NPORT-P false 0000710826 XXXXXXXX S000006509 C000017798 C000017796 C000075817 C000017797 Brighthouse Funds Trust II 811-03618 0000710826 549300NPPA08K2CWOV06 BRIGHTHOUSE INVESTMENT ADVISERS, LLC ONE FINANCIAL CENTER BOSTON 02111 980-949-5130 MetLife Aggregate Bond Index Portfolio S000006509 549300NRL8B3H8T0W741 2020-12-31 2020-12-31 N 3189105956.65 349732555.97 2839373400.68 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 202565.67000000 USD UST Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLU7 695907.54000000 PA USD 758882.91000000 0.026727126126 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.50000000 N N N N N N Morgan Stanley BAML Trust N/A 61766LBS7 3850000.00000000 PA USD 4299318.25000000 0.151417853283 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.54000000 N N N N N N PPL Capital Funding Inc 549300MROK5WY0D2NU17 69352PAF0 2000000.00000000 PA USD 2124700.00000000 0.074829890267 Long DBT CORP US N 2 2023-06-01 Fixed 3.40000000 N N N N N N Freddie Mac N/A 3128MJXK1 962031.21000000 PA USD 1032690.55000000 0.036370367833 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404VX52 64047.51000000 PA USD 69661.16000000 0.002453399048 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6.00000000 N N N N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAB2 1500000.00000000 PA USD 1644195.00000000 0.057906966361 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAJ7 100000.00000000 PA USD 137248.00000000 0.004833742542 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N GS Mortgage Securities Trust 549300ITVQSU1IHX4H03 36198FAE2 966000.00000000 PA USD 1048547.02000000 0.036928817454 Long ABS-MBS CORP US N 2 2046-08-10 Fixed 4.24000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MDNG3 1308211.39000000 PA USD 1416228.60000000 0.049878209032 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3132AEB88 1034804.73000000 PA USD 1092088.21000000 0.038462296284 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SE9 10000000.00000000 PA USD 14051562.50000000 0.494882515157 Long DBT UST US N 2 2048-11-15 Fixed 3.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828R36 10900000.00000000 PA USD 11604242.24000000 0.408690249659 Long DBT UST US N 2 2026-05-15 Fixed 1.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VQT0 2251944.49000000 PA USD 2362841.72000000 0.083217012578 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292DXR8 63539.30000000 PA USD 69099.64000000 0.002433622854 Long ABS-MBS USGA US N 2 2036-12-15 Fixed 5.00000000 N N N N N N SUMITOMO BK NY N/A 000000000 7000000.00000000 PA USD 7000000.00000000 0.246533266752 Long STIV CORP US N 2 2021-05-04 Fixed 0.27000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y4L31 997460.76000000 PA USD 1055772.46000000 0.037183290501 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 3.00000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BG3 2100000.00000000 PA USD 2393076.00000000 0.084281834838 Long DBT CORP US N 2 2028-02-01 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YKNF6 1376679.86000000 PA USD 1477395.67000000 0.052032454401 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828V98 7800000.00000000 PA USD 8621437.50000000 0.303638735854 Long DBT UST US N 2 2027-02-15 Fixed 2.25000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CU7 1000000.00000000 PA USD 1223460.00000000 0.043089084363 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SN9 6200000.00000000 PA USD 5627468.75000000 0.198194036355 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYM0 997942.59000000 PA USD 1064400.29000000 0.037487154375 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AFW63 588575.46000000 PA USD 657875.52000000 0.023169743008 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207KRD4 17280.24000000 PA USD 19196.01000000 0.000676065007 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 8.00000000 N N N N N N Freddie Mac N/A 3128P7TF0 895997.94000000 PA USD 963894.59000000 0.033947440296 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RN0 5200000.00000000 PA USD 6618625.00000000 0.233101606094 Long DBT UST US N 2 2045-08-15 Fixed 2.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FLQ7 263511.37000000 PA USD 300533.13000000 0.010584487758 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286B1 8300000.00000000 PA USD 9528140.63000000 0.335571947941 Long DBT UST US N 2 2029-02-15 Fixed 2.63000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RY6 3000000.00000000 PA USD 3763593.75000000 0.132550151702 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213GZE4 92.01000000 PA USD 95.55000000 0.000003365179 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 7.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 2000000.00000000 PA USD 2216140.00000000 0.078050319111 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233835AQ0 1050000.00000000 PA USD 1658842.50000000 0.058422837221 Long DBT CORP US N 2 2031-01-18 Fixed 8.50000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HAD1 1800000.00000000 PA USD 2510928.00000000 0.088432468917 Long DBT CORP CA N 2 2037-10-15 Fixed 6.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XRZ5 207215.39000000 PA USD 220011.06000000 0.007748577906 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3128MML68 221972.28000000 PA USD 236149.25000000 0.008316949434 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 312938JL8 523899.65000000 PA USD 577801.38000000 0.020349608820 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.00000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCZ0 800000.00000000 PA USD 1073592.00000000 0.037810877559 Long DBT CORP US N 2 2049-03-15 Fixed 4.60000000 N N N N N N Freddie Mac N/A 3128MJQ37 639466.11000000 PA USD 693324.32000000 0.024418215646 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BC6 1200000.00000000 PA USD 1368228.00000000 0.048187674071 Long DBT CORP US N 2 2027-06-02 Fixed 3.55000000 N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAC6 2900000.00000000 PA USD 3131072.00000000 0.110273344085 Long DBT CORP US N 2 2024-03-15 Fixed 3.18000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BUP9 1100352.44000000 PA USD 1182621.26000000 0.041650783222 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417C3W3 1164645.44000000 PA USD 1242065.60000000 0.043744355698 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N African Development Bank 549300LNCLMO3ITVCU07 00828ECZ0 1000000.00000000 PA USD 1005300.00000000 0.035405699009 Long DBT NUSS XX N 2 2021-03-22 Fixed 2.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QT50 323467.43000000 PA USD 357110.15000000 0.012577075981 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403CGV7 142113.88000000 PA USD 165054.45000000 0.005813058964 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N NBC Global Finance Limited 549300KWU8YQOYSK5Y64 000000000 1800000.00000000 PA USD 1800000.00000000 0.063394268593 Long RA CORP US N 2 Repurchase Y 0.25000000 2021-01-07 18649.54000000 USD 1958181.82000000 USD EQT 35525.91000000 USD 38731.75000000 USD UST N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058JL8 2000000.00000000 PA USD 2004940.00000000 0.070612058263 Long DBT NUSS XX N 2 2025-10-28 Fixed 0.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SYS0 1928395.99000000 PA USD 2065854.97000000 0.072757424913 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 3.50000000 N N N N N N National Bank of Canada 254900F2ES7T4LUTQL51 000000000 5000000.00000000 PA USD 5000000.00000000 0.176095190537 Long RA CORP US N 2 Repurchase Y 0.21000000 2021-01-04 38536.98000000 USD 5555620.45000000 USD EQT N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31383HA79 638.92000000 PA USD 720.05000000 0.000025359468 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833AK6 4072000.00000000 PA USD 4270917.20000000 0.150417595620 Long DBT CORP US N 2 2023-05-03 Fixed 2.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DTQ5 12848448.08000000 PA USD 13350191.67000000 0.470180909168 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359MGK3 2450000.00000000 PA USD 3708638.50000000 0.130614680658 Long DBT USGSE US N 2 2030-11-15 Fixed 6.63000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DKT8 3299184.05000000 PA USD 3450533.85000000 0.121524483154 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3128MMVU4 1589872.71000000 PA USD 1666925.05000000 0.058707496858 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DPQ7 132611.28000000 PA USD 156615.70000000 0.005515854306 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371H2G2 61.78000000 PA USD 73.68000000 0.000002594938 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 8.00000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAS2 1000000.00000000 PA USD 1099120.00000000 0.038709949164 Long DBT CORP US N 2 2024-01-31 Fixed 4.00000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAF7 4700000.00000000 PA USD 5108477.00000000 0.179915646134 Long DBT CORP JP N 2 2026-07-14 Fixed 2.63000000 N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 2000000.00000000 PA USD 2000000.00000000 0.070438076215 Long RA CORP US N 2 Repurchase Y 0.36000000 2021-02-04 49675.74000000 USD 2200000.21000000 USD EQT N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 1000000.00000000 PA USD 1232130.00000000 0.043394433423 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAM1 3200000.00000000 PA USD 4010112.00000000 0.141232287343 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RAN9 1950000.00000000 PA USD 1962480.00000000 0.069116657905 Long DBT CORP US N 2 2021-06-01 Fixed 4.65000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670BS6 2900000.00000000 PA USD 3241127.00000000 0.114149375324 Long DBT CORP US N 2 2026-03-15 Fixed 3.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MDN4 61151.10000000 PA USD 65809.07000000 0.002317732144 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 5.50000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 4900000.00000000 PA USD 4900000.00000000 0.172573286726 Long RA CORP US N 2 Repurchase Y 0.38000000 2021-01-04 58600.55000000 USD 5445368.98000000 USD EQT N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VXZ8 7973264.56000000 PA USD 8365908.77000000 0.294639259774 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAG6 5000000.00000000 PA USD 5000195.30000000 0.176102068815 Long DBT UST US N 2 2022-08-31 Fixed 0.13000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JS0 900000.00000000 PA USD 986121.00000000 0.034730233077 Long DBT CORP US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CU67 113317.83000000 PA USD 129362.85000000 0.004556035143 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AM8 1800000.00000000 PA USD 2736306.00000000 0.096370065287 Long DBT CORP US N 2 2039-10-01 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402JW78 237377.10000000 PA USD 274151.00000000 0.009655334516 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017BT5 2645000.00000000 PA USD 3449820.60000000 0.121499363175 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208YH93 5094.46000000 PA USD 5628.57000000 0.000198232821 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RXD6 1457994.48000000 PA USD 1579413.99000000 0.055625441501 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 3.50000000 N N N N N N COMM Mortgage Trust N/A 12593GAF9 1835000.00000000 PA USD 2052936.36000000 0.072302443895 Long ABS-MBS CORP US N 2 2050-07-10 Fixed 3.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QE1 1300000.00000000 PA USD 2025359.38000000 0.071331209185 Long DBT UST US N 2 2040-02-15 Fixed 4.63000000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAN2 3100000.00000000 PA USD 3044541.00000000 0.107225805498 Long DBT CORP US N 2 2031-02-15 Fixed 1.10000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SYU5 720492.54000000 PA USD 788175.85000000 0.027758795296 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3128MJQD5 186518.25000000 PA USD 208498.40000000 0.007343113094 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GJ6 1900000.00000000 PA USD 2132978.00000000 0.075121433464 Long DBT CORP US N 2 2028-03-01 Fixed 3.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417CSN6 1019557.61000000 PA USD 1094918.60000000 0.038561979898 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.00000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEY6 1000000.00000000 PA USD 1136590.00000000 0.040029606522 Long DBT CORP US N 2 2026-01-30 Fixed 3.70000000 N N N N N N CIC NY N/A 000000000 7998920.00000000 PA USD 7998920.00000000 0.281714268298 Long STIV CORP US N 2 2021-06-11 Fixed 0.25000000 N N N N N Freddie Mac N/A 3128K1PZ8 185628.18000000 PA USD 212391.20000000 0.007480213766 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YWB9 338677.85000000 PA USD 368523.12000000 0.012979029806 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828W71 13100000.00000000 PA USD 13918750.00000000 0.490204986658 Long DBT UST US N 2 2024-03-31 Fixed 2.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828UN8 6900000.00000000 PA USD 7172226.60000000 0.252598921941 Long DBT UST US N 2 2023-02-15 Fixed 2.00000000 N N N N N N Freddie Mac N/A 3128P7YQ0 1463320.73000000 PA USD 1558452.21000000 0.054887187772 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.00000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YAZ4 1000000.00000000 PA USD 1206820.00000000 0.042503039568 Long DBT CORP US N 2 2047-10-15 Fixed 3.63000000 N N N N N N CATERPILLAR FINANCIAL SE EDBQKYOPJUCJKLOJDE72 14912L5X5 1000000.00000000 PA USD 1096020.00000000 0.038600770146 Long DBT CORP US N 2 2023-11-24 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371FBH4 1351.09000000 PA USD 1490.08000000 0.000052479184 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404R4U8 37870.76000000 PA USD 43323.91000000 0.001525826437 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAN5 3500000.00000000 PA USD 4030530.00000000 0.141951389663 Long DBT CORP GB N 2 2026-01-12 Fixed 4.38000000 N N N N N N Freddie Mac N/A 3128M6MW5 83278.83000000 PA USD 97901.07000000 0.003447981515 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VMF4 1866228.56000000 PA USD 1987571.62000000 0.070000360626 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DML3 2032928.70000000 PA USD 2172308.75000000 0.076506624647 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290TRL5 93347.65000000 PA USD 110276.35000000 0.003883826973 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 6.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644YAU4 1534000.00000000 PA USD 1726016.47000000 0.060788639831 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.80000000 N N N N N N Freddie Mac N/A 3128MJWB2 1550981.66000000 PA USD 1664898.27000000 0.058636115616 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403QR93 52640.41000000 PA USD 57894.70000000 0.002038995645 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N WALGREENS BOOTS ALLIANCE 549300RPTUOIXG4LIH86 931427AC2 2800000.00000000 PA USD 3168508.00000000 0.111591803995 Long DBT CORP US N 2 2044-11-18 Fixed 4.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DJR4 3175831.30000000 PA USD 3321522.31000000 0.116980820810 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828X47 12100000.00000000 PA USD 12380757.87000000 0.436038383223 Long DBT UST US N 2 2022-04-30 Fixed 1.88000000 N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 2900000.00000000 PA USD 3516540.00000000 0.123849156266 Long DBT CORP US N 2 2031-03-31 Fixed 4.41000000 N N N N N N TIME WARNER ENT N/A 88731EAF7 380000.00000000 PA USD 444269.40000000 0.015646740928 Long DBT CORP US N 2 2023-03-15 Fixed 8.38000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAG5 1000000.00000000 PA USD 1086690.00000000 0.038272176521 Long DBT CORP US N 2 2023-05-25 Fixed 4.06000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31382WFL1 1047.68000000 PA USD 1136.23000000 0.000040016927 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407PW20 77939.70000000 PA USD 89146.78000000 0.003139663841 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BL5 1000000.00000000 PA USD 1002700.00000000 0.035314129510 Long DBT CORP US N 2 2021-04-01 Fixed 2.00000000 N N N N N N NBC Global Finance Limited 549300KWU8YQOYSK5Y64 000000000 5000000.00000000 PA USD 5000000.00000000 0.176095190537 Long RA CORP US N 2 Repurchase Y 0.20000000 2021-01-04 98683.08000000 USD 107588.21000000 USD UST 51804.16000000 USD 5439393.86000000 USD EQT N N Freddie Mac N/A 3128P8DR9 1632537.74000000 PA USD 1724936.40000000 0.060750600804 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WET5 680178.89000000 PA USD 770122.77000000 0.027122983184 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N NORTHROP GRUMMAN SYSTEMS 549300KYOZYCZII5OX23 666807AW2 515000.00000000 PA USD 784581.90000000 0.027632219834 Long DBT CORP US N 2 2031-02-15 Fixed 7.75000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FC2 3070000.00000000 PA USD 3602153.80000000 0.126864391951 Long DBT CORP US N 2 2043-03-01 Fixed 3.95000000 N N N N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275RAF9 2000000.00000000 PA USD 2999220.00000000 0.105629643472 Long DBT CORP US N 2 2040-01-15 Fixed 5.50000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MX47 869331.26000000 PA USD 948702.68000000 0.033412395839 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.50000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCE7 1900000.00000000 PA USD 2160566.00000000 0.076093056287 Long DBT CORP US N 2 2025-10-01 Fixed 3.