBT CORP US N 2 2031-01-29 Variable 0.05222000 N N N N N N GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 N/A 362583AD8 77077.44000000 PA USD 77061.35000000 0.014564170358 Long ABS-CBDO CORP US N 2 2028-02-16 Fixed 0.04470000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAK9 50000.00000000 PA USD 46852.35000000 0.008854835881 Long DBT CORP US N 2 2028-04-01 Fixed 0.02250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLW3 18174.41400000 PA USD 14403.15000000 0.002722115954 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02000000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAP7 52000.00000000 PA USD 47476.04000000 0.008972709853 Long DBT CORP US N 2 2053-03-22 Fixed 0.05050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LVSM2 1084964.07800000 PA USD 886963.78000000 0.167631265133 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 776743AN6 30000.00000000 PA USD 28048.12000000 0.005300940067 Long DBT CORP US N 2 2027-09-15 Fixed 0.01400000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YBE9 50000.00000000 PA USD 34470.39000000 0.006514713695 Long DBT CORP US N 2 2052-06-01 Fixed 0.04000000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 891160MJ9 75000.00000000 PA USD 73641.28000000 0.013917795980 Long DBT CORP CA N 2 2031-09-15 Variable 0.03625000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BD4 70000.00000000 PA USD 69464.50000000 0.013128407584 Long DBT CORP US N 2 2035-02-15 Fixed 0.05200000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810PX0 45000.00000000 PA USD 44818.95000000 0.008470534490 Long DBT UST US N 2 2038-05-15 Fixed 0.04500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCX1 45000.00000000 PA USD 45799.51000000 0.008655854925 Long DBT CORP US N 2 2029-02-01 Variable 0.05468000 N N N N N N ARCH CAPITAL FINANCE LLC 549300XG4URFY0200M65 03939CAA1 170000.00000000 PA USD 168536.00000000 0.031852374964 Long DBT CORP US N 2 2026-12-15 Fixed 0.04011000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBW0 85000.00000000 PA USD 82342.04000000 0.015562191658 Long DBT CORP US N 2 2027-01-15 Fixed 0.02350000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QD3 24000.00000000 PA USD 23105.63000000 0.004366836702 Long DBT UST US N 2 2039-11-15 Fixed 0.04375000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAJ3 10000.00000000 PA USD 7175.52000000 0.001356133725 Long DBT CORP US N 2 2060-04-01 Fixed 0.03700000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDW9 25000.00000000 PA USD 24473.40000000 0.004625337693 Long DBT CORP US N 2 2026-01-15 Fixed 0.01250000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBD9 100000.00000000 PA USD 82199.91000000 0.015535329872 Long DBT CORP US N 2 2042-08-13 Fixed 0.04125000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BC5 30000.00000000 PA USD 24747.65000000 0.004677169431 Long DBT CORP US N 2 2047-01-30 Fixed 0.04350000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WFG8 454264.88300000 PA USD 381167.12000000 0.072038484539 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UE6 1690000.00000000 PA USD 1577509.38000000 0.298140576979 Long DBT UST US N 2 2054-11-15 Fixed 0.04500000 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AX4 40000.00000000 PA USD 39409.87000000 0.007448248187 Long DBT CORP US N 2 2030-05-15 Fixed 0.04500000 N N N N N N VERALTO CORP S4BKK9OTCEWQ3YHPFM11 92338CAB9 40000.00000000 PA USD 40442.60000000 0.007643428464 Long DBT CORP US N 2 2026-09-18 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DHK1 24811.42500000 PA USD 20519.65000000 0.003878100737 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 0.02500000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAV5 50000.00000000 PA USD 50666.93000000 0.009575770474 Long DBT CORP US N 2 2030-08-02 Variable 0.05935000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAH0 120000.00000000 PA USD 116454.90000000 0.022009334155 Long DBT CORP US N 2 2029-04-01 Fixed 0.03900000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CK0 25000.00000000 PA USD 19132.38000000 0.003615914354 Long DBT CORP US N 2 2062-04-13 Fixed 0.04100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HMN26 4312.72500000 PA USD 4015.48000000 0.000758903585 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VBE9 81982.22100000 PA USD 69046.30000000 0.013049370090 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.02500000 N N N N N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBT5 220000.00000000 PA USD 218149.51000000 0.041229054865 Long DBT CORP US N 2 2029-10-15 Fixed 0.04550000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VFS4 72651.83000000 PA USD 69737.96000000 0.013180090017 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 0.04500000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAH4 30000.00000000 PA USD 30788.84000000 0.005818921040 Long DBT CORP US N 2 2028-06-28 Fixed 0.05350000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475BR5 100000.00000000 PA USD 102895.23000000 0.019446631271 Long DBT CORP US N 2 2029-06-12 Variable 0.05582000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEC1 160000.00000000 PA USD 154431.25000000 0.029186654965 Long DBT UST US N 2 2027-02-28 Fixed 0.01875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LQH60 94773.97700000 PA USD 73745.60000000 0.013937511885 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAJ1 50000.00000000 PA USD 49404.73000000 0.009337221632 Long DBT CORP US N 2 2026-01-15 Fixed 0.02875000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38148YAA6 155000.00000000 PA USD 131997.59000000 0.024946816888 Long DBT CORP US N 2 2038-10-31 Variable 0.04017000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DKQ4 27580.29000000 PA USD 22809.57000000 0.004310882994 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 0.02500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEF9 268000.00000000 PA USD 264675.86000000 0.050022278544 Long DBT CORP US N 2 2027-01-20 Fixed 0.03625000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MEY6 155000.00000000 PA USD 154423.28000000 0.029185148679 Long DBT CORP US N 2 2026-01-30 Fixed 0.03700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XHX28 88381.28600000 PA USD 83957.49000000 0.015867502803 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WDQ8 494824.53000000 PA USD 397727.44000000 0.075168293732 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CNG5 18876.39100000 PA USD 18231.32000000 0.003445618981 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.03000000 N N N N N N VONTIER CORP 549300VVSQLG4P5K4639 928881AB7 50000.00000000 PA USD 48756.92000000 0.009214789113 Long DBT CORP US N 2 2026-04-01 Fixed 0.01800000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAY4 30000.00000000 PA USD 28055.77000000 0.005302385875 Long DBT CORP US N 2 2040-11-15 Fixed 0.05875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SQ2 775000.00000000 PA USD 465787.11000000 0.088031196191 Long DBT UST US N 2 2040-08-15 Fixed 0.01125000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CQ1 50000.00000000 PA USD 40550.41000000 0.007663803960 Long DBT CORP US N 2 2050-03-25 Fixed 0.04200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WR26 540864.63700000 PA USD 453493.69000000 0.085707807577 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 0.02500000 N N N N N N DH EUROPE FINANCE II SARL 222100KDGL314CKTZ511 23291KAH8 20000.00000000 PA USD 18526.95000000 0.003501491422 Long DBT CORP LU N 2 2029-11-15 Fixed 0.02600000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VBJ8 13221.24100000 PA USD 12690.97000000 0.002398523372 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.04500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GC44 100000.00000000 PA USD 100709.15000000 0.019033474202 Long DBT CORP US N 2 2036-01-28 Variable 0.05536000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 744320BA9 20000.00000000 PA USD 14909.73000000 0.002817856781 Long DBT CORP US N 2 2049-12-07 Fixed 0.03935000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBF0 52000.00000000 PA USD 52026.05000000 0.009832636662 Long DBT CORP US N 2 2028-10-01 Fixed 0.04625000 N N N N N N BLACKROCK FUNDING INC N/A 09290DAK7 105000.00000000 PA USD 99738.51000000 0.018850028592 Long DBT CORP US N 2 2055-01-08 Fixed 0.05350000 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAN5 370000.00000000 PA USD 350737.05000000 0.066287369052 Long DBT CORP US N 2 2027-06-20 Fixed 0.01375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMU6 196061.08200000 PA USD 203785.40000000 0.038514317256 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.06500000 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160AY5 20000.00000000 PA USD 16868.29000000 0.003188013825 Long DBT CORP US N 2 2048-03-01 Fixed 0.04700000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEK8 360000.00000000 PA USD 359311.84000000 0.067907957094 Long DBT CORP US N 2 2035-07-22 Variable 0.05294000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KJ9 490000.00000000 PA USD 489534.11000000 0.092519248289 Long DBT CORP US N 2 2026-03-09 Fixed 0.04600000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AH6 260000.00000000 PA USD 257454.28000000 0.048657439732 Long DBT CORP NL N 2 2027-03-29 Fixed 0.03950000 N N N N N N SAN DIEGO GAS and ELECTRIC CO KNIRVXKVNJJ4P8OTMS63 797440BV5 85000.00000000 PA USD 61105.47000000 0.011548596993 Long DBT CORP US N 2 2047-06-01 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KSU96 90746.52800000 PA USD 67064.25000000 0.012674773565 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.01500000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748CB6 100000.00000000 PA USD 100418.06000000 0.018978459796 Long DBT CORP US N 2 2031-11-15 Fixed 0.04850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B92J2 49697.64700000 PA USD 44112.44000000 0.008337007995 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WFKX3 587588.79900000 PA USD 515989.05000000 0.097519086119 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.03000000 N N N N N N CITIBANK CR CARD ISSUANCE TR R8AG6FXVDQAMDKCSJJ64 17305EDT9 100000.00000000 PA USD 108839.29000000 0.020570025845 Long ABS-CBDO CORP US N 2 2039-06-15 Fixed 0.06150000 N N N N N N AUTONATION INC DEL N/A 05329WAQ5 50000.00000000 PA USD 49082.99000000 0.009276414545 Long DBT CORP US N 2 2030-06-01 Fixed 0.04750000 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AS5 160000.00000000 PA USD 160702.86000000 0.030371954683 Long DBT CORP US N 2 2027-03-15 Fixed 0.05000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAZ3 50000.00000000 PA USD 49757.48000000 0.009403889437 Long DBT CORP US N 2 2032-10-15 Fixed 0.05600000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MBD9 50000.00000000 PA USD 49806.27000000 0.009413110478 Long DBT CORP CA N 2 2034-06-21 Fixed 0.05400000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAV3 140000.00000000 PA USD 127595.96000000 0.024114933081 Long DBT CORP US N 2 2030-02-15 Fixed 0.03375000 N N N N N N ALBEMARL CORP HDBLS2Q6GV1LSKQPBS54 012653AD3 50000.00000000 PA USD 49418.37000000 0.009339799516 Long DBT CORP US N 2 2027-06-01 Fixed 0.04650000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159HB5 85000.00000000 PA USD 84842.41000000 0.016034747805 Long DBT CORP CA N 2 2025-12-16 Fixed 0.04500000 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 14162VAB2 30000.00000000 PA USD 29954.99000000 0.005661327986 Long DBT CORP US N 2 2026-08-15 Fixed 0.05125000 N N N N N N JM SMUCKER CO/THE 5493000WDH6A0LHDJD55 832696AY4 50000.00000000 PA USD 52266.22000000 0.009878027468 Long DBT CORP US N 2 2043-11-15 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H052660 -850000.00000000 PA USD -844170.36000000 -0.15954354464 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.05500000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJA9 380000.00000000 PA USD 323779.81000000 0.061192599290 Long DBT CORP US N 2 2030-07-22 Fixed 0.01375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TM0 1920000.00000000 PA USD 1719225.00000000 0.324924047968 Long DBT UST US N 2 2042-11-15 Fixed 0.04000000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4NYF266XZC35SCTGX023 63743HFF4 220000.00000000 PA USD 220768.12000000 0.041723957720 Long DBT CORP US N 2 2025-10-30 Fixed 0.05450000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBW0 1041000.00000000 PA USD 1009314.56000000 0.190754888108 Long DBT UST US N 2 2026-04-30 Fixed 0.00750000 N N N N N N AVALONBAY COMMUNITIES INC K9G90K85RBWD2LAGQX17 053484AB7 105000.00000000 PA USD 89137.53000000 0.016846501809 Long DBT CORP US N 2 2032-01-15 Fixed 0.02050000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAA7 200000.00000000 PA USD 200304.54000000 0.037856453904 Long DBT CORP ES N 2 2025-11-19 Fixed 0.05179000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UC0 2860000.00000000 PA USD 2557465.63000000 0.483346906332 Long DBT UST US N 2 2054-08-15 Fixed 0.04250000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BZ5 50000.00000000 PA USD 51109.66000000 0.009659444003 Long DBT CORP US N 2 2033-02-09 Fixed 0.05875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DCX8 128436.40000000 PA USD 111260.79000000 0.021027675997 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 0.03000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BZ2 210000.00000000 PA USD 203626.08000000 0.038484206654 Long DBT CORP US N 2 2029-08-05 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KM4U6 241559.96400000 PA USD 188793.19000000 0.035680872209 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B74X3 553933.08700000 PA USD 491680.04000000 0.092924817229 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9UF2 49337.31300000 PA USD 47581.72000000 0.008992682791 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.03000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDU0 100000.00000000 PA USD 100290.42000000 0.018954336540 Long DBT CORP US N 2 2034-03-15 Fixed 0.05050000 N N N N N N ARCH CAPITAL FINANCE LLC 549300XG4URFY0200M65 03939CAB9 10000.00000000 PA USD 8755.65000000 0.001654769585 Long DBT CORP US N 2 2046-12-15 Fixed 0.05031000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CJ5 80000.00000000 PA USD 53820.49000000 0.010171775930 Long DBT CORP US N 2 2121-05-15 Fixed 0.04100000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AL1 30000.00000000 PA USD 29426.20000000 0.005561389591 Long DBT CORP US N 2 2035-03-11 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAU5 64000.00000000 PA USD 59052.50000000 0.011160596979 Long DBT UST US N 2 2027-10-31 Fixed 0.00500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RG5 198000.00000000 PA USD 159506.02000000 0.030145758521 Long DBT UST US N 2 2044-05-15 Fixed 0.03375000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAZ7 70000.00000000 PA USD 69850.71000000 0.013201399145 Long DBT CORP US N 2 2034-05-09 Fixed 0.04875000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CG6 30000.00000000 PA USD 30485.38000000 0.005761568772 Long DBT CORP US N 2 2032-11-01 Fixed 0.05650000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAL7 30000.00000000 PA USD 29557.27000000 0.005586161098 Long DBT CORP US N 2 2026-08-04 Fixed 0.03700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMSK1 310974.65600000 PA USD 255920.29000000 0.048367524078 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YKR4 92271.12000000 PA USD 89872.22000000 0.016985354169 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292K4D6 4125.62200000 PA USD 3943.75000000 0.000745347010 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCV1 10000.00000000 PA USD 9166.02000000 0.001732327253 Long DBT UST US N 2 2028-08-31 Fixed 0.01125000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAS0 23000.00000000 PA USD 22898.97000000 0.004327779102 Long DBT CORP US N 2 2025-07-15 Fixed 0.01350000 N N N N N N KIMBERLY-CLARK CORP MP3J6QPYPGN75NVW2S34 494368CB7 7000.00000000 PA USD 6618.85000000 0.001250926164 Long DBT CORP US N 2 2030-03-26 Fixed 0.03100000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CH1 20000.00000000 PA USD 23356.51000000 0.004414251639 Long DBT CORP US N 2 2038-03-01 Fixed 0.08250000 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 500769BR4 125000.00000000 PA USD 76512.42000000 0.014460425614 Long DBT CORP DE N 2 2036-04-18 Fixed 0.00000000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AK3 30000.00000000 PA USD 29992.68000000 0.005668451188 Long DBT CORP US N 2 2030-03-11 Fixed 0.05100000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 549300S8SEQBOJLKHW63 15189XBB3 30000.00000000 PA USD 29726.03000000 0.005618055808 Long DBT CORP US N 2 2033-04-01 Fixed 0.04950000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAH6 150000.00000000 PA USD 150673.26000000 0.028476415570 Long DBT CORP US N 2 2033-03-03 Fixed 0.04875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133A1S45 47037.82100000 PA USD 44962.70000000 0.008497702448 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N1U92 121993.93200000 PA USD 108321.93000000 0.020472247657 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.03500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEG2 50000.00000000 PA USD 45459.62000000 0.008591617589 Long DBT CORP US N 2 2064-05-15 Fixed 0.05500000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448FG8 20000.00000000 PA USD 12165.15000000 0.002299146290 Long DBT CORP US N 2 2051-10-21 Fixed 0.02750000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAR3 10000.00000000 PA USD 9292.30000000 0.001756193477 Long DBT CORP US N 2 2052-08-15 Fixed 0.05950000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAU5 47000.00000000 PA USD 29628.25000000 0.005599575927 Long DBT CORP US N 2 2051-01-15 Fixed 0.03250000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XEG7 70000.00000000 PA USD 71503.79000000 0.013513822153 Long DBT CORP US N 2 2030-04-06 Fixed 0.05850000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142ER0 130000.00000000 PA USD 125138.63000000 0.023650511257 Long DBT CORP US N 2 2026-09-17 Fixed 0.01050000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CA0 60000.00000000 PA USD 53023.90000000 0.010021224811 Long DBT CORP US N 2 2047-02-06 Fixed 0.04250000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCQ6 90000.00000000 PA USD 82531.24000000 0.015597949415 Long DBT CORP US N 2 2053-02-06 Fixed 0.05550000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCC5 205570.79000000 PA USD 168277.56000000 0.031803531229 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02500000 N N N N N N MOSAIC CO 2YD5STGSJNMUB7H76907 61945CAE3 20000.00000000 PA USD 18813.02000000 0.003555557075 Long DBT CORP US N 2 2043-11-15 Fixed 0.05625000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BU7 240000.00000000 PA USD 210732.42000000 0.039827265741 Long DBT CORP US N 2 2031-04-01 Fixed 0.02800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DQ70 117427.17700000 PA USD 92143.14000000 0.017414545531 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XB7J3 142812.44700000 PA USD 128133.93000000 0.024216606446 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K5L54 220417.77000000 PA USD 190872.75000000 0.036073897585 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YDJ0 90110.44400000 PA USD 87908.51000000 0.016614223804 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 0.05000000 N N N N N N EQUINIX EUROPE 2 FINANCING CORP LLC 254900FSZR46BPMCKI50 29390XAA2 110000.00000000 PA USD 111593.66000000 0.021090586592 Long DBT CORP US N 2 2034-06-15 Fixed 0.05500000 N N N N N N STANLEY BLACK and DECKER INC 549300DJ09SMTO561131 854502AN1 60000.00000000 PA USD 33056.95000000 0.006247581327 Long DBT CORP US N 2 2050-11-15 Fixed 0.02750000 N N N N N N CHASE ISSUANCE TR 5493008SHVCX2Y068L12 161571HU1 100000.00000000 PA USD 102420.53000000 0.019356915588 Long ABS-CBDO CORP US N 2 2030-09-15 Fixed 0.05080000 N N N N N N UBS AG STAMFORD BRH 254900R882POXXVAK772 22550L2G5 310000.00000000 PA USD 298605.10000000 0.056434717873 Long DBT CORP US N 2 2026-08-07 Fixed 0.01250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MSLG8 429331.56800000 PA USD 406466.83000000 0.076819990267 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.04500000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558CA9 20000.00000000 PA USD 19177.62000000 0.003624464465 Long DBT CORP US N 2 2053-10-15 Fixed 0.05550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CPE8 60447.01600000 PA USD 54636.02000000 0.010325906605 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 0.03500000 N N N N N N PG and E WILDFIRE RECOVERY N/A 693342AJ6 110000.00000000 PA USD 101599.65000000 0.019201773793 Long DBT CORP US N 2 2049-12-01 Fixed 0.05212000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958254AD6 50000.00000000 PA USD 42291.91000000 0.007992937860 Long DBT CORP US N 2 2044-04-01 Fixed 0.05450000 N N N N N N CITIZENS FINANCIAL GRP INC 2138004JDDA4ZQUPFW65 174610BH7 50000.00000000 PA USD 51043.04000000 0.009646853191 Long DBT CORP US N 2 2032-07-23 Variable 0.05718000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDKT2 30851.91100000 PA USD 27526.87000000 0.005202426691 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 0.03000000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822BU7 210000.00000000 PA USD 184270.83000000 0.034826171098 Long DBT CORP JP N 2 2030-07-17 Fixed 0.02048000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCM0 270000.00000000 PA USD 260498.57000000 0.049232793761 Long DBT CORP JP N 2 2027-01-14 Fixed 0.02174000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912810UJ5 2980000.00000000 PA USD 2908759.38000000 0.549739488615 Long DBT UST US N 2 2045-02-15 Fixed 0.04750000 N N N N N N BANK OF MONTREAL QUE NQQ6HPCNCCU6TUTQYE16 06368LWU6 130000.00000000 PA USD 134749.27000000 0.025466869240 Long DBT CORP CA N 2 2028-09-25 Fixed 0.05717000 N N N N N N PROGRESSIVE CORP OHIO 529900TACNVLY9DCR586 743315AW3 100000.00000000 PA USD 94827.46000000 0.017921867214 Long DBT CORP US N 2 2030-03-26 Fixed 0.03200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V7F1 184927.33100000 PA USD 161596.86000000 0.030540915755 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TNQ4 99334.03100000 PA USD 87453.91000000 0.016528306910 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 0.03000000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216DP2 205000.00000000 PA USD 179782.12000000 0.033977829651 Long DBT CORP US N 2 2032-01-05 Fixed 0.02250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AD6P8 48111.02300000 PA USD 46033.66000000 0.008700107984 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.04500000 N N N N N N ENBRIDGE ENERGY PARTNERS LP CZ6VG2MNE1J6YDI02G48 29250RAP1 70000.00000000 PA USD 78647.46000000 0.014863936404 Long DBT CORP US N 2 2038-04-15 Fixed 0.07500000 N N N N N N PLAINS ALL AM PIPELN/PAA FIN C N/A 72650RBP6 30000.00000000 PA USD 29772.41000000 0.005626821372 Long DBT CORP US N 2 2034-09-15 Fixed 0.05700000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAK8 20000.00000000 PA USD 18280.51000000 0.003454915620 Long DBT CORP US N 2 2030-12-01 Fixed 0.03125000 N N N N N N PUBLIC SERVICE ELEC and GAS CO 549300RUHPVD434XUK18 74456QBA3 100000.00000000 PA USD 76972.89000000 0.014547451905 Long DBT CORP US N 2 2042-09-01 Fixed 0.03650000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 60000.00000000 PA USD 52709.37000000 0.009961780375 Long DBT CORP US N 2 2049-02-15 Fixed 0.05500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 254709AP3 102000.00000000 PA USD 101858.43000000 0.019250681787 Long DBT CORP US N 2 2026-01-30 Fixed 0.04500000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EL0 51000.00000000 PA USD 29847.34000000 0.005640982729 Long DBT CORP US N 2 2061-08-05 Fixed 0.02850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWNJ8 200980.38900000 PA USD 199092.16000000 0.037627320767 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.05500000 N N N N N N MOODYS CORP 549300GCEDD8YCF5WU84 615369AQ8 40000.00000000 PA USD 34879.38000000 0.006592010551 Long DBT CORP US N 2 2048-12-17 Fixed 0.04875000 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131BB7 50000.00000000 PA USD 49104.55000000 0.009280489266 Long DBT CORP US N 2 2034-01-15 Fixed 0.04900000 N N N N N N FEDERAL REALTY OP LP 549300LI6XZ51GOCJ427 313747BA4 50000.00000000 PA USD 47232.28000000 0.008926640557 Long DBT CORP US N 2 2030-06-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BM7J8 90618.61900000 PA USD 83558.73000000 0.015792139362 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.04000000 N N N N N N LEGG MASON INC OWUNCC6U1ZJXMZKFBJ36 524901AR6 10000.00000000 PA USD 9625.11000000 0.001819092732 Long DBT CORP US N 2 2044-01-15 Fixed 0.05625000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DY3 270000.00000000 PA USD 232251.49000000 0.043894251350 Long DBT CORP US N 2 2030-08-20 Fixed 0.01250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYVX4 98634.67300000 PA USD 80696.22000000 0.015251140751 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.01500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKL2 180000.00000000 PA USD 161209.77000000 0.030467757879 Long DBT CORP US N 2 2037-03-08 Variable 0.03846000 N N N N N N KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 49456BAX9 30000.00000000 PA USD 29607.49000000 0.005595652402 Long DBT CORP US N 2 2033-06-01 Fixed 0.05200000 N N N N N N SHERWIN WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AW6 300000.00000000 PA USD 294439.15000000 0.055647376287 Long DBT CORP US N 2 2027-06-01 Fixed 0.03450000 N N N N N N MORGAN STANLEY CAP I TR 2020-L4 N/A 61770KAX3 30000.00000000 PA USD 27237.49000000 0.005147735466 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 0.02698000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDF0 310000.00000000 