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180NED3 1395168.38000000 PA USD 1579877.11000000 0.055641752142 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406WXJ8 27954.20000000 PA USD 31973.78000000 0.001126085776 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N Freddie Mac N/A 3128PSCZ8 109584.40000000 PA USD 116583.36000000 0.004105953798 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DKU5 1242180.84000000 PA USD 1311067.07000000 0.046174521099 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TG41 859336.51000000 PA USD 920591.31000000 0.032422340428 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U4C3 1757432.58000000 PA USD 1859314.36000000 0.065483263298 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.50000000 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 731011AU6 2000000.00000000 PA USD 2256200.00000000 0.079461193778 Long DBT NUSS PL N 2 2026-04-06 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EDGW5 1977793.31000000 PA USD 2109267.71000000 0.074286379857 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296XVF8 522590.89000000 PA USD 590568.66000000 0.020799260141 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212QTQ3 1059.03000000 PA USD 1127.89000000 0.000039723200 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 7.00000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAK3 2100000.00000000 PA USD 2202459.00000000 0.077568487451 Long DBT US N 2 2023-01-15 Fixed 3.10000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401J3F3 23873.16000000 PA USD 26567.17000000 0.000935670172 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y9MH8 1276082.61000000 PA USD 1388117.98000000 0.048888180035 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAP0 2100000.00000000 PA USD 2183097.00000000 0.076886576435 Long DBT CORP US N 2 2022-10-15 Fixed 2.50000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417EZF1 3161191.43000000 PA USD 3394852.10000000 0.119563425479 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UV90 1385898.39000000 PA USD 1476010.15000000 0.051983657719 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371HYA0 3124.62000000 PA USD 3627.12000000 0.000127743677 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 7.00000000 N N N N N N Freddie Mac N/A 3128MJTW0 430848.29000000 PA USD 480690.34000000 0.016929451402 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403AKX2 32749.56000000 PA USD 35730.45000000 0.001258392080 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RF95 1035005.62000000 PA USD 1121199.27000000 0.039487559816 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VN22 7394738.74000000 PA USD 7831122.53000000 0.275804602808 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3128MJXY1 848158.46000000 PA USD 924716.41000000 0.032567622482 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N KFW 549300GDPG70E3MBBU98 500769JD7 2000000.00000000 PA USD 2135600.00000000 0.075213777782 Long DBT CORP DE N 2 2029-09-14 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QA9 1872000.00000000 PA USD 2540655.00000000 0.089479425263 Long DBT UST US N 2 2039-02-15 Fixed 3.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GEN5 3000000.00000000 PA USD 4549680.00000000 0.160235353296 Long DBT CORP US N 2 2042-02-07 Fixed 5.88000000 N N N N N N Bank N/A 06036FBC4 881000.00000000 PA USD 1061584.19000000 0.037387974041 Long ABS-MBS CORP US N 2 2061-11-15 Variable 4.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413UKP3 65885.27000000 PA USD 76521.98000000 0.002695030529 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MK74 643620.11000000 PA USD 702383.72000000 0.024737279000 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3132AD3T3 503266.12000000 PA USD 536771.58000000 0.018904578731 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31383SDF4 663.57000000 PA USD 682.85000000 0.000024049320 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 7.50000000 N N N N N N Freddie Mac N/A 31287YMX9 150647.04000000 PA USD 178607.02000000 0.006290367443 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208CET0 5940.79000000 PA USD 6538.88000000 0.000230293063 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31368HKL6 18501.60000000 PA USD 20974.41000000 0.000738698545 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 6.50000000 N N N N N N KFW 549300GDPG70E3MBBU98 500769JH8 5000000.00000000 PA USD 5005100.00000000 0.176274807631 Long DBT CORP DE N 2 2023-10-19 Fixed 0.25000000 N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822AL8 1900000.00000000 PA USD 1956525.00000000 0.068906928533 Long DBT CORP JP N 2 2022-02-22 Fixed 3.00000000 N N N N N N NOBLE ENERGY INC 02VFQXG2D1LR5ZH3K186 655044AR6 1000000.00000000 PA USD 1299440.00000000 0.045765026878 Long DBT CORP US N 2 2049-10-15 Fixed 4.20000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FK9 1300000.00000000 PA USD 1476501.00000000 0.052000944984 Long DBT CORP US N 2 2050-02-05 Fixed 3.25000000 N N N N N N EXPORT DEVELOPMNT CANADA Z6MHCSLXHKYG4B6PHW02 30216BGT3 1000000.00000000 PA USD 1025060.00000000 0.036101627202 Long DBT NUSS CA N 2 2022-05-17 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FP8 3675000.00000000 PA USD 5274773.44000000 0.185772446791 Long DBT UST US N 2 2031-02-15 Fixed 5.38000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 5000000.00000000 PA USD 5000000.00000000 0.176095190537 Long RA CORP US N 2 Repurchase Y 0.20000000 2021-01-04 59796.71000000 USD 5556498.93000000 USD EQT N N United States Treasury 254900HROIFWPRGM1V77 912810FM5 2500000.00000000 PA USD 3723046.88000000 0.131122129942 Long DBT UST US N 2 2030-05-15 Fixed 6.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446HD4 1850000.00000000 PA USD 2850073.00000000 0.100376829596 Long DBT CORP US N 2 2032-04-01 Fixed 7.25000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BK6 2400000.00000000 PA USD 2830944.00000000 0.099703124616 Long DBT CORP US N 2 2045-11-15 Fixed 5.00000000 N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EA4 1000000.00000000 PA USD 1024040.00000000 0.036065703783 Long DBT CORP US N 2 2060-08-20 Fixed 2.55000000 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 013051EK9 1500000.00000000 PA USD 1526205.00000000 0.053751472054 Long DBT NUSS CA N 2 2025-05-20 Fixed 1.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DVC3 2989092.78000000 PA USD 3150392.45000000 0.110953791750 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 31292GXF8 1320.59000000 PA USD 1527.76000000 0.000053806237 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417SCS7 455266.37000000 PA USD 483715.92000000 0.017036009419 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3128MJ2J8 1095202.72000000 PA USD 1193813.67000000 0.042044969136 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUH3 1981452.24000000 PA USD 2088376.85000000 0.073550623862 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AU9 1500000.00000000 PA USD 2009265.00000000 0.070764380603 Long DBT CORP US N 2 2049-07-15 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202CZN6 1081.94000000 PA USD 1218.18000000 0.000042903127 Long ABS-MBS USGA US N 2 2028-02-20 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BMM5 1505943.18000000 PA USD 1618521.87000000 0.057002783417 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828VB3 12720000.00000000 PA USD 13202962.50000000 0.464995639419 Long DBT UST US N 2 2023-05-15 Fixed 1.75000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FBU79 1265000.00000000 PA USD 1449455.79000000 0.051048438703 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 3.19000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412TAV5 35660.62000000 PA USD 41881.53000000 0.001475027201 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YUHS3 3021504.38000000 PA USD 3242553.05000000 0.114199599433 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DNL1 10933.24000000 PA USD 12530.60000000 0.000441315678 Long ABS-MBS USGA US N 2 2031-06-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400CEY6 49931.40000000 PA USD 57507.92000000 0.002025373625 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 3128M7GG5 266019.85000000 PA USD 297929.67000000 0.010492796401 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ACH9 716110.68000000 PA USD 790672.83000000 0.027846736530 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.00000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142CB7 935000.00000000 PA USD 1362061.25000000 0.047970487068 Long DBT CORP US N 2 2035-09-01 Fixed 5.25000000 N N N N N N Freddie Mac N/A 31298V4M6 5650.74000000 PA USD 6213.11000000 0.000218819757 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YLHJ3 1056445.60000000 PA USD 1133733.55000000 0.039929005101 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.50000000 N N N N N N COMM Mortgage Trust N/A 12592KBC7 1000000.00000000 PA USD 1101942.01000000 0.038809337642 Long ABS-MBS CORP US N 2 2047-09-10 Fixed 3.84000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RU4 4600000.00000000 PA USD 5880093.75000000 0.207091245856 Long DBT UST US N 2 2046-11-15 Fixed 2.88000000 N N N N N N Freddie Mac N/A 3128MJ5H9 877403.22000000 PA USD 935825.59000000 0.032958877116 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UZT2 2747221.25000000 PA USD 2906483.00000000 0.102363535535 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.50000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 008117AP8 1000000.00000000 PA USD 1037390.00000000 0.036535877942 Long DBT CORP US N 2 2022-11-15 Fixed 2.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AARA8 98173.02000000 PA USD 107640.34000000 0.003790989236 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LPJ2 97347.80000000 PA USD 112992.28000000 0.003979479415 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 3132GDJZ6 591373.03000000 PA USD 653020.92000000 0.022998768666 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.00000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBG0 1000000.00000000 PA USD 1276850.00000000 0.044969428807 Long DBT CORP US N 2 2046-04-01 Fixed 4.55000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BD2 209000.00000000 PA USD 222873.42000000 0.007849387472 Long DBT CORP US N 2 2023-08-01 Fixed 3.50000000 N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAX0 3100000.00000000 PA USD 3415456.00000000 0.120289075018 Long DBT CORP NO N 2 2024-11-10 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LTJZ2 1480680.99000000 PA USD 1602938.78000000 0.056453961976 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411E3M7 7180.27000000 PA USD 7258.03000000 0.000255620835 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LKC9 333287.02000000 PA USD 388226.87000000 0.013672976928 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 6.00000000 N N N N N N Sands China Ltd 549300EVO6UZDGY05787 80007RAE5 900000.00000000 PA USD 1053936.00000000 0.037118612146 Long DBT CORP KY N 2 2028-08-08 Fixed 5.40000000 N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RF0 2200000.00000000 PA USD 3102352.00000000 0.109261853310 Long DBT CORP US N 2 2044-01-15 Fixed 5.61000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZW3 8000000.00000000 PA USD 7979375.04000000 0.281025913607 Long DBT UST US N 2 2025-06-30 Fixed 0.25000000 N N N N N N MIZUHO BANK LIMITED NEW YORK N/A 000000000 2000044.00000000 PA USD 2000044.00000000 0.070439625852 Long STIV CORP US N 2 2021-03-22 Fixed 0.25000000 N N N N N Province of Quebec 549300WN65YFEQH74Y36 748148PB3 350000.00000000 PA USD 410441.50000000 0.014455354829 Long DBT NUSS CA N 2 2023-07-15 Fixed 7.50000000 N N N N N Freddie Mac N/A 31297AZK3 110158.98000000 PA USD 126915.16000000 0.004469829856 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406PHJ1 54614.05000000 PA USD 62478.13000000 0.002200419641 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409GWH5 92001.24000000 PA USD 107678.04000000 0.003792316994 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 3132A9T64 971155.69000000 PA USD 1024082.52000000 0.036067201297 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SL3 5600000.00000000 PA USD 6085625.00000000 0.214329858783 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N Freddie Mac N/A 3132HNA82 1512723.77000000 PA USD 1613688.84000000 0.056832568749 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBZ8 1800000.00000000 PA USD 2185740.00000000 0.076979660353 Long DBT CORP US N 2 2030-05-15 Fixed 4.25000000 N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AR0 1000000.00000000 PA USD 1147570.00000000 0.040416311561 Long DBT US N 2 2031-08-15 Fixed 3.38000000 N N N N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062XAF0 1300000.00000000 PA USD 1489657.00000000 0.052464286650 Long DBT CORP US N 2 2025-09-15 Fixed 4.05000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284L1 7500000.00000000 PA USD 7953515.63000000 0.280115170061 Long DBT UST US N 2 2023-04-30 Fixed 2.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286X3 6800000.00000000 PA USD 7422625.00000000 0.261417712732 Long DBT UST US N 2 2026-05-31 Fixed 2.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413NVM4 69534.15000000 PA USD 84872.85000000 0.002989140138 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 7.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RT7 3000000.00000000 PA USD 3426562.50000000 0.120680235265 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400SGS2 141176.55000000 PA USD 158375.55000000 0.005577834530 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHA3 1308000.00000000 PA USD 1689255.84000000 0.059493965802 Long DBT CORP US N 2 2046-11-15 Fixed 5.15000000 N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EBA3 1000000.00000000 PA USD 1340740.00000000 0.047219573152 Long DBT CORP US N 2 2042-07-01 Fixed 4.00000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385Y5U5 792.56000000 PA USD 919.72000000 0.000032391653 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 8.00000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAA0 900000.00000000 PA USD 976509.00000000 0.034391707683 Long DBT CORP US N 2 2024-02-01 Fixed 4.25000000 N N N N N Mitsubishi UFJ Trust & Bank Co N/A 000000000 2999670.00000000 PA USD 2999670.00000000 0.105645492039 Long STIV CORP US N 2 2021-01-25 Fixed 0.00000000 N N N N N DEUTSCHE TELEKOM INT FIN 529900ERDFHS6C1M4U58 25156PAC7 1000000.00000000 PA USD 1578810.00000000 0.055604169554 Long DBT CORP NL N 2 2030-06-15 Fixed 8.75000000 N N N N N N Hydro-Quebec 6THEVG93PYJH84S4D167 448814DX8 1000000.00000000 PA USD 1081570.00000000 0.038091855045 Long DBT NUSS CA N 2 2022-01-15 Fixed 8.40000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QBB3 900000.00000000 PA USD 1070451.00000000 0.037700254561 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286BW6 1740000.00000000 PA USD 2300384.40000000 0.081017325845 Long DBT NUSS PH N 2 2037-01-13 Fixed 5.00000000 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 02364WBJ3 1900000.00000000 PA USD 2064521.00000000 0.072710443772 Long DBT CORP MX N 2 2030-05-07 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415PZX9 50194.29000000 PA USD 58953.33000000 0.002076279575 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UV82 970448.84000000 PA USD 1026707.64000000 0.036159655498 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 3.50000000 N N N N N N PROCTER & GAMBLE CO/THE 2572IBTT8CCZW6AU4141 742718FJ3 900000.00000000 PA USD 1118277.00000000 0.039384640277 Long DBT CORP US N 2 2040-03-25 Fixed 3.55000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135AN6 1800000.00000000 PA USD 2023380.00000000 0.071261497325 Long DBT CORP US N 2 2024-12-05 Fixed 3.80000000 N N N N N Freddie Mac N/A 312943WV1 517962.30000000 PA USD 570568.24000000 0.020094864587 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413UJQ3 38220.27000000 PA USD 45101.47000000 0.001588430390 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E1HV2 626796.63000000 PA USD 692059.31000000 0.024373663211 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 31293EAT7 3653.71000000 PA USD 4055.39000000 0.000142826934 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 2300000.00000000 PA USD 2781298.00000000 0.097954640250 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAK7 2700000.00000000 PA USD 3098250.00000000 0.109117384816 Long DBT US N 2 2028-02-15 Fixed 3.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VBF6 3528354.25000000 PA USD 3695013.21000000 0.130134811050 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QX9 4820000.00000000 PA USD 5973787.50000000 0.210391049608 Long DBT UST US N 2 2042-08-15 Fixed 2.75000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459056LD7 2970000.00000000 PA USD 3418113.60000000 0.120382673134 Long DBT NUSS XX N 2 2023-01-19 Fixed 7.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282A7 5600000.00000000 PA USD 5928562.53000000 0.208798269666 Long DBT UST US N 2 2026-08-15 Fixed 1.50000000 N N N N N Freddie Mac N/A 3132DV6F7 2593639.02000000 PA USD 2777983.81000000 0.097837917666 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QBG5 607010.60000000 PA USD 670143.66000000 0.023601815099 Long ABS-MBS USGA US N 2 2044-04-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36294PKR3 72679.20000000 PA USD 84126.02000000 0.002962837504 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 6.00000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 7000000.00000000 PA USD 7000000.00000000 0.246533266752 Long RA CORP US N 2 Repurchase Y 0.43000000 2021-02-04 121951.32000000 USD 7700000.03000000 USD EQT N N Freddie Mac N/A 3128P7ED1 38877.48000000 PA USD 43305.28000000 0.001525170306 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 5.00000000 N N N N N N Capital One NA 207ALC1P1YM0OVDV0K75 14042RBT7 3000000.00000000 PA USD 3032880.00000000 0.106815116295 Long DBT CORP US N 2 2021-09-13 Fixed 2.25000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DD7 2300000.00000000 PA USD 3196655.00000000 0.112583114261 Long DBT CORP US N 2 2046-04-14 Fixed 4.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828W48 12000000.00000000 PA USD 12734062.56000000 0.448481434564 Long DBT UST US N 2 2024-02-29 Fixed 2.13000000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XAN8 2300000.00000000 PA USD 3062013.00000000 0.107841152532 Long DBT CORP US N 2 2044-04-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 31307ATF9 1109588.29000000 PA USD 1165595.59000000 0.041051155502 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DPF3 2468657.79000000 PA USD 2632992.51000000 0.092731463546 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRV4 2000000.00000000 PA USD 2220540.00000000 0.078205282879 Long DBT CORP US N 2 2026-10-01 Fixed 2.95000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200HF1 3200000.00000000 PA USD 3983744.00000000 0.140303631746 Long DBT CORP US N 2 2042-06-20 Fixed 4.00000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391UKS3 8118.70000000 PA USD 9251.62000000 0.000325833157 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.00000000 N N N N N N Freddie Mac N/A 3128P7RE5 384502.99000000 PA USD 418551.48000000 0.014740980524 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 4.00000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFA7 1500000.00000000 PA USD 2034405.00000000 0.071649787221 Long DBT CORP US N 2 2045-12-09 Fixed 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X0M54 827682.16000000 PA USD 866253.27000000 0.030508606926 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286T2 6800000.00000000 PA USD 7685062.50000000 0.270660509046 Long DBT UST US N 2 2029-05-15 Fixed 2.38000000 N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385AL5 1800000.00000000 PA USD 2407392.00000000 0.084786030587 Long DBT CORP CA N 2 2038-03-15 Fixed 6.25000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9VX5 1336028.20000000 PA USD 1403146.48000000 0.049417469349 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3132DV7L3 3821239.98000000 PA USD 4027648.00000000 0.141849888395 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RAB3 1800000.00000000 PA USD 2060532.00000000 0.072569955029 Long DBT CORP US N 2 2028-02-07 Fixed 3.44000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828S92 8600000.00000000 PA USD 8843890.67000000 0.311473322525 Long DBT UST US N 2 2023-07-31 Fixed 1.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225AA67 92.29000000 PA USD 92.42000000 0.000003254943 Long ABS-MBS USGA US N 2 2024-11-15 Fixed 9.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5000000.00000000 PA USD 5000000.00000000 0.176095190537 Long RA CORP US N 2 Repurchase Y 0.46000000 2021-02-01 2978.00000000 USD 3443.35000000 USD UST 74730.36000000 USD 5553186.80000000 USD EQT N N Freddie Mac N/A 3132DV7K5 10841357.07000000 PA USD 11264535.46000000 0.396726103629 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12200000.00000000 PA USD 12200000.00000000 0.429672264911 Long RA CORP US N 2 Repurchase Y 0.25000000 2021-01-04 144972.23000000 USD 13448198.02000000 USD EQT 89967.38000000 USD 100495.72000000 USD UST N N SKANDI NY N/A 000000000 5999628.00000000 PA USD 5999628.00000000 0.211301127162 Long STIV CORP US N 2 2021-03-15 Fixed 0.21000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178WGL7 1158265.93000000 PA USD 1212037.23000000 0.042686785391 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UCB6 1137920.25000000 PA USD 1220482.49000000 0.042984219324 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418TVA2 546269.43000000 PA USD 601703.32000000 0.021191412156 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.00000000 N N N N N N NBC Global Finance Limited 549300KWU8YQOYSK5Y64 000000000 20000000.00000000 PA USD 20000000.00000000 0.704380762150 Long RA CORP US N 2 Repurchase Y 0.20000000 2021-01-04 207216.89000000 USD 21757575.47000000 USD EQT 394732.31000000 USD 430352.82000000 USD UST N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RXC8 1781501.92000000 PA USD 1898244.17000000 0.066854333760 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 3.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DC1 1500000.00000000 PA USD 1507950.00000000 0.053108548514 Long DBT CORP US N 2 2021-03-09 Fixed 3.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401CDM2 49249.69000000 PA USD 54238.63000000 0.001910232376 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225AR69 10654.68000000 PA USD 11580.41000000 0.000407850901 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 6.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CN8 1900000.00000000 PA USD 2549097.00000000 0.089776744382 Long DBT CORP US N 2 2045-07-20 Fixed 5.13000000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913YAU4 1000000.00000000 PA USD 1097500.00000000 0.038652894322 Long DBT CORP US N 2 2026-09-15 Fixed 3.40000000 N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BV1 1200000.00000000 PA USD 1317312.00000000 0.046394461527 Long DBT CORP US N 2 2024-05-22 Fixed 3.63000000 N N N N N N Freddie Mac N/A 31283GXA0 1368.90000000 PA USD 1561.26000000 0.000054986075 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 8.00000000 N N N N N N GLAXOSMITHKLINE CAP INC 5493007Q8VD7Q3ZYZS59 377372AN7 2000000.00000000 PA USD 2380020.00000000 0.083822015076 Long DBT CORP US N 2 2028-05-15 Fixed 3.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SEH6 1384091.98000000 PA USD 1495582.72000000 0.052672984808 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 2700000.00000000 PA USD 3222396.00000000 0.113489687521 Long DBT CORP IE N 2 2035-11-15 Fixed 4.42000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RC4 2600000.00000000 PA USD 3672500.00000000 0.129341917449 Long DBT UST US N 2 2043-08-15 Fixed 3.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405RVW3 123481.85000000 PA USD 141262.45000000 0.004975127609 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410TBR5 22892.33000000 PA USD 26787.66000000 0.000943435618 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417KYH4 573823.86000000 PA USD 642146.56000000 0.022615784167 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413BPH8 99561.60000000 PA USD 116906.80000000 0.004117345044 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DKQ4 2145225.63000000 PA USD 2256423.81000000 0.079469076151 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3128M7TA4 789101.75000000 PA USD 883193.38000000 0.031105221306 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T7K5 636936.10000000 PA USD 683149.24000000 0.024059859116 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RNW5 2831904.83000000 PA USD 3067741.45000000 0.108042903031 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 3.50000000 N N N N N N Freddie Mac N/A 31297SHS7 129746.66000000 PA USD 148452.94000000 0.005228369751 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EL3 3700000.00000000 PA USD 3966807.00000000 0.139707126898 Long DBT NUSS XX N 2 2024-01-30 Fixed 2.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417G2R6 1752005.52000000 PA USD 1902315.63000000 0.066997726665 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N STATE STREET INST US GOVT FUND N/A 000000000 10000000.00000000 NS USD 10000000.00000000 0.352190381075 Long STIV RF US N 1 N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687DV5 1950000.00000000 PA USD 2839180.50000000 0.099993206223 Long DBT CORP US N 2 2033-03-15 Fixed 6.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418TEH6 246779.88000000 PA USD 259347.44000000 0.009133967372 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828SF8 4700000.00000000 PA USD 4798589.83000000 0.169001718085 Long DBT UST US N 2 2022-02-15 Fixed 2.00000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BB7 1900000.00000000 PA USD 2246864.00000000 0.079132388838 Long DBT NUSS UY N 2 2027-10-27 Fixed 4.38000000 N N N N N N Freddie Mac N/A 31283HCV5 2393.81000000 PA USD 2731.66000000 0.000096206437 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFS80 1322008.72000000 PA USD 1440799.47000000 0.050743571439 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132DWAF0 4963501.91000000 PA USD 5157245.80000000 0.181633236359 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAR2 4000000.00000000 PA USD 4000312.52000000 0.140887159083 Long DBT UST US N 2 2022-10-31 Fixed 0.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SQV2 2152021.32000000 PA USD 2285717.95000000 0.080500787584 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31382RRH8 1733.11000000 PA USD 1957.76000000 0.000068950424 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391LX75 10171.77000000 PA USD 12018.61000000 0.000423283883 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DQB1 3396183.28000000 PA USD 3622261.94000000 0.127572581300 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9MJ6 960978.20000000 PA USD 1055107.48000000 0.037159870545 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAF7 1200000.00000000 PA USD 1463940.00000000 0.051558558647 Long DBT CORP US N 2 2028-05-25 Fixed 4.60000000 N N N N N Freddie Mac N/A 3128MJYG9 2158577.08000000 PA USD 2281438.43000000 0.080350067006 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LSJ9 57587.32000000 PA USD 60978.53000000 0.002147605171 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 5.50000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785GS9 2500000.00000000 PA USD 2653925.00000000 0.093468685709 Long DBT NUSS XX N 2 2025-02-10 Fixed 1.88000000 N N N N N TENNESSEE GAS PIPELINE N/A 880451AU3 640000.00000000 PA USD 908652.80000000 0.032001877589 Long DBT CORP US N 2 2037-04-01 Fixed 7.63000000 N N N N N N Morgan Stanley BAML Trust N/A 61765TAF0 1547000.00000000 PA USD 1720942.44000000 0.060609937375 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.64000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WBTM7 1033175.29000000 PA USD 1108405.14000000 0.039036962864 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 3.50000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BN8 954000.00000000 PA USD 1271100.06000000 0.044766921451 Long DBT CORP US N 2 2052-09-15 Fixed 4.09000000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAD1 3100000.00000000 PA USD 3172850.00000000 0.111744725059 Long DBT CORP XX N 2 2022-01-15 Fixed 3.00000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CD2 4000000.00000000 PA USD 4302440.00000000 0.151527798315 Long DBT CORP NL N 2 2029-11-07 Fixed 2.38000000 N N N N N N Freddie Mac N/A 3128KKGW3 32977.48000000 PA USD 37328.99000000 0.001314691121 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200JJQ4 49643.94000000 PA USD 56233.04000000 0.001980473578 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 6.00000000 N N N N N N LANDWIRTSCH. RENTENBANK 529900Z3J0N6S0F7CT25 515110BN3 1500000.00000000 PA USD 1595280.00000000 0.056184227112 Long DBT CORP DE N 2 2025-01-13 Fixed 2.00000000 N N N N N BANK OF MONTREAL CHICAGO N/A 000000000 3000333.00000000 PA USD 3000333.00000000 0.105668842262 Long STIV CORP US N 2 2021-08-10 Floating 0.28000000 N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FNAE0 1800000.00000000 PA USD 2035635.07000000 0.071693109103 Long ABS-MBS USGSE US N 2 2029-06-25 Fixed 2.79000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QAS7 1050000.00000000 PA USD 1479723.00000000 0.052114420725 Long DBT NUSS MX N 2 2034-09-27 Fixed 6.75000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A2TX4 83267.63000000 PA USD 93152.21000000 0.003280731233 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 3000000.00000000 PA USD 3000000.00000000 0.105657114322 Long RA CORP US N 2 Repurchase Y 0.43000000 2021-02-04 59470.14000000 USD 3300000.07000000 USD EQT N N Freddie Mac N/A 3128MJZF0 3964576.78000000 PA USD 4190231.57000000 0.147575925343 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YV6 7600000.00000000 PA USD 7969312.50000000 0.280671520628 Long DBT UST US N 2 2024-11-30 Fixed 1.50000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QS0 2800000.00000000 PA USD 3978187.50000000 0.140107937161 Long DBT UST US N 2 2041-08-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371FJ94 1632.62000000 PA USD 1828.36000000 0.000064393080 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403NJG3 156403.81000000 PA USD 180852.56000000 0.006369453202 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 3128MMUF8 1944677.41000000 PA USD 2038529.72000000 0.071795055891 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ABZ36 906103.16000000 PA USD 1012789.58000000 0.035669474812 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3128MJQ94 588628.73000000 PA USD 637358.38000000 0.022447149073 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3132DV4A0 1327427.32000000 PA USD 1400909.45000000 0.049338683304 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137F2LJ3 2000000.00000000 PA USD 2269220.20000000 0.079919752698 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 3.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4F8 957191.91000000 PA USD 1020935.83000000 0.035956377902 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SH2 2300000.00000000 PA USD 2971671.88000000 0.104659425184 Long DBT UST US N 2 2049-05-15 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391CEZ4 11475.10000000 PA USD 12612.18000000 0.000444188848 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 3132DWAW3 7000000.00000000 PA USD 7273235.97000000 0.256156374792 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WJA3 1500000.00000000 PA USD 1995510.00000000 0.070279942733 Long DBT MUN US N 2 2062-10-01 Fixed 4.46000000 N N N N N N Morgan Stanley BAML Trust N/A 61765LAU4 3750000.00000000 PA USD 4198093.39000000 0.147852811081 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.73000000 N N N N N N Freddie Mac N/A 3128K2FG9 91946.58000000 PA USD 107814.16000000 0.003797111009 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBS9 2000000.00000000 PA USD 2227900.00000000 0.078464494999 Long DBT CORP US N 2 2026-03-01 Fixed 3.15000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBV9 1900000.00000000 PA USD 2694789.00000000 0.094907876482 Long DBT CORP US N 2 2049-01-23 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CPJ7 502512.50000000 PA USD 525994.63000000 0.018525024918 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 2.50000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638AP7 1450000.00000000 PA USD 2478079.00000000 0.087275558734 Long DBT NUSS PE N 2 2033-11-21 Fixed 8.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEWS4 1267374.69000000 PA USD 1342326.49000000 0.047275447804 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 3.00000000 N N N N N N New Jersey Turnpike Authority 5493005YN67D71KSMI84 646139W35 1700000.00000000 PA USD 2850900.00000000 0.100405955740 Long DBT MUN US N 2 2040-01-01 Fixed 7.41000000 N N N N N N Freddie Mac N/A 31292K2G1 215370.06000000 PA USD 255378.72000000 0.008994192871 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CU77 2511206.50000000 PA USD 2659156.72000000 0.093652941855 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 31288A6F7 10736.51000000 PA USD 12310.03000000 0.000433547415 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N Freddie Mac N/A 3128P7QF3 379706.25000000 PA USD 413254.82000000 0.014554437253 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132DV6K6 2218393.94000000 PA USD 2324446.24000000 0.081864760705 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EH1 1350000.00000000 PA USD 2029293.00000000 0.071469747498 Long DBT USGA US N 2 2039-09-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YRB5 196559.58000000 PA USD 215213.69000000 0.007579619149 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YG9 6000000.00000000 PA USD 6396093.78000000 0.225264270577 Long DBT UST US N 2 2026-09-30 Fixed 1.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QWD9 1181323.68000000 PA USD 1259696.57000000 0.044365301502 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284D9 7800000.00000000 PA USD 8211937.50000000 0.289216539748 Long DBT UST US N 2 2023-03-31 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A9TL5 96922.30000000 PA USD 107039.65000000 0.003769833512 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DJJ2 1686332.25000000 PA USD 1760072.59000000 0.061988063619 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371K7M7 25581.18000000 PA USD 26614.18000000 0.000937325819 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DQ88 6568524.97000000 PA USD 6922980.64000000 0.243820718977 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3132GK2B1 507558.21000000 PA USD 560468.79000000 0.019739171673 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCP5 3600000.00000000 PA USD 4102272.00000000 0.144478073895 Long DBT CORP US N 2 2025-07-15 Fixed 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VMD9 3847573.00000000 PA USD 4037047.12000000 0.142180916361 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415BDX4 16230.55000000 PA USD 17739.79000000 0.000624778340 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CH1 1175000.00000000 PA USD 1996477.75000000 0.070314025958 Long DBT CORP US N 2 2038-03-01 Fixed 8.25000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AQ2 900000.00000000 PA USD 1249974.00000000 0.044022881939 Long DBT CORP GB N 2 2044-03-14 Fixed 5.25000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BG0 3800000.00000000 PA USD 4331734.00000000 0.152559504817 Long DBT CORP US N 2 2025-06-12 Fixed 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CYK2 113227.50000000 PA USD 129259.73000000 0.004552403356 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162YAE2 1430000.00000000 PA USD 1603963.72000000 0.056490059377 Long ABS-MBS CORP US N 2 2062-12-15 Fixed 3.05000000 N N N N N N Rio Tinto Alcan Inc 2138007ZSQ7B17SKOX77 013716AU9 1751000.00000000 PA USD 2659804.02000000 0.093675739138 Long DBT CORP CA N 2 2033-12-15 Fixed 6.13000000 N N N N N Freddie Mac N/A 3128P7L68 89811.70000000 PA USD 98341.01000000 0.003463475778 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QQ28 239913.67000000 PA USD 268393.49000000 0.009452560552 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RZT9 1203627.15000000 PA USD 1303863.34000000 0.045920812658 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 3.