PA USD 308737.89000000 0.058349759327 Long DBT CORP US N 2 2030-06-14 Variable 0.04565000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDJ1 50000.00000000 PA USD 49627.65000000 0.009379352283 Long DBT CORP US N 2 2036-01-30 Variable 0.06183000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AM7 16000.00000000 PA USD 13722.46000000 0.002593469296 Long DBT CORP US N 2 2048-04-20 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEU1 100000.00000000 PA USD 99937.50000000 0.018887636605 Long DBT UST US N 2 2025-06-15 Fixed 0.02875000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJT8 40000.00000000 PA USD 40281.72000000 0.007613023031 Long DBT CORP US N 2 2031-02-12 Variable 0.05046000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAF7 72000.00000000 PA USD 71067.19000000 0.013431307160 Long DBT CORP US N 2 2048-11-15 Fixed 0.05419000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WDL2 360000.00000000 PA USD 358753.53000000 0.067802439582 Long DBT CORP US N 2 2025-07-08 Fixed 0.01200000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAK1 270000.00000000 PA USD 272968.07000000 0.051589460524 Long DBT CORP US N 2 2026-03-01 Fixed 0.07625000 N N N N N N SOUTHWEST GAS CORP OQQR1IQTGBKH0UR88X59 845011AA3 60000.00000000 PA USD 58570.95000000 0.011069586684 Long DBT CORP US N 2 2028-04-01 Fixed 0.03700000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BM1 40000.00000000 PA USD 36089.02000000 0.006820625843 Long DBT CORP US N 2 2031-02-01 Fixed 0.03375000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACW3 65000.00000000 PA USD 61492.45000000 0.011621734079 Long DBT CORP US N 2 2053-01-15 Fixed 0.05650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWMH3 149652.55300000 PA USD 141249.97000000 0.026695465705 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418E5Q9 178146.85100000 PA USD 180014.31000000 0.034021712281 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 0.06000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFD9 60000.00000000 PA USD 53892.54000000 0.010185392983 Long DBT CORP US N 2 2064-04-15 Fixed 0.05500000 N N N N N N CSAIL 2019-C17 COML MTG TR N/A 12597BAT6 75000.00000000 PA USD 69459.69000000 0.013127498521 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 0.02762800 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 776696AJ5 20000.00000000 PA USD 19405.51000000 0.003667534419 Long DBT CORP US N 2 2034-10-15 Fixed 0.04900000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 716973AH5 115000.00000000 PA USD 103412.94000000 0.019544475607 Long DBT CORP SG N 2 2063-05-19 Fixed 0.05340000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDE9 130000.00000000 PA USD 125555.26000000 0.023729252030 Long DBT CORP US N 2 2027-10-15 Fixed 0.02950000 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556CX8 40000.00000000 PA USD 40360.47000000 0.007627906347 Long DBT CORP US N 2 2033-08-10 Fixed 0.05086000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L8JK7 83824.27400000 PA USD 61948.51000000 0.011707926905 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.01500000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BD8 50000.00000000 PA USD 40578.43000000 0.007669099586 Long DBT CORP US N 2 2046-04-01 Fixed 0.04500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFJ9 20000.00000000 PA USD 21703.30000000 0.004101804063 Long DBT CORP US N 2 2034-11-01 Variable 0.06627000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 760942BD3 63000.00000000 PA USD 54180.00000000 0.010239721338 Long DBT NUSS UY N 2 2055-04-20 Fixed 0.04975000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKZ3 1690000.00000000 PA USD 1705905.94000000 0.322406819048 Long DBT UST US N 2 2027-07-15 Fixed 0.04375000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBF9 195000.00000000 PA USD 125527.78000000 0.023724058462 Long DBT CORP US N 2 2062-03-15 Fixed 0.05391000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BA0 30000.00000000 PA USD 25593.42000000 0.004837015299 Long DBT CORP US N 2 2045-02-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FAY3 22022.34600000 PA USD 22612.97000000 0.004273726678 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.06500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCS8 259000.00000000 PA USD 218733.59000000 0.041339442766 Long DBT UST US N 2 2031-08-15 Fixed 0.01250000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111EY5 50000.00000000 PA USD 49536.06000000 0.009362042278 Long DBT CORP US N 2 2039-12-01 Fixed 0.05500000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863CF3 230000.00000000 PA USD 222410.00000000 0.042034263990 Long DBT NUSS CL N 2 2028-02-06 Fixed 0.03240000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523CQ1 20000.00000000 PA USD 12983.67000000 0.002453842059 Long DBT CORP US N 2 2051-03-15 Fixed 0.03400000 N N N N N N SCHWAB CHARLES CORP 549300VSGCJ7E698NM85 808513CE3 10000.00000000 PA USD 10414.79000000 0.001968337899 Long DBT CORP US N 2 2034-05-19 Variable 0.05853000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687EB8 40000.00000000 PA USD 44411.65000000 0.008393557035 Long DBT CORP US N 2 2035-12-15 Fixed 0.06400000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 29336TAE0 15000.00000000 PA USD 14899.23000000 0.002815872339 Long DBT CORP US N 2 2034-09-01 Fixed 0.05650000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V4U1 771000.37100000 PA USD 619710.59000000 0.117121885426 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TT96 32114.91100000 PA USD 28274.04000000 0.005343637702 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B0LC5 96581.06900000 PA USD 89177.39000000 0.016854035129 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TJ7 2260000.00000000 PA USD 1593564.85000000 0.301174972305 Long DBT UST US N 2 2052-08-15 Fixed 0.03000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST 2022-B N/A 44918MAD2 20162.69000000 PA USD 20127.32000000 0.003803952530 Long ABS-CBDO CORP US N 2 2026-11-16 Fixed 0.03720000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179R7J2 78294.88800000 PA USD 70904.83000000 0.013400622015 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 0.03500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFS9 20000.00000000 PA USD 20198.62000000 0.003817427837 Long DBT CORP US N 2 2030-07-19 Variable 0.05042000 N N N N N N CORNING INC 549300X2937PB0CJ7I56 219350BK0 20000.00000000 PA USD 18166.27000000 0.003433324890 Long DBT CORP US N 2 2048-11-15 Fixed 0.05350000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHM4 60000.00000000 PA USD 59325.55000000 0.011212201924 Long DBT CORP US N 2 2029-07-23 Variable 0.04271000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAP9 225000.00000000 PA USD 159253.13000000 0.030097963705 Long DBT CORP US N 2 2040-09-15 Fixed 0.02650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C4G6 23230.66900000 PA USD 22227.60000000 0.004200893872 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 3138MJHE2 49940.49800000 PA USD 46240.99000000 0.008739292211 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03500000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAE9 50000.00000000 PA USD 49606.73000000 0.009375398518 Long DBT CORP US N 2 2028-04-15 Fixed 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HFQH5 31683.78600000 PA USD 27436.86000000 0.005185415297 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.03000000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BJ5 50000.00000000 PA USD 32432.38000000 0.006129541040 Long DBT CORP US N 2 2050-02-15 Fixed 0.03300000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5EV7 272888.03200000 PA USD 271166.87000000 0.051249043653 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 0.05500000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBS4 78000.00000000 PA USD 63758.96000000 0.012050091976 Long DBT CORP US N 2 2048-10-17 Fixed 0.04950000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBJ4 200000.00000000 PA USD 197627.06000000 0.037350424943 Long DBT CORP US N 2 2031-03-24 Variable 0.04493000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H7QH9 600000.00000000 PA USD 530048.40000000 0.100176225768 Long ABS-MBS USGSE US N 2 2032-05-25 Fixed 0.02580000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167EE9 726000.00000000 PA USD 702391.10000000 0.132748046049 Long DBT CORP PH N 2 2027-11-02 Fixed 0.02500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GXA7 180000.00000000 PA USD 158059.98000000 0.029872464932 Long DBT CORP US N 2 2039-04-23 Variable 0.04411000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CW8 10000.00000000 PA USD 7087.72000000 0.001339540009 Long DBT CORP US N 2 2040-06-01 Fixed 0.02500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGR4 45000.00000000 PA USD 44036.76000000 0.008322704892 Long DBT CORP US N 2 2028-07-21 Variable 0.03593000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4PD2 25264.49400000 PA USD 24205.19000000 0.004574647481 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04500000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAH7 10000.00000000 PA USD 7338.74000000 0.001386981406 Long DBT CORP US N 2 2050-04-01 Fixed 0.03500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3N1 440000.00000000 PA USD 431509.58000000 0.081552931972 Long DBT CORP US N 2 2035-12-03 Variable 0.05211000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CX9 20000.00000000 PA USD 19889.65000000 0.003759034210 Long DBT CORP US N 2 2036-02-28 Variable 0.05146000 N N N N N N KIMBERLY-CLARK CORP MP3J6QPYPGN75NVW2S34 494368CC5 53000.00000000 PA USD 49472.81000000 0.009350088376 Long DBT CORP US N 2 2027-09-15 Fixed 0.01050000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFJ8 90000.00000000 PA USD 83992.15000000 0.015874053352 Long DBT CORP US N 2 2029-09-01 Fixed 0.02625000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEN9 50000.00000000 PA USD 47735.33000000 0.009021714234 Long DBT CORP US N 2 2033-06-01 Variable 0.04789000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X8S24 152242.91600000 PA USD 141464.38000000 0.026735988013 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.04000000 N N N N N N UNILEVER CAPITAL CORP MYF1DAS6G5WY7PRWCU78 904764AH0 80000.00000000 PA USD 86451.30000000 0.016338819147 Long DBT CORP US N 2 2032-11-15 Fixed 0.05900000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180AB93 395554.41400000 PA USD 384003.63000000 0.072574569293 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGV7 1720000.00000000 PA USD 1713375.32000000 0.323818490694 Long DBT UST US N 2 2026-04-15 Fixed 0.03750000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EV8 50000.00000000 PA USD 49673.42000000 0.009388002560 Long DBT CORP US N 2 2033-05-10 Fixed 0.04300000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FYUJ3 50000.00000000 PA USD 44037.09000000 0.008322767260 Long ABS-MBS USGSE US N 2 2031-03-25 Fixed 0.02020000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CW7 60000.00000000 PA USD 56678.11000000 0.010711850358 Long DBT CORP US N 2 2064-04-01 Fixed 0.06100000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 731011AY8 50000.00000000 PA USD 49462.50000000 0.009348139843 Long DBT NUSS PL N 2 2034-09-18 Fixed 0.05125000 N N N N N N LAUDER ESTEE COS INC 549300VFZ8XJ9NUPU221 29736RAU4 10000.00000000 PA USD 8948.92000000 0.001691296550 Long DBT CORP US N 2 2053-05-15 Fixed 0.05150000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EAS9 91906.33700000 PA USD 83052.24000000 0.015696415544 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 0.02000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280ED7 210000.00000000 PA USD 214755.26000000 0.040587560326 Long DBT CORP GB N 2 2030-03-04 Variable 0.05546000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329PFH1 32890.67300000 PA USD 31480.78000000 0.005949693885 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04500000 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1 N/A 14043KAH8 22095.03000000 PA USD 22134.75000000 0.004183345734 Long ABS-CBDO CORP US N 2 2028-02-15 Fixed 0.04870000 N N N N N N BENCHMARK 2019-B9 MTG TR N/A 08160JAE7 60000.00000000 PA USD 57902.57000000 0.010943266548 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 0.04015600 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLX7 3910000.00000000 PA USD 3931688.30000000 0.743067415716 Long DBT UST US N 2 2027-11-15 Fixed 0.04125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMF5 1240000.00000000 PA USD 1251334.37000000 0.236495298092 Long DBT UST US N 2 2028-01-15 Fixed 0.04250000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBT4 50000.00000000 PA USD 47634.54000000 0.009002665480 Long DBT CORP US N 2 2054-11-15 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XX50 255284.72700000 PA USD 248907.00000000 0.047042050928 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 0.05000000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HBW4 210000.00000000 PA USD 205874.50000000 0.038909145640 Long DBT CORP US N 2 2028-01-31 Fixed 0.03800000 N N N N N N BLACKROCK INC 529900VBK42Y5HHRMD23 09247XAT8 10000.00000000 PA USD 10014.24000000 0.001892636157 Long DBT CORP US N 2 2033-05-25 Fixed 0.04750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WFJ2 29775.40700000 PA USD 26704.45000000 0.005046993844 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128282A7 574000.00000000 PA USD 556735.16000000 0.105219876300 Long DBT UST US N 2 2026-08-15 Fixed 0.01500000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200JG7 166000.00000000 PA USD 164734.89000000 0.031133986127 Long DBT CORP US N 2 2026-02-19 Fixed 0.03450000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RDH2 60000.00000000 PA USD 54468.75000000 0.010294293497 Long DBT CORP US N 2 2042-03-15 Fixed 0.05150000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBC7 54000.00000000 PA USD 56735.53000000 0.010722702421 Long DBT CORP US N 2 2034-03-15 Fixed 0.05900000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UL0 80000.00000000 PA USD 80812.50000000 0.015273117030 Long DBT UST US N 2 2045-05-15 Fixed 0.05000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 120000.00000000 PA USD 94194.45000000 0.017802231813 Long DBT CORP US N 2 2049-07-01 Fixed 0.04400000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A5F42 13462.66300000 PA USD 11340.10000000 0.002143216388 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.02500000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TGU3 110000.00000000 PA USD 98942.38000000 0.018699564411 Long DBT CORP US N 2 2030-02-13 Fixed 0.02150000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHY0 90000.00000000 PA USD 90622.27000000 0.017127109485 Long DBT UST US N 2 2026-09-15 Fixed 0.04625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWHY2 170540.80600000 PA USD 161085.32000000 0.030444237515 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.04500000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 917288BK7 278116.00000000 PA USD 274778.61000000 0.051931642604 Long DBT NUSS UY N 2 2031-01-23 Fixed 0.04375000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AQ2 50000.00000000 PA USD 49924.28000000 0.009435413718 Long DBT CORP US N 2 2025-08-15 Fixed 0.03800000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VSH4 54032.66400000 PA USD 47215.89000000 0.008923542937 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EKU3 328751.97000000 PA USD 319980.80000000 0.060474607342 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N ORANGE 969500MCOONR8990S771 685218AB5 60000.00000000 PA USD 57589.45000000 0.010884088594 Long DBT CORP FR N 2 2044-02-06 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DC83 35077.97000000 PA USD 33552.39000000 0.006341216756 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.04500000 N N N N N N GLAXOSMITHKLINE CAPITAL INC 5493007Q8VD7Q3ZYZS59 377372AE7 82000.00000000 PA USD 89346.28000000 0.016885954408 Long DBT CORP US N 2 2038-05-15 Fixed 0.06375000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HA2B1 150000.00000000 PA USD 148027.34000000 0.027976351276 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 0.04430000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 549300S8SEQBOJLKHW63 15189XAN8 50000.00000000 PA USD 42491.58000000 0.008030674390 Long DBT CORP US N 2 2044-04-01 Fixed 0.04500000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448CC0 105000.00000000 PA USD 81920.64000000 0.015482549381 Long DBT CORP US N 2 2042-08-13 Fixed 0.03600000 N N N N N N KOREA REPUBLIC OF 549300O0QCVSQGPGDT58 50064FAM6 200000.00000000 PA USD 195207.17000000 0.036893079072 Long DBT NUSS KR N 2 2027-01-19 Fixed 0.02750000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AV8 50000.00000000 PA USD 47548.79000000 0.008986459202 Long DBT CORP US N 2 2044-06-09 Fixed 0.05450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329PYV9 15455.16800000 PA USD 14787.84000000 0.002794820243 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04500000 N N N N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 609207AT2 30000.00000000 PA USD 27562.00000000 0.005209066067 Long DBT CORP US N 2 2030-04-13 Fixed 0.02750000 N N N N N N AMERICAN WATER CAP CORP 5IDHQUFVC8Q2KIBBFF06 03040WAY1 50000.00000000 PA USD 43448.59000000 0.008211544004 Long DBT CORP US N 2 2031-06-01 Fixed 0.02300000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BQ4 50000.00000000 PA USD 30316.26000000 0.005729606025 Long DBT CORP US N 2 2051-12-15 Fixed 0.02900000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEV4 100000.00000000 PA USD 101552.04000000 0.019192775765 Long DBT CORP US N 2 2031-01-24 Variable 0.05140000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DZ8 200000.00000000 PA USD 193400.00000000 0.036551533904 Long DBT NUSS CL N 2 2036-01-05 Fixed 0.04950000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAV7 200000.00000000 PA USD 213404.72000000 0.040332315710 Long DBT CORP ES N 2 2033-08-08 Fixed 0.06921000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DK4 30000.00000000 PA USD 24648.83000000 0.004658492996 Long DBT CORP US N 2 2048-01-15 Fixed 0.04650000 N N N N N N AB SVENSK EXPORTKREDIT 1FOLRR5RWTWWI397R131 87031CAN3 200000.00000000 PA USD 205990.36000000 0.038931042541 Long DBT CORP SE N 2 2030-10-04 Fixed 0.04875000 N N N N N N PPL ELEC UTILS CORP 549300GCZLSGYEYPIR35 69351UBA0 50000.00000000 PA USD 50009.39000000 0.009451499038 Long DBT CORP US N 2 2033-05-15 Fixed 0.05000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAT5 200000.00000000 PA USD 204395.82000000 0.038629683271 Long DBT CORP US N 2 2028-03-01 Fixed 0.05450000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457CY2 50000.00000000 PA USD 48910.07000000 0.009243733618 Long DBT CORP US N 2 2055-02-12 Fixed 0.05500000 N N N N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49446RBA6 10000.00000000 PA USD 9663.44000000 0.001826336891 Long DBT CORP US N 2 2033-02-01 Fixed 0.04600000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RLJ9 334000.00000000 PA USD 220801.41000000 0.041730249347 Long DBT CORP US N 2 2055-09-15 Fixed 0.03550000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDU3 20000.00000000 PA USD 14032.12000000 0.002651993329 Long DBT CORP US N 2 2049-08-15 Fixed 0.03700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BFGU8 37357.19200000 PA USD 34318.36000000 0.006485980863 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.04000000 N N N N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 835495AR3 130000.00000000 PA USD 128388.43000000 0.024264705543 Long DBT CORP US N 2 2029-09-01 Fixed 0.04600000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286BG1 100000.00000000 PA USD 108900.00000000 0.020581499701 Long DBT NUSS PH N 2 2034-10-23 Fixed 0.06375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VMF4 25277.73700000 PA USD 23432.70000000 0.004428651129 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 0.04000000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDE2 60000.00000000 PA USD 61598.27000000 0.011641733476 Long DBT CORP US N 2 2030-02-01 Variable 0.05700000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200KW0 210000.00000000 PA USD 209968.38000000 0.039682866393 Long DBT CORP US N 2 2026-02-06 Fixed 0.04500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 949746RF0 100000.00000000 PA USD 94055.91000000 0.017776048517 Long DBT CORP US N 2 2044-01-15 Fixed 0.05606000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAJ7 50000.00000000 PA USD 50332.42000000 0.009512549928 Long DBT CORP US N 2 2037-05-01 Fixed 0.06550000 N N N N N N CATERPILLAR FINL SVCS CORP EDBQKYOPJUCJKLOJDE72 14912L6T3 140000.00000000 PA USD 136934.30000000 0.025879827865 Long DBT CORP US N 2 2026-08-09 Fixed 0.02400000 N N N N N N AMPHENOL CORPORATION NEW 549300D3L3G0R4U4VT04 032095AQ4 80000.00000000 PA USD 80945.51000000 0.015298255187 Long DBT CORP US N 2 2034-04-05 Fixed 0.05250000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAH8 330000.00000000 PA USD 330784.74000000 0.062516492446 Long DBT CORP US N 2 2029-01-25 Fixed 0.04709000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBD7 40000.00000000 PA USD 38614.36000000 0.007297901182 Long DBT CORP US N 2 2030-05-06 Variable 0.03702000 N N N N N N BUNGE LTD FIN CORP 549300QHC068L40NNM71 120568BE9 20000.00000000 PA USD 19736.37000000 0.003730065135 Long DBT CORP US N 2 2029-09-17 Fixed 0.04200000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833ED8 370000.00000000 PA USD 320121.99000000 0.060501291474 Long DBT CORP US N 2 2031-02-08 Fixed 0.01650000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBZ0 200000.00000000 PA USD 201314.49000000 0.038047328886 Long DBT CORP US N 2 2030-03-23 Fixed 0.04550000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJA0 1030000.00000000 PA USD 1053698.04000000 0.199143121169 Long DBT UST US N 2 2028-09-30 Fixed 0.04625000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661DU8 50000.00000000 PA USD 49927.55000000 0.009436031730 Long DBT CORP US N 2 2030-04-15 Fixed 0.04500000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KBQ8 20000.00000000 PA USD 20207.61000000 0.003819126897 Long DBT CORP US N 2 2031-03-20 Variable 0.05741000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D57A4 213303.35000000 PA USD 193154.01000000 0.036505043150 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.02000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAL1 50000.00000000 PA USD 37379.58000000 0.007064534569 Long DBT CORP US N 2 2040-02-15 Fixed 0.03112000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3132E03J9 43983.85600000 PA USD 36224.53000000 0.006846236486 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AZ6 50000.00000000 PA USD 36986.84000000 0.006990308874 Long DBT CORP US N 2 2049-09-01 Fixed 0.04450000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286T2 16000.00000000 PA USD 15105.62000000 0.002854878911 Long DBT UST US N 2 2029-05-15 Fixed 0.02375000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCF5 70000.00000000 PA USD 72978.73000000 0.013792577683 Long DBT CORP US N 2 2033-11-15 Fixed 0.05900000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBC3 85000.00000000 PA USD 76093.74000000 0.014381297401 Long DBT CORP US N 2 2031-06-30 Fixed 0.02800000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BE2 187000.00000000 PA USD 197350.11000000 0.037298082920 Long DBT CORP US N 2 2031-01-15 Fixed 0.06350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6W98 15822.18100000 PA USD 15563.92000000 0.002941495085 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MFJ46 270076.24000000 PA USD 232060.39000000 0.043858134503 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMK4 1160000.00000000 PA USD 1175043.75000000 0.222076791455 Long DBT UST US N 2 2032-01-31 Fixed 0.04375000 N N N N N N JM SMUCKER CO/THE 5493000WDH6A0LHDJD55 832696AM0 50000.00000000 PA USD 45513.23000000 0.008601749583 Long DBT CORP US N 2 2035-03-15 Fixed 0.04250000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818EC8 20000.00000000 PA USD 14524.55000000 0.002745059885 Long DBT CORP US N 2 2055-02-01 Fixed 0.03875000 N N N N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 74949LAE2 50000.00000000 PA USD 49658.08000000 0.009385103385 Long DBT CORP US N 2 2032-05-20 Fixed 0.04750000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46513YJH2 370000.00000000 PA USD 354676.82000000 0.067031963864 Long DBT NUSS IL N 2 2028-01-17 Fixed 0.03250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMN2 160589.21700000 PA USD 160836.91000000 0.030397289394 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.05500000 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAT0 150000.00000000 PA USD 148911.13000000 0.028143382714 Long DBT CORP ES N 2 2027-03-08 Fixed 0.04103000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958254AL8 20000.00000000 PA USD 16663.24000000 0.003149260505 Long DBT CORP US N 2 2048-08-15 Fixed 0.05500000 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216BL4 80000.00000000 PA USD 73429.10000000 0.013877695130 Long DBT CORP US N 2 2030-03-01 Fixed 0.02920000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216DS6 50000.00000000 PA USD 47801.84000000 0.009034284257 Long DBT CORP US N 2 2054-05-13 Fixed 0.05300000 N N N N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746AH1 130000.00000000 PA USD 127878.37000000 0.024168307015 Long DBT CORP US N 2 2028-05-15 Fixed 0.04200000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214FN8 80000.00000000 PA USD 83414.65000000 0.015764909036 Long DBT CORP AU N 2 2028-11-17 Fixed 0.05535000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBT1 20000.00000000 PA USD 21702.38000000 0.004101630188 Long DBT CORP CA N 2 2084-01-15 Variable 0.08500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBU8 510000.00000000 PA USD 492129.43000000 