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GEU9 4075000.00000000 PA USD 4320070.50000000 0.152148727566 Long DBT CORP US N 2 2023-01-11 Fixed 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412RMK0 847796.51000000 PA USD 918797.93000000 0.032359179309 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y2GC1 1490574.84000000 PA USD 1621441.84000000 0.057105621952 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DAL6 697739.04000000 PA USD 740672.30000000 0.026085765958 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DBG6 1581808.19000000 PA USD 1690258.87000000 0.059529291554 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401XW29 78780.20000000 PA USD 89934.93000000 0.003167421726 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.00000000 N N N N N N Freddie Mac N/A 31292GXT8 2382.82000000 PA USD 2679.33000000 0.000094363425 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.00000000 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154BT5 2400000.00000000 PA USD 2605752.00000000 0.091772078986 Long DBT NUSS KR N 2 2025-01-21 Fixed 2.88000000 N N N N N COMM Mortgage Trust N/A 12594CBF6 1539000.00000000 PA USD 1736567.28000000 0.061160229210 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.77000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180DS32 838149.60000000 PA USD 950886.05000000 0.033489292030 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 3.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46590JAW7 3900000.00000000 PA USD 4358802.67000000 0.153512837337 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.60000000 N N N N N N Freddie Mac N/A 3132GD6B3 294940.20000000 PA USD 329697.28000000 0.011611621068 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 31287QQ38 141770.79000000 PA USD 167068.25000000 0.005883983063 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.50000000 N N N N N N ALLIANCE BERNSTEIN GOVT FD N/A 000000000 8000000.00000000 NS USD 8000000.00000000 0.281752304860 Long STIV RF US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X0ZX9 1378943.16000000 PA USD 1448217.36000000 0.051004822389 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284V9 6000000.00000000 PA USD 6969375.00000000 0.245454683710 Long DBT UST US N 2 2028-08-15 Fixed 2.88000000 N N N N N N ANHEUSER-BUSCH INBEV FIN 5493000EYEKDT0FBSQ91 035242AN6 3300000.00000000 PA USD 4263039.00000000 0.150140132994 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QRR2 125195.53000000 PA USD 140057.32000000 0.004932684090 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.50000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 208251AE8 700000.00000000 PA USD 981183.00000000 0.034556321467 Long DBT CORP US N 2 2029-04-15 Fixed 6.95000000 N N N N N N EUROPEAN BK RECON & DEV 549300HTGDOVDU6OGK19 29874QEG5 2000000.00000000 PA USD 2007040.00000000 0.070686018243 Long DBT NUSS XX N 2 2025-05-19 Fixed 0.50000000 N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548CP5 1800000.00000000 PA USD 2075274.00000000 0.073089154089 Long DBT CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664CQ2 2700000.00000000 PA USD 3563730.00000000 0.125511142674 Long DBT CORP US N 2 2048-08-15 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415YRB7 66228.43000000 PA USD 70367.04000000 0.002478259463 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413HXK9 176415.32000000 PA USD 207868.10000000 0.007320914535 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WAV4 1400000.00000000 PA USD 1754746.00000000 0.061800466243 Long DBT CORP KY N 2 2047-12-06 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYK4 1046597.35000000 PA USD 1121164.48000000 0.039486334545 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YGA44 831428.02000000 PA USD 906137.02000000 0.031913274238 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUG5 9933438.10000000 PA USD 10321347.90000000 0.363507945010 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Freddie Mac N/A 3128MJ3P3 1264148.95000000 PA USD 1358315.35000000 0.047838560073 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3128L9PZ0 129869.93000000 PA USD 148424.70000000 0.005227375165 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06053FAA7 2905000.00000000 PA USD 3180742.60000000 0.112022694839 Long DBT CORP US N 2 2023-07-24 Fixed 4.10000000 N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822AD6 1000000.00000000 PA USD 1154030.00000000 0.040643826547 Long DBT CORP JP N 2 2026-03-01 Fixed 3.85000000 N N N N N CONNECTICUT LIGHT & PWR 549300O45IUXEDS1VZ32 207597EL5 1000000.00000000 PA USD 1300490.00000000 0.045802006868 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N Freddie Mac N/A 3128MJ5C0 750007.50000000 PA USD 799947.15000000 0.028173369159 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZ98 499261.81000000 PA USD 532510.01000000 0.018754490334 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QJS1 1533524.83000000 PA USD 1665509.42000000 0.058657639731 Long ABS-MBS USGA US N 2 2044-07-20 Fixed 3.50000000 N N N N N N Freddie Mac N/A 31292HKX1 4030.25000000 PA USD 4748.19000000 0.000167226684 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419JSV1 525929.97000000 PA USD 587802.83000000 0.020701850269 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828U65 5000000.00000000 PA USD 5074023.45000000 0.178702225243 Long DBT UST US N 2 2021-11-30 Fixed 1.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180MX85 831267.14000000 PA USD 869648.21000000 0.030628173448 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208VXY6 751.05000000 PA USD 839.63000000 0.000029570960 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 7.00000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BK3 1900000.00000000 PA USD 2256003.00000000 0.079454255627 Long DBT CORP US N 2 2027-06-15 Fixed 5.13000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAJ4 2200000.00000000 PA USD 2577212.00000000 0.090766927639 Long DBT CORP ES N 2 2028-04-12 Fixed 4.38000000 N N N N N N Freddie Mac N/A 3132J9U71 1316445.30000000 PA USD 1427617.01000000 0.050279297878 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BG4 1000000.00000000 PA USD 1195670.00000000 0.042110347294 Long DBT CORP US N 2 2047-12-08 Fixed 3.73000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 1800000.00000000 PA USD 2089710.00000000 0.073597576123 Long DBT CORP US N 2 2029-06-15 Fixed 4.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209N3P5 1560.96000000 PA USD 1660.93000000 0.000058496356 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Freddie Mac N/A 3132QSGX0 2240623.36000000 PA USD 2465120.04000000 0.086819156628 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DNH1 3777411.10000000 PA USD 3958400.58000000 0.139411060871 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 312935JA8 304363.29000000 PA USD 340655.24000000 0.011997549879 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17795791.74000000 PA USD 17795791.74000000 0.626750667444 Long RA CORP US N 2 Repurchase Y 0.25000000 2021-01-04 211466.79000000 USD 19616502.50000000 USD EQT 131232.84000000 USD 146590.24000000 USD UST N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BPC6 185252.60000000 PA USD 215885.79000000 0.007603289864 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U4B5 1931268.09000000 PA USD 2022489.97000000 0.071230151325 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DLU4 1976936.85000000 PA USD 2112478.03000000 0.074399444239 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAE1 11100000.00000000 PA USD 10824234.38000000 0.381219123113 Long DBT UST US N 2 2030-08-15 Fixed 0.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E9JX9 764260.44000000 PA USD 833000.06000000 0.029337460856 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207J3N1 3968.40000000 PA USD 4473.41000000 0.000157549197 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 7.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAD7 2500000.00000000 PA USD 2859050.00000000 0.100692990901 Long DBT CORP US N 2 2027-06-15 Fixed 3.75000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BG8 1400000.00000000 PA USD 1804572.00000000 0.063555290035 Long DBT NUSS PA N 2 2047-05-15 Fixed 4.50000000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 458182BV3 200000.00000000 PA USD 254802.00000000 0.008973881347 Long DBT NUSS XX N 2 2025-06-15 Fixed 7.00000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550BE7 1000000.00000000 PA USD 1009630.00000000 0.035558197444 Long DBT CORP US N 2 2021-05-11 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X2VS0 827139.62000000 PA USD 882073.81000000 0.031065791128 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N SOCIETE GENERALE PARIS N/A 000000000 3995772.00000000 PA USD 3995772.00000000 0.140727246336 Long STIV CORP US N 2 2021-06-07 Fixed 0.28000000 N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92553PAP7 3500000.00000000 PA USD 4132800.00000000 0.145553240690 Long DBT CORP US N 2 2043-03-15 Fixed 4.38000000 N N N N N LYONDELLBASELL IND NV BN6WCCZ8OVP3ITUUVN49 552081AM3 1400000.00000000 PA USD 1690430.00000000 0.059535318588 Long DBT CORP NL N 2 2055-02-26 Fixed 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AF45 1065661.45000000 PA USD 1153651.65000000 0.040630501424 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RGL0 2687000.00000000 PA USD 3155747.15000000 0.111142379133 Long DBT CORP US N 2 2028-02-15 Fixed 4.10000000 N N N N N Freddie Mac N/A 31297VSY5 48449.16000000 PA USD 56155.54000000 0.001977744103 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUD2 12803878.24000000 PA USD 13389202.80000000 0.471554843642 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RQ36 1251833.52000000 PA USD 1369401.92000000 0.048229018404 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 4.00000000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 68323ABK9 2000000.00000000 PA USD 2065300.00000000 0.072737879403 Long DBT NUSS CA N 2 2022-06-29 Fixed 2.45000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHK9 3000000.00000000 PA USD 3317640.00000000 0.116844089587 Long DBT CORP US N 2 2024-09-11 Fixed 3.60000000 N N N N N SUMITOMO BK NY N/A 000000000 1999982.00000000 PA USD 1999982.00000000 0.070437442272 Long STIV CORP US N 2 2021-02-17 Floating 0.25000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZJ6 2217641.28000000 PA USD 2401897.20000000 0.084592509017 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128287C8 9000000.00000000 PA USD 9223945.29000000 0.324858480670 Long DBT UST US N 2 2022-07-15 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QT8 3000000.00000000 PA USD 3922500.00000000 0.138146676976 Long DBT UST US N 2 2041-11-15 Fixed 3.13000000 N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FY7 900000.00000000 PA USD 1058733.00000000 0.037287557872 Long DBT CORP US N 2 2040-05-13 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3132JAZ99 886007.72000000 PA USD 960795.05000000 0.033838277479 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N NATIXIS FINANCIAL PRODUCTS LLC WGYX5OQ1IY3N5AOSQ066 000000000 5000000.00000000 PA USD 5000000.00000000 0.176095190537 Long STIV CORP US N 2 2021-02-04 Floating 0.43000000 N N N N N Freddie Mac N/A 3132DV3T0 2584617.35000000 PA USD 2703268.63000000 0.095206520894 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VFQ8 2219478.15000000 PA USD 2348145.60000000 0.082699429368 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3.50000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BG7 2900000.00000000 PA USD 3143223.00000000 0.110701290617 Long DBT CORP US N 2 2024-03-11 Fixed 3.38000000 N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAQ3 2100000.00000000 PA USD 2226861.00000000 0.078427902419 Long DBT US N 2 2023-06-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296RUJ4 19911.10000000 PA USD 21404.56000000 0.000753848014 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SWX1 2186616.28000000 PA USD 2362751.59000000 0.083213838286 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.50000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBB4 1400000.00000000 PA USD 1505014.00000000 0.053005145418 Long DBT CORP GB N 2 2029-10-24 Fixed 2.38000000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 45950KCJ7 1600000.00000000 PA USD 1608416.00000000 0.056646864396 Long DBT NUSS XX N 2 2021-07-20 Fixed 1.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QPK9 120178.94000000 PA USD 133105.04000000 0.004687831476 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U6V9 2461348.84000000 PA USD 2604038.01000000 0.091711713907 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179S2Q9 1279457.88000000 PA USD 1377023.02000000 0.048497426216 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RM2 3100000.00000000 PA USD 4023218.75000000 0.141693894471 Long DBT UST US N 2 2045-05-15 Fixed 3.00000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DET5 874996.30000000 PA USD 923519.99000000 0.032525485720 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384WEF3 943.43000000 PA USD 1085.95000000 0.000038246114 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31380ALE0 1179.09000000 PA USD 1190.41000000 0.000041925095 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.00000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAU8 2950000.00000000 PA USD 3139213.00000000 0.110560062274 Long DBT US N 2 2023-02-01 Fixed 3.85000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137EAEC9 5200000.00000000 PA USD 5231668.00000000 0.184254314657 Long DBT USGSE US N 2 2021-08-12 Fixed 1.13000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XM87 106839.44000000 PA USD 120724.74000000 0.004251809218 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404RYN1 24116.30000000 PA USD 27913.97000000 0.000983103173 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 3132J7FW7 2950892.53000000 PA USD 3194332.19000000 0.112501307127 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718DY2 1600000.00000000 PA USD 1635840.00000000 0.057612711297 Long DBT CORP US N 2 2022-02-06 Fixed 2.30000000 N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BD6 1500000.00000000 PA USD 1839645.00000000 0.064790527359 Long DBT NUSS CO N 2 2024-05-21 Fixed 8.13000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DBY4 259596.38000000 PA USD 296924.18000000 0.010457384010 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.00000000 N N N N N N Freddie Mac N/A 3128M9U26 1717532.12000000 PA USD 1885897.43000000 0.066419493454 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.00000000 N N N N N N AMERICAN EXPRESS CREDIT 9ET6B8VCXWW51H8Z3M54 0258M0EL9 3000000.00000000 PA USD 3411960.00000000 0.120165949261 Long DBT CORP US N 2 2027-05-03 Fixed 3.30000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBM1 1700000.00000000 PA USD 2360314.00000000 0.083127988711 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XDDA5 1115944.39000000 PA USD 1182824.64000000 0.041657946070 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3135G0K36 3500000.00000000 PA USD 3811850.00000000 0.134249690410 Long DBT USGSE US N 2 2026-04-24 Fixed 2.13000000 N N N N N AmeriCredit Automobile Receivables Trust N/A 03066FAH4 1500000.00000000 PA USD 1545595.68000000 0.054434393152 Long ABS-O CORP US N 2 2023-12-18 Fixed 3.08000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FA0 1700000.00000000 PA USD 2536264.00000000 0.089324778466 Long DBT CORP US N 2 2038-02-01 Fixed 5.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292LR30 53688.55000000 PA USD 58724.39000000 0.002068216529 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y9BV9 1255619.52000000 PA USD 1352612.25000000 0.047637702377 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 07330NAJ4 3400000.00000000 PA USD 3413804.00000000 0.120230893167 Long DBT CORP US N 2 2021-04-01 Fixed 2.85000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523BZ2 2700000.00000000 PA USD 3156273.00000000 0.111160899064 Long DBT CORP US N 2 2026-02-25 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BWG9 98699.80000000 PA USD 114165.76000000 0.004020808252 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N CANADA GOVERNMENT 4BFD7AQU0A75QLAHK410 135087K78 2900000.00000000 PA USD 3045116.00000000 0.107246056445 Long DBT NUSS CA N 2 2025-01-22 Fixed 1.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZY9 13500000.00000000 PA USD 13492617.26000000 0.475197001449 Long DBT UST US N 2 2023-07-15 Fixed 0.13000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912796D71 200000.00000000 PA USD 199960.13000000 0.007042403438 Long STIV UST US N 2 2021-04-06 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177NVJ6 445109.17000000 PA USD 484558.50000000 0.017065684276 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526BX6 900000.00000000 PA USD 923049.00000000 0.032508897906 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25000000 N N N N N N Freddie Mac N/A 3132GKDZ6 1416799.83000000 PA USD 1564494.62000000 0.055099995640 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209V2S2 6650.28000000 PA USD 7265.84000000 0.000255895895 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RTA7 668886.92000000 PA USD 731706.75000000 0.025770007911 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 4.00000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CD0 313000.00000000 PA USD 462025.56000000 0.016272095804 Long DBT CORP US N 2 2041-11-15 Fixed 6.13000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BD2 1000000.00000000 PA USD 1084650.00000000 0.038200329683 Long DBT CORP GB N 2 2023-09-12 Fixed 3.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209NDS8 336.11000000 PA USD 346.53000000 0.000012204453 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DMN9 2107929.48000000 PA USD 2221679.15000000 0.078245402646 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TGY5 2600000.00000000 PA USD 3050710.00000000 0.107443071744 Long DBT CORP US N 2 2030-04-01 Fixed 3.38000000 N N N N N Freddie Mac N/A 31294MGC9 166290.77000000 PA USD 176509.12000000 0.006216481423 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828D56 9600000.00000000 PA USD 10346250.05000000 0.364384974780 Long DBT UST US N 2 2024-08-15 Fixed 2.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MVR8 1149924.02000000 PA USD 1228983.91000000 0.043283631159 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.00000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BM4 4533000.00000000 PA USD 4548593.52000000 0.160197088516 Long DBT CORP US N 2 2032-05-20 Fixed 1.65000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WDBE0 686582.06000000 PA USD 746861.45000000 0.026303741868 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CGD0 2808850.37000000 PA USD 2968005.84000000 0.104530310782 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N ROYAL BANK OF CANADA N/A 000000000 2000000.00000000 PA USD 2000000.00000000 0.070438076215 Long STIV CORP US N 2 2021-01-04 Fixed 0.15000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YM6 8100000.00000000 PA USD 8489179.73000000 0.298980744412 Long DBT UST US N 2 2024-10-31 Fixed 1.50000000 N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAF4 1100000.00000000 PA USD 1048476.00000000 0.036926316198 Long DBT CORP US N 2 2050-08-15 Fixed 2.05000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LAW1 1900000.00000000 PA USD 2475548.00000000 0.087186419348 Long DBT CORP US N 2 2045-04-01 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LCD9 93061.78000000 PA USD 106238.68000000 0.003741624119 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172BM0 2000000.00000000 PA USD 2201340.00000000 0.077529077347 Long DBT CORP US N 2 2024-11-10 Fixed 3.25000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550AV8 2000000.00000000 PA USD 2577260.00000000 0.090768618152 Long DBT CORP US N 2 2037-02-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134A4KX1 1600000.00000000 PA USD 2477296.00000000 0.087247982227 Long DBT USGSE US N 2 2032-07-15 Fixed 6.25000000 N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 3500000.00000000 PA USD 4043340.00000000 0.142402545541 Long DBT CORP GB N 2 2030-05-22 Fixed 3.97000000 N N N N N N Freddie Mac N/A 3128MJWR7 1571609.64000000 PA USD 1713530.41000000 0.060348892808 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ARCF6 170737.09000000 PA USD 188205.26000000 0.006628408223 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828XB1 16500000.00000000 PA USD 17809687.50000000 0.627240062745 Long DBT UST US N 2 2025-05-15 Fixed 2.13000000 N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BX7 2700000.00000000 PA USD 3853764.00000000 0.135725861173 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAT5 2200000.00000000 PA USD 2629550.00000000 0.092610221655 Long DBT CORP CA N 2 2029-04-01 Fixed 4.20000000 N N N N N N Freddie Mac N/A 3128MJXE5 1593666.30000000 PA USD 1710718.01000000 0.060249842785 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411VGK9 50292.73000000 PA USD 58326.44000000 0.002054201113 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EM6 900000.00000000 PA USD 1087578.00000000 0.038303451026 Long DBT CORP US N 2 2049-07-29 Fixed 3.38000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785DV5 1100000.00000000 PA USD 1617231.00000000 0.056957320217 Long DBT NUSS XX N 2 2036-02-15 Fixed 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406HSM0 80491.17000000 PA USD 93566.10000000 0.003295308041 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36203GHL0 442.44000000 PA USD 445.80000000 0.000015700647 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 6.50000000 N N N N N N Freddie Mac N/A 31292HK29 298.40000000 PA USD 344.26000000 0.000012124506 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 3000000.00000000 PA USD 3001110.00000000 0.105696207454 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAM3 13000000.00000000 PA USD 12949218.75000000 0.456059028618 Long DBT UST US N 2 2025-09-30 Fixed 0.25000000 N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CW5 3800000.00000000 PA USD 4178252.00000000 0.147154016410 Long DBT US N 2 2026-01-15 Fixed 3.30000000 N N N N N State of Illinois 54930048FV8RWPR02D67 452151LF8 1230000.00000000 PA USD 1323738.30000000 0.046620789632 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828XR6 5100000.00000000 PA USD 5216542.96000000 0.183721625297 Long DBT UST US N 2 2022-05-31 Fixed 1.75000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137BFE98 975000.00000000 PA USD 1066254.37000000 0.037552453289 Long ABS-MBS USGSE US N 2 2024-10-25 Fixed 3.17000000 N N N N N N CRED SUIS GP FUN LTD 549300PXR5FKNXF0OH19 225433AH4 1000000.00000000 PA USD 1056470.00000000 0.037207857189 Long DBT CORP GG N 2 2022-09-15 Fixed 3.80000000 N N N N N N VERSAILLES COMMERCIAL PAPER LLC N/A 000000000 2897523.40000000 PA USD 2897523.40000000 0.102047987042 Long STIV CORP US N 2 2021-03-31 Fixed 0.23000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297KKW0 339266.00000000 PA USD 379539.80000000 0.013367026679 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4X9 990861.39000000 PA USD 1073188.54000000 0.037796668086 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Citigroup Global Markets Limited XKZZ2JZF41MRHTR1V493 000000000 5600000.00000000 PA USD 5600000.00000000 0.197226613402 Long RA CORP US N 2 Repurchase Y 0.12000000 2021-01-04 1520260.00000000 USD 1457040.65000000 USD UST 3547320.00000000 USD 3565615.36000000 USD 680596.00000000 USD 689346.40000000 USD CDS N N General Electric Co 3C7474T6CDKPR9K6YT90 36962GXZ2 1250000.00000000 PA USD 1751900.00000000 0.061700232860 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828J27 21600000.00000000 PA USD 23128875.00000000 0.814576730008 Long DBT UST US N 2 2025-02-15 Fixed 2.00000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VN48 1911549.36000000 PA USD 2053438.26000000 0.072320120330 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 3.50000000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516BL9 1800000.00000000 PA USD 1987578.00000000 0.070000585323 Long DBT CORP US N 2 2026-11-01 Fixed 2.50000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400KEF9 45335.12000000 PA USD 52551.76000000 0.001850822438 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.00000000 N N N N N N Freddie Mac N/A 312931UF3 193094.19000000 PA USD 216118.53000000 0.007611486743 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.50000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 2800000.00000000 PA USD 2800000.00000000 0.098613306701 Long RA CORP US N 2 Repurchase Y 0.10000000 2021-01-04 2490332.04000000 USD 2857150.93000000 USD UST N N State of Israel 213800T8ZHTFZIBYPE21 46513YJJ8 2500000.00000000 PA USD 3230200.00000000 0.113764536894 Long DBT NUSS IL N 2 2048-01-17 Fixed 4.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208CJQ1 4791.94000000 PA USD 5310.38000000 0.000187026475 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 7.00000000 N N N N N N Freddie Mac N/A 3128K05V1 244894.28000000 PA USD 286426.70000000 0.010087672862 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBL6 3800000.00000000 PA USD 4400362.00000000 0.154976516964 Long DBT CORP US N 2 2027-02-15 Fixed 3.95000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390GHF7 39366.59000000 PA USD 47176.05000000 0.001661495102 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z94 8300000.00000000 PA USD 8782437.50000000 0.309309000989 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282W9 16900000.00000000 PA USD 17412941.36000000 0.613267045321 Long DBT UST US N 2 2022-09-30 Fixed 1.88000000 N N N N N TOTAL CAPITAL INTL SA 549300U37G2I8G4RUG09 89153VAE9 1500000.00000000 PA USD 1573725.00000000 0.055425080745 Long DBT CORP FR N 2 2023-01-25 Fixed 2.70000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353REK0 4100000.00000000 PA USD 4492083.00000000 0.158206842359 Long DBT CORP US N 2 2025-02-23 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BWF9 1519747.58000000 PA USD 1630930.00000000 0.057439785820 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BE4 1950000.00000000 PA USD 2003352.00000000 0.070556130430 Long DBT CORP US N 2 2022-06-08 Fixed 2.60000000 N N N N N N Antalis SA N/A 000000000 2999943.00000000 PA USD 2999943.00000000 0.105655106837 Long STIV CORP US N 2 2021-01-04 Fixed 0.21000000 N N N N N DELL INT LLC / EMC CORP N/A 24703DBA8 1800000.00000000 PA USD 2205486.00000000 0.077675095479 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N BNP PARIBAS, NY N/A 000000000 1000075.00000000 PA USD 1000075.00000000 0.035221679535 Long STIV CORP US N 2 2021-02-12 Floating 0.26000000 N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EC3 900000.00000000 PA USD 1218132.00000000 0.042901437327 Long DBT CORP US N 2 2048-06-29 Fixed 4.05000000 N N N N N N Freddie Mac N/A 3132D55T5 4711503.20000000 PA USD 4927467.39000000 0.173540661781 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419LYR8 1058605.65000000 PA USD 1183144.97000000 0.041669227785 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Chevron Corp N/A 166764AH3 2025000.00000000 PA USD 2155956.75000000 0.075930722936 Long DBT CORP US N 2 2023-06-24 Fixed 3.19000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAW2 1600000.00000000 PA USD 1971776.00000000 0.069444054083 Long DBT CORP US N 2 2046-03-01 Fixed 4.11000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DV82 3000000.00000000 PA USD 3161888.25000000 0.111358662768 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UEB4 804056.80000000 PA USD 875734.07000000 0.030842511583 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T7L3 1760065.63000000 PA USD 1896345.61000000 0.066787468303 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TG58 1161258.00000000 PA USD 1249809.80000000 0.044017098973 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UKZ4 606517.14000000 PA USD 660584.83000000 0.023265162301 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RVB2 1510617.63000000 PA USD 1636419.51000000 0.057633121082 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3128MMSX2 1395464.57000000 PA USD 1460613.77000000 0.051441412025 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828W89 11000000.00000000 PA USD 11239335.91000000 0.395838599717 Long DBT UST US N 2 2022-03-31 Fixed 1.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406T4P3 17483.68000000 PA USD 19491.04000000 0.000686455680 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1800000.00000000 PA USD 1800000.00000000 0.063394268593 Long RA CORP US N 2 Repurchase Y 0.33000000 2021-01-04 49608.42000000 USD 1988848.99000000 USD EQT 783.00000000 USD 793.91000000 USD UST 140.74000000 USD 10433.20000000 USD AMBS N N Freddie Mac N/A 3128LXTB6 70273.46000000 PA USD 82729.27000000 0.002913645312 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058EP4 2000000.00000000 PA USD 2186160.00000000 0.076994452349 Long DBT NUSS XX N 2 2025-07-29 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284N7 5900000.00000000 PA USD 6834781.25000000 0.240714421300 Long DBT UST US N 2 2028-05-15 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AWN3 66998.66000000 PA USD 78315.35000000 0.002758191296 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N NATIONAL AUSTRALIA BK/NY 549300E2IPL06NDXMZ63 63254AAU2 1900000.00000000 PA USD 1949286.00000000 0.068651977916 Long DBT CORP AU N 2 2022-01-10 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BTK2 1221339.75000000 PA USD 1292053.59000000 0.045504884623 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 3.00000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247XAL5 3800000.00000000 PA USD 4180190.00000000 0.147222270906 Long DBT CORP US N 2 2024-03-18 Fixed 3.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDL3 1000000.00000000 PA USD 1338780.00000000 0.047150543837 Long DBT CORP US N 2 2048-06-15 Fixed 4.25000000 N N N N N N Freddie Mac N/A 3128MJ5T3 520703.16000000 PA USD 555374.46000000 0.019559754270 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828B66 12400000.00000000 PA USD 13395875.00000000 0.471789832108 Long DBT UST US N 2 2024-02-15 Fixed 2.75000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HMN7 4700000.00000000 PA USD 5336850.00000000 0.187958723524 Long DBT CORP US N 2 2025-07-15 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C3E2 737109.56000000 PA USD 798353.37000000 0.028117237761 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 31297S6L4 78151.95000000 PA USD 89419.54000000 0.003149270186 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Freddie Mac N/A 3132DWAN3 7976926.40000000 PA USD 8288295.43000000 0.291905792595 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CZ1 1500000.00000000 PA USD 2028030.00000000 0.071425265853 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A9RJ5 654587.21000000 PA USD 731659.63000000 0.025768348390 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31380YN30 48200.83000000 PA USD 51859.02000000 0.001826424801 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.50000000 N N N N N N Freddie Mac N/A 3128MJSS0 1591741.75000000 PA USD 1697998.06000000 0.059801858381 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SD1 11200000.00000000 PA USD 14742000.00000000 0.519199059780 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAD6 1000000.00000000 PA USD 1135660.00000000 0.039996852817 Long DBT CORP US N 2 2025-12-01 Fixed 3.75000000 N N N N N N Freddie Mac N/A 31306YYA3 595873.79000000 PA USD 625576.17000000 0.022032190970 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CJH8 1732231.47000000 PA USD 1813177.69000000 0.063858374159 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 2.50000000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBK1 1400000.00000000 PA USD 1569638.00000000 0.055281140536 Long DBT CORP US N 2 2030-09-15 Fixed 2.65000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJE1 2850000.00000000 PA USD 2994723.00000000 0.105471263458 Long DBT CORP US N 2 2022-09-23 Fixed 3.25000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y1GZ2 1145240.35000000 PA USD 1230854.25000000 0.043349502735 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 3.50000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CJ7 3200000.00000000 PA USD 3493920.00000000 0.123052501624 Long DBT CORP US N 2 2026-08-19 Fixed 2.60000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VDN7 5052825.09000000 PA USD 5291491.19000000 0.186361229866 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406VCQ7 41207.67000000 PA USD 47132.99000000 0.001659978570 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBC6 1500000.00000000 PA USD 1972620.00000000 0.069473778951 Long DBT CORP US N 2 2044-02-15 Fixed 4.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285M8 8000000.00000000 PA USD 9471250.00000000 0.333568314675 Long DBT UST US N 2 2028-11-15 Fixed 3.13000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G05Y5 1500000.00000000 PA USD 1503570.00000000 0.052954289127 Long DBT USGSE US N 2 2027-10-08 Fixed 0.