0.093009749462 Long DBT CORP GB N 2 2027-11-24 Variable 0.02279000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBZ5 40000.00000000 PA USD 27947.58000000 0.005281938562 Long DBT CORP US N 2 2060-01-31 Fixed 0.03950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133W7CS2 544867.38000000 PA USD 559599.56000000 0.105761232111 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DQ47 143535.72600000 PA USD 130873.97000000 0.024734458902 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.02000000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JBZ6 83000.00000000 PA USD 81909.35000000 0.015480415634 Long DBT CORP US N 2 2025-10-01 Fixed 0.00550000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAL7 70000.00000000 PA USD 50893.99000000 0.009618683562 Long DBT CORP GB N 2 2040-09-02 Fixed 0.03300000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TXV2 37935.82700000 PA USD 35297.27000000 0.006670989457 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 0.04000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CR9 105000.00000000 PA USD 79378.46000000 0.015002091375 Long DBT CORP US N 2 2040-02-21 Fixed 0.03150000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FZ6 10000.00000000 PA USD 6881.48000000 0.001300561786 Long DBT CORP US N 2 2053-02-14 Fixed 0.03500000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523AK6 19000.00000000 PA USD 16101.03000000 0.003043005914 Long DBT CORP US N 2 2048-12-15 Fixed 0.04900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312944PJ4 13431.70800000 PA USD 12838.41000000 0.002426388719 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AN5 100000.00000000 PA USD 97605.01000000 0.018446808853 Long DBT CORP US N 2 2027-06-15 Fixed 0.03000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAV5 20000.00000000 PA USD 19526.83000000 0.003690463230 Long DBT CORP US N 2 2042-02-15 Fixed 0.05700000 N N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 46124HAH9 50000.00000000 PA USD 48390.71000000 0.009145577441 Long DBT CORP US N 2 2053-09-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCNA2 107536.53800000 PA USD 96141.08000000 0.018170134153 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9RA4 611680.99800000 PA USD 519730.54000000 0.098226207104 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.02000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBJ6 70000.00000000 PA USD 68622.60000000 0.012969293125 Long DBT CORP US N 2 2027-06-15 Fixed 0.03410000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RZT9 103183.80400000 PA USD 93605.77000000 0.017690974538 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQHJ9 447484.96900000 PA USD 419666.62000000 0.079314677815 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 0.03000000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 70109HAJ4 20000.00000000 PA USD 21486.06000000 0.004060746900 Long DBT CORP US N 2 2038-05-15 Fixed 0.06250000 N N N N N N AMPHENOL CORPORATION NEW 549300D3L3G0R4U4VT04 032095AS0 18000.00000000 PA USD 17169.42000000 0.003244925735 Long DBT CORP US N 2 2054-11-15 Fixed 0.05375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWHE6 87540.97000000 PA USD 84979.67000000 0.016060689189 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFZ9 5000.00000000 PA USD 4999.61000000 0.000944898730 Long DBT UST US N 2 2027-11-30 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPVX3 85897.53400000 PA USD 81510.82000000 0.015405095660 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 0.04500000 N N N N N N PULTE GROUP INC N/A 745867AM3 30000.00000000 PA USD 34306.61000000 0.006483760178 Long DBT CORP US N 2 2032-06-15 Fixed 0.07875000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BZ2 178000.00000000 PA USD 147626.98000000 0.027900685443 Long DBT CORP US N 2 2045-05-01 Fixed 0.04400000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKG5 1510000.00000000 PA USD 1521325.00000000 0.287522038869 Long DBT UST US N 2 2029-03-31 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140NNZ32 272792.51000000 PA USD 270434.19000000 0.051110571172 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.05500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MD0 135000.00000000 PA USD 112815.95000000 0.021321592664 Long DBT CORP US N 2 2048-07-23 Fixed 0.04650000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAL6 35000.00000000 PA USD 35191.11000000 0.006650925803 Long DBT CORP US N 2 2029-01-26 Variable 0.04873000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEJ8 40000.00000000 PA USD 36461.38000000 0.006890999830 Long DBT CORP US N 2 2029-10-01 Fixed 0.02550000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGP0 720000.00000000 PA USD 722362.50000000 0.136522530559 Long DBT UST US N 2 2028-02-29 Fixed 0.04000000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058JL8 145000.00000000 PA USD 142728.32000000 0.026974865706 Long DBT CORP US N 2 2025-10-28 Fixed 0.00500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DRT1 527452.67900000 PA USD 453950.30000000 0.085794104350 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WG69 55461.43400000 PA USD 51174.96000000 0.009671785343 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 0.04000000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123CF6 50000.00000000 PA USD 34264.46000000 0.006475794061 Long DBT CORP US N 2 2049-09-19 Fixed 0.03250000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DU0 200000.00000000 PA USD 206778.55000000 0.039080006106 Long DBT CORP GB N 2 2029-03-09 Variable 0.06161000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687DZ6 225000.00000000 PA USD 247698.27000000 0.046813607621 Long DBT CORP US N 2 2034-12-15 Fixed 0.06200000 N N N N N N SOUTHERN CALIFORNIA GAS CO XY0N0J73VHV5F4CUJV89 842434DA7 10000.00000000 PA USD 9367.92000000 0.001770485240 Long DBT CORP US N 2 2054-04-01 Fixed 0.05600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D2M3 178888.69800000 PA USD 146603.65000000 0.027707281714 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBU4 150000.00000000 PA USD 103984.46000000 0.019652489737 Long DBT CORP US N 2 2046-07-15 Fixed 0.03400000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 185000.00000000 PA USD 165025.97000000 0.031188998643 Long DBT CORP US N 2 2033-04-15 Fixed 0.03419000 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370DB3 130000.00000000 PA USD 126977.70000000 0.023998085349 Long DBT CORP US N 2 2032-08-19 Fixed 0.06100000 N N N N N N BECTON DICKINSON and CO ICE2EP6D98PQUILVRZ91 075887CJ6 140000.00000000 PA USD 127897.15000000 0.024171856331 Long DBT CORP US N 2 2030-05-20 Fixed 0.02823000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GYJ7 100000.00000000 PA USD 86052.13000000 0.016263378217 Long DBT CORP US N 2 2032-07-21 Variable 0.02383000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAN4 215000.00000000 PA USD 188618.84000000 0.035647921020 Long DBT CORP US N 2 2031-06-15 Fixed 0.02000000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YBR1 50000.00000000 PA USD 49457.64000000 0.009347221330 Long DBT CORP US N 2 2035-03-15 Fixed 0.05150000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BR6 330000.00000000 PA USD 311897.40000000 0.058946889301 Long DBT CORP US N 2 2027-06-03 Fixed 0.01200000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AD0 40000.00000000 PA USD 44161.63000000 0.008346304634 Long DBT CORP GB N 2 2037-09-15 Fixed 0.06450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6BN9 128927.16100000 PA USD 116446.10000000 0.022007671004 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A5J71 56757.09200000 PA USD 54324.14000000 0.010266963004 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.04500000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 5228787.83900000 NS USD 5229833.60000000 0.988409721538 Long STIV RF US N 1 N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PAX4 185000.00000000 PA USD 183758.53000000 0.034729349222 Long DBT CORP US N 2 2029-12-05 Variable 0.04452000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAS1 10000.00000000 PA USD 9762.74000000 0.001845104044 Long DBT CORP US N 2 2036-01-15 Fixed 0.06250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WJR0 1210268.87500000 PA USD 1014762.77000000 0.191784569766 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 0.02500000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DQ1 100000.00000000 PA USD 84903.92000000 0.016046372856 Long DBT CORP US N 2 2031-01-15 Fixed 0.01700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EHBH4 10481.46600000 PA USD 10318.71000000 0.001950179309 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 0.04500000 N N N N N N KIMBERLY-CLARK CORP MP3J6QPYPGN75NVW2S34 494368BW2 20000.00000000 PA USD 15248.98000000 0.002881973161 Long DBT CORP US N 2 2047-05-04 Fixed 0.03900000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAK9 20000.00000000 PA USD 17438.44000000 0.003295769032 Long DBT CORP GB N 2 2030-09-02 Fixed 0.02200000 N N N N N N APTIV SWISS HOLDINGS LTD N/A 03837AAA8 200000.00000000 PA USD 196724.00000000 0.037179751581 Long DBT CORP JE N 2 2029-09-13 Fixed 0.04650000 N N N N N N SOUTHWEST GAS CORP OQQR1IQTGBKH0UR88X59 845011AB1 20000.00000000 PA USD 14859.64000000 0.002808390047 Long DBT CORP US N 2 2049-06-01 Fixed 0.04150000 N N N N N N HARTFORD INSURANCE GROUP INC/THE IU7C3FTM7Y3BQM112U94 416518AD0 20000.00000000 PA USD 12196.36000000 0.002305044808 Long DBT CORP US N 2 2051-09-15 Fixed 0.02900000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 90000.00000000 PA USD 83627.77000000 0.015805187541 Long DBT CORP US N 2 2031-04-15 Fixed 0.03500000 N N N N N N EXPORT DEVELOPMENT CANADA Z6MHCSLXHKYG4B6PHW02 30216BKC5 210000.00000000 PA USD 210886.20000000 0.039856329313 Long DBT NUSS CA N 2 2029-02-13 Fixed 0.04125000 N N N N N N PIEDMONT OPERATING PARTNERSHIP LP 549300WKGDPAS39FBD10 720198AG5 70000.00000000 PA USD 77299.72000000 0.014609220974 Long DBT CORP US N 2 2028-07-20 Fixed 0.09250000 N N N N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 74460WAG2 80000.00000000 PA USD 81123.96000000 0.015331981253 Long DBT CORP US N 2 2033-08-01 Fixed 0.05100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133APCS6 83496.18000000 PA USD 61706.04000000 0.011662101412 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X5SH7 115265.68700000 PA USD 106599.53000000 0.020146723552 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.03500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAR4 80000.00000000 PA USD 81976.97000000 0.015493195441 Long DBT CORP US N 2 2034-05-25 Variable 0.06174000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAJ3 20000.00000000 PA USD 19570.98000000 0.003698807337 Long DBT CORP US N 2 2028-09-21 Fixed 0.03750000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BR6 14000.00000000 PA USD 8482.53000000 0.001603151411 Long DBT CORP US N 2 2051-02-15 Fixed 0.03125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWAW3 115592.46900000 PA USD 90486.74000000 0.017101495062 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DTFN5 1021654.55900000 PA USD 883593.58000000 0.166994315911 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.03000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBS9 30000.00000000 PA USD 28971.76000000 0.005475502936 Long DBT CORP US N 2 2055-03-15 Fixed 0.05875000 N N N N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 4581X0BX5 123000.00000000 PA USD 96756.07000000 0.018286363873 Long DBT CORP US N 2 2042-08-07 Fixed 0.03200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QN6R8 437312.83700000 PA USD 375551.80000000 0.070977220013 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.03000000 N N N N N N BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC N/A 05723KAE0 240000.00000000 PA USD 234759.00000000 0.044368156917 Long DBT CORP US N 2 2027-12-15 Fixed 0.03337000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179X2L9 165694.68800000 PA USD 165335.69000000 0.031247534015 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K06V5 400977.65600000 PA USD 345851.85000000 0.065364093181 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UMK5 83277.26500000 PA USD 75078.62000000 0.014189445317 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VHW3 16927.65900000 PA USD 16804.96000000 0.003176044804 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 0.05000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBE0 50000.00000000 PA USD 43364.38000000 0.008195628778 Long DBT CORP US N 2 2042-07-15 Fixed 0.04650000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GYB4 65000.00000000 PA USD 57000.92000000 0.010772859668 Long DBT CORP US N 2 2032-04-22 Variable 0.02615000 N N N N N N ARCHER DANIELS MIDLAND CO 549300LO13MQ9HYSTR83 039483BH4 75000.00000000 PA USD 60587.87000000 0.011450773446 Long DBT CORP US N 2 2043-04-16 Fixed 0.04016000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PBE1 50000.00000000 PA USD 53899.12000000 0.010186636567 Long DBT CORP US N 2 2037-11-15 Fixed 0.06625000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HP1 90000.00000000 PA USD 74643.79000000 0.014107264844 Long DBT CORP US N 2 2049-03-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DJK9 26589.64100000 PA USD 25304.94000000 0.004782494169 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X8P35 112567.63500000 PA USD 100722.24000000 0.019035948140 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKU4 2800000.00000000 PA USD 2879734.37000000 0.544253921722 Long DBT UST US N 2 2031-05-31 Fixed 0.04625000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475BW4 50000.00000000 PA USD 51006.51000000 0.009639949222 Long DBT CORP US N 2 2035-01-22 Variable 0.05676000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMU2 400000.00000000 PA USD 400687.50000000 0.075727728755 Long DBT UST US N 2 2030-03-31 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KSXM4 146207.32700000 PA USD 128405.91000000 0.024268009167 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ED56 17388.01100000 PA USD 14211.86000000 0.002685963198 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.02500000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AW0 20000.00000000 PA USD 13090.03000000 0.002473943512 Long DBT CORP US N 2 2050-03-01 Fixed 0.03050000 N N N N N N REINSURANCE GROUP OF AMERICA INC LORM1GNEU1DKEW527V90 759351AT6 20000.00000000 PA USD 19633.38000000 0.003710600593 Long DBT CORP US N 2 2055-09-15 Variable 0.06650000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 510000.00000000 PA USD 499058.71000000 0.094319345185 Long DBT CORP US N 2 2029-01-24 Variable 0.03772000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CV9 100000.00000000 PA USD 94884.69000000 0.017932683368 Long DBT CORP US N 2 2054-04-01 Fixed 0.06000000 N N N N N N THE CAMPBELL'S COMPANY 5493007JDSMX8Z5Z1902 134429BG3 100000.00000000 PA USD 99233.79000000 0.018754639295 Long DBT CORP US N 2 2028-03-15 Fixed 0.04150000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BTKL3 160745.27400000 PA USD 162894.97000000 0.030786251390 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 0.06000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QS0 48000.00000000 PA USD 42191.25000000 0.007973913675 Long DBT UST US N 2 2041-08-15 Fixed 0.03750000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YBD2 50000.00000000 PA USD 38594.20000000 0.007294091053 Long DBT CORP US N 2 2048-09-14 Fixed 0.04000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C92 145000.00000000 PA USD 148036.87000000 0.027978152393 Long DBT CORP US N 2 2028-05-12 Fixed 0.06800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140A6WR3 773819.68200000 PA USD 730432.31000000 0.138047680165 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YB0 176000.00000000 PA USD 160703.13000000 0.030372005712 Long DBT UST US N 2 2029-08-15 Fixed 0.01625000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GML0 100000.00000000 PA USD 101481.64000000 0.019179470554 Long DBT CORP US N 2 2031-01-24 Variable 0.05162000 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216BK6 116000.00000000 PA USD 99483.93000000 0.018801914376 Long DBT CORP US N 2 2045-11-15 Fixed 0.05000000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523AG5 12000.00000000 PA USD 11969.61000000 0.002262190308 Long DBT CORP US N 2 2025-11-15 Fixed 0.04125000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DM8 100000.00000000 PA USD 103391.97000000 0.019540512393 Long DBT CORP GB N 2 2037-09-15 Fixed 0.06500000 N N N N N N DEERE and CO PWFTNG3EI0Y73OXWDH08 244199BG9 130000.00000000 PA USD 83514.25000000 0.015783732887 Long DBT CORP US N 2 2049-09-07 Fixed 0.02875000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAN3 100000.00000000 PA USD 84521.73000000 0.015974141053 Long DBT CORP GB N 2 2031-09-02 Fixed 0.02150000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DP4 185000.00000000 PA USD 144855.00000000 0.027376796503 Long DBT NUSS PE N 2 2032-12-01 Fixed 0.01862000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AP9 10000.00000000 PA USD 7660.77000000 0.001447843300 Long DBT CORP US N 2 2049-06-14 Fixed 0.04000000 N N N N N N LYB INTERNATIONAL FINANCE III LLC 984500A51LA0B8EB4053 50249AAJ2 50000.00000000 PA USD 32340.61000000 0.006112197016 Long DBT CORP US N 2 2051-04-01 Fixed 0.03625000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CK1 205000.00000000 PA USD 172642.80000000 0.032628537526 Long DBT NUSS PH N 2 2031-06-10 Fixed 0.01648000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZV5 1571000.00000000 PA USD 1465387.07000000 0.276950078450 Long DBT UST US N 2 2027-06-30 Fixed 0.00500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAQ5 20000.00000000 PA USD 20066.55000000 0.003792467335 Long DBT CORP US N 2 2032-08-15 Fixed 0.05400000 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370CX6 110000.00000000 PA USD 124799.86000000 0.023586485595 Long DBT CORP US N 2 2030-04-22 Fixed 0.09625000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QAN8 55000.00000000 PA USD 60087.50000000 0.011356206274 Long DBT NUSS MX N 2 2033-04-08 Fixed 0.07500000 N N N N N N PUBLIC SERVICE ELEC and GAS CO 549300RUHPVD434XUK18 74456QAR7 35000.00000000 PA USD 36479.34000000 0.006894394171 Long DBT CORP US N 2 2037-05-01 Fixed 0.05800000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAN8 95000.00000000 PA USD 101237.51000000 0.019133331329 Long DBT CORP US N 2 2038-07-01 Fixed 0.07300000 N N N N N N SOUTHERN CALIFORNIA GAS CO XY0N0J73VHV5F4CUJV89 842434CK6 20000.00000000 PA USD 15066.05000000 0.002847400400 Long DBT CORP US N 2 2042-09-15 Fixed 0.03750000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AC1 30000.00000000 PA USD 30289.32000000 0.005724514513 Long DBT CORP US N 2 2030-04-01 Fixed 0.04850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XA5H1 28048.98700000 PA USD 25229.82000000 0.004768296903 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.03500000 N N N N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49447BAB9 50000.00000000 PA USD 48002.14000000 0.009072139853 Long DBT CORP US N 2 2035-03-01 Fixed 0.04850000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJR3 840000.00000000 PA USD 835898.44000000 0.157980197365 Long DBT UST US N 2 2028-12-31 Fixed 0.03750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133A8BL0 468817.50100000 PA USD 367873.26000000 0.069526018280 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142FE8 20000.00000000 PA USD 17195.18000000 0.003249794233 Long DBT CORP US N 2 2053-04-15 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEV9 640000.00000000 PA USD 623775.00000000 0.117890036511 Long DBT UST US N 2 2029-06-30 Fixed 0.03250000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 731011AW2 40000.00000000 PA USD 36370.00000000 0.006873729514 Long DBT NUSS PL N 2 2053-04-04 Fixed 0.05500000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAV2 35000.00000000 PA USD 27606.80000000 0.005217533020 Long DBT CORP US N 2 2033-06-15 Fixed 0.02100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q9UK7 25955.91600000 PA USD 24835.18000000 0.004693712118 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.04500000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543CK7 105000.00000000 PA USD 94215.80000000 0.017806266846 Long DBT CORP US N 2 2034-10-01 Fixed 0.04250000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCJ3 150000.00000000 PA USD 139510.51000000 0.026366717354 Long DBT CORP US N 2 2029-06-01 Variable 0.02069000 N N N N N N ONTARIO PROVINCE CDA C7PVKCRGLG18EBQGZV36 683234AV0 80000.00000000 PA USD 81892.00000000 0.015477136579 Long DBT NUSS CA N 2 2034-04-24 Fixed 0.05050000 N N N N N N MSWF COMMERCIAL MORTGAGE TRUST 23-2 N/A 55361AAU8 30000.00000000 PA USD 31670.49000000 0.005985548030 Long ABS-MBS CORP US N 2 2056-12-15 Fixed 0.06014000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XHX7 341140.28100000 PA USD 314960.97000000 0.059525887143 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJC6 590000.00000000 PA USD 594540.23000000 0.112364826134 Long DBT UST US N 2 2026-10-15 Fixed 0.04625000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 716973AE2 100000.00000000 PA USD 98330.98000000 0.018584013181 Long DBT CORP SG N 2 2033-05-19 Fixed 0.04750000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016FZW7 220000.00000000 PA USD 223121.86000000 0.042168801606 Long DBT CORP CA N 2 2028-01-12 Fixed 0.04900000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WLP1 382604.83000000 PA USD 320918.64000000 0.060651853932 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 0.02500000 N N N N N N BANK 2022-BNK41 N/A 06540MBH7 270000.00000000 PA USD 250392.79000000 0.047322857048 Long ABS-MBS CORP US N 2 2065-04-15 Variable 0.03789689 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCN9 50000.00000000 PA USD 41785.85000000 0.007897295310 Long DBT CORP US N 2 2058-10-15 Fixed 0.04950000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XDA1 145000.00000000 PA USD 137972.49000000 0.026076040052 Long DBT CORP US N 2 2027-08-20 Fixed 0.02700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWLM3 181695.45200000 PA USD 183600.11000000 0.034699408715 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 0.06000000 N N N N N N AIR PRODUCTS and CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158BC9 20000.00000000 PA USD 17815.99000000 0.003367123901 Long DBT CORP US N 2 2030-05-15 Fixed 0.02050000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBV1 100000.00000000 PA USD 97046.88000000 0.018341325360 Long DBT CORP US N 2 2033-03-01 Fixed 0.05000000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BK2 70000.00000000 PA USD 63217.37000000 0.011947734451 Long DBT CORP US N 2 2030-02-15 Fixed 0.02400000 N N N N N N CADENCE DESIGN SYSTEMS INC GCT7RXJOGLXPV0NXZY22 127387AP3 20000.00000000 PA USD 19446.94000000 0.003675364460 Long DBT CORP US N 2 2034-09-10 Fixed 0.04700000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAK7 70000.00000000 PA USD 68483.15000000 0.012942937844 Long DBT CORP US N 2 2035-02-15 Fixed 0.05500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GYN8 165000.00000000 PA USD 143247.20000000 0.027072931166 Long DBT CORP US N 2 2032-10-21 Variable 0.02650000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V7E4 158510.40900000 PA USD 133003.80000000 0.025136985031 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QCNG7 93505.21500000 PA USD 89221.20000000 0.016862314978 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.03000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACV5 130000.00000000 PA USD 130491.56000000 0.024662185520 Long DBT CORP US N 2 2033-01-15 Fixed 0.05200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCM3 370538.89000000 PA USD 273838.73000000 0.051754010465 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.01500000 N N N N N N CITIBANK CR CARD ISSUANCE TR R8AG6FXVDQAMDKCSJJ64 17305EGS8 100000.00000000 PA USD 98710.00000000 0.018655645872 Long ABS-CBDO CORP US N 2 2030-10-13 Fixed 0.03960000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WBX5 884063.63100000 PA USD 710587.98000000 0.134297211184 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 0.02000000 N N N N N N ONE GAS INC 549300HXDWI0LATTX840 68235PAN8 90000.00000000 PA USD 91809.66000000 0.017351519649 Long DBT CORP US N 2 2029-04-01 Fixed 0.05100000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CB7 20000.00000000 PA USD 19869.04000000 0.003755139034 Long DBT CORP US N 2 2027-09-24 Fixed 0.04250000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200KK6 135000.00000000 PA USD 97015.09000000 0.018335317225 Long DBT CORP US N 2 2040-05-15 Fixed 0.02850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GQQ39 184168.11200000 PA USD 187855.77000000 0.035503704996 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 0.06000000 N N N N N N CARMAX AUTO OWNER TRUST 2025-1 N/A 14319WAD8 40000.00000000 PA USD 40341.05000000 0.007624236074 Long ABS-CBDO CORP US N 2 2030-01-15 Fixed 0.04840000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XPBW8 92631.20700000 PA USD 89863.08000000 0.016983626760 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.05000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3142GRMM9 121697.35300000 PA USD 120782.18000000 0.022827166222 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.05500000 N N N N N N SOUTHERN CALIFORNIA GAS CO XY0N0J73VHV5F4CUJV89 842434CZ3 50000.00000000 PA USD 49866.44000000 0.009424482276 Long DBT CORP US N 2 2033-06-01 Fixed 0.05200000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 60000.00000000 PA USD 50025.16000000 0.009454479482 Long DBT CORP US N 2 2048-03-25 Fixed 0.05050000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBG0 45000.00000000 PA USD 33963.34000000 0.006418884040 Long DBT CORP US N 2 2047-11-15 Fixed 0.03900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CYU2 9618.81500000 PA USD 9475.05000000 0.001790732219 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QD6R0 132089.87300000 PA USD 110190.94000000 0.020825480245 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DV74 330243.80500000 PA USD 258517.59000000 0.048858399461 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWHH9 158205.00000000 PA USD 160221.84000000 0.030281044555 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.06000000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 45905CAA2 90000.00000000 PA USD 91474.98000000 0.017288266974 Long DBT CORP US N 2 2035-02-15 Fixed 0.04750000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780CQ7 400000.00000000 PA USD 369700.00000000 0.069871262070 Long DBT NUSS ID N 2 2030-02-14 Fixed 0.02850000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BJ1 50000.00000000 PA USD 33566.75000000 0.006343930717 Long DBT CORP US N 2 2050-05-20 Fixed 0.03250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNGT4 321220.78000000 PA USD 253662.69000000 0.047940850123 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BRQJ7 79754.72000000 PA USD 78261.78000000 0.014791045010 Long ABS-MBS USGSE US N 2 2026-07-25 Fixed 0.02570000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMTG9 316077.50400000 PA USD 248514.61000000 0.046967891381 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUS N/A 43814VAC1 100000.00000000 PA USD 100672.31000000 0.019026511645 Long ABS-CBDO CORP US N 2 2029-09-21 Fixed 0.04570000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BH2 50000.00000000 PA USD 45225.19000000 0.008547311611 Long DBT CORP US N 2 2029-11-15 Fixed 0.02450000 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311VAF4 20000.00000000 PA USD 17608.42000000 0.003327894315 Long DBT CORP US N 2 2044-04-01 Fixed 0.05600000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142FB4 50000.00000000 PA USD 49895.51000000 0.009429976346 Long DBT CORP US N 2 2028-04-15 Fixed 0.03900000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CET4 670000.00000000 PA USD 653511.72000000 0.123510112671 Long DBT UST US N 2 2027-05-31 Fixed 0.02625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWAF0 586167.77200000 PA USD 459223.35000000 0.086790681733 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFU0 1765000.00000000 PA USD 1774583.40000000 0.335386480411 Long DBT UST US N 2 2027-10-31 Fixed 0.04125000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJN1 100000.00000000 PA USD 103256.07000000 0.019514828042 Long DBT CORP US N 2 2034-06-12 Variable 0.05836000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058LA9 70000.00000000 PA USD 69661.23000000 0.013165588470 Long DBT CORP US N 2 2031-01-10 Fixed 0.04000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDQ1 20000.00000000 PA USD 10181.91000000 0.001924324863 Long DBT CORP US N 2 2062-08-15 Fixed 0.02650000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YAW1 50000.00000000 PA USD 33380.06000000 0.006308647336 Long DBT CORP US N 2 2046-09-19 Fixed 0.03125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H060663 400000.00000000 PA USD 403885.12000000 0.076332061309 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.06000000 N N N N N N SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 254900Z1WAY7QFQ7O850 83007CAE2 20000.00000000 PA USD 19250.96000000 0.003638325321 Long DBT CORP US N 2 2034-10-01 Fixed 0.05584000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TC2 1046000.00000000 PA USD 704946.79000000 0.133231057371 Long DBT UST US N 2 2041-11-15 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EE48 676109.11000000 PA USD 600759.32000000 0.113540199862 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.03500000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE CO LLC N/A 893574AP8 20000.00000000 PA USD 18635.63000000 0.003522031343 Long DBT CORP US N 2 2030-05-15 Fixed 0.03250000 N N N N N N REVVITY INC 549300IKL1SDPFI7N655 714046AN9 60000.00000000 PA USD 50454.41000000 0.009535605365 Long DBT CORP US N 2 2031-09-15 Fixed 0.02250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJJ1 2640000.00000000 PA USD 2679393.76000000 0.506390650787 Long DBT UST US N 2 2033-11-15 Fixed 0.04500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 211000.00000000 PA USD 208513.39000000 0.039407881303 Long DBT CORP GB N 2 2028-03-13 Variable 0.04041000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCH2 262000.00000000 PA USD 242237.42000000 0.045781537073 Long DBT UST US N 2 2028-06-30 Fixed 0.01250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHE4 550000.00000000 PA USD 546218.75000000 0.103232332781 Long DBT UST US N 2 2028-05-31 Fixed 0.03625000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CA0 220000.00000000 PA USD 145214.74000000 0.027444785380 Long DBT CORP US N 2 2052-06-01 Fixed 0.03900000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MBT2 50000.00000000 PA USD 43231.82000000 0.008170575669 Long DBT CORP US N 2 2031-03-01 Fixed 0.02250000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 254709AM0 50000.00000000 PA USD 49605.79000000 0.009375220863 Long DBT CORP US N 2 2027-02-09 Fixed 0.04100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GHB34 212961.93000000 PA USD 192711.74000000 0.036421456558 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 0.02000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DL9 55000.00000000 PA USD 46079.37000000 0.008708746922 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 3140HBRY6 14472.14300000 PA USD 12595.60000000 0.002380498968 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.03000000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAR6 220000.00000000 PA USD 211470.02000000 0.039966668075 Long DBT CORP GB N 2 2028-01-11 Variable 0.02469000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DT4 50000.00000000 PA USD 47596.15000000 0.008995409981 Long DBT CORP US N 2 2053-03-02 Fixed 0.05650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6A91 264386.80000000 PA USD 238916.23000000 0.045153850471 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 0.02000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CN8 320000.00000000 PA USD 274452.86000000 0.051870077649 Long DBT CORP US N 2 2045-07-20 Fixed 0.05125000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAH7 20000.00000000 PA USD 21240.48000000 0.004014333634 Long DBT CORP US N 2 2028-11-17 Fixed 0.06750000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 360000.00000000 PA USD 328409.83000000 0.062067647548 Long DBT CORP US N 2 2031-01-22 Variable 0.02699000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RP5 8000.00000000 PA USD 5959.69000000 0.001126348557 Long DBT UST US N 2 2045-11-15 Fixed 0.03000000 N N N N N N JOHNSON and JOHNSON 549300G0CFPGEF6X2043 478160CM4 145000.00000000 PA USD 108749.04000000 0.020552969093 Long DBT CORP US N 2 2048-01-15 Fixed 0.03500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GWL4 795000.00000000 PA USD 780469.69000000 0.147504469159 Long DBT CORP US N 2 2028-06-05 Variable 0.03691000 N N N N N N MARRIOTT INTERNATIONAL INC/MD 225YDZ14ZO8E1TXUSU86 571903BU6 40000.00000000 PA USD 39041.70000000 0.007378666087 Long DBT CORP US N 2 2037-04-15 Fixed 0.05500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PAV8 30000.00000000 PA USD 29683.61000000 0.005610038662 Long DBT CORP US N 2 2029-07-23 Variable 0.04203000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724PAG4 40000.00000000 PA USD 40266.70000000 0.007610184334 Long DBT CORP US N 2 2034-04-04 Fixed 0.04950000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CW1 30000.00000000 PA USD 30182.66000000 0.005704356361 Long DBT CORP US N 2 2030-02-28 Fixed 0.04729000 N N N N N N BBCMS MTG TR 2024-C26 N/A 05555AAD7 303000.00000000 PA USD 315987.88000000 0.059719967472 Long ABS-MBS CORP US N 2 2057-05-15 Variable 0.05829000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13645RBE3 130000.00000000 PA USD 124970.58000000 0.023618750733 Long DBT CORP CA N 2 2026-12-02 Fixed 0.01750000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H1YS9 100000.00000000 PA USD 85839.75000000 0.016223239568 Long ABS-MBS USGSE US N 2 2031-06-25 Fixed 0.01723000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C4W1 7712.73500000 PA USD 7173.92000000 0.001355831334 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04000000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822BH6 180000.00000000 PA USD 175419.06000000 0.033153235362 Long DBT CORP JP N 2 2029-03-07 Fixed 0.03741000 N N N N N N HOLCIM FINANCE US LLC 529900FB2F1WKLFNGY62 43475RAD8 50000.00000000 PA USD 49820.64000000 0.009415826329 Long DBT CORP US N 2 2035-04-07 Fixed 0.05400000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BK7 10000.00000000 PA USD 10076.67000000 0.001904435083 Long DBT CORP US N 2 2034-07-15 Fixed 0.05400000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XHW9 256192.94000000 PA USD 228809.12000000 0.043243662395 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCN1 365167.28000000 PA USD 284828.94000000 0.053831099572 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAM5 20000.00000000 PA USD 19943.07000000 0.003769130296 Long DBT CORP US N 2 2034-02-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNLM4 142702.15500000 PA USD 116412.76000000 0.022001369927 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.02500000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FT0 45000.00000000 PA USD 33542.53000000 0.006339353270 Long DBT CORP US N 2 2041-05-20 Fixed 0.03200000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBH3 781000.00000000 PA USD 761177.55000000 0.143858361045 Long DBT UST US N 2 2026-01-31 Fixed 0.00375000 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813CS6 100000.00000000 PA USD 85754.58000000 0.016207142907 Long DBT CORP US N 2 2032-02-01 Fixed 0.02539000 N N N N N N BAXALTA INC 5493000JW8DCO3T45R55 07177MAN3 135000.00000000 PA USD 122811.02000000 0.023210605798 Long DBT CORP US N 2 2045-06-23 Fixed 0.05250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133G7GG2 29074.40000000 PA USD 27669.65000000 0.005229411324 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.03000000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAK7 8000.00000000 PA USD 7938.80000000 0.001500389438 Long DBT CORP US N 2 2053-08-15 Fixed 0.05950000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 581557BY0 30000.00000000 PA USD 30069.98000000 0.005683060462 Long DBT CORP US N 2 2035-05-30 Fixed 0.05250000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 85000.00000000 PA USD 78489.93000000 0.014834164103 Long DBT CORP US N 2 2043-03-15 Fixed 0.05450000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJG6 10000.00000000 PA USD 9727.57000000 0.001838457107 Long DBT CORP US N 2 2033-07-22 Variable 0.04967000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661ES2 10000.00000000 PA USD 9466.32000000 0.001789082297 Long DBT CORP US N 2 2063-04-01 Fixed 0.05850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XTBP5 217005.09800000 PA USD 170415.90000000 0.032207665701 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02000000 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DAS8 130000.00000000 PA USD 102356.39000000 0.019344793482 Long DBT CORP US N 2 2037-09-20 Fixed 0.05000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BS7 80000.00000000 PA USD 77996.92000000 0.014740987930 Long DBT CORP US N 2 2054-10-01 Variable 0.06875000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BZ5 50000.00000000 PA USD 39372.60000000 0.007441204363 Long DBT CORP US N 2 2049-02-01 Fixed 0.04850000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBD0 120000.00000000 PA USD 106140.04000000 0.020059882475 Long DBT CORP US N 2 2048-11-14 Fixed 0.04875000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBB0 200000.00000000 PA USD 204701.75000000 0.038687502354 Long DBT CORP ES N 2 2030-03-14 Variable 0.05538000 N N N N N N CARMAX AUTO OWNER TR 2023-2 N/A 142921AD7 83283.80000000 PA USD 83527.15000000 0.015786170916 Long ABS-CBDO CORP US N 2 2028-01-18 Fixed 0.05050000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89115A2E1 70000.00000000 PA USD 67823.78000000 0.012818320549 Long DBT CORP CA N 2 2032-06-08 Fixed 0.04456000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RKJ0 321000.00000000 PA USD 213299.49000000 0.040312427820 Long DBT CORP US N 2 2053-09-15 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VBG4 29248.64600000 PA USD 26296.00000000 0.004969799046 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.03500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TA6 1262000.00000000 PA USD 819757.73000000 0.154929692149 Long DBT UST US N 2 2041-08-15 Fixed 0.01750000 N N N N N N MARTIN MARIETTA MATERIALS INC 5299005MZ4WZECVATV08 573284AV8 60000.00000000 PA USD 54555.39000000 0.010310667979 Long DBT CORP US N 2 2030-03-15 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMS7 5040000.00000000 PA USD 5042756.28000000 0.953053139301 Long DBT UST US N 2 2028-03-15 Fixed 0.03875000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EF2 200000.00000000 PA USD 202971.17000000 0.038360432274 Long DBT CORP GB N 2 2028-05-17 Variable 0.05597000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WRZ3 529181.96800000 PA USD 425508.45000000 0.080418751483 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 0.02000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAV9 70000.00000000 PA USD 60014.50000000 0.011342409676 Long DBT CORP US N 2 2032-03-15 Fixed 0.02650000 N N N N N N GALLAGHER (ARTHUR J.) and CO 54930049QLLMPART6V29 04316JAH2 20000.00000000 PA USD 20213.72000000 0.003820281654 Long DBT CORP US N 2 2034-07-15 Fixed 0.05450000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAG5 30000.00000000 PA USD 31006.16000000 0.005859993322 Long DBT CORP US N 2 2034-08-15 Fixed 0.05950000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FL2 44000.00000000 PA USD 32930.23000000 0.006223631945 Long DBT CORP US N 2 2047-06-15 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140ASHV3 224999.89700000 PA USD 222886.00000000 0.042124225366 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140A3V83 148394.35000000 PA USD 152935.31000000 0.028903930551 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.06500000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAJ7 30000.00000000 PA USD 30057.85000000 0.005680767959 Long DBT CORP US N 2 2028-03-27 Fixed 0.04900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QDJ88 318711.91800000 PA USD 282329.55000000 0.053358728640 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 0.02500000 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BJ5 83000.00000000 PA USD 62622.30000000 0.011835269501 Long DBT CORP US N 2 2048-04-15 Fixed 0.05200000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCE4 80000.00000000 PA USD 54318.80000000 0.010265953773 Long DBT CORP US N 2 2052-04-22 Variable 0.03328000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAJ3 195000.00000000 PA USD 168902.29000000 0.031921601755 Long DBT CORP US N 2 2031-07-15 Fixed 0.01950000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAG8 68000.00000000 PA USD 67951.36000000 0.012842432465 Long DBT CORP US N 2 2025-07-23 Fixed 0.04500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TX6 5043000.00000000 PA USD 4504226.35000000 0.851273951116 Long DBT UST US N 2 2054-02-15 Fixed 0.04250000 N N N N N N HUNTSMAN INTL LLC 3YTEJFW18LGIUQ2N5J61 44701QBE1 30000.00000000 PA USD 28069.87000000 0.005305050698 Long DBT CORP US N 2 2029-05-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UQ62 10546.81900000 PA USD 10123.81000000 0.001913344283 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DFB3 33452.06400000 PA USD 29800.59000000 0.005632147237 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 0.02500000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAR1 30000.00000000 PA USD 24048.27000000 0.004544990466 Long DBT CORP US N 2 2052-04-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ECD0 155844.22700000 PA USD 140781.76000000 0.026606976596 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X7CB3 49494.78500000 PA USD 46037.04000000 0.008700746786 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.04000000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FY4 130000.00000000 PA USD 98196.28000000 0.018558555624 Long DBT CORP US N 2 2050-04-01 Fixed 0.03950000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844BS6 100000.00000000 PA USD 98451.62000000 0.018606813476 Long DBT CORP US N 2 2026-06-15 Fixed 0.02900000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CG5 113000.00000000 PA USD 61818.04000000 0.011683268795 Long DBT CORP US N 2 2051-03-15 Fixed 0.02375000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967FX4 65000.00000000 PA USD 65292.24000000 0.012339873443 Long DBT CORP US N 2 2042-01-30 Fixed 0.05875000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EB2 160000.00000000 PA USD 156104.03000000 0.029502801164 Long DBT CORP US N 2 2026-02-08 Fixed 0.00700000 N N N N N N PLAINS ALL AM PIPELN/PAA FIN C N/A 72650RBH4 20000.00000000 PA USD 16534.96000000 0.003125016292 Long DBT CORP US N 2 2045-02-15 Fixed 0.04900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWH48 72558.48000000 PA USD 74595.15000000 0.014098072152 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.06500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFW6 60000.00000000 PA USD 60031.64000000 0.011345649042 Long DBT UST US N 2 2025-11-15 Fixed 0.04500000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BN9 20000.00000000 PA USD 18588.32000000 0.003513090014 Long DBT CORP US N 2 2043-04-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6WA5 39801.65500000 PA USD 38701.08000000 0.007314290784 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VXY1 168861.25500000 PA USD 141689.05000000 0.026778449405 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 0.02500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAM4 60000.00000000 PA USD 58007.03000000 0.010963008912 Long DBT CORP US N 2 2026-08-15 Fixed 0.01875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDZQ2 153408.55600000 PA USD 137386.97000000 0.025965380000 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.03000000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAN6 30000.00000000 PA USD 29133.99000000 0.005506163512 Long DBT CORP US N 2 2029-06-15 Fixed 0.04000000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAP3 40000.00000000 PA USD 32655.71000000 0.006171749179 Long DBT CORP US N 2 2044-03-15 Fixed 0.04750000 N N N N N N MOODYS CORP 549300GCEDD8YCF5WU84 615369BA2 40000.00000000 PA USD 39762.70000000 0.007514931112 Long DBT CORP US N 2 2034-08-05 Fixed 0.05000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAT8 50000.00000000 PA USD 47704.88000000 0.009015959352 Long DBT CORP US N 2 2064-05-15 Fixed 0.06000000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MBJ3 300000.00000000 PA USD 302842.59000000 0.057235580124 Long DBT CORP IE N 2 2029-01-19 Fixed 0.05100000 N N N N N N AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST N/A 02377LAA2 58296.89900000 PA USD 53389.48000000 0.010090317416 Long DBT CORP US N 2 2033-08-15 Fixed 0.03150000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KU4 154000.00000000 PA USD 151823.08000000 0.028693725212 Long DBT CORP US N 2 2028-07-25 Fixed 0.04125000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3142GTAB2 23126.40000000 PA USD 22923.58000000 0.004332430256 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 0.05500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CF8 40000.00000000 PA USD 35749.81000000 0.006756517023 Long DBT CORP US N 2 2054-11-01 Fixed 0.05700000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKN0 750000.00000000 PA USD 771503.91000000 0.145809986162 Long DBT UST US N 2 2031-04-30 Fixed 0.04625000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 13607HR53 20000.00000000 PA USD 18359.32000000 0.003469810276 Long DBT CORP CA N 2 2032-04-07 Fixed 0.03600000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBJ4 195000.00000000 PA USD 177201.39000000 0.033490085907 Long DBT CORP US N 2 2050-06-01 Fixed 0.05500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFE0 50000.00000000 PA USD 49963.83000000 0.009442888450 Long DBT CORP US N 2 2034-04-21 Variable 0.05250000 N N N N N N BRITISH COLUMBIA PROVINCE CDA 54930058TO7MEKUHWL16 110709AJ1 150000.00000000 PA USD 153351.00000000 0.028982493670 Long DBT NUSS CA N 2 2028-11-15 Fixed 0.04800000 N N N N N N CADENCE DESIGN SYSTEMS INC GCT7RXJOGLXPV0NXZY22 127387AN8 40000.00000000 PA USD 39727.87000000 0.007508348434 Long DBT CORP US N 2 2029-09-10 Fixed 0.04300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H7QS9 116868.26600000 PA USD 111349.69000000 0.021044477607 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179Y2L7 235848.75600000 PA USD 234527.04000000 0.044324317756 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TV44 37726.17300000 PA USD 33214.21000000 0.006277302600 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 0.03000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DH0 330000.00000000 PA USD 324285.31000000 0.061288136004 Long DBT CORP US N 2 2027-04-01 Fixed 0.03625000 N N N N N N BRIGHTHOUSE FINANCIAL INC 5493003T8SZSHOGGAW52 10922NAH6 50000.00000000 PA USD 31692.92000000 0.005989787176 Long DBT CORP US N 2 2051-12-22 Fixed 0.03850000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XFJ0 239266.93500000 PA USD 233438.92000000 0.044118669074 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 0.05000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31425YAQ0 722863.54900000 PA USD 730576.65000000 0.138074959629 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DAS1 10512.58500000 PA USD 10058.67000000 0.001901033182 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QB4F2 21981.97300000 PA USD 19028.62000000 0.003596304286 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448ET1 120000.00000000 PA USD 97152.78000000 0.018361339876 Long DBT CORP US N 2 2040-03-19 Fixed 0.03500000 N N N N N N BANK OF MONTREAL QUE NQQ6HPCNCCU6TUTQYE16 06368LNT9 270000.00000000 PA USD 272159.48000000 0.051436641471 Long DBT CORP CA N 2 2026-06-05 Fixed 0.05300000 N N N N N N JOHNSON and JOHNSON 549300G0CFPGEF6X2043 478160CR3 60000.00000000 PA USD 40386.03000000 0.007632737046 Long DBT CORP US N 2 2040-09-01 Fixed 0.02100000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457CH1 100000.00000000 PA USD 100498.32000000 0.018993628494 Long DBT CORP US N 2 2026-03-02 Fixed 0.05400000 N N N N N N LAUDER ESTEE COS INC 549300VFZ8XJ9NUPU221 29736RAR1 75000.00000000 PA USD 64378.60000000 0.012167200520 Long DBT CORP US N 2 2031-03-15 Fixed 0.01950000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAF7 65000.00000000 PA USD 45997.09000000 0.008693196456 Long DBT CORP US N 2 2047-10-01 Fixed 0.03800000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GD4 10000.00000000 PA USD 8869.51000000 0.001676288497 Long DBT CORP US N 2 2063-01-20 Fixed 0.05150000 N N N N N N CDW LLC / CDW FIN CORP N/A 12513GBL2 20000.00000000 PA USD 19701.48000000 0.003723471117 Long DBT CORP US N 2 2034-08-22 Fixed 0.05550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418E4E7 46281.04000000 PA USD 42451.22000000 0.008023046572 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VKL3 160944.23200000 PA USD 140740.07000000 0.026599097416 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 0.03000000 N N N N N N COLGATE-PALMOLIVE CO YMEGZFW4SBUSS5BQXF88 194162AS2 50000.00000000 PA USD 49877.84000000 0.009426636814 Long DBT CORP US N 2 2033-03-01 Fixed 0.04600000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCS2 130000.00000000 PA USD 128037.46000000 0.024198374148 Long DBT CORP US N 2 2029-09-27 Fixed 0.04200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WTZ1 49485.02100000 PA USD 43180.12000000 0.008160804654 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VN30 87802.51500000 PA USD 76725.33000000 0.014500664430 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5C31 24899.59800000 PA USD 22821.49000000 0.004313135809 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XA2H4 55745.28100000 PA USD 51903.13000000 0.009809405459 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.04000000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RJY9 150000.00000000 PA USD 134239.62000000 0.025370548199 Long DBT CORP US N 2 2031-06-01 Fixed 0.02750000 N N N N N N MID AMERICA APTS LP 549300FXWGE3QSYCUJ38 59523UAP2 75000.00000000 PA USD 74405.86000000 0.014062297386 Long DBT CORP US N 2 2028-06-15 Fixed 0.04200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ECT5 73146.29000000 PA USD 64240.39000000 0.012141079592 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMR31 239452.13200000 PA USD 217405.49000000 0.041088439187 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03500000 N N N N N N TR FINANCE LLC 254900OWSTRTOV8P5W25 87268LAA5 90000.00000000 PA USD 88845.70000000 0.016791347548 Long DBT CORP US N 2 2026-05-15 Fixed 0.03350000 N N N N N N JOHNSON and JOHNSON 549300G0CFPGEF6X2043 478160CF9 115000.00000000 PA USD 100883.45000000 0.019066415941 Long DBT CORP US N 2 2037-03-03 Fixed 0.03625000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BG3 26000.00000000 PA USD 25276.36000000 0.004777092706 Long DBT CORP US N 2 2028-02-01 Fixed 0.03400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JARW0 161984.58000000 PA USD 145086.30000000 0.027420510928 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03000000 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAV8 35000.00000000 PA USD 35834.55000000 0.006772532416 Long DBT CORP US N 2 2028-01-15 Fixed 0.05550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HPU62 23019.64200000 