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A25M7 654490.93000000 PA USD 720906.83000000 0.025389645117 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MFSZ1 1492904.30000000 PA USD 1620509.97000000 0.057072802387 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AGZ4 546854.90000000 PA USD 602938.73000000 0.021234922108 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RLN7 1832545.35000000 PA USD 1952632.49000000 0.068769838075 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 3.00000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AQ2 1800000.00000000 PA USD 2032074.00000000 0.071567691643 Long DBT CORP GB N 2 2028-11-07 Fixed 3.57000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SJ8 12000000.00000000 PA USD 13741875.00000000 0.483975619293 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EXV6 232909.88000000 PA USD 276426.52000000 0.009735476141 Long ABS-MBS USGA US N 2 2038-11-20 Fixed 6.50000000 N N N N N N Freddie Mac N/A 3128LAFY1 103808.27000000 PA USD 121175.36000000 0.004267679621 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 3132DV4P7 3189468.90000000 PA USD 3335886.92000000 0.117486728557 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419B5X9 334378.17000000 PA USD 368309.93000000 0.012971521460 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DRT1 5702479.14000000 PA USD 5975705.62000000 0.210458603950 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VAL1 1800000.00000000 PA USD 2495898.00000000 0.087903126774 Long DBT CORP US N 2 2036-01-15 Fixed 5.85000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GCU6 2075000.00000000 PA USD 2996237.75000000 0.105524611496 Long DBT CORP US N 2 2033-02-15 Fixed 6.13000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAH7 2000000.00000000 PA USD 2843420.00000000 0.100142517335 Long DBT CORP US N 2 2040-02-15 Fixed 5.30000000 N N N N N N State of California N/A 13063A7D0 2700000.00000000 PA USD 4456701.00000000 0.156960722352 Long DBT MUN US N 2 2039-10-01 Fixed 7.30000000 N N N N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849AE6 2000000.00000000 PA USD 2460580.00000000 0.086659260786 Long DBT CORP US N 2 2037-10-01 Fixed 6.60000000 N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367TJX9 1000000.00000000 PA USD 1010920.00000000 0.035603630003 Long DBT CORP CA N 2 2021-08-27 Fixed 1.90000000 N N N N N N Freddie Mac N/A 31292HL28 1742.39000000 PA USD 2014.64000000 0.000070953682 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418B3S3 1601974.14000000 PA USD 1692745.42000000 0.059616865453 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405SCP7 87281.17000000 PA USD 100683.27000000 0.003545967922 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286F2 6700000.00000000 PA USD 7425484.38000000 0.261518417345 Long DBT UST US N 2 2026-02-28 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QQL6 61361.22000000 PA USD 69165.11000000 0.002435928644 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TNR2 4126944.86000000 PA USD 4421119.72000000 0.155707583896 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.50000000 N N N N N N National Bank of Canada 254900F2ES7T4LUTQL51 000000000 10000000.00000000 PA USD 10000000.00000000 0.352190381075 Long RA CORP US N 2 Repurchase Y 0.21000000 2021-01-04 77073.64000000 USD 11111240.86000000 USD EQT N N Freddie Mac N/A 3128PTJ48 456722.21000000 PA USD 485788.84000000 0.017109015668 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828M80 6700000.00000000 PA USD 6938687.50000000 0.244373899478 Long DBT UST US N 2 2022-11-30 Fixed 2.00000000 N N N N N N Freddie Mac N/A 3132DV7C3 4878619.48000000 PA USD 5142142.89000000 0.181101326397 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829AQ0 2400000.00000000 PA USD 2473512.00000000 0.087114713387 Long DBT CORP US N 2 2022-06-12 Fixed 2.60000000 N N N N N N ENBRIDGE ENERGY PARTNERS CZ6VG2MNE1J6YDI02G48 29250RAW6 3000000.00000000 PA USD 3653100.00000000 0.128658668110 Long DBT CORP US N 2 2025-10-15 Fixed 5.88000000 N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BX6 2000000.00000000 PA USD 2619060.00000000 0.092240773945 Long DBT CORP US N 2 2047-06-06 Fixed 4.67000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BB8 2100000.00000000 PA USD 2230200.00000000 0.078545498787 Long DBT CORP US N 2 2030-03-15 Fixed 3.10000000 N N N N N N Freddie Mac N/A 3132DV6W0 3774241.84000000 PA USD 4025541.51000000 0.141775699844 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416RZN6 37610.18000000 PA USD 42120.58000000 0.001483446312 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3128MJX47 1312119.82000000 PA USD 1393458.29000000 0.049076260616 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400KP75 169060.45000000 PA USD 189499.47000000 0.006673989055 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 3100000.00000000 PA USD 3100000.00000000 0.109179018133 Long RA CORP US N 2 Repurchase Y 0.20000000 2021-01-04 2749055.20000000 USD 2814668.22000000 USD 24792.56000000 USD 24793.93000000 USD UST 330187.20000000 USD 322539.37000000 USD CDS N N Freddie Mac N/A 31296NVA2 176331.79000000 PA USD 201366.16000000 0.007091922462 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBK0 1800000.00000000 PA USD 1817892.00000000 0.064024407623 Long DBT CORP US N 2 2021-09-15 Fixed 1.90000000 N N N N N Freddie Mac N/A 3132DV7A7 11906290.21000000 PA USD 12549420.14000000 0.441978506137 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E7TW4 837665.39000000 PA USD 881434.55000000 0.031043277005 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBG4 1000000.00000000 PA USD 1028860.00000000 0.036235459547 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDR2 1927000.00000000 PA USD 2515891.20000000 0.088607268047 Long DBT CORP US N 2 2039-03-15 Fixed 4.81000000 N N N N N N Freddie Mac N/A 3128MJ2T6 782151.36000000 PA USD 840413.78000000 0.029598564943 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371HHT8 1378.95000000 PA USD 1583.69000000 0.000055776038 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.50000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBA5 1000000.00000000 PA USD 1246450.00000000 0.043898770049 Long DBT CORP US N 2 2033-03-15 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3128MJ5P1 592820.00000000 PA USD 642174.16000000 0.022616756212 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3128M8N26 612196.37000000 PA USD 721551.87000000 0.025412362806 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DVA7 4987714.50000000 PA USD 5182489.29000000 0.182522287796 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Freddie Mac N/A 3128MJ2G4 951857.29000000 PA USD 1008992.36000000 0.035535740377 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418WPP9 910036.96000000 PA USD 1017097.97000000 0.035821212164 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 31296N2F3 146218.10000000 PA USD 166977.13000000 0.005880773904 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N EL PASO NATURAL GAS N/A 283695BK9 220000.00000000 PA USD 309850.20000000 0.010912626001 Long DBT CORP US N 2 2032-06-15 Fixed 8.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418APY8 930437.89000000 PA USD 989095.03000000 0.034834975553 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DSN3 3723923.93000000 PA USD 3894574.57000000 0.137163170193 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 2.50000000 N N N N N N Fanniemae-Aces N/A 3136B9H34 1892056.33000000 PA USD 1973187.08000000 0.069493750963 Long ABS-MBS USGSE US N 2 2031-03-25 Fixed 1.61000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FAWS3 685000.00000000 PA USD 781930.51000000 0.027538840429 Long ABS-MBS USGSE US N 2 2027-07-25 Fixed 3.19000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDY8 1900000.00000000 PA USD 2531009.00000000 0.089139702421 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216CV0 2400000.00000000 PA USD 2464128.00000000 0.086784217933 Long DBT CORP US N 2 2030-06-01 Fixed 1.65000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAJ9 3900000.00000000 PA USD 4053426.00000000 0.142757764759 Long DBT CORP US N 2 2022-05-06 Fixed 3.25000000 N N N N N N Telefonica Emisiones SAU 549300Y5MFC4SW5Z3K71 87938WAT0 1900000.00000000 PA USD 2197730.00000000 0.077401936620 Long DBT CORP ES N 2 2027-03-08 Fixed 4.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213DGZ5 39493.49000000 PA USD 46338.16000000 0.001631985422 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292EM80 136773.95000000 PA USD 153153.84000000 0.005393930927 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 4.50000000 N N N N N N NBC Global Finance Limited 549300KWU8YQOYSK5Y64 000000000 10000000.00000000 PA USD 10000000.00000000 0.352190381075 Long RA CORP US N 2 Repurchase Y 0.20000000 2021-01-04 103608.44000000 USD 10878787.75000000 USD EQT 197366.16000000 USD 215176.39000000 USD UST N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABL6 1000000.00000000 PA USD 1115150.00000000 0.039274510345 Long DBT US N 2 2029-07-01 Fixed 3.00000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BR2 1800000.00000000 PA USD 2116908.00000000 0.074555463522 Long DBT CORP US N 2 2028-09-15 Fixed 4.10000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DRA2 2680599.48000000 PA USD 2859042.83000000 0.100692738380 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31387G2U5 28705.49000000 PA USD 31905.31000000 0.001123674328 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VTW0 6933181.43000000 PA USD 7342327.46000000 0.258589710611 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3132DV5J0 3614588.55000000 PA USD 3809834.09000000 0.134178691999 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200JZ5 1900000.00000000 PA USD 2147228.00000000 0.075623304757 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QC48 3000000.00000000 PA USD 3244140.00000000 0.114255490286 Long DBT CORP CA N 2 2023-07-19 Fixed 3.50000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230SAB0 809082.47000000 PA USD 897421.68000000 0.031606328346 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31379RWW4 5243.05000000 PA USD 5532.72000000 0.000194857076 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 7.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFH7 3000000.00000000 PA USD 3362310.00000000 0.118417324019 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N Freddie Mac N/A 3128MMPU1 634893.39000000 PA USD 668760.70000000 0.023553108578 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417LD36 452451.28000000 PA USD 498853.35000000 0.017569135143 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.00000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818CF3 1200000.00000000 PA USD 1621524.00000000 0.057108515548 Long DBT CORP US N 2 2029-02-01 Fixed 6.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NQ68 369480.13000000 PA USD 413780.97000000 0.014572967750 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DPE6 5881661.31000000 PA USD 6163473.05000000 0.217071592222 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 4581X0DG0 1400000.00000000 PA USD 1545852.00000000 0.054443420496 Long DBT NUSS XX N 2 2029-06-18 Fixed 2.25000000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BU3 1500000.00000000 PA USD 1689270.00000000 0.059494464503 Long DBT CORP US N 2 2050-06-01 Fixed 4.75000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138NXV79 766028.85000000 PA USD 816950.85000000 0.028772223118 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132AEEY8 660466.50000000 PA USD 697027.81000000 0.024548649002 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DQ96 2131873.96000000 PA USD 2234019.78000000 0.078680027764 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432NV3 1800000.00000000 PA USD 1945476.00000000 0.068517793381 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828J43 9000000.00000000 PA USD 9169804.71000000 0.322951701519 Long DBT UST US N 2 2022-02-28 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403MPJ2 62903.72000000 PA USD 72947.14000000 0.002569128103 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAX9 7000000.00000000 PA USD 7000546.91000000 0.246552528396 Long DBT UST US N 2 2022-11-30 Fixed 0.13000000 N N N N N Freddie Mac N/A 312937BJ3 226058.38000000 PA USD 253013.33000000 0.008910886110 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FJZ93 4000000.00000000 PA USD 4771282.12000000 0.168039966805 Long ABS-MBS USGSE US N 2 2028-10-25 Variable 3.78000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A1BA8 652256.17000000 PA USD 718445.29000000 0.025302952046 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CQB3 1220331.57000000 PA USD 1311234.08000000 0.046180403031 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181BQJ2 957707.87000000 PA USD 1000643.61000000 0.035241705432 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 3.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467Y9 3800000.00000000 PA USD 4471878.00000000 0.157495241694 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N Los Angeles Unified School District/CA N/A 544646ZR6 660000.00000000 PA USD 992758.80000000 0.034964010008 Long DBT MUN US N 2 2034-07-01 Fixed 6.76000000 N N N N N N Freddie Mac N/A 3128MJXX3 1543352.45000000 PA USD 1656708.71000000 0.058347687190 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 806605AH4 1000000.00000000 PA USD 1600760.00000000 0.056377227440 Long DBT CORP US N 2 2037-09-15 Fixed 6.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DA85 1251037.53000000 PA USD 1388850.49000000 0.048913978332 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LBQ8 264880.73000000 PA USD 299063.57000000 0.010532731268 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCT7 3000000.00000000 PA USD 3468690.00000000 0.122163925293 Long DBT CORP US N 2 2026-02-17 Fixed 4.13000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GG2 1000000.00000000 PA USD 1176120.00000000 0.041421815099 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3128K7LJ5 82415.08000000 PA USD 94300.53000000 0.003321173959 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAK7 12000000.00000000 PA USD 11990625.00000000 0.422298278807 Long DBT UST US N 2 2023-09-15 Fixed 0.13000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918CA0 3000000.00000000 PA USD 4189290.00000000 0.147542764153 Long DBT CORP US N 2 2047-02-06 Fixed 4.25000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A9DX9 364414.31000000 PA USD 386753.23000000 0.013621076745 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 31335A5Q7 570854.31000000 PA USD 637063.68000000 0.022436770022 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.50000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017BA6 200000.00000000 PA USD 290592.00000000 0.010234370721 Long DBT CORP US N 2 2029-09-15 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKRH0 545193.99000000 PA USD 585805.50000000 0.020631506228 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132DV5R2 2960277.60000000 PA USD 3101812.44000000 0.109242850526 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAB7 7000000.00000000 PA USD 6979218.75000000 0.245801371116 Long DBT UST US N 2 2025-07-31 Fixed 0.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MPWW1 1514486.59000000 PA USD 1584836.22000000 0.055816407226 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DRS3 11380016.98000000 PA USD 11994113.99000000 0.422421157679 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3128MMU35 1866234.10000000 PA USD 1971180.11000000 0.069423067410 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FM86 353018.91000000 PA USD 396773.25000000 0.013973972211 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286Z8 7600000.00000000 PA USD 8007312.50000000 0.282009844076 Long DBT UST US N 2 2024-06-30 Fixed 1.75000000 N N N N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366KB5 1000000.00000000 PA USD 1061290.00000000 0.037377612953 Long DBT MUN US N 2 2050-05-15 Fixed 3.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419MDB4 1066166.00000000 PA USD 1175125.06000000 0.041386774269 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12532BAC1 1895000.00000000 PA USD 2116694.69000000 0.074547950949 Long ABS-MBS CORP US N 2 2054-12-10 Fixed 3.59000000 N N N N N N Freddie Mac N/A 3128MJZ86 1439735.76000000 PA USD 1526155.65000000 0.053749733995 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DA2 1100000.00000000 PA USD 1407131.00000000 0.049557800311 Long DBT CORP US N 2 2044-07-16 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137B4WB8 2000000.00000000 PA USD 2123631.22000000 0.074792248863 Long ABS-MBS USGSE US N 2 2023-07-25 Variable 3.06000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128283W8 16000000.00000000 PA USD 18345000.00000000 0.646093254082 Long DBT UST US N 2 2028-02-15 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEKK4 1353408.31000000 PA USD 1466462.00000000 0.051647381061 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.50000000 N N N N N N Medtronic Inc D56MRZY2INAN94ZONZ37 585055BU9 2433000.00000000 PA USD 3457098.36000000 0.121755678882 Long DBT CORP US N 2 2045-03-15 Fixed 4.63000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AATC2 408961.48000000 PA USD 455401.94000000 0.016038818279 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RGT3 100000.00000000 PA USD 141113.00000000 0.004969864124 Long DBT CORP US N 2 2031-12-15 Fixed 7.13000000 N N N N N N Freddie Mac N/A 3132DWAH6 5938184.82000000 PA USD 6222081.30000000 0.219135718412 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FNB82 2250000.00000000 PA USD 2500294.39000000 0.088057963401 Long ABS-MBS USGSE US N 2 2029-07-25 Fixed 2.52000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764AH0 1500000.00000000 PA USD 2204355.00000000 0.077635262747 Long DBT CORP US N 2 2032-11-15 Fixed 5.90000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BV5 2000000.00000000 PA USD 2547920.00000000 0.089735291574 Long DBT CORP US N 2 2046-03-01 Fixed 3.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208WDF7 568.19000000 PA USD 638.94000000 0.000022502852 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 7.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 900000.00000000 PA USD 1271232.00000000 0.044771568251 Long DBT CORP US N 2 2045-10-23 Fixed 6.48000000 N N N N N N Freddie Mac N/A 31292GT30 578.98000000 PA USD 660.40000000 0.000023258652 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 7.00000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JBR4 900000.00000000 PA USD 1024875.00000000 0.036095111680 Long DBT CORP US N 2 2049-09-15 Fixed 3.