PA USD 21433.05000000 0.004050728302 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.04000000 N N N N N N REGENCY CTRS LP 5493008PTR2GAOYBXW28 75884RBA0 50000.00000000 PA USD 47862.67000000 0.009045780792 Long DBT CORP US N 2 2030-06-15 Fixed 0.03700000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VFP0 77448.15400000 PA USD 67701.48000000 0.012795206523 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q9W74 86695.99400000 PA USD 80720.62000000 0.015255752216 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.04000000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 581557BJ3 70000.00000000 PA USD 69253.82000000 0.013088590226 Long DBT CORP US N 2 2028-02-16 Fixed 0.03950000 N N N N N N WRKCO INC 549300JEB576INN13W07 96145DAH8 100000.00000000 PA USD 98224.62000000 0.018563911727 Long DBT CORP US N 2 2028-03-15 Fixed 0.04000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAX6 100000.00000000 PA USD 72290.52000000 0.013662509786 Long DBT CORP CA N 2 2050-05-13 Fixed 0.03950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CFK5 17090.17000000 PA USD 16833.11000000 0.003181364999 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWNG4 298124.61100000 PA USD 288726.56000000 0.054567728267 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV7L3 309687.89000000 PA USD 254861.33000000 0.048167386475 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02500000 N N N N N N DOLLAR GEN CORP NEW OPX52SQVOZI8IVSWYU66 256677AP0 10000.00000000 PA USD 10035.60000000 0.001896673079 Long DBT CORP US N 2 2033-07-05 Fixed 0.05450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWJH7 446219.19300000 PA USD 458744.25000000 0.086700134474 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.06500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAW5 215000.00000000 PA USD 215383.19000000 0.040706235634 Long DBT CORP GB N 2 2028-05-09 Fixed 0.04836000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558CB7 50000.00000000 PA USD 50695.58000000 0.009581185166 Long DBT CORP US N 2 2029-11-15 Fixed 0.04800000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAV3 20000.00000000 PA USD 16060.50000000 0.003035345968 Long DBT CORP US N 2 2046-04-15 Fixed 0.04450000 N N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518DD5 100000.00000000 PA USD 82500.10000000 0.015592064127 Long DBT CORP US N 2 2049-04-15 Fixed 0.04350000 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABE2 20000.00000000 PA USD 16633.77000000 0.003143690838 Long DBT CORP US N 2 2045-06-01 Fixed 0.04500000 N N N N N N TEXAS INSTRUMENTS INC. WDJNR2L6D8RWOEB8T652 882508CM4 70000.00000000 PA USD 70275.57000000 0.013281695343 Long DBT CORP US N 2 2035-05-23 Fixed 0.05100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DB27 11438.45700000 PA USD 11215.10000000 0.002119592078 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QPPE1 74080.12100000 PA USD 68054.06000000 0.012861842199 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMZ1 550000.00000000 PA USD 547808.59000000 0.103532803777 Long DBT UST US N 2 2030-04-30 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DLM2 18641.11700000 PA USD 17740.46000000 0.003352849147 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.03000000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200LJ8 100000.00000000 PA USD 99497.33000000 0.018804446902 Long DBT CORP US N 2 2035-02-10 Fixed 0.05200000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAE0 6000.00000000 PA USD 6110.55000000 0.001154860266 Long DBT CORP US N 2 2038-11-15 Fixed 0.05319000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAV7 150000.00000000 PA USD 145379.17000000 0.027475861743 Long DBT CORP IE N 2 2026-10-29 Fixed 0.02450000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAZ4 70000.00000000 PA USD 59291.14000000 0.011205698624 Long DBT CORP US N 2 2031-08-01 Fixed 0.02625000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EN3 20000.00000000 PA USD 18744.81000000 0.003542665761 Long DBT CORP US N 2 2062-09-15 Fixed 0.05800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H2AC2 4785.56200000 PA USD 4584.91000000 0.000866522716 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.04500000 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813CV9 10000.00000000 PA USD 6150.07000000 0.001162329328 Long DBT CORP US N 2 2051-12-01 Fixed 0.03132000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DU83 841229.77800000 PA USD 765444.82000000 0.144664851552 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J6GR2 49772.87600000 PA USD 46342.37000000 0.008758452472 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.04000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HHF0 86000.00000000 PA USD 93598.48000000 0.017689596769 Long DBT CORP US N 2 2038-05-15 Fixed 0.06400000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBV7 110000.00000000 PA USD 75081.06000000 0.014189906464 Long DBT CORP US N 2 2041-11-19 Variable 0.02525000 N N N N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 446150AS3 65000.00000000 PA USD 58746.90000000 0.011102840264 Long DBT CORP US N 2 2030-02-04 Fixed 0.02550000 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DBG3 20000.00000000 PA USD 13963.70000000 0.002639062326 Long DBT CORP US N 2 2049-05-15 Fixed 0.05300000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748CA8 100000.00000000 PA USD 100410.39000000 0.018977010209 Long DBT CORP US N 2 2030-03-15 Fixed 0.04650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3133A3CE6 77782.93000000 PA USD 67356.83000000 0.012730069573 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03000000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312CF1 20000.00000000 PA USD 18601.93000000 0.003515662228 Long DBT CORP US N 2 2064-05-22 Fixed 0.05600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XMWP7 293575.99700000 PA USD 291643.50000000 0.055119013848 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.05500000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJB7 50000.00000000 PA USD 41622.08000000 0.007866343683 Long DBT CORP US N 2 2036-11-03 Variable 0.02491000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RGQ9 240000.00000000 PA USD 237471.08000000 0.044880725087 Long DBT CORP US N 2 2030-02-15 Fixed 0.04300000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGQ8 1990000.00000000 PA USD 1994275.40000000 0.376907057384 Long DBT UST US N 2 2030-02-28 Fixed 0.04000000 N N N N N N GS MTG SECS TR 2020-GC45 N/A 36258YBG2 100000.00000000 PA USD 92110.35000000 0.017408348402 Long ABS-MBS CORP US N 2 2053-02-13 Fixed 0.02910600 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111EH2 50000.00000000 PA USD 50368.76000000 0.009519417987 Long DBT CORP US N 2 2035-03-01 Fixed 0.05300000 N N N N N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 17275RBT8 70000.00000000 PA USD 70535.36000000 0.013330794221 Long DBT CORP US N 2 2034-02-26 Fixed 0.05050000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAW5 10000.00000000 PA USD 10076.94000000 0.001904486112 Long DBT CORP US N 2 2029-12-15 Fixed 0.04850000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAB3 135000.00000000 PA USD 135633.24000000 0.025633934697 Long DBT CORP US N 2 2029-02-15 Fixed 0.04900000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058KL6 570000.00000000 PA USD 561936.47000000 0.106202895219 Long DBT CORP US N 2 2029-09-21 Fixed 0.03625000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAR6 30000.00000000 PA USD 30696.93000000 0.005801550556 Long DBT CORP US N 2 2054-11-30 Variable 0.06950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AQFP7 142221.67200000 PA USD 116020.80000000 0.021927291648 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5JF7 376060.36200000 PA USD 385353.23000000 0.072829636254 Long ABS-MBS USGA US N 2 2055-03-20 Fixed 0.06500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RN0 95000.00000000 PA USD 69450.20000000 0.013125704963 Long DBT UST US N 2 2045-08-15 Fixed 0.02875000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAK8 60000.00000000 PA USD 44554.08000000 0.008420475520 Long DBT CORP US N 2 2040-04-15 Fixed 0.02700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XM3C8 80242.15600000 PA USD 77989.31000000 0.014739549682 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNWR0 292753.03200000 PA USD 228346.14000000 0.043156161727 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.02000000 N N N N N N LYB INTERNATIONAL FINANCE BV 549300J6QSW38QNOJK61 50247VAC3 20000.00000000 PA USD 16554.29000000 0.003128669556 Long DBT CORP NL N 2 2044-03-15 Fixed 0.04875000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457BY3 70000.00000000 PA USD 38739.33000000 0.007321519823 Long DBT CORP US N 2 2050-05-15 Fixed 0.02250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNYD9 92828.55500000 PA USD 87884.82000000 0.016609746524 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133C7VM6 270655.68000000 PA USD 268620.32000000 0.050767759741 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLW9 1640000.00000000 PA USD 1623856.25000000 0.306899879927 Long DBT UST US N 2 2034-11-15 Fixed 0.04250000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AG5 100000.00000000 PA USD 109927.50000000 0.020775691537 Long DBT CORP US N 2 2034-02-01 Fixed 0.06500000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BS1 140000.00000000 PA USD 134984.18000000 0.025511265935 Long DBT CORP US N 2 2028-02-07 Variable 0.02203000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VZR4 151307.07400000 PA USD 126959.59000000 0.023994662659 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 0.02500000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312CK0 20000.00000000 PA USD 19903.83000000 0.003761714152 Long DBT CORP US N 2 2055-05-14 Fixed 0.05950000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAA0 200000.00000000 PA USD 198801.32000000 0.037572353610 Long DBT CORP US N 2 2025-08-05 Fixed 0.01200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K2UA0 33821.80000000 PA USD 31618.04000000 0.005975635269 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LVKC2 94572.99700000 PA USD 69892.12000000 0.013209225407 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.01500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WTY4 87725.80200000 PA USD 73554.63000000 0.013901419608 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGJ4 900000.00000000 PA USD 882527.35000000 0.166792804318 Long DBT UST US N 2 2030-01-31 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4HG4 48214.51900000 PA USD 43161.63000000 0.008157310146 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 0.03000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDA0 50000.00000000 PA USD 50231.18000000 0.009493416126 Long DBT CORP US N 2 2035-08-03 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418E6T2 122634.70400000 PA USD 126167.04000000 0.023844875078 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QB3Q9 27938.08800000 PA USD 24298.01000000 0.004592189949 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GFVD4 61662.11000000 PA USD 56010.73000000 0.010585719217 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 0.02000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCG8 50000.00000000 PA USD 50735.23000000 0.009588678797 Long DBT CORP CA N 2 2055-03-15 Variable 0.07375000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAR5 13000.00000000 PA USD 12834.02000000 0.002425559033 Long DBT CORP US N 2 2027-03-26 Fixed 0.03300000 N N N N N N AON NORTH AMERICA INC N/A 03740MAD2 185000.00000000 PA USD 187051.99000000 0.035351795007 Long DBT CORP US N 2 2034-03-01 Fixed 0.05450000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VVZ0 240799.66400000 PA USD 210420.33000000 0.039768282451 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 0.03000000 N N N N N N TEXAS INSTRUMENTS INC. WDJNR2L6D8RWOEB8T652 882926AA6 100000.00000000 PA USD 88295.92000000 0.016687442158 Long DBT CORP US N 2 2063-05-18 Fixed 0.05050000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 716973AG7 77000.00000000 PA USD 70575.82000000 0.013338440938 Long DBT CORP SG N 2 2053-05-19 Fixed 0.05300000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCZ2 1510000.00000000 PA USD 1448597.27000000 0.273776898802 Long DBT UST US N 2 2026-09-30 Fixed 0.00875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KQVV5 171470.80000000 PA USD 167378.19000000 0.031633555256 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.05000000 N N N N N N SUN CMNTYS OPER LTD PRTNRSHP 549300PUNBPJCGT6X741 866677AE7 40000.00000000 PA USD 34844.91000000 0.006585495911 Long DBT CORP US N 2 2031-07-15 Fixed 0.02700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DLT7 56523.10000000 PA USD 48664.07000000 0.009197240974 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QRW33 136931.50500000 PA USD 133064.19000000 0.025148398408 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.05000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EF1 60000.00000000 PA USD 61121.59000000 0.011551643584 Long DBT CORP US N 2 2029-02-22 Fixed 0.04900000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAP4 60000.00000000 PA USD 60908.87000000 0.011511440676 Long DBT CORP US N 2 2052-12-15 Variable 0.06875000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAD4 103000.00000000 PA USD 100225.55000000 0.018942076468 Long DBT CORP US N 2 2027-03-02 Variable 0.01267000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBQ5 651882.65900000 PA USD 534233.74000000 0.100967231957 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JA9 125000.00000000 PA USD 97043.20000000 0.018340629860 Long DBT CORP US N 2 2042-10-01 Fixed 0.03800000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CL9 200000.00000000 PA USD 126620.00000000 0.023930482021 Long DBT NUSS PH N 2 2045-12-10 Fixed 0.02650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DVA7 3070731.83100000 PA USD 2405713.57000000 0.454666603508 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VKP4 22058.96600000 PA USD 21153.56000000 0.003997906233 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CV35 9592.92500000 PA USD 8940.74000000 0.001689750575 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWDQ3 875131.44200000 PA USD 681504.93000000 0.128800675051 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFDC2 92965.44300000 PA USD 93732.12000000 0.017714853992 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.05000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CX6 250000.00000000 PA USD 247227.71000000 0.046724674375 Long DBT CORP US N 2 2028-03-25 Fixed 0.04300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XAVE8 22182.04600000 PA USD 21818.84000000 0.004123640486 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 0.03000000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543DD2 30000.00000000 PA USD 19600.66000000 0.003704416693 Long DBT CORP US N 2 2050-11-15 Fixed 0.03600000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCA6 450000.00000000 PA USD 448630.28000000 0.084788649896 Long DBT CORP JP N 2 2025-07-08 Fixed 0.01474000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6QH7 109204.73200000 PA USD 107784.16000000 0.020370612092 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UGD8 17073.85400000 PA USD 16410.41000000 0.003101477029 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 0.04500000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HHM5 50000.00000000 PA USD 49343.71000000 0.009325689188 Long DBT CORP US N 2 2026-04-27 Fixed 0.03100000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAF7 110000.00000000 PA USD 110432.99000000 0.020871226360 Long DBT CORP US N 2 2028-05-25 Fixed 0.04597000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUB54 125204.90200000 PA USD 127818.34000000 0.024156961675 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 0.06000000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAC5 50000.00000000 PA USD 51497.89000000 0.009732817333 Long DBT CORP US N 2 2033-03-15 Fixed 0.06125000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DQ0 90000.00000000 PA USD 58867.37000000 0.011125608430 Long DBT CORP US N 2 2049-09-11 Fixed 0.02950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6V99 84230.80900000 PA USD 69450.36000000 0.013125735202 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWDE0 49600.59300000 PA USD 42332.07000000 0.008000527879 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748CD2 30000.00000000 PA USD 28028.01000000 0.005297139388 Long DBT CORP US N 2 2055-03-15 Fixed 0.05400000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XDE3 80986.40100000 PA USD 77137.18000000 0.014578501810 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 0.04500000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DP2 360000.00000000 PA USD 332228.96000000 0.062789442065 Long DBT CORP US N 2 2029-09-11 Fixed 0.02200000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CD2 10000.00000000 PA USD 9370.95000000 0.001771057893 Long DBT CORP US N 2 2038-11-01 Fixed 0.05300000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAT8 145000.00000000 PA USD 124830.62000000 0.023592299065 Long DBT CORP US N 2 2031-01-15 Fixed 0.02250000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJU5 50000.00000000 PA USD 49881.62000000 0.009427351213 Long DBT CORP US N 2 2036-02-12 Variable 0.05424000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EB90 729436.35000000 PA USD 596423.19000000 0.112720695195 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMCC7 38468.44400000 PA USD 39020.65000000 0.007374687753 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EYP9 50304.13300000 PA USD 51684.69000000 0.009768121504 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 0.06500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CND9 3420000.00000000 PA USD 3409849.44000000 0.644442747753 Long DBT UST US N 2 2028-05-15 Fixed 0.03750000 N N N N N N ENTERGY TEX INC LWXX58X12AJXISQ28573 29365TAN4 30000.00000000 PA USD 28929.48000000 0.005467512249 Long DBT CORP US N 2 2053-09-01 Fixed 0.05800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9VA6 18680.00000000 PA USD 18031.04000000 0.003407767165 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 0.03000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HT3 115000.00000000 PA USD 64667.63000000 0.012221825597 Long DBT CORP US N 2 2051-05-15 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YW34 97252.87000000 PA USD 91840.34000000 0.017357318000 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 0.04500000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AR5 30000.00000000 PA USD 29950.93000000 0.005660560668 Long DBT CORP US N 2 2027-09-15 Fixed 0.04250000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAK8 50000.00000000 PA USD 52271.03000000 0.009878936531 Long DBT CORP US N 2 2033-10-28 Variable 0.06123000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAM4 70000.00000000 PA USD 63138.28000000 0.011932786877 Long DBT CORP US N 2 2030-04-15 Fixed 0.02050000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 744320BH4 75000.00000000 PA USD 67911.59000000 0.012834916155 Long DBT CORP US N 2 2050-10-01 Variable 0.03700000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UEB4 8103.16700000 PA USD 7988.72000000 0.001509824043 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 0.05000000 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 500769KB9 130000.00000000 PA USD 134532.87000000 0.025425970832 Long DBT CORP DE N 2 2030-10-29 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DAT9 2312.87600000 PA USD 2282.79000000 0.000431434726 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.05000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAK6 90000.00000000 PA USD 64367.52000000 0.012165106461 Long DBT CORP US N 2 2050-05-01 Fixed 0.03800000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAP5 20000.00000000 PA USD 19299.50000000 0.003647499113 Long DBT CORP US N 2 2034-09-15 Fixed 0.04800000 N N N N N N GE HEALTHCARE TECHNOLOGIES INC 549300OI9J7XOWZMUN85 36267VAK9 100000.00000000 PA USD 104985.36000000 0.019841654320 Long DBT CORP US N 2 2032-11-22 Fixed 0.05905000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C2X1 9299.67600000 PA USD 9027.99000000 0.001706240344 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJ3Y4 8213.05700000 PA USD 7656.97000000 0.001447125121 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9WN7 22620.11900000 PA USD 22944.83000000 0.004336446389 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XNG7 221720.85600000 PA USD 221448.34000000 0.041852515551 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KTV51 94258.18300000 PA USD 90040.98000000 0.017017248879 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.04500000 N N N N N N GALLAGHER (ARTHUR J.) and CO 54930049QLLMPART6V29 04316JAE9 35000.00000000 PA USD 33494.52000000 0.006330279645 Long DBT CORP US N 2 2053-03-02 Fixed 0.05750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YAQ7 90625.25000000 PA USD 85878.94000000 0.016230646262 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 0.04500000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAL1 20000.00000000 PA USD 17366.71000000 0.003282212457 Long DBT CORP US N 2 2031-11-23 Fixed 0.03125000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAL6 43000.00000000 PA USD 41321.97000000 0.007809624547 Long DBT CORP US N 2 2027-04-15 Fixed 0.01900000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818EQ7 145000.00000000 PA USD 123502.92000000 0.023341371084 Long DBT CORP US N 2 2037-09-15 Fixed 0.03600000 N N N N N N MARRIOTT INTERNATIONAL INC/MD 225YDZ14ZO8E1TXUSU86 571903BG7 60000.00000000 PA USD 53699.70000000 0.010148947286 Long DBT CORP US N 2 2031-04-15 Fixed 0.02850000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBD1 60000.00000000 PA USD 37946.63000000 0.007171703893 Long DBT CORP US N 2 2050-06-15 Fixed 0.03100000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585AAH5 88000.00000000 PA USD 70952.11000000 0.013409557674 Long DBT CORP US N 2 2044-09-15 Fixed 0.04750000 N N N N N N INTERNATIONAL PAPER CO 824LMFJDH41EY779Q875 460146CQ4 20000.00000000 PA USD 15604.30000000 0.002949126683 Long DBT CORP US N 2 2047-08-15 Fixed 0.04400000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JL1 83000.00000000 PA USD 71253.21000000 0.013466463914 Long DBT CORP LU N 2 2031-02-14 Fixed 0.01250000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 70000.00000000 PA USD 67540.43000000 0.012764768961 Long DBT CORP US N 2 2027-07-20 Variable 0.01512000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GB78 200000.00000000 PA USD 193552.45000000 0.036580346114 Long DBT CORP US N 2 2035-10-23 Variable 0.05016000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667BF7 50000.00000000 PA USD 48371.62000000 0.009141969536 Long DBT CORP US N 2 2034-09-11 Fixed 0.04625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H030666 50000.00000000 PA USD 43574.83000000 0.008235402668 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.03000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DW6 100000.00000000 PA USD 99619.65000000 0.018827564708 Long DBT CORP US N 2 2035-07-26 Variable 0.05284000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4NYF266XZC35SCTGX023 637432NZ4 100000.00000000 PA USD 94521.71000000 0.017864082149 Long DBT CORP US N 2 2032-12-15 Fixed 0.04150000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGB1 840000.00000000 PA USD 837178.12000000 0.158222049831 Long DBT UST US N 2 2029-12-31 Fixed 0.03875000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PBB2 30000.00000000 PA USD 29875.10000000 0.005646229216 Long DBT CORP US N 2 2035-04-01 Fixed 0.05375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KQ2Q8 170248.72000000 PA USD 169181.24000000 0.031974321767 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XTD8 75496.73600000 PA USD 75380.35000000 0.014246470624 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AG6Z7 224250.01200000 PA USD 200519.61000000 0.037897100948 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQ2G1 347485.74600000 PA USD 296293.38000000 0.055997815536 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EW9 50000.00000000 PA USD 46314.41000000 0.008753168187 Long DBT CORP AU N 2 2028-11-20 Fixed 0.01953000 N N N N N N PPL ELEC UTILS CORP 549300GCZLSGYEYPIR35 69351UAW3 30000.00000000 PA USD 19207.27000000 0.003630068152 Long DBT CORP US N 2 2049-10-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPPP7 21212.62700000 PA USD 16618.68000000 0.003140838911 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824AY6 140000.00000000 PA USD 140014.28000000 0.026461927107 Long DBT CORP US N 2 2040-05-27 Fixed 0.05300000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YW42 95700.81000000 PA USD 92973.49000000 0.017571477104 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 0.05000000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457BA5 100000.00000000 PA USD 104518.83000000 0.019753482721 Long DBT CORP US N 2 2037-03-15 Fixed 0.05550000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFW9 123000.00000000 PA USD 72023.75000000 0.013612091727 Long DBT CORP US N 2 2056-10-30 Fixed 0.02987000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAW9 215000.00000000 PA USD 207767.07000000 0.039266830937 Long DBT CORP JP N 2 2026-07-14 Fixed 0.01653000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AG8 100000.00000000 PA USD 99128.98000000 0.018734830782 Long DBT CORP US N 2 2028-03-01 Fixed 0.04101000 N N N N N N AIR PRODUCTS and CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158BJ4 50000.00000000 PA USD 50434.40000000 0.009531823586 Long DBT CORP US N 2 2031-02-08 Fixed 0.04750000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAS8 50000.00000000 PA USD 43897.38000000 0.008296362840 Long DBT CORP US N 2 2045-05-14 Fixed 0.04700000 N N N N N N BLACKROCK FUNDING INC N/A 09290DAH4 60000.00000000 PA USD 60497.55000000 0.011433703464 Long DBT CORP US N 2 2027-07-26 Fixed 0.04600000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179U6Y3 26305.96800000 PA USD 26016.64000000 0.004917001546 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D4X7 208632.83700000 PA USD 162732.74000000 0.030755590814 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCU55 19620.43400000 PA USD 17592.26000000 0.003324840164 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03000000 N N N N N N PROGRESSIVE CORP OHIO 529900TACNVLY9DCR586 743315AS2 50000.00000000 PA USD 39651.21000000 0.007493860117 Long DBT CORP US N 2 2047-04-15 Fixed 0.04125000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABL5 20000.00000000 PA USD 19780.67000000 0.003738437591 Long DBT CORP US N 2 2035-03-01 Fixed 0.05700000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AW5 50000.00000000 PA USD 35606.09000000 0.006729354735 Long DBT CORP US N 2 2041-10-01 Fixed 0.02800000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 223000.00000000 PA USD 189230.95000000 0.035763606435 Long DBT CORP US N 2 2032-03-15 Fixed 0.04279000 N N N N N N LINCOLN NATIONAL CORP IND EFQMQROEDSNBRIP7LE47 534187BH1 76000.00000000 PA USD 74287.73000000 0.014039971467 Long DBT CORP US N 2 2028-03-01 Fixed 0.03800000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 171239AJ5 70000.00000000 PA USD 41646.16000000 0.007870894670 Long DBT CORP US N 2 2061-12-15 Fixed 0.03050000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJT9 1770000.00000000 PA USD 1770207.43000000 0.334559446203 Long DBT UST US N 2 2027-01-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMGN9 702656.03800000 PA USD 575185.03000000 0.108706800028 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02500000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AV1 170000.00000000 PA USD 162705.44000000 0.030750431264 Long DBT CORP US N 2 2027-03-12 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBL4 2000.00000000 PA USD 1708.59000000 0.000322914091 Long DBT UST US N 2 2031-02-15 Fixed 0.01125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9FB6 323677.68600000 PA USD 265767.51000000 0.050228594376 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCF0 160000.00000000 PA USD 160840.72000000 0.030398009463 Long DBT CORP US N 2 2025-11-10 Fixed 0.05800000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TKQ7 145000.00000000 PA USD 146072.70000000 0.027606935090 Long DBT CORP US N 2 2028-01-12 Fixed 0.04625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TT5 1500000.00000000 PA USD 1311503.91000000 0.247867009474 Long DBT UST US N 2 2053-08-15 Fixed 0.04125000 N N N N N N ROCKWELL AUTOMATION INC VH3R4HHBHH12O0EXZJ88 773903AJ8 20000.00000000 PA USD 16051.21000000 0.003033590209 Long DBT CORP US N 2 2049-03-01 Fixed 0.04200000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TR9 100000.00000000 PA USD 79777.34000000 0.015077477496 Long DBT UST US N 2 2053-05-15 Fixed 0.03625000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCR5 180000.00000000 PA USD 155983.42000000 0.029480006539 Long DBT CORP US N 2 2032-11-08 Variable 0.02545000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216DR8 70000.00000000 PA USD 71087.80000000 0.013435202336 Long DBT CORP US N 2 2034-05-13 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DRV6 55551.80200000 PA USD 51723.83000000 0.009775518748 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.02500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 20000.00000000 PA USD 19869.61000000 0.003755246761 Long DBT CORP US N 2 2035-07-19 Variable 0.05320000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHW4 1790000.00000000 PA USD 1800208.58000000 0.340229498175 Long DBT UST US N 2 2030-08-31 Fixed 0.04125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCZ4 989596.48800000 PA USD 770953.36000000 0.145705935247 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ERT59 26709.28000000 PA USD 25351.82000000 0.004791354230 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 0.04000000 N N N N N N PECO ENERGY COMPANY YH65D4JBECK76IFEJ279 693304BD8 30000.00000000 PA USD 24852.49000000 0.004696983613 Long DBT CORP US N 2 2052-05-15 Fixed 0.04600000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DZ0 20000.00000000 PA USD 18393.17000000 0.003476207739 Long DBT CORP US N 2 2053-06-01 Fixed 0.05875000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 340000.00000000 PA USD 297482.49000000 0.056222550771 Long DBT CORP GB N 2 2032-05-24 Variable 0.02804000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMB4 7570000.00000000 PA USD 7594681.99000000 1.435353031292 Long DBT UST US N 2 2027-12-15 Fixed 0.04000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCT0 130000.00000000 PA USD 123994.14000000 0.023434208956 Long DBT CORP US N 2 2034-09-27 Fixed 0.04700000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50076QAR7 20000.00000000 PA USD 21591.54000000 0.004080682039 Long DBT CORP US N 2 2039-01-26 Fixed 0.06875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RM2 121000.00000000 PA USD 90664.92000000 0.017135170099 Long DBT UST US N 2 2045-05-15 Fixed 0.03000000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CP2 150000.00000000 PA USD 144392.49000000 0.027289384662 Long DBT CORP US N 2 2027-11-16 Variable 0.02311000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BC1 130000.00000000 PA USD 117469.55000000 0.022201097412 Long DBT CORP US N 2 2030-06-01 Fixed 0.02650000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBV1 50000.00000000 PA USD 49730.51000000 0.009398792256 Long DBT CORP US N 2 2035-07-26 Variable 0.06184000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFB2 1095000.00000000 PA USD 1069207.61000000 0.202074344405 Long DBT UST US N 2 2027-07-31 Fixed 0.02750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YAR5 178055.12400000 PA USD 173704.19000000 0.032829134385 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 0.05000000 N N N N N N JOHNSON CONTROLS/TYCO FI N/A 477921AA8 150000.00000000 PA USD 154703.78000000 0.029238161633 Long DBT CORP IE N 2 2029-04-19 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WLQ9 117875.62900000 PA USD 102820.24000000 0.019432458575 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 0.03000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PET5 50000.00000000 PA USD 48722.68000000 0.009208317941 Long DBT CORP US N 2 2063-02-15 Fixed 0.06050000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DA5 200000.00000000 PA USD 140885.25000000 0.026626535636 Long DBT CORP US N 2 2041-08-15 Fixed 0.02800000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHA2 1040000.00000000 PA USD 1029554.66000000 0.194580155437 Long DBT UST US N 2 2028-04-30 Fixed 0.03500000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2024-D N/A 34535VAD6 200000.00000000 PA USD 201064.56000000 0.038000093494 Long ABS-CBDO CORP US N 2 2029-08-15 Fixed 0.04610000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K9ND7 12381.80000000 PA USD 10722.13000000 0.002026423465 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAT0 70000.00000000 PA USD 44154.38000000 0.008344934424 Long DBT CORP US N 2 2050-05-15 Fixed 0.03000000 N N N N N N OREILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAL1 50000.00000000 PA USD 48921.39000000 0.009245873036 Long DBT CORP US N 2 2032-06-15 Fixed 0.04700000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKD2 1350000.00000000 PA USD 1365873.04000000 0.258142475340 Long DBT UST US N 2 2029-02-28 Fixed 0.04250000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BT0 50000.00000000 PA USD 49091.73000000 0.009278066357 Long DBT CORP US N 2 2033-07-15 Fixed 0.04900000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCC7 60000.00000000 PA USD 60577.61000000 0.011448834362 Long DBT CORP CA N 2 2034-04-05 Fixed 0.05625000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBN5 80000.00000000 PA USD 61170.76000000 0.011560936443 Long DBT CORP US N 2 2047-01-15 Fixed 0.04400000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EH7 150000.00000000 PA USD 151147.61000000 0.028566065106 Long DBT CORP US N 2 2034-02-22 Fixed 0.05200000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBE2 68000.00000000 PA USD 44081.55000000 0.008331169955 Long DBT CORP US N 2 2052-03-15 Fixed 0.05141000 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 776743AL0 30000.00000000 PA USD 25427.57000000 0.004805670563 Long DBT CORP US N 2 2031-02-15 Fixed 0.01750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RJ9 7000.00000000 PA USD 5272.97000000 0.000996562263 Long DBT UST US N 2 2044-11-15 Fixed 0.03000000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCN3 80000.00000000 PA USD 75513.51000000 0.014271637130 Long DBT CORP US N 2 2030-03-01 Variable 0.03273000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKC2 60000.00000000 PA USD 50155.70000000 0.009479150822 Long DBT CORP US N 2 2036-09-21 Variable 0.02482000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5KV0 149780.14000000 PA USD 145394.62000000 0.027478781708 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 0.05000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VES9 120000.00000000 PA USD 117645.18000000 0.022234290514 Long DBT CORP US N 2 2029-02-08 Fixed 0.03875000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016FZQ0 30000.00000000 PA USD 28302.67000000 0.005349048614 Long DBT CORP CA N 2 2032-05-04 Fixed 0.03875000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJE0 420000.00000000 PA USD 292855.69000000 0.055348111076 Long DBT CORP US N 2 2041-06-19 Variable 0.02676000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JZ4 80000.00000000 PA USD 80800.51000000 0.015270850986 Long DBT CORP US N 2 2034-06-01 Fixed 0.05300000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EZD2 60000.00000000 PA USD 59196.56000000 0.011187823525 Long DBT CORP CA N 2 2027-05-04 Fixed 0.03625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VKN9 22770.37900000 PA USD 21079.89000000 0.003983983009 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 0.04000000 N N N N N N QUEBEC PROVINCE CDA 549300WN65YFEQH74Y36 748148SD6 150000.00000000 PA USD 148325.74000000 0.028032747231 Long DBT NUSS CA N 2 2028-04-13 Fixed 0.03625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DWW8 191941.68600000 PA USD 169291.68000000 0.031995194318 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.01500000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WFY2 50000.00000000 PA USD 50061.39000000 0.009461326752 Long DBT CORP US N 2 2030-03-05 Fixed 0.04800000 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAF3 50000.00000000 PA USD 46029.83000000 0.008699384135 Long DBT CORP US N 2 2030-02-15 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YFL3 161998.64000000 PA USD 161698.28000000 0.030560083576 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 0.05500000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBS9 100000.00000000 PA USD 84646.22000000 0.015997668977 Long DBT CORP US N 2 2031-03-15 Fixed 0.01625000 N N N N N N TJX COMPANIES INC V167QI9I69W364E2DY52 872540AW9 125000.00000000 PA USD 106427.67000000 0.020114242959 Long DBT CORP US N 2 2031-05-15 Fixed 0.01600000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661DY0 100000.00000000 PA USD 86095.52000000 0.016271578688 Long DBT CORP US N 2 2030-10-15 Fixed 0.01700000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YHS6 170644.05200000 PA USD 170167.68000000 0.032160753490 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 0.05500000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AJ9 60000.00000000 PA USD 40529.07000000 0.007659770818 Long DBT CORP US N 2 2050-03-01 Fixed 0.03300000 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 960413AZ5 70000.00000000 PA USD 41426.46000000 0.007829372581 Long DBT CORP US N 2 2051-08-15 Fixed 0.03125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHU8 1140000.00000000 PA USD 1143740.63000000 0.216160674330 Long DBT UST US N 2 2026-08-15 Fixed 0.04375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W2U1 79242.12200000 PA USD 66453.77000000 0.012559396211 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QC5Z5 112710.77300000 PA USD 104660.60000000 0.019780276470 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.04000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 59022CAJ2 100000.00000000 PA USD 103564.75000000 0.019573166861 Long DBT CORP US N 2 2037-01-29 Fixed 0.06110000 N N N N N N BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 549300O5ZKB2MUUSKB97 0778FPAN9 30000.00000000 PA USD 27572.05000000 0.005210965462 Long DBT CORP CA N 2 2054-02-15 Fixed 0.05550000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BF9 175000.00000000 PA USD 173842.69000000 0.032855310122 Long DBT CORP US N 2 2026-03-01 Fixed 0.03650000 N N N N N N AON GLOBAL LTD VVT2B79I2Z4U3R6BY589 00185AAH7 68000.00000000 PA USD 58144.59000000 0.010989006994 Long DBT CORP GB N 2 2045-05-15 Fixed 0.04750000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 219868CL8 100000.00000000 PA USD 102358.18000000 0.019345131782 Long DBT CORP VE N 2 2030-01-22 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMXJ7 18438.90100000 PA USD 17570.78000000 0.003320780563 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RX8 17000.00000000 PA USD 12457.15000000 0.002354332681 Long DBT UST US N 2 2047-05-15 Fixed 0.03000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GH5 30000.00000000 PA USD 29058.32000000 0.005491862299 Long DBT CORP US N 2 2054-12-01 Fixed 0.05600000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAE1 204000.00000000 PA USD 171917.81000000 0.032491518412 Long DBT UST US N 2 2030-08-15 Fixed 0.00625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N17J6 91208.86500000 PA USD 86351.39000000 0.016319936707 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5GM5 99401.45000000 PA USD 93861.58000000 0.017739321218 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 0.04500000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAE7 60000.00000000 PA USD 39299.52000000 0.007427392645 Long DBT CORP US N 2 2040-08-15 Fixed 0.01900000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AK9 10000.00000000 PA USD 6969.19000000 0.001317138493 Long DBT CORP US N 2 2049-09-15 Fixed 0.03700000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BQ5 90000.00000000 PA USD 88797.01000000 0.016782145406 Long DBT CORP US N 2 2030-02-15 Fixed 0.04663000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AM7 75000.00000000 PA USD 60787.63000000 0.011488526985 Long DBT CORP US N 2 2044-10-15 Fixed 0.04125000 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 500630EE4 300000.00000000 PA USD 298683.42000000 0.056449519921 Long DBT CORP KR N 2 2027-10-16 Fixed 0.04125000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RAW7 47000.00000000 PA USD 40219.42000000 0.007601248675 Long DBT CORP US N 2 2031-07-28 Fixed 0.01800000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JAS3 85000.00000000 PA USD 79536.22000000 0.015031907145 Long DBT CORP US N 2 2042-06-01 Fixed 0.05300000 N N N N N N WASTE MANAGEMENT INC DEL 549300YX8JIID70NFS41 94106LCE7 20000.00000000 PA USD 19737.18000000 0.003730218221 Long DBT CORP US N 2 2035-03-15 Fixed 0.04950000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RJL7 320000.00000000 PA USD 275726.74000000 0.052110833947 Long DBT CORP US N 2 2045-07-15 Fixed 0.04850000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RBR7 30000.00000000 PA USD 29686.38000000 0.005610562177 Long DBT CORP US N 2 2034-04-26 Variable 0.04967000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CG3 70000.00000000 PA USD 69252.96000000 0.013088427690 Long DBT CORP US N 2 2033-02-10 Fixed 0.05200000 N N N N N N BENCHMARK 2019-B12 MTG TR N/A 08162FAE3 19000.00000000 PA USD 17632.50000000 0.003332445302 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 0.03115600 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EF0 100000.00000000 PA USD 75320.39000000 0.014235138514 Long DBT CORP US N 2 2062-04-01 Fixed 0.04450000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCD1 70000.00000000 PA USD 68157.29000000 0.012881352100 Long DBT CORP US N 2 2034-10-15 Fixed 0.04800000 N N N N N N WACHOVIA CORP N/A 929903AM4 60000.00000000 PA USD 59781.38000000 0.011298351281 Long DBT CORP US N 2 2035-08-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WQAY8 50416.07300000 PA USD 45139.07000000 0.008531035406 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.03000000 N N N N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 01609WAX0 200000.00000000 PA USD 175922.00000000 0.033248288250 Long DBT CORP KY N 2 2031-02-09 Fixed 0.02125000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 549300S8SEQBOJLKHW63 15189XBD9 90000.00000000 PA USD 92162.80000000 0.017418261163 Long DBT CORP US N 2 2028-10-01 Fixed 0.05200000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAL0 60000.00000000 PA USD 59432.72000000 0.011232456463 Long DBT CORP US N 2 2035-03-15 Fixed 0.05250000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CA8 110000.00000000 PA USD 110705.72000000 0.020922770827 Long DBT CORP US N 2 2031-04-15 Fixed 0.05375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XGQ36 237365.33100000 PA USD 202396.15000000 0.038251756664 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DSGC0 188595.60500000 PA USD 195318.57000000 0.036914133058 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 0.06500000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FQ6 70000.00000000 PA USD 56930.47000000 0.010759545007 Long DBT CORP US N 2 2036-04-06 Fixed 0.02891000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QPKR7 94108.07600000 PA USD 83531.86000000 0.015787061080 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KQUS3 87296.95000000 PA USD 82593.25000000 0.015609668964 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.04500000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAU9 70000.00000000 PA USD 69640.49000000 0.013161668724 Long DBT CORP US N 2 2034-02-15 Fixed 0.05125000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAP5 50000.00000000 PA USD 39065.81000000 0.007383222744 Long DBT CORP US N 2 2058-04-15 Fixed 0.04900000 N N N N N N CITIZENS FINANCIAL GRP INC 2138004JDDA4ZQUPFW65 174610AW5 20000.00000000 PA USD 16387.03000000 0.003097058338 Long DBT CORP US N 2 2032-09-30 Fixed 0.02638000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AL4 100000.00000000 PA USD 105909.96000000 0.020016398623 Long DBT CORP US N 2 2036-02-15 Fixed 0.06000000 N N N N N N WASTE MANAGEMENT INC DEL 549300YX8JIID70NFS41 94106LBY4 20000.00000000 PA USD 20312.51000000 0.003838952419 Long DBT CORP US N 2 2031-07-03 Fixed 0.04950000 N N N N N N TRAVELERS COS INC 549300Y650407RU8B149 89417EAS8 20000.00000000 PA USD 19131.59000000 0.003615765049 Long DBT CORP US N 2 2053-05-25 Fixed 0.05450000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DS6 80000.00000000 PA USD 77637.00000000 0.014672965034 Long DBT CORP US N 2 2043-03-02 Fixed 0.05600000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200GS4 110000.00000000 PA USD 110343.78000000 0.020854366162 Long DBT CORP US N 2 2039-11-30 Fixed 0.05600000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEE8 115000.00000000 PA USD 81871.21000000 0.015473207384 Long DBT CORP US N 2 2041-05-15 Fixed 0.03050000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYVS5 756901.87300000 PA USD 639033.10000000 0.120773733302 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.02000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BH2 60000.00000000 PA USD 52086.37000000 0.009844036809 Long DBT CORP US N 2 2045-05-13 Fixed 0.04375000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 760942AY8 20000.00000000 PA USD 16480.00000000 0.003114629155 Long DBT NUSS UY N 2 2045-11-20 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WPG24 35028.89100000 PA USD 31346.78000000 0.005924368624 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132ADXY9 8767.32900000 PA USD 8388.77000000 0.001585431287 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.04500000 N N N N N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 17275RAF9 135000.00000000 PA USD 136576.53000000 0.025812211307 Long DBT CORP US N 2 2040-01-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QDDF8 22629.37000000 PA USD 21862.20000000 0.004131835287 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWDC4 63930.69700000 PA USD 49805.74000000 0.009413010311 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBM6 242000.00000000 PA USD 236929.66000000 0.044778399692 Long DBT CORP US N 2 2026-07-15 Fixed 0.02650000 N N N N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021AX4 20000.00000000 PA USD 18829.05000000 0.003558586657 Long DBT CORP US N 2 2054-02-20 Fixed 0.05450000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QBE7 45000.00000000 PA USD 38783.70000000 0.007329905509 Long DBT NUSS MX N 2 2045-01-21 Fixed 0.05550000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP 254900ZARLSVK41DKO78 24703TAG1 80000.00000000 PA USD 81628.19000000 0.015427277943 Long DBT CORP US N 2 2029-10-01 Fixed 0.05300000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 45950KCU2 40000.00000000 PA USD 33808.83000000 0.006389682502 Long DBT CORP US N 2 2030-08-27 Fixed 0.00750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCQ50 66903.84300000 PA USD 59892.64000000 0.011319378808 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.03000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271BD0 20000.00000000 PA USD 17987.44000000 0.003399527006 Long DBT CORP US N 2 2054-05-15 Fixed 0.05625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMT9 454733.40700000 PA USD 465788.34000000 0.088031428654 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQMS3 161558.78300000 PA USD 161454.56000000 0.030514021840 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.05500000 N N N N N N ILLINOIS TOOL WORKS INC 76NA4I14SZCFAYMNSV04 452308AQ2 10000.00000000 PA USD 9208.97000000 0.001740444566 Long DBT CORP US N 2 2041-09-15 Fixed 0.04875000 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AM5 20000.00000000 PA USD 13730.78000000 0.002595041730 Long DBT CORP US N 2 2050-03-27 Fixed 0.03375000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EZ2 345000.00000000 PA USD 240802.19000000 0.045510286515 Long DBT CORP US N 2 2040-05-28 Fixed 0.02550000 N N N N N N MARTIN MARIETTA MATERIALS INC 5299005MZ4WZECVATV08 573284BA3 20000.00000000 PA USD 19848.54000000 0.003751264647 Long DBT CORP US N 2 2034-12-01 Fixed 0.05150000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VBH2 40045.61400000 PA USD 37122.66000000 0.007015978105 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.04000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLG2 50000.00000000 PA USD 50808.56000000 0.009602537763 Long DBT CORP US N 2 2029-04-25 Variable 0.05202000 N N N N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 92857WBY5 30000.00000000 PA USD 27529.55000000 0.005202933196 Long DBT CORP GB N 2 2053-02-10 Fixed 0.05625000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAJ8 30000.00000000 PA USD 25219.01000000 0.004766253873 Long DBT CORP US N 2 2032-02-01 Fixed 0.02450000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FH1 50000.00000000 PA USD 37471.48000000 0.007081903162 Long DBT CORP US N 2 2046-06-15 Fixed 0.03850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419B7B5 4606.35200000 PA USD 4392.22000000 0.000830105368 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04000000 N N N N N N JM SMUCKER CO/THE 5493000WDH6A0LHDJD55 832696AZ1 10000.00000000 PA USD 10509.06000000 0.001986154410 Long DBT CORP US N 2 2053-11-15 Fixed 0.06500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TU2 2570000.00000000 PA USD 2403753.13000000 0.454296091155 Long DBT UST US N 2 2043-08-15 Fixed 0.04375000 N N N N N N LABORATORY CORP OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 50540RAW2 180000.00000000 PA USD 167255.44000000 0.031610356183 Long DBT CORP US N 2 2029-12-01 Fixed 0.02950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMTD6 243821.58200000 PA USD 192999.00000000 0.036475747115 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ESA9 131749.44000000 PA USD 135447.55000000 0.025598840310 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VDP2 212842.74500000 PA USD 191356.27000000 0.036165280200 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 0.03500000 N N N N N N SCHWAB CHARLES CORP 549300VSGCJ7E698NM85 808513CA1 55000.00000000 PA USD 48579.59000000 0.009181274720 Long DBT CORP US N 2 2032-03-03 Fixed 0.02900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6J85 470980.36600000 PA USD 444005.25000000 0.083914544721 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TS7 650000.00000000 PA USD 569193.69000000 0.107574469794 Long DBT UST US N 2 2043-05-15 Fixed 0.03875000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NN7 190000.00000000 PA USD 174388.38000000 0.032958442523 Long DBT CORP US N 2 2033-03-17 Variable 0.03785000 N N N N N N LANDWIRTSCHAFTLICHE RENTENBANK 529900Z3J0N6S0F7CT25 515110BT0 230000.00000000 PA USD 222489.67000000 0.042049321181 Long DBT CORP DE N 2 2027-11-15 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XMHQ2 250147.88300000 PA USD 244880.97000000 0.046281153451 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05000000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAX9 20000.00000000 PA USD 16981.56000000 0.003209421231 Long DBT CORP US N 2 2031-03-01 Fixed 0.02500000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAR4 30000.00000000 PA USD 25430.90000000 0.004806299915 Long DBT CORP