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHER9 2150589.40000000 PA USD 2272446.40000000 0.080033376358 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05567LT31 1225000.00000000 PA USD 1226617.00000000 0.043200270866 Long DBT CORP FR N 2 2021-01-15 Fixed 5.00000000 N N N N N N Freddie Mac N/A 3128KFBZ2 22770.84000000 PA USD 26716.09000000 0.000940914991 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 373298CF3 1800000.00000000 PA USD 2207790.00000000 0.077756240143 Long DBT CORP US N 2 2024-01-15 Fixed 8.00000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A6DV6 340754.93000000 PA USD 375086.76000000 0.013210194894 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.00000000 N N N N N N BANK OF NOVA SCOTIA HOUSTON N/A 000000000 5000515.00000000 PA USD 5000515.00000000 0.176113328342 Long STIV CORP US N 2 2021-11-08 Floating 0.28000000 N N N N N Freddie Mac N/A 3128LXE22 52392.75000000 PA USD 58677.40000000 0.002066561586 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RV2 7000000.00000000 PA USD 9159062.50000000 0.322573371216 Long DBT UST US N 2 2047-02-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RD2 2600000.00000000 PA USD 3742781.25000000 0.131817155471 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N TORONTO DOMINION NY N/A 000000000 4000080.40000000 PA USD 4000080.40000000 0.140878984040 Long STIV CORP US N 2 2021-10-08 Floating 0.30000000 N N N N N Freddie Mac N/A 31297ULF5 58050.88000000 PA USD 66417.27000000 0.002339152363 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAJ5 2100000.00000000 PA USD 2551899.00000000 0.089875428127 Long DBT CORP US N 2 2038-07-24 Fixed 3.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RBW8 1111899.75000000 PA USD 1184762.81000000 0.041726206553 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBE0 1670000.00000000 PA USD 2241724.50000000 0.078951380592 Long DBT CORP US N 2 2042-07-15 Fixed 4.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181GFL8 819712.76000000 PA USD 857560.34000000 0.030202450293 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UST0 893483.72000000 PA USD 945280.70000000 0.033291876995 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417CVL6 616995.66000000 PA USD 667940.14000000 0.023524209244 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBD2 2400000.00000000 PA USD 3069888.00000000 0.108118502457 Long DBT CORP US N 2 2048-09-14 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKHM0 1632405.42000000 PA USD 1795875.25000000 0.063248998866 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.50000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YF5 1968000.00000000 PA USD 2992836.00000000 0.105404805133 Long DBT MUN US N 2 2057-04-01 Fixed 6.64000000 N N N N N N Freddie Mac N/A 3128ME5D9 1615072.93000000 PA USD 1693346.58000000 0.059638037730 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21685WCJ4 1640000.00000000 PA USD 2408520.40000000 0.084825771750 Long DBT CORP NL N 2 2041-05-24 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QSK8 69579.15000000 PA USD 81125.33000000 0.002857156088 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178DZM6 1051810.84000000 PA USD 1156118.92000000 0.040717396300 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3135G0ZR7 3800000.00000000 PA USD 4134514.00000000 0.145613606122 Long DBT USGSE US N 2 2024-09-06 Fixed 2.63000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NTE8 429222.88000000 PA USD 473497.95000000 0.016676142344 Long ABS-MBS USGA US N 2 2043-11-20 Fixed 4.00000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844AW8 28000.00000000 PA USD 33390.56000000 0.001175983405 Long DBT CORP US N 2 2025-05-17 Fixed 5.59000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VVY3 1988596.24000000 PA USD 2105948.75000000 0.074169489278 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3128MJ3Y4 645273.34000000 PA USD 688264.42000000 0.024240010836 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CY4 2500000.00000000 PA USD 3165950.00000000 0.111501713696 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N Freddie Mac N/A 3132A5HQ1 1249484.43000000 PA USD 1324326.89000000 0.046641519205 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N TFDXX LEX BLACKROCK FED FUND N/A 000000000 10000000.00000000 NS USD 10000000.00000000 0.352190381075 Long STIV RF US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CMG6 837838.32000000 PA USD 900248.90000000 0.031705900315 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297DF77 157945.65000000 PA USD 176695.16000000 0.006223033573 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556BF8 3445000.00000000 PA USD 3808964.25000000 0.134148057070 Long DBT CORP US N 2 2024-02-01 Fixed 4.15000000 N N N N N Freddie Mac N/A 312943R21 539048.01000000 PA USD 602670.99000000 0.021225492563 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AL8 1000000.00000000 PA USD 1262040.00000000 0.044447834853 Long DBT CORP US N 2 2044-11-15 Fixed 4.88000000 N N N N N N PRINCIPAL FINANCIAL GROU CUMYEZJOAF02RYZ1JJ85 74251VAM4 1000000.00000000 PA USD 1116160.00000000 0.039310081574 Long DBT CORP US N 2 2026-11-15 Fixed 3.10000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123CB5 1500000.00000000 PA USD 1892235.00000000 0.066642696573 Long DBT CORP US N 2 2042-08-15 Fixed 3.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFLC8 1531501.68000000 PA USD 1643544.02000000 0.057884039471 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSF3 1531637.29000000 PA USD 1621693.41000000 0.057114482005 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810EM6 6120000.00000000 PA USD 6820931.25000000 0.240226637622 Long DBT UST US N 2 2022-08-15 Fixed 7.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810EQ7 7700000.00000000 PA USD 8922976.60000000 0.314258652907 Long DBT UST US N 2 2023-08-15 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YKWB5 2062288.21000000 PA USD 2214402.28000000 0.077989118284 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.00000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAL8 1000000.00000000 PA USD 1059890.00000000 0.037328306299 Long DBT CORP US N 2 2050-06-15 Fixed 3.00000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AF5B9 7700000.00000000 PA USD 7870863.00000000 0.277204223935 Long DBT USGSE US N 2 2021-10-12 Fixed 3.00000000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PDV5 2000000.00000000 PA USD 2228940.00000000 0.078501122799 Long DBT CORP US N 2 2027-06-15 Fixed 2.95000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AFH34 242867.78000000 PA USD 268183.28000000 0.009445157158 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 5.00000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543CG6 1000000.00000000 PA USD 1228340.00000000 0.043260953268 Long DBT CORP US N 2 2042-11-15 Fixed 4.38000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WQAY8 1940665.18000000 PA USD 2069553.78000000 0.072887693443 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132ADXY9 532497.36000000 PA USD 576739.22000000 0.020312200567 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAU5 13100000.00000000 PA USD 12995609.38000000 0.457692861984 Long DBT UST US N 2 2027-10-31 Fixed 0.50000000 N N N N N Freddie Mac N/A 3128M6AR9 158892.62000000 PA USD 185242.67000000 0.006524068653 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CUH5 2487707.91000000 PA USD 2622868.81000000 0.092374916570 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SNU7 2062781.07000000 PA USD 2190933.55000000 0.077162572188 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QRZ6 1688375.74000000 PA USD 1863977.83000000 0.065647506226 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VXX3 5984086.92000000 PA USD 6261491.60000000 0.220523711270 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N Freddie Mac N/A 3128MJ3J7 2599441.20000000 PA USD 2755472.22000000 0.097045081120 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3132JAXZ3 1383907.46000000 PA USD 1498124.48000000 0.052762503150 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RBF5 2600000.00000000 PA USD 2814864.00000000 0.099136802483 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137B5KW2 2000000.00000000 PA USD 2147071.74000000 0.075617801430 Long ABS-MBS USGSE US N 2 2023-08-25 Variable 3.46000000 N N N N N N Freddie Mac N/A 3128MMSY0 1480154.37000000 PA USD 1567241.44000000 0.055196735999 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132HQYV8 1302065.75000000 PA USD 1388970.68000000 0.048918211309 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132D54V1 1848249.52000000 PA USD 1939011.44000000 0.068290117796 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3.00000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABH4 2600000.00000000 PA USD 2980224.00000000 0.104960622624 Long DBT CORP US N 2 2025-05-01 Fixed 4.70000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CE6 1900000.00000000 PA USD 2057453.00000000 0.072461515611 Long DBT CORP US N 2 2029-11-01 Fixed 2.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384AF78 1491.54000000 PA USD 1622.69000000 0.000057149580 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 7.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVM3 2000000.00000000 PA USD 2209060.00000000 0.077800968321 Long DBT CORP US N 2 2024-03-03 Fixed 4.00000000 N N N N N N KFW 549300GDPG70E3MBBU98 500769EQ3 1945000.00000000 PA USD 1972541.20000000 0.069471003691 Long DBT CORP DE N 2 2021-08-25 Fixed 2.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WBJU0 459650.85000000 PA USD 512991.59000000 0.018067070357 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N AID-UKRAINE N/A 903724BL5 1600000.00000000 PA USD 1615136.00000000 0.056883536332 Long DBT NUSS UA N 2 2021-09-29 Fixed 1.47000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748AZ5 2000000.00000000 PA USD 2273440.00000000 0.080068369995 Long DBT CORP US N 2 2026-03-14 Fixed 3.75000000 N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QAQ8 1525000.00000000 PA USD 2200300.50000000 0.077492467157 Long DBT CORP US N 2 2036-12-14 Fixed 5.70000000 N N N N N N New York City Water & Sewer System N/A 64972FT63 300000.00000000 PA USD 456315.00000000 0.016070975374 Long DBT MUN US N 2 2043-06-15 Fixed 5.44000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402ESN9 109546.79000000 PA USD 127245.85000000 0.004481476440 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828W55 9000000.00000000 PA USD 9182460.96000000 0.323397442470 Long DBT UST US N 2 2022-02-28 Fixed 1.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Y79 6600000.00000000 PA USD 7366734.41000000 0.259449299913 Long DBT UST US N 2 2025-07-31 Fixed 2.88000000 N N N N N N BRITISH COLUMBIA PROV OF 54930058TO7MEKUHWL16 11070TAB4 1970000.00000000 PA USD 2033217.30000000 0.071607957569 Long DBT NUSS CA N 2 2022-10-23 Fixed 2.00000000 N N N N N N Freddie Mac N/A 3128M7V29 651042.54000000 PA USD 741545.52000000 0.026116519927 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QL5 2780000.00000000 PA USD 4175646.88000000 0.147062266590 Long DBT UST US N 2 2040-11-15 Fixed 4.25000000 N N N N N N ROYAL BANK OF CANADA NY N/A 000000000 2999610.00000000 PA USD 2999610.00000000 0.105643378897 Long STIV CORP US N 2 2021-10-05 Floating 0.27000000 N N N N N Freddie Mac N/A 31296WE29 42334.96000000 PA USD 48454.68000000 0.001706527221 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Freddie Mac N/A 312930XX3 182050.32000000 PA USD 203821.87000000 0.007178410206 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3132DV5D3 1634350.95000000 PA USD 1709378.63000000 0.060202671110 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M9WS6 2138728.74000000 PA USD 2280771.66000000 0.080326584008 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N NORTHERN STATES PWR-MINN 3S1GHB0TEH85KX44SB51 665772CB3 2200000.00000000 PA USD 3303278.00000000 0.116338273761 Long DBT CORP US N 2 2036-06-01 Fixed 6.25000000 N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AT6 1000000.00000000 PA USD 1165550.00000000 0.041049549866 Long DBT CORP US N 2 2029-08-15 Fixed 3.55000000 N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CG7 1500000.00000000 PA USD 1797435.00000000 0.063303931760 Long DBT CORP US N 2 2028-04-17 Fixed 4.20000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AHEE9 164523.21000000 PA USD 178069.49000000 0.006271436154 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WAQ3 2170000.00000000 PA USD 3134304.60000000 0.110387193147 Long DBT CORP GB N 2 2037-02-27 Fixed 6.15000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 1200000.00000000 PA USD 1341324.00000000 0.047240141070 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828SV3 8000000.00000000 PA USD 8176875.04000000 0.287981673634 Long DBT UST US N 2 2022-05-15 Fixed 1.75000000 N N N N N Freddie Mac N/A 3128L0VT6 51359.34000000 PA USD 60861.82000000 0.002143494757 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457BY3 1100000.00000000 PA USD 1081652.00000000 0.038094743007 Long DBT CORP US N 2 2050-05-15 Fixed 2.25000000 N N N N N Wyeth LLC 549300Q9GR3WRH4N4836 983024AN0 3300000.00000000 PA USD 4972374.00000000 0.175122229390 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764AY3 1500000.00000000 PA USD 1670040.00000000 0.058817202401 Long DBT CORP US N 2 2027-05-05 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A4XY6 719393.95000000 PA USD 792396.03000000 0.027907425976 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AM2 2000000.00000000 PA USD 2094600.00000000 0.073769797219 Long DBT CORP US N 2 2022-12-15 Fixed 2.70000000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 68323AFC3 1900000.00000000 PA USD 2055667.00000000 0.072398614409 Long DBT NUSS CA N 2 2024-01-29 Fixed 3.05000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282P4 11100000.00000000 PA USD 11405683.57000000 0.401697204294 Long DBT UST US N 2 2022-07-31 Fixed 1.88000000 N N N N N N Burlington Resources LLC 0FJ5X7MVCTSE8OEPQE56 20825VAB8 1550000.00000000 PA USD 2186678.00000000 0.077012695810 Long DBT CORP US N 2 2036-10-15 Fixed 5.95000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAG8 1500000.00000000 PA USD 1672650.00000000 0.058909124090 Long DBT CORP US N 2 2050-10-01 Fixed 3.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MF93 53529.42000000 PA USD 59210.07000000 0.002085321711 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y2KX0 425273.99000000 PA USD 462611.49000000 0.016292731695 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CAW9 1400000.00000000 PA USD 1638476.00000000 0.057705548682 Long DBT CORP US N 2 2025-10-15 Fixed 4.90000000 N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAH6 528000.00000000 PA USD 775151.52000000 0.027300090921 Long DBT CORP KY N 2 2036-11-21 Fixed 6.88000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QH4 1220000.00000000 PA USD 1851350.00000000 0.065202766200 Long DBT UST US N 2 2040-05-15 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419J5Z7 1141425.90000000 PA USD 1258076.31000000 0.044308237504 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402J4B0 260197.50000000 PA USD 302525.90000000 0.010654671200 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N Province of Quebec 549300WN65YFEQH74Y36 748149AJ0 2000000.00000000 PA USD 2192860.00000000 0.077230419904 Long DBT NUSS CA N 2 2026-04-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FZX7 679590.23000000 PA USD 741867.72000000 0.026127867501 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 3.50000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 42217KBF2 1500000.00000000 PA USD 1696185.00000000 0.059738004152 Long DBT US N 2 2025-06-01 Fixed 4.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFU3 1900000.00000000 PA USD 1912388.00000000 0.067352465848 Long DBT CORP US N 2 2050-11-20 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYJ7 993044.83000000 PA USD 1050759.24000000 0.037006729715 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210A2J5 1277.39000000 PA USD 1393.42000000 0.000049074912 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SR0 7100000.00000000 PA USD 6740562.50000000 0.237396127553 Long DBT UST US N 2 2040-05-15 Fixed 1.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DU83 4972828.25000000 PA USD 5200159.25000000 0.183144606790 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376AKS6 227.90000000 PA USD 243.58000000 0.000008578653 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 7.00000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AT2 1700000.00000000 PA USD 2021215.00000000 0.071185248108 Long DBT CORP US N 2 2029-04-15 Fixed 3.65000000 N N N N N Freddie Mac N/A 3132D56E7 3896115.42000000 PA USD 4074513.52000000 0.143500446930 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.00000000 N N N N N N Freddie Mac N/A 3128MJY61 2348806.86000000 PA USD 2482495.66000000 0.087431109251 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 74432QCG8 2000000.00000000 PA USD 2120920.00000000 0.074696762302 Long DBT CORP US N 2 2030-03-10 Fixed 2.10000000 N N N N N Barclays Capital Inc. AC28XWWI3WIBK2824319 000000000 32404403.43000000 PA USD 32404403.43000000 1.141251919252 Long RA CORP US N 2 Repurchase Y 0.05000000 2021-01-04 31992796.21000000 USD 33052494.47000000 USD UST N N Freddie Mac N/A 3128KEMP5 186242.79000000 PA USD 223918.73000000 0.007886202284 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 4581X0CM8 4000000.00000000 PA USD 4276960.00000000 0.150630417224 Long DBT NUSS XX N 2 2025-01-15 Fixed 2.13000000 N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 4200000.00000000 PA USD 5218668.00000000 0.183796467162 Long DBT CORP US N 2 2045-05-15 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828G38 17700000.00000000 PA USD 19068984.38000000 0.671591287550 Long DBT UST US N 2 2024-11-15 Fixed 2.25000000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAH2 3600000.00000000 PA USD 4038768.00000000 0.142241524099 Long DBT CORP US N 2 2027-01-15 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YB0 4500000.00000000 PA USD 4814296.88000000 0.169554905277 Long DBT UST US N 2 2029-08-15 Fixed 1.63000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E2MD4 497491.48000000 PA USD 523486.09000000 0.018436676552 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.00000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 900000.00000000 PA USD 979065.00000000 0.034481727544 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GFJ7 243715.83000000 PA USD 278485.35000000 0.009807986154 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W35S8 1196373.19000000 PA USD 1312010.48000000 0.046207747092 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CAF1 2246804.00000000 PA USD 2374112.72000000 0.083613966357 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 2400000.00000000 PA USD 2615976.00000000 0.092132158432 Long DBT CORP US N 2 2030-10-30 Fixed 2.88000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160AN4 910000.00000000 PA USD 1420273.40000000 0.050020662997 Long DBT CORP US N 2 2037-08-15 Fixed 5.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QB7 2200000.00000000 PA USD 3263562.50000000 0.114939532053 Long DBT UST US N 2 2039-05-15 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VFN5 2427194.04000000 PA USD 2570429.41000000 0.090528051343 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828K74 5100000.00000000 PA USD 5494054.71000000 0.193495322196 Long DBT UST US N 2 2025-08-15 Fixed 2.00000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543BY8 650000.00000000 PA USD 1166574.50000000 0.041085631770 Long DBT CORP US N 2 2039-05-15 Fixed 9.40000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017CR8 2000000.00000000 PA USD 2233040.00000000 0.078645520855 Long DBT CORP US N 2 2027-05-04 Fixed 3.13000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400QMH3 53765.05000000 PA USD 56524.18000000 0.001990727249 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RX8 5800000.00000000 PA USD 7599812.50000000 0.267658086047 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BF9 3000000.00000000 PA USD 3401640.00000000 0.119802488788 Long DBT CORP US N 2 2026-03-01 Fixed 3.65000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YZ7 10000000.00000000 PA USD 10149609.40000000 0.357459480234 Long DBT UST US N 2 2021-12-31 Fixed 1.63000000 N N N N N Freddie Mac N/A 31292SA67 1092381.11000000 PA USD 1165290.87000000 0.041040423556 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DHL9 1802537.91000000 PA USD 1885229.19000000 0.066395958684 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAE5 1500000.00000000 PA USD 1521915.00000000 0.053600382381 Long DBT CORP GB N 2 2021-08-05 Fixed 2.88000000 N N N N N N Freddie Mac N/A 3128MJXS4 1530714.83000000 PA USD 1668882.88000000 0.058776449747 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132DV5L5 1992379.15000000 PA USD 2102670.88000000 0.074054045850 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.50000000 N N N N N N AVALONBAY COMMUNITIES K9G90K85RBWD2LAGQX17 05348EBG3 2000000.00000000 PA USD 2132180.00000000 0.075093328672 Long DBT US N 2 2030-03-01 Fixed 2.30000000 N N N N N ROYAL BANK OF CANADA NY N/A 000000000 3000357.00000000 PA USD 3000357.00000000 0.105669687519 Long STIV CORP US N 2 2021-02-12 Floating 0.27000000 N N N N N PSEG Power LLC N/A 69362BAJ1 1000000.00000000 PA USD 1523140.00000000 0.053643525703 Long DBT CORP US N 2 2031-04-15 Fixed 8.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388CZW3 3289.63000000 PA USD 3597.95000000 0.000126716338 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N GOLDMAN SACHS BANK USA N/A 000000000 1999264.00000000 PA USD 1999264.00000000 0.070412155002 Long STIV CORP US N 2 2021-02-22 Floating 0.30000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284X5 4800000.00000000 PA USD 5130375.02000000 0.180686873335 Long DBT UST US N 2 2023-08-31 Fixed 2.75000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785GQ3 3800000.00000000 PA USD 4115058.00000000 0.144928384516 Long DBT NUSS XX N 2 2024-10-15 Fixed 2.50000000 N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CH3 900000.00000000 PA USD 1019817.00000000 0.035916973785 Long DBT CORP NL N 2 2050-04-06 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412QEQ8 130048.69000000 PA USD 135671.33000000 0.004778213741 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 4.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEN0 2078000.00000000 PA USD 2307431.98000000 0.081265534834 Long DBT CORP US N 2 2025-02-15 Fixed 3.38000000 N N N N N N Freddie Mac N/A 3128MJUR9 817034.32000000 PA USD 878272.39000000 0.030931908772 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CHG2 469659.98000000 PA USD 504644.96000000 0.017773110077 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N UBS Commercial Mortgage Trust N/A 90278PBA7 2250000.00000000 PA USD 2512202.24000000 0.088477346424 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 3.04000000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAR7 3500000.00000000 PA USD 4031020.00000000 0.141968646992 Long DBT US N 2 2027-08-15 Fixed 3.70000000 N N N N N N Orange SA 969500MCOONR8990S771 685218AB5 1000000.00000000 PA USD 1462850.00000000 0.051520169895 Long DBT CORP FR N 2 2044-02-06 Fixed 5.50000000 N N N N N N Freddie Mac N/A 31292K2B2 749323.35000000 PA USD 850936.23000000 0.029969155511 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KGZ5 129118.52000000 PA USD 144218.35000000 0.005079231564 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CP1 2600000.00000000 PA USD 3022422.00000000 0.106446795594 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N Freddie Mac N/A 31292SCB4 964034.68000000 PA USD 1036290.67000000 0.036497160597 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.50000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36959CAA6 100000.00000000 PA USD 137294.00000000 0.004835362617 Long DBT CORP US N 2 2035-08-21 Fixed 7.50000000 N N N N N N Freddie Mac N/A 3128LXC32 126166.63000000 PA USD 141300.67000000 0.004976473681 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128283Z1 6900000.00000000 PA USD 7605632.85000000 0.267863073175 Long DBT UST US N 2 2025-02-28 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BC20 1040257.63000000 PA USD 1131588.43000000 0.039853456038 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BG4 3000000.00000000 PA USD 4113630.00000000 0.144878091730 Long DBT CORP US N 2 2036-11-30 Fixed 4.75000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WBH3 1100000.00000000 PA USD 1187780.00000000 0.041832469083 Long DBT CORP US N 2 2026-09-09 Fixed 2.30000000 N N N N N WF-RBS Commercial Mortgage Trust 549300GADFYEKC4OLM57 92890PAG9 1054000.00000000 PA USD 1103003.44000000 0.038846720186 Long ABS-MBS CORP US N 2 2046-06-15 Fixed 3.49000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448ES3 1800000.00000000 PA USD 2011752.00000000 0.070851970350 Long DBT CORP US N 2 2030-03-19 Fixed 2.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SUU9 2193597.29000000 PA USD 2329876.87000000 0.082056022270 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.00000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142DH3 4000000.00000000 PA USD 4184600.00000000 0.147377586864 Long DBT CORP US N 2 2023-04-11 Fixed 2.55000000 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 66989HAR9 1900000.00000000 PA USD 2043412.00000000 0.071967005097 Long DBT CORP US N 2 2030-08-14 Fixed 2.20000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642AU7 1500000.00000000 PA USD 1708395.00000000 0.060168028607 Long DBT CORP US N 2 2027-06-05 Fixed 3.60000000 N N N N N TRANE TECHNOLOGIES LUX 549300GHBOWCVY92IS29 456873AD0 1000000.00000000 PA USD 1173290.00000000 0.041322145221 Long DBT CORP LU N 2 2029-03-21 Fixed 3.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404J3Y9 131082.90000000 PA USD 149958.01000000 0.005281376868 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N CREDIT AGRICOLE CIB, NY N/A 000000000 5000605.00000000 PA USD 5000605.00000000 0.176116498055 Long STIV CORP US N 2 2021-01-29 Floating 0.32000000 N N N N N Freddie Mac N/A 31292HL93 8557.78000000 PA USD 10131.35000000 0.000356816401 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KES6 408.55000000 PA USD 413.21000000 0.000014552858 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 7.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCX5 2400000.00000000 PA USD 2680056.00000000 0.094388994394 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N Freddie Mac N/A 3128MJ5D8 903853.58000000 PA USD 979102.28000000 0.034483040510 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 312927GW0 250278.53000000 PA USD 291911.30000000 0.010280835198 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 3128KGVR6 20436.00000000 PA USD 22550.35000000 0.000794201635 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A6CS4 445707.05000000 PA USD 490613.05000000 0.017278919703 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132JMS75 2051722.49000000 PA USD 2188684.69000000 0.077083369502 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N SUMITOMO MITSUI TRUST BANK LTD, LDN N/A 000000000 7992000.00000000 PA USD 7992000.00000000 0.281470552555 Long STIV CORP US N 2 2021-05-13 Fixed 0.00000000 N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAC5 1500000.00000000 PA USD 2027385.00000000 0.071402549573 Long DBT CORP US N 2 2035-06-15 Fixed 5.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CLH5 2689977.92000000 PA USD 2890354.40000000 0.101795501757 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282R0 11100000.00000000 PA USD 12307125.00000000 0.433445104368 Long DBT UST US N 2 2027-08-15 Fixed 2.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209LMQ6 475.19000000 PA USD 531.74000000 0.000018727371 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8R82 2814481.26000000 PA USD 3058903.14000000 0.107731626254 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 4.50000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAS4 900000.00000000 PA USD 1051110.00000000 0.037019083145 Long DBT CORP US N 2 2028-09-01 Fixed 3.75000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402TTR6 109919.90000000 PA USD 124205.55000000 0.004374399998 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAE3 3000000.00000000 PA USD 3335040.00000000 0.117456900850 Long DBT CORP US N 2 2029-10-01 Fixed 2.85000000 N N N N N N Freddie Mac N/A 3128MCBA2 74040.93000000 PA USD 76963.97000000 0.002710596992 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 5.50000000 N N N N N N BANCO DEL ESTADO DE CHILE NY N/A 000000000 2000044.00000000 PA USD 2000044.00000000 0.070439625852 Long STIV CORP US N 2 2021-01-12 Fixed 0.25000000 N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134GVJ66 4000000.00000000 PA USD 4011040.00000000 0.141264970610 Long DBT USGSE US N 2 2022-06-08 Fixed 0.25000000 N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KK6 2000000.00000000 PA USD 2011460.00000000 0.070841686391 Long DBT CORP US N 2 2021-03-30 Fixed 2.70000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBT2 3200000.00000000 PA USD 3643296.00000000 0.128313380660 Long DBT CORP US N 2 2027-01-17 Fixed 4.35000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RE0 2420000.00000000 PA USD 3426568.75000000 0.120680455384 Long DBT UST US N 2 2044-02-15 Fixed 3.63000000 N N N N N N Freddie Mac N/A 3128PSNZ6 163337.99000000 PA USD 173770.10000000 0.006120015773 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 4.00000000 N N N N N N CHUBB CORP N/A 171232AQ4 865000.00000000 PA USD 1306219.20000000 0.046003783781 Long DBT CORP US N 2 2037-05-11 Fixed 6.00000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAP9 1700000.00000000 PA USD 1981231.00000000 0.069777050088 Long DBT CORP US N 2 2030-03-26 Fixed 3.35000000 N N N N N N Freddie Mac N/A 31292G6L5 5563.77000000 PA USD 6526.23000000 0.000229847543 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384TBV8 13397.74000000 PA USD 14941.24000000 0.000526216100 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417Q7D0 380789.49000000 PA USD 426128.43000000 0.015007833414 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAJ2 900000.00000000 PA USD 1035171.00000000 0.036457726896 Long DBT US N 2 2030-07-01 Fixed 4.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384WLA6 2483.52000000 PA USD 2990.76000000 0.000105331690 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 8.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAC5 10000000.00000000 PA USD 10001171.90000000 0.352231654265 Long DBT UST US N 2 2022-07-31 Fixed 0.13000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WECP2 1009174.92000000 PA USD 1084617.07000000 0.038199169920 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828N30 7200000.00000000 PA USD 7485468.77000000 0.263631009863 Long DBT UST US N 2 2022-12-31 Fixed 2.13000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31387UGE5 11278.30000000 PA USD 11991.69000000 0.000422335787 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VQS2 4897963.05000000 PA USD 5187005.27000000 0.182681336267 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 2.50000000 N N N N N N NORDEA BANK ABP, NEW YORK BRANCH N/A 000000000 4001072.00000000 PA USD 4001072.00000000 0.140913907238 Long STIV CORP US N 2 2021-05-21 Floating 0.31000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZC7 3800000.00000000 PA USD 3933890.64000000 0.138547844360 Long DBT UST US N 2 2025-02-28 Fixed 1.13000000 N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286BZ9 2100000.00000000 PA USD 2501625.00000000 0.088104826205 Long DBT NUSS PH N 2 2040-01-20 Fixed 3.95000000 N N N N N Freddie Mac N/A 31292GZV1 1448.63000000 PA USD 1682.89000000 0.000059269767 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SYT8 311515.54000000 PA USD 336215.41000000 0.011841183337 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QDZ1 738273.26000000 PA USD 815058.49000000 0.028705576019 Long ABS-MBS USGA US N 2 2044-05-20 Fixed 4.00000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334JW2 2000000.00000000 PA USD 2535000.00000000 0.089280261602 Long DBT CORP US N 2 2042-03-15 Fixed 4.30000000 N N N N N N Freddie Mac N/A 3132GJLU1 555676.40000000 PA USD 613603.08000000 0.021610510257 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417KWJ2 474812.23000000 PA USD 531346.05000000 0.018713496783 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CC4 1300000.00000000 PA USD 1616589.00000000 0.056934709595 Long DBT CORP US N 2 2028-11-01 Fixed 4.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178DRT0 1124960.99000000 PA USD 1230221.74000000 0.043327226341 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QD3 1900000.00000000 PA USD 2871968.75000000 0.101147976849 Long DBT UST US N 2 2039-11-15 Fixed 4.38000000 N N N N N N Freddie Mac N/A 31297A2C7 38322.04000000 PA USD 42377.44000000 0.001492492674 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134A4AA2 900000.00000000 PA USD 1386621.00000000 0.048835457839 Long DBT USGSE US N 2 2031-03-15 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DSJ2 8649778.57000000 PA USD 9116544.41000000 0.321075924984 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 31307BM98 918871.32000000 PA USD 961912.36000000 0.033877628062 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828R69 7900000.00000000 PA USD 8180820.35000000 0.288120623657 Long DBT UST US N 2 2023-05-31 Fixed 1.63000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DG5 2000000.00000000 PA USD 2051900.00000000 0.072265944292 Long DBT CORP AU N 2 2022-01-11 Fixed 2.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SQ2 6200000.00000000 PA USD 5871593.75000000 0.206791884033 Long DBT UST US N 2 2040-08-15 Fixed 1.13000000 N N N N N N Freddie Mac N/A 3132D56K3 2954606.98000000 PA USD 3089894.62000000 0.108823116369 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A94G3 328779.31000000 PA USD 367808.24000000 0.012953852420 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3128M5ZQ6 74791.00000000 PA USD 87164.68000000 0.003069856186 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCC3 2900000.00000000 PA USD 3628219.00000000 0.127782383223 Long DBT CORP US N 2 2047-11-01 Fixed 3.97000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128287B0 6900000.00000000 PA USD 7443914.10000000 0.262167494356 Long DBT UST US N 2 2026-06-30 Fixed 1.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RQ3 3300000.00000000 PA USD 3944015.63000000 0.138904436769 Long DBT UST US N 2 2046-02-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RBZ1 657955.01000000 PA USD 736844.13000000 0.025950941493 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FT0 600000.00000000 PA USD 880406.25000000 0.031007061268 Long DBT UST US N 2 2036-02-15 Fixed 4.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDT6 900000.00000000 PA USD 1065681.00000000 0.037532