US N 2 2031-10-28 Fixed 0.02875000 N N N N N N GE AEROSPACE 3C7474T6CDKPR9K6YT90 36962G3P7 75000.00000000 PA USD 78540.30000000 0.014843683755 Long DBT CORP US N 2 2038-01-14 Fixed 0.05875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BHTZ9 138386.59600000 PA USD 134426.29000000 0.025405827800 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.05000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020679 1725000.00000000 PA USD 1341591.67000000 0.253553430258 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVD93 251077.07800000 PA USD 198271.38000000 0.037472197871 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DQT22 179764.02300000 PA USD 174701.04000000 0.033017533540 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133WMZT2 249184.98000000 PA USD 249717.29000000 0.047195191271 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 0.05000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CV2 210000.00000000 PA USD 211851.38000000 0.040038743013 Long DBT CORP US N 2 2026-09-30 Fixed 0.04950000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457CJ7 50000.00000000 PA USD 51196.65000000 0.009675884634 Long DBT CORP US N 2 2033-03-15 Fixed 0.05650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329PMG5 23914.39800000 PA USD 22881.81000000 0.004324535956 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.04500000 N N N N N N BUNGE LTD FIN CORP 549300QHC068L40NNM71 120568BB5 140000.00000000 PA USD 139045.02000000 0.026278742310 Long DBT CORP US N 2 2025-08-17 Fixed 0.01630000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AN5 80000.00000000 PA USD 70215.48000000 0.013270338665 Long DBT CORP US N 2 2031-03-15 Fixed 0.02500000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076AU6 60000.00000000 PA USD 59194.47000000 0.011187428527 Long DBT CORP US N 2 2040-09-15 Fixed 0.05400000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 50000.00000000 PA USD 39056.69000000 0.007381499114 Long DBT CORP US N 2 2040-04-01 Fixed 0.03600000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TW8 2520000.00000000 PA USD 2470682.82000000 0.466945433622 Long DBT UST US N 2 2043-11-15 Fixed 0.04750000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 240000.00000000 PA USD 238145.48000000 0.045008182970 Long DBT CORP US N 2 2027-03-01 Fixed 0.04125000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687FS0 20000.00000000 PA USD 17384.05000000 0.003285489622 Long DBT CORP US N 2 2050-03-23 Fixed 0.04700000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RCB1 50000.00000000 PA USD 50531.59000000 0.009550191960 Long DBT CORP US N 2 2031-02-11 Variable 0.04942000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QEDD1 115418.16100000 PA USD 95670.04000000 0.018081110189 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02500000 N N N N N N DR HORTON INC 529900ZIUEYVSB8QDD25 23331ABS7 30000.00000000 PA USD 29183.78000000 0.005515573547 Long DBT CORP US N 2 2034-10-15 Fixed 0.05000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EZ9 210000.00000000 PA USD 209405.29000000 0.039576445487 Long DBT CORP US N 2 2030-05-12 Fixed 0.04200000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XDD5 164707.13000000 PA USD 151758.58000000 0.028681535068 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEP2 265000.00000000 PA USD 244379.69000000 0.046186414294 Long DBT UST US N 2 2032-05-15 Fixed 0.02875000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 744320AW2 80000.00000000 PA USD 78352.09000000 0.014808113103 Long DBT CORP US N 2 2047-09-15 Variable 0.04500000 N N N N N N MEAD JOHNSON NUTRITION CO E4BJRFT3MF4GJDY1SC50 582839AG1 20000.00000000 PA USD 16976.14000000 0.003208396880 Long DBT CORP US N 2 2044-06-01 Fixed 0.04600000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XNH5 245986.72100000 PA USD 249582.63000000 0.047169741274 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 0.06000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GCU6 40000.00000000 PA USD 43148.77000000 0.008154879677 Long DBT CORP US N 2 2033-02-15 Fixed 0.06125000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DU1 50000.00000000 PA USD 49266.48000000 0.009311093144 Long DBT CORP US N 2 2033-02-21 Fixed 0.05250000 N N N N N N SELECTIVE INSURANCE GROUP INC 549300R3WGJWLE40R258 816300AJ6 20000.00000000 PA USD 20032.12000000 0.003785960255 Long DBT CORP US N 2 2035-04-15 Fixed 0.05900000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HHS2 94000.00000000 PA USD 93146.69000000 0.017604210949 Long DBT CORP US N 2 2028-04-26 Fixed 0.03900000 N N N N N N THE CAMPBELL'S COMPANY 5493007JDSMX8Z5Z1902 134429BN8 70000.00000000 PA USD 71238.15000000 0.013463617657 Long DBT CORP US N 2 2029-03-21 Fixed 0.05200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140NRTV8 293674.90000000 PA USD 297326.98000000 0.056193160238 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.06000000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475BB0 203000.00000000 PA USD 195369.35000000 0.036923730198 Long DBT CORP US N 2 2026-08-13 Fixed 0.01150000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAV8 140000.00000000 PA USD 136111.95000000 0.025724408248 Long DBT CORP GB N 2 2055-03-14 Fixed 0.05750000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XFA9 50000.00000000 PA USD 47868.24000000 0.009046833491 Long DBT CORP US N 2 2034-09-06 Fixed 0.05450000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XNJ1 45307.74900000 PA USD 46466.29000000 0.008781872669 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5CZ0 97844.87000000 PA USD 85271.41000000 0.016115826441 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 0.03000000 N N N N N N ELI LILLY and CO FRDRIPF3EKNDJ2CQJL29 532457CS5 100000.00000000 PA USD 91299.36000000 0.017255075762 Long DBT CORP US N 2 2054-08-14 Fixed 0.05050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QGYS0 185516.22900000 PA USD 145513.51000000 0.027501251263 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312CJ3 30000.00000000 PA USD 29980.46000000 0.005666141676 Long DBT CORP US N 2 2035-05-14 Fixed 0.05250000 N N N N N N SOUTHERN CALIFORNIA GAS CO XY0N0J73VHV5F4CUJV89 842434DB5 30000.00000000 PA USD 29579.95000000 0.005590447493 Long DBT CORP US N 2 2034-09-01 Fixed 0.05050000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV3J2 80086.28100000 PA USD 71911.78000000 0.013590930014 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.03500000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200KA8 240000.00000000 PA USD 231470.57000000 0.043746661774 Long DBT CORP US N 2 2029-05-15 Fixed 0.03500000 N N N N N N NNN REIT INC 5493008JKH5SOTI0JS97 637417AT3 20000.00000000 PA USD 20023.93000000 0.003784412390 Long DBT CORP US N 2 2034-06-15 Fixed 0.05500000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AR6 30000.00000000 PA USD 29619.80000000 0.005597978924 Long DBT CORP US N 2 2035-02-15 Fixed 0.05100000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RC4 47000.00000000 PA USD 39654.41000000 0.007494464899 Long DBT UST US N 2 2043-08-15 Fixed 0.03625000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38143YAC7 20000.00000000 PA USD 21060.01000000 0.003980225799 Long DBT CORP US N 2 2036-05-01 Fixed 0.06450000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HW6 50000.00000000 PA USD 50713.08000000 0.009584492569 Long DBT CORP US N 2 2033-11-15 Fixed 0.05200000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMB2 10000.00000000 PA USD 9798.52000000 0.001851866266 Long DBT CORP US N 2 2035-08-15 Variable 0.05425000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 171239AH9 15000.00000000 PA USD 9327.71000000 0.001762885772 Long DBT CORP US N 2 2051-12-15 Fixed 0.02850000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DF6 30000.00000000 PA USD 28060.22000000 0.005303226901 Long DBT CORP US N 2 2054-06-25 Fixed 0.05300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XAC61 13324.06400000 PA USD 12590.44000000 0.002379523756 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 0.04000000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475BS3 80000.00000000 PA USD 82879.92000000 0.015663848013 Long DBT CORP US N 2 2034-08-18 Variable 0.05939000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CP7 50000.00000000 PA USD 30982.24000000 0.005855472573 Long DBT CORP US N 2 2051-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EXER0 19359.26100000 PA USD 18170.15000000 0.003434058189 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CXW9 10505.27000000 PA USD 10214.78000000 0.001930537112 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 0.03500000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CG7 130000.00000000 PA USD 129382.87000000 0.024452649221 Long DBT CORP US N 2 2028-04-17 Fixed 0.04200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AECC8 98031.58600000 PA USD 84921.97000000 0.016049784207 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 0.03000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBA0 50000.00000000 PA USD 48468.58000000 0.009160294442 Long DBT CORP US N 2 2027-03-15 Fixed 0.03755000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661DZ7 60000.00000000 PA USD 36427.51000000 0.006884598587 Long DBT CORP US N 2 2050-10-15 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QT8 75000.00000000 PA USD 60260.74000000 0.011388947679 Long DBT UST US N 2 2041-11-15 Fixed 0.03125000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBZ7 20000.00000000 PA USD 20962.85000000 0.003961863094 Long DBT CORP CA N 2 2053-11-15 Fixed 0.06700000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FX3Q9 200000.00000000 PA USD 172721.98000000 0.032643502109 Long ABS-MBS USGSE US N 2 2030-08-25 Fixed 0.01406000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AG2 80000.00000000 PA USD 76373.79000000 0.014434225308 Long DBT CORP US N 2 2055-04-01 Fixed 0.05700000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H062669 -200000.00000000 PA USD -204276.74000000 -0.03860717780 Short ABS-MBS USGA US N 2 2055-06-01 Fixed 0.06500000 N N N N N N BRUNSWICK CORP YM4O38W15AX4YLLQKU27 117043AU3 40000.00000000 PA USD 36202.59000000 0.006842089947 Long DBT CORP US N 2 2032-09-15 Fixed 0.04400000 N N N N N N CANADIAN NATIONAL RAILWAY CO 3SU7BEP7TH9YEQOZCS77 136375CJ9 141000.00000000 PA USD 139194.57000000 0.026307006435 Long DBT CORP CA N 2 2026-03-01 Fixed 0.02750000 N N N N N N CAPTIAL ONE MULTI-ASSET EXECUT R42WS16M9R97TJJKGU15 14041NFV8 32000.00000000 PA USD 31117.58000000 0.005881051087 Long ABS-CBDO CORP US N 2 2028-08-15 Fixed 0.02060000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VZQ6 1515919.84700000 PA USD 1218458.02000000 0.230281849169 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 0.02000000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EE3 90000.00000000 PA USD 60998.42000000 0.011528365133 Long DBT CORP US N 2 2041-09-15 Fixed 0.02800000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFM8 1175000.00000000 PA USD 1181471.68000000 0.223291634792 Long DBT UST US N 2 2027-09-30 Fixed 0.04125000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 760942BB7 15000.00000000 PA USD 14985.00000000 0.002832082396 Long DBT NUSS UY N 2 2027-10-27 Fixed 0.04375000 N N N N N N M and T BANK CORP 549300WYXDDBYRASEG81 55261FAR5 65000.00000000 PA USD 62982.96000000 0.011903432253 Long DBT CORP US N 2 2034-01-27 Variable 0.05053000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TLR4 16572.08600000 PA USD 14600.46000000 0.002759406456 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 0.03000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H6LZ6 600000.00000000 PA USD 522162.24000000 0.098685785000 Long ABS-MBS USGSE US N 2 2032-01-25 Fixed 0.02250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179T7L3 43241.70900000 PA USD 41629.02000000 0.007867655304 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJV4 140000.00000000 PA USD 139943.95000000 0.026448635124 Long DBT UST US N 2 2026-01-31 Fixed 0.04250000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863EE4 200000.00000000 PA USD 202750.00000000 0.038318632363 Long DBT NUSS CL N 2 2037-01-13 Fixed 0.05650000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862121AA8 50000.00000000 PA USD 49071.11000000 0.009274169291 Long DBT CORP US N 2 2028-03-15 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FL2L7 41000.00000000 PA USD 39364.68000000 0.007439707526 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 0.03718000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFN9 11000.00000000 PA USD 10985.79000000 0.002076253752 Long DBT CORP US N 2 2025-07-01 Fixed 0.03300000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBC6 50000.00000000 PA USD 45168.09000000 0.008536520026 Long DBT CORP US N 2 2045-02-15 Fixed 0.05100000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AT9 50000.00000000 PA USD 42449.09000000 0.008022644014 Long DBT CORP US N 2 2031-02-01 Fixed 0.02600000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAP6 30000.00000000 PA USD 30319.86000000 0.005730286405 Long DBT CORP CA N 2 2030-02-01 Fixed 0.04850000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CC4 75000.00000000 PA USD 75322.44000000 0.014235525953 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 31418CS47 63912.62400000 PA USD 57688.58000000 0.010902823618 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.03500000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958667AF4 70000.00000000 PA USD 72677.67000000 0.013735679002 Long DBT CORP US N 2 2029-01-15 Fixed 0.06350000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142J6AL7 125000.00000000 PA USD 114636.54000000 0.021665674139 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UPC0 8340.78200000 PA USD 8222.98000000 0.001554097891 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 0.05000000 N N N N N N OHIO POWER CO 06ZODLC132CY1O2Y7D77 677415CU3 20000.00000000 PA USD 11756.34000000 0.002221883454 Long DBT CORP US N 2 2051-10-01 Fixed 0.02900000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89114TZV7 95000.00000000 PA USD 85088.47000000 0.016081251789 Long DBT CORP CA N 2 2032-03-10 Fixed 0.03200000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAC0 105000.00000000 PA USD 99542.47000000 0.018812978113 Long DBT CORP US N 2 2027-06-22 Fixed 0.02300000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLK5 1110000.00000000 PA USD 1096645.31000000 0.207259918457 Long DBT UST US N 2 2029-08-31 Fixed 0.03625000 N N N N N N MOODYS CORP 549300GCEDD8YCF5WU84 615369AP0 110000.00000000 PA USD 109262.09000000 0.020649932715 Long DBT CORP US N 2 2029-02-01 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWMY6 270022.44400000 PA USD 267485.56000000 0.050553296356 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFC0 735000.00000000 PA USD 698623.24000000 0.132035941279 Long DBT UST US N 2 2029-07-31 Fixed 0.02625000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RBV8 90000.00000000 PA USD 91531.64000000 0.017298975402 Long DBT CORP US N 2 2030-03-14 Variable 0.04975000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EJ5 52000.00000000 PA USD 44657.72000000 0.008440062909 Long DBT CORP US N 2 2031-08-05 Fixed 0.01700000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AZ8 100000.00000000 PA USD 105630.08000000 0.019963502846 Long DBT CORP US N 2 2033-11-15 Fixed 0.05900000 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAR7 26000.00000000 PA USD 25610.39000000 0.004840222535 Long DBT CORP US N 2 2027-08-15 Fixed 0.03700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AD4S4 19813.80000000 PA USD 19412.31000000 0.003668819581 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 0.04000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DV6 20000.00000000 PA USD 19505.96000000 0.003686518915 Long DBT CORP US N 2 2053-03-08 Fixed 0.05850000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAD1 50000.00000000 PA USD 49470.01000000 0.009349559192 Long DBT CORP US N 2 2027-06-01 Fixed 0.04500000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BH4 95000.00000000 PA USD 88428.66000000 0.016712529287 Long DBT CORP US N 2 2039-03-15 Fixed 0.04750000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BC5 55000.00000000 PA USD 55149.54000000 0.010422959054 Long DBT CORP US N 2 2028-02-01 Fixed 0.04500000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KBH8 60000.00000000 PA USD 66054.00000000 0.012483841884 Long DBT CORP US N 2 2031-11-09 Variable 0.07660000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AX7 40000.00000000 PA USD 26125.84000000 0.004937639744 Long DBT CORP US N 2 2050-03-12 Fixed 0.03350000 N N N N N N SHERWIN WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AX4 54000.00000000 PA USD 44213.28000000 0.008356066199 Long DBT CORP US N 2 2047-06-01 Fixed 0.04500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TH1 665000.00000000 PA USD 539429.30000000 0.101949164157 Long DBT UST US N 2 2042-05-15 Fixed 0.03250000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AV4 50000.00000000 PA USD 49407.53000000 0.009337750816 Long DBT CORP US N 2 2027-06-01 Fixed 0.03750000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CJ1 285000.00000000 PA USD 262885.86000000 0.049683978411 Long DBT CORP US N 2 2033-04-01 Fixed 0.04400000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WN2H4 406497.58600000 PA USD 377348.58000000 0.071316801529 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04000000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JBD5 30000.00000000 PA USD 22041.74000000 0.004165767357 Long DBT CORP US N 2 2047-09-30 Fixed 0.03800000 N N N N N N CAPTIAL ONE MULTI-ASSET EXECUT R42WS16M9R97TJJKGU15 14041NFX4 60000.00000000 PA USD 54769.55000000 0.010351143039 Long ABS-CBDO CORP US N 2 2030-07-15 Fixed 0.01390000 N N N N N N RPM INTERNATIONAL INC 549300TJCKW4BRXPJ474 749685AY9 20000.00000000 PA USD 17396.35000000 0.003287814254 Long DBT CORP US N 2 2032-01-15 Fixed 0.02950000 N N N N N N TWDC ENTERPRISES 18 CORP 7260JQNI6SCF9FIV2392 25468PCX2 50000.00000000 PA USD 38977.87000000 0.007366602568 Long DBT CORP US N 2 2042-12-01 Fixed 0.03700000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAS1 60000.00000000 PA USD 60966.94000000 0.011522415586 Long DBT CORP US N 2 2035-01-24 Variable 0.05711000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSAA9 235228.03900000 PA USD 216056.62000000 0.040833510192 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.04000000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CL6 13000.00000000 PA USD 11965.29000000 0.002261373852 Long DBT CORP US N 2 2030-04-15 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKW0 300000.00000000 PA USD 302507.81000000 0.057172308550 Long DBT UST US N 2 2031-06-30 Fixed 0.04250000 N N N N N N DOLLAR GEN CORP NEW OPX52SQVOZI8IVSWYU66 256677AL9 60000.00000000 PA USD 59017.11000000 0.011153908464 Long DBT CORP US N 2 2032-11-01 Fixed 0.05000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LBA3 10000.00000000 PA USD 9623.50000000 0.001818788451 Long DBT CORP US N 2 2054-08-15 Fixed 0.05400000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDG3 30000.00000000 PA USD 28489.51000000 0.005384360344 Long DBT CORP US N 2 2030-04-01 Fixed 0.03400000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DR8 60000.00000000 PA USD 60550.67000000 0.011443742851 Long DBT CORP US N 2 2033-03-02 Fixed 0.05250000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAF8 40000.00000000 PA USD 42423.24000000 0.008017758506 Long DBT CORP US N 2 2033-02-01 Fixed 0.06650000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XBS4 324252.43200000 PA USD 290201.87000000 0.054846553725 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 0.03500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEX6 40000.00000000 PA USD 34130.23000000 0.006450425331 Long DBT CORP US N 2 2063-04-15 Fixed 0.05200000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECR4 200000.00000000 PA USD 205049.46000000 0.038753217628 Long DBT CORP GB N 2 2030-03-12 Variable 0.05690000 N N N N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 609207AW5 50000.00000000 PA USD 28934.40000000 0.005468442102 Long DBT CORP US N 2 2050-09-04 Fixed 0.02625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179S2Q9 17925.40000000 PA USD 16706.64000000 0.003157462866 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DUWU7 249819.07800000 PA USD 245086.06000000 0.046319914331 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 0.05000000 N N N N N N MCCORMICK and CO INC 549300JQQA6MQ4OJP259 579780AQ0 110000.00000000 PA USD 99328.13000000 0.018772469035 Long DBT CORP US N 2 2030-04-15 Fixed 0.02500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDA0 170000.00000000 PA USD 177677.48000000 0.033580064293 Long DBT CORP US N 2 2034-06-08 Variable 0.06377000 N N N N N N EMERSON ELECTRIC CO FGLT0EWZSUIRRITFOA30 291011BS2 70000.00000000 PA USD 42455.06000000 0.008023772311 Long DBT CORP US N 2 2051-12-21 Fixed 0.02800000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EWA3 270000.00000000 PA USD 259351.36000000 0.049015977395 Long DBT CORP US N 2 2027-01-11 Fixed 0.01700000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CX6 10000.00000000 PA USD 6011.83000000 0.001136202730 Long DBT CORP US N 2 2050-06-01 Fixed 0.02600000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJM2 50000.00000000 PA USD 30197.15000000 0.005707094891 Long DBT CORP US N 2 2051-10-24 Variable 0.02831000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCB9 20000.00000000 PA USD 13972.36000000 0.002640699018 Long DBT CORP US N 2 2061-03-25 Fixed 0.04100000 N N N N N N AIR PRODUCTS and CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158AY2 200000.00000000 PA USD 191321.91000000 0.036158786349 Long DBT CORP US N 2 2027-05-15 Fixed 0.01850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWC76 803774.72000000 PA USD 657205.92000000 0.124208296107 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XFE1 85538.28100000 PA USD 75007.38000000 0.014175981350 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 0.03000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFD2 200000.00000000 PA USD 202791.12000000 0.038326403817 Long DBT CORP US N 2 2029-04-20 Variable 0.05164000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GEN5 135000.00000000 PA USD 138430.54000000 0.026162608977 Long DBT CORP US N 2 2042-02-07 Fixed 0.05875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLN9 1290000.00000000 PA USD 1267828.13000000 0.239612527812 Long DBT UST US N 2 2029-09-30 Fixed 0.03500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FREH0 200000.00000000 PA USD 183233.10000000 0.034630045848 Long ABS-MBS USGSE US N 2 2030-01-25 Fixed 0.02253000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CT5 60000.00000000 PA USD 58024.27000000 0.010966267177 Long DBT CORP US N 2 2030-03-25 Fixed 0.03450000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAN4 140000.00000000 PA USD 114588.05000000 0.021656509796 Long DBT CORP US N 2 2032-09-15 Fixed 0.01850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H6ES4 69643.41100000 PA USD 64908.65000000 0.012267377048 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 0.04000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2G7 510000.00000000 PA USD 470643.60000000 0.088949046030 Long DBT CORP US N 2 2030-10-30 Variable 0.02879000 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DBJ7 69000.00000000 PA USD 61020.48000000 0.011532534351 Long DBT CORP US N 2 2030-05-15 Fixed 0.03625000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGM5 75000.00000000 PA USD 66516.41000000 0.012571234825 Long DBT CORP US N 2 2038-04-24 Variable 0.04244000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W5C8 545007.19200000 PA USD 475397.40000000 0.089847488026 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 0.03000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACY9 100000.00000000 PA USD 99147.60000000 0.018738349860 Long DBT CORP US N 2 2033-07-15 Fixed 0.05050000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RQ3 89000.00000000 PA USD 60307.93000000 0.011397866329 Long DBT UST US N 2 2046-02-15 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HJJJ1 3163.96600000 PA USD 2945.90000000 0.000556758861 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.04000000 N N N N N N STANLEY BLACK and DECKER INC 549300DJ09SMTO561131 854502AQ4 50000.00000000 PA USD 43019.32000000 0.008130414340 Long DBT CORP US N 2 2032-05-15 Fixed 0.03000000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CV0 10000.00000000 PA USD 8805.48000000 0.001664187180 Long DBT CORP US N 2 2030-06-01 Fixed 0.01650000 N N N N N N PRINCIPAL FINANCIAL GROUP INC CUMYEZJOAF02RYZ1JJ85 74251VAM4 70000.00000000 PA USD 68524.95000000 0.012950837814 Long DBT CORP US N 2 2026-11-15 Fixed 0.03100000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAD9 60000.00000000 PA USD 54079.77000000 0.010220778421 Long DBT CORP US N 2 2032-05-19 Fixed 0.04200000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCP9 170000.00000000 PA USD 163255.67000000 0.030854421701 Long DBT CORP US N 2 2027-09-22 Variable 0.01470000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F74J5 238574.47600000 PA USD 206222.94000000 0.038974998879 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 0.03000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAG6 111000.00000000 PA USD 112413.61000000 0.021245552622 Long DBT CORP US N 2 2034-01-15 Fixed 0.05875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WG28 320206.69000000 PA USD 257574.17000000 0.048680098281 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 0.02000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCB7 250000.00000000 PA USD 159648.58000000 0.030172701575 Long DBT CORP US N 2 2053-02-15 Fixed 0.03300000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJF9 2540000.00000000 PA USD 2618878.91000000 0.494953677718 Long DBT UST US N 2 2028-10-31 Fixed 0.04875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMP25 275683.05700000 PA USD 235241.12000000 0.044459274940 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.03000000 N N N N N N BBCMS MTG TR 2021-C12 N/A 05552XBG2 100000.00000000 PA USD 86964.17000000 0.016435748749 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 0.02689000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VTV2 99208.02600000 PA USD 79802.91000000 0.015082310085 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QN4C3 491715.76200000 PA USD 444191.04000000 0.083949658007 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 0.02000000 N N N N N N PHILLIPS 66 CO RVJMT2IZVVSKIRJJBH76 718547AM4 10000.00000000 PA USD 8086.60000000 0.001528322823 Long DBT CORP US N 2 2045-02-15 Fixed 0.04680000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XEAE4 74842.55100000 PA USD 61078.03000000 0.011543410984 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CE0 22000.00000000 PA USD 19363.06000000 0.003659511603 Long DBT CORP US N 2 2048-11-01 Fixed 0.05400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNMQ2 365587.33900000 PA USD 284813.85000000 0.053828247646 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N SHERWIN WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BP0 20000.00000000 PA USD 11837.05000000 0.002237137199 Long DBT CORP US N 2 2052-03-15 Fixed 0.02900000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TF5 1650000.00000000 PA USD 1173897.45000000 0.221860147074 Long DBT UST US N 2 2042-02-15 Fixed 0.02375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EVUX3 15381.13100000 PA USD 14445.98000000 0.002730210588 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 0.04000000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCY4 110000.00000000 PA USD 115203.72000000 0.021772868032 Long DBT CORP JP N 2 2043-07-13 Fixed 0.06184000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X7JP5 27815.35500000 PA USD 26471.43000000 0.005002954349 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 0.03000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAT7 100000.00000000 PA USD 90241.20000000 0.017055089355 Long DBT CORP US N 2 2049-04-01 Fixed 0.05950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X42H8 74024.84400000 PA USD 63940.55000000 0.012084411485 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335CC93 6857.17100000 PA USD 6197.59000000 0.001171310346 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.03500000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DV7 50000.00000000 PA USD 38560.40000000 0.007287703040 Long DBT CORP US N 2 2042-03-15 Fixed 0.03550000 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAC7 50000.00000000 PA USD 52543.69000000 0.009930467768 Long DBT CORP US N 2 2036-10-01 Fixed 0.06650000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAF9 100000.00000000 PA USD 100971.17000000 0.019082994537 Long DBT CORP US N 2 2036-01-18 Variable 0.05587000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CU2 20000.00000000 PA USD 19038.48000000 0.003598167772 Long DBT CORP US N 2 2027-06-01 Fixed 0.01450000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 96949LAD7 26000.00000000 PA USD 25628.39000000 0.004843624436 Long DBT CORP US N 2 2027-06-15 Fixed 0.03750000 N N N N N N BECTON DICKINSON and CO ICE2EP6D98PQUILVRZ91 075887BG3 10000.00000000 PA USD 8453.08000000 0.001597585523 Long DBT CORP US N 2 2044-12-15 Fixed 0.04685000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132Y2WL6 140812.99500000 PA USD 131278.87000000 0.024810982770 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.04000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CS9 50000.00000000 PA USD 49528.75000000 0.009360660728 Long DBT CORP US N 2 2032-09-15 Fixed 0.04500000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BN2 60000.00000000 PA USD 65446.28000000 0.012368986154 Long DBT CORP US N 2 2034-05-01 Fixed 0.06900000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 857524AH5 100000.00000000 PA USD 99569.00000000 0.018817992137 Long DBT NUSS PL N 2 2035-02-12 Fixed 0.05375000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBN5 230000.00000000 PA USD 149757.79000000 0.028303396787 Long DBT CORP US N 2 2051-04-22 Variable 0.03109000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179U4D1 28364.64000000 PA USD 26294.29000000 0.004969475865 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 0.04000000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAB7 60000.00000000 PA USD 47932.62000000 0.009059000956 Long DBT CORP US N 2 2052-04-15 Fixed 0.04950000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JCH5 50000.00000000 PA USD 40675.83000000 0.007687507649 Long DBT CORP US N 2 2052-06-01 Fixed 0.04600000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAH5 205000.00000000 PA USD 199245.24000000 0.037656252043 Long DBT CORP US N 2 2027-09-15 Fixed 0.02750000 N N N N N N NSTAR ELEC CO 54930080R72Y2Z31UR68 67021CAW7 40000.00000000 PA USD 39592.89000000 0.007482837958 Long DBT CORP US N 2 2035-03-01 Fixed 0.05200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WDS4 31729.48600000 PA USD 27696.74000000 0.005234531184 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 0.03000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VCK8 60000.00000000 PA USD 52351.77000000 0.009894195946 Long DBT CORP US N 2 2046-08-21 Fixed 0.04862000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCD3 270000.00000000 PA USD 275242.64000000 0.052019341716 Long DBT CORP US N 2 2033-01-31 Fixed 0.05350000 N N N N N N DH EUROPE FINANCE II SARL 222100KDGL314CKTZ511 23291KAK1 20000.00000000 PA USD 13786.58000000 0.002605587623 Long DBT CORP LU N 2 2049-11-15 Fixed 0.03400000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058KY8 260000.00000000 PA USD 267135.41000000 0.050487119936 Long DBT CORP US N 2 2033-11-14 Fixed 0.04750000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBC3 60000.00000000 PA USD 52732.48000000 0.009966148038 Long DBT CORP US N 2 2030-06-15 Fixed 0.02100000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AC1 22000.00000000 PA USD 22370.10000000 0.004227825587 Long DBT CORP US N 2 2035-04-15 Fixed 0.05600000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CH8 220000.00000000 PA USD 147125.00000000 0.027805813990 Long DBT NUSS PH N 2 2045-05-05 Fixed 0.02950000 N N N N N N CONNECTICUT LIGHT AND POWER CO(THE) 549300O45IUXEDS1VZ32 207597EP6 20000.00000000 PA USD 18326.19000000 0.003463548888 Long DBT CORP US N 2 2053-01-15 Fixed 0.05250000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HBK0 115000.00000000 PA USD 113690.89000000 0.021486951501 Long DBT CORP US N 2 2026-07-28 Fixed 0.03750000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AZ2 100000.00000000 PA USD 89412.66000000 0.016898499862 Long DBT CORP US N 2 2030-11-15 Fixed 0.02550000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 50000.00000000 PA USD 45854.67000000 0.008666279861 Long DBT CORP US N 2 2039-06-15 Fixed 0.05125000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13645RBF0 130000.00000000 PA USD 112581.66000000 0.021277313146 Long DBT CORP CA N 2 2031-12-02 Fixed 0.02450000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QH4 45000.00000000 PA USD 43215.82000000 0.008167551757 Long DBT UST US N 2 2040-05-15 Fixed 0.04375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWEK5 412554.88800000 PA USD 390744.76000000 0.073848605704 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133A1TD4 212369.58700000 PA USD 190427.31000000 0.035989711881 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 0.03500000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAD2 50000.00000000 PA USD 35500.00000000 0.006709304310 Long DBT NUSS MX N 2 2048-02-10 Fixed 0.04600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6MD0 172414.50200000 PA USD 155839.66000000 0.029452836691 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV3P8 69513.43100000 PA USD 64548.55000000 0.012199320133 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D53P5 1431.83400000 PA USD 1365.34000000 0.000258041733 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 0.03000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFD1 38000.00000000 PA USD 28312.80000000 0.005350963128 Long DBT CORP US N 2 2050-03-22 Fixed 0.04000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BQ5 250000.00000000 PA USD 240652.45000000 0.045481986480 Long DBT CORP US N 2 2027-11-18 Variable 0.01684000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DT2 400000.00000000 PA USD 332500.00000000 0.062840667131 Long DBT NUSS CL N 2 2033-07-27 Fixed 0.02550000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MDM9 210000.00000000 PA USD 215236.60000000 0.040678530932 Long DBT CORP JP N 2 2029-07-09 Fixed 0.05316000 N N N N N N UNILEVER CAPITAL CORP MYF1DAS6G5WY7PRWCU78 904764BQ9 135000.00000000 PA USD 115787.48000000 0.021883195454 Long DBT CORP US N 2 2031-08-12 Fixed 0.01750000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEH5 110000.00000000 PA USD 113761.03000000 0.021500207575 Long DBT CORP US N 2 2035-04-22 Variable 0.05766000 N N N N N N PRINCIPAL FINANCIAL GROUP INC CUMYEZJOAF02RYZ1JJ85 74251VAA0 50000.00000000 PA USD 52436.85000000 0.009910275597 Long DBT CORP US N 2 2036-10-15 Fixed 0.06050000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020667 75000.00000000 PA USD 60257.00000000 0.011388240840 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.02000000 N N N N N N THE CAMPBELL'S COMPANY 5493007JDSMX8Z5Z1902 134429BQ1 60000.00000000 PA USD 56565.83000000 0.010690630057 Long DBT CORP US N 2 2035-03-23 Fixed 0.04750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XQX7 73602.43000000 PA USD 73488.96000000 0.013889008340 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 0.05500000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BA9 50000.00000000 PA USD 41666.20000000 0.007874682119 Long DBT CORP US N 2 2043-04-01 Fixed 0.04200000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DE4 125000.00000000 PA USD 122125.17000000 0.023080983928 Long DBT CORP US N 2 2027-12-01 Fixed 0.03375000 N N N N N N INTERNATIONAL FLAVORS and FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AK7 90000.00000000 PA USD 89195.67000000 0.016857489949 Long DBT CORP US N 2 2028-09-26 Fixed 0.04450000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAT3 30000.00000000 PA USD 28838.46000000 0.005450309971 Long DBT CORP US N 2 2054-06-15 Fixed 0.06000000 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 500630EH7 200000.00000000 PA USD 203834.54000000 0.038523604445 Long DBT CORP KR N 2 2030-02-03 Fixed 0.04875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VHT0 234592.01100000 PA USD 210909.95000000 0.039860817932 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 0.03500000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167GD9 630000.00000000 PA USD 638869.55000000 0.120742823254 Long DBT CORP PH N 2 2029-03-06 Fixed 0.04375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QELU4 22687.34500000 PA USD 18720.45000000 0.003538061855 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFZ3 140000.00000000 PA USD 142044.51000000 0.026845629385 Long DBT CORP US N 2 2031-04-17 Variable 0.05192000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CE1 20000.00000000 PA USD 20156.39000000 0.003809446600 Long DBT CORP US N 2 2035-01-15 Fixed 0.05800000 N N N N N N LEAR CORP 549300UPNBTXA1SYTQ33 521865BB0 50000.00000000 PA USD 46236.37000000 0.008738419057 Long DBT CORP US N 2 2030-05-30 Fixed 0.03500000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DA2 127000.00000000 PA USD 107810.85000000 0.020375656354 Long DBT CORP US N 2 2044-07-16 Fixed 0.04500000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAR2 90000.00000000 PA USD 87900.87000000 0.016612779886 Long DBT CORP US N 2 2027-12-15 Fixed 0.04250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C3E2 9315.78000000 PA USD 8913.54000000 0.001684609925 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285M8 155000.00000000 PA USD 151179.49000000 0.028572090250 Long DBT UST US N 2 2028-11-15 Fixed 0.03125000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280ER6 200000.00000000 PA USD 200508.37000000 0.037894976650 Long DBT CORP GB N 2 2031-03-03 Variable 0.05130000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CBA0 60000.00000000 PA USD 59181.97000000 0.011185066096 Long DBT CORP US N 2 2036-03-27 Variable 0.05333000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BT0 80000.00000000 PA USD 75460.00000000 0.014261524035 Long DBT NUSS PA N 2 2035-02-14 Fixed 0.06400000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 731011AV4 160000.00000000 PA USD 156720.00000000 0.029619216098 Long DBT NUSS PL N 2 2033-10-04 Fixed 0.04875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWML4 157217.80100000 PA USD 158816.74000000 0.030015488400 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.06000000 N N N N N N PILGRIMS PRIDE CORP NEW 549300ZSLGV64ZL3HD75 72147KAL2 50000.00000000 PA USD 53875.15000000 0.010182106369 Long DBT CORP US N 2 2034-05-15 Fixed 0.06875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJ3J7 82975.56200000 PA USD 74994.33000000 0.014173514972 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 3140XHQL4 163946.85500000 PA USD 145675.60000000 0.027531885379 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03500000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 581557BW4 10000.00000000 PA USD 10014.05000000 0.001892600248 Long DBT CORP US N 2 2030-05-30 Fixed 0.04650000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CX5 150000.00000000 PA USD 149340.08000000 0.028224451899 Long DBT CORP US N 2 2030-09-11 Variable 0.04999000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CA9 60000.00000000 PA USD 61229.68000000 0.011572071998 Long DBT CORP US N 2 2028-04-15 Fixed 0.05375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VVY3 377720.88200000 PA USD 316940.15000000 0.059899941253 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 0.02500000 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BM1 50000.00000000 PA USD 42584.96000000 0.008048322695 Long DBT CORP US N 2 2032-02-01 Fixed 0.02125000 N N N N N N BMO 2022-C1 MORTGAGE TRUST N/A 05609MCC7 100000.00000000 PA USD 90111.64000000 0.017030603229 Long ABS-MBS CORP US N 2 2055-02-15 Fixed 0.03374000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822BB9 73000.00000000 PA USD 66105.30000000 0.012493537302 Long DBT CORP JP N 2 2038-07-26 Fixed 0.04286000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3B7 425000.00000000 PA USD 417705.66000000 0.078944067185 Long DBT CORP US N 2 2033-07-25 Variable 0.04897000 N N N N N N SCHWAB CHARLES CORP 549300VSGCJ7E698NM85 808513CG8 200000.00000000 PA USD 203205.68000000 0.038404753371 Long DBT CORP US N 2 2026-08-24 Fixed 0.05875000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AH2 20000.00000000 PA USD 15767.21000000 0.002979915775 Long DBT CORP US N 2 2045-06-15 Fixed 0.04300000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAY1 10000.00000000 PA USD 9914.61000000 0.001873806636 Long DBT CORP US N 2 2035-02-15 Fixed 0.05150000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAZ9 50000.00000000 PA USD 41816.56000000 0.007903099330 Long DBT CORP US N 2 2049-10-01 Fixed 0.04875000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076AS1 40000.00000000 PA USD 42242.65000000 0.007983627992 Long DBT CORP US N 2 2036-12-16 Fixed 0.05875000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YCZ0 420000.00000000 PA USD 433694.16000000 0.081965805550 Long DBT CORP JP N 2 2029-07-06 Variable 0.05778000 N N N N N N WRKCO INC 549300JEB576INN13W07 92940PAD6 10000.00000000 PA USD 10056.52000000 0.001900626844 Long DBT CORP US N 2 2029-03-15 Fixed 0.04900000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BJ7 86000.00000000 PA USD 62027.63000000 0.011722880149 Long DBT CORP US N 2 2048-02-01 Fixed 0.04000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 150000.00000000 PA USD 143274.44000000 0.027078079375 Long DBT CORP US N 2 2032-11-15 Fixed 0.04300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D7K2 68035.04600000 PA USD 61480.67000000 0.011619507724 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ER85 166482.41800000 PA USD 165438.56000000 0.031266975878 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.05500000 N N N N N N FORD CR FLOORPLAN MAST OWN TR N/A 34528PAK2 15000.00000000 PA USD 14803.20000000 0.002797723199 Long ABS-CBDO CORP US N 2 2030-11-15 Fixed 0.04060000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAC7 175000.00000000 PA USD 128669.72000000 0.024317867802 Long DBT CORP US N 2 2042-04-22 Variable 0.03217000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAH3 200000.00000000 PA USD 182400.00000000 0.034472594540 Long DBT NUSS MX N 2 2030-04-16 Fixed 0.03250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WJQ2 105847.72000000 PA USD 85143.87000000 0.016091722084 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 0.02000000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAC0 90000.00000000 PA USD 91120.55000000 0.017221281658 Long DBT CORP US N 2 2027-06-15 Fixed 0.05197000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CJ7 70000.00000000 PA USD 62816.42000000 0.011871957111 Long DBT CORP US N 2 2053-02-10 Fixed 0.05700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DNG3 59420.88900000 PA USD 49068.25000000 0.009273628766 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EU2Z1 10468.98100000 PA USD 9501.82000000 0.001795791602 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03500000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBB6 160000.00000000 PA USD 155268.23000000 0.029344839571 Long DBT CORP US N 2 2027-03-15 Fixed 0.02750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWGR8 326811.36000000 PA USD 324966.48000000 0.061416873379 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JGLX1 148019.69400000 PA USD 146094.21000000 0.027611000362 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.05000000 N N N N N N KELLANOVA LONOZNOJYIBXOHXWDB86 487836BW7 50000.00000000 PA USD 50067.13000000 0.009462411580 Long DBT CORP US N 2 2028-05-15 Fixed 0.04300000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBX8 50000.00000000 PA USD 50895.39000000 0.009618948154 Long DBT CORP US N 2 2029-07-12 Fixed 0.05050000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MEF7 60000.00000000 PA USD 64514.97000000 0.012192973698 Long DBT CORP US N 2 2038-03-01 Fixed 0.06300000 N N N N N N TWDC ENTERPRISES 18 CORP 7260JQNI6SCF9FIV2392 25468PDB9 80000.00000000 PA USD 65253.17000000 0.012332489429 Long DBT CORP US N 2 2044-06-01 Fixed 0.04125000 N N N N N N TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN N/A 87612BBG6 125000.00000000 PA USD 124823.81000000 0.023591012012 Long DBT CORP US N 2 2028-01-15 Fixed 0.05000000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RBJ5 200000.00000000 PA USD 199856.07000000 0.037771695546 Long DBT CORP US N 2 2026-07-24 Variable 0.04414000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W2V9 242660.45700000 PA USD 211591.38000000 0.039989604446 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHQ7 1180000.00000000 PA USD 1188803.91000000 0.224677385844 Long DBT UST US N 2 2028-07-31 Fixed 0.04125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJE2 480000.00000000 PA USD 481132.50000000 0.090931390311 Long DBT UST US N 2 2025-10-31 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J8DJ9 29667.49800000 PA USD 26557.82000000 0.005019281583 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DRS3 181443.15600000 PA USD 149320.80000000 0.028220808086 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02500000 N N N N N N CARMAX AUTO OWNER TR 2022-3 N/A 14318MAD1 48472.51000000 PA USD 48338.67000000 0.009135742168 Long ABS-CBDO CORP US N 2 2027-04-15 Fixed 0.03970000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAT1 70000.00000000 PA USD 44519.56000000 0.008413951431 Long DBT CORP US N 2 2051-03-15 Fixed 0.02950000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13648TAG2 50000.00000000 PA USD 34500.13000000 0.006520334391 Long DBT CORP CA N 2 2050-05-01 Fixed 0.03500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 94974BGQ7 280000.00000000 PA USD 238945.53000000 0.045159388010 Long DBT CORP US N 2 2045-11-17 Fixed 0.04900000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLU3 3180000.00000000 PA USD 3179751.58000000 0.600955520602 Long DBT UST US N 2 2031-10-31 Fixed 0.04125000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F052664 100000.00000000 PA USD 99031.32000000 0.018716373581 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 0.05500000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137BA4 161000.00000000 PA USD 147700.46000000 0.027914572758 Long DBT CORP US N 2 2030-06-01 Fixed 0.02650000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PA3 160000.00000000 PA USD 169748.84000000 0.032081595038 Long DBT CORP US N 2 2033-11-17 Variable 0.06270000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DQ54 31721.75700000 PA USD 29535.87000000 0.005582116616 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.02500000 N N N N N N PPL ELEC UTILS CORP 549300GCZLSGYEYPIR35 69351UBB8 20000.00000000 PA USD 18597.64000000 0.003514851442 Long DBT CORP US N 2 2053-05-15 Fixed 0.05250000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJT7 43000.00000000 PA USD 37976.61000000 0.007177369948 Long DBT CORP US N 2 2032-04-22 Variable 0.02687000 N N N N N N JOHNSON CONTROLS/TYCO FI N/A 47837RAE0 50000.00000000 PA USD 49460.11000000 0.009347688146 Long DBT CORP IE N 2 2032-12-01 Fixed 0.04900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H76P7 82700.77600000 PA USD 77312.15000000 0.014611570175 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QPKM8 46976.02200000 PA USD 41902.20000000 0.007919284818 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D55X6 71282.83000000 PA USD 66370.87000000 0.012543728568 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.02500000 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BT2 157000.00000000 PA USD 149334.68000000 0.028223431329 Long DBT CORP US N 2 2035-03-15 Fixed 0.04375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFH9 2265000.00000000 PA USD 2228193.75000000 0.421116336086 Long DBT UST US N 2 2027-08-31 Fixed 0.03125000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EE4 305000.00000000 PA USD 308518.94000000 0.058308378984 Long DBT CORP US N 2 2027-02-22 Fixed 0.04900000 N N N N N N BECTON DICKINSON and CO ICE2EP6D98PQUILVRZ91 075887CU1 200000.00000000 PA USD 202894.60000000 0.038345960966 Long DBT CORP US N 2 2029-06-07 Fixed 0.05081000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H052678 850000.00000000 PA USD 843373.49000000 0.159392940609 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 0.05500000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AN1 40000.00000000 PA USD 38576.83000000 0.007290808219 Long DBT CORP US N 2 2054-03-05 Fixed 0.05900000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RT7 6000.00000000 PA USD 3839.30000000 0.000725606536 Long DBT UST US N 2 2046-08-15 Fixed 0.02250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHT1 1050000.00000000 PA USD 1021371.10000000 0.193033507708 Long DBT UST US N 2 2033-08-15 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCJ0 737057.67800000 PA USD 603345.76000000 0.114029022765 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N MANITOBA PROVINCE CDA 5493003QILFOB3JRKE30 563469VF9 50000.00000000 PA USD 50480.00000000 0.009540441734 Long DBT NUSS CA N 2 2034-05-31 Fixed 0.04900000 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BN9 25000.00000000 PA USD 14924.34000000 0.002820617991 Long DBT CORP US N 2 2051-12-15 Fixed 0.02700000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 171239AG1 50000.00000000 PA USD 42953.48000000 0.008117970943 Long DBT CORP US N 2 2030-09-15 Fixed 0.01375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XHZ2 246566.92200000 PA USD 240406.99000000 0.045435595893 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C2E3 2652.20400000 PA USD 2623.51000000 0.000495828928 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YW26 219616.91000000 PA USD 201716.77000000 0.038123357589 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 0.04000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CC2 20000.00000000 PA USD 15640.72000000 0.002956009862 Long DBT CORP US N 2 2062-08-05 Fixed 0.05050000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CJ3 50000.00000000 PA USD 38655.27000000 0.007305632947 Long DBT CORP US N 2 2052-04-13 Fixed 0.03950000 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AF0 30000.00000000 PA USD 23619.56000000 0.004463966639 Long DBT CORP US N 2 2042-07-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XBR6 238807.13400000 PA USD 209332.17000000 0.039562626210 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 0.03000000 N N N N N N MOSAIC CO 2YD5STGSJNMUB7H76907 61945CAG8 70000.00000000 PA USD 69069.94000000 0.013053837919 Long DBT CORP US N 2 2027-11-15 Fixed 0.04050000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AE3 55000.00000000 PA USD 49159.28000000 0.009290832935 Long DBT CORP US N 2 2052-05-15 Fixed 0.05625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EGNG5 81931.10100000 PA USD 82346.11000000 0.015562960866 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.05000000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBG0 90000.00000000 PA USD 71361.03000000 0.013486841300 Long DBT CORP US N 2 2046-04-01 Fixed 0.04550000 N N N N N N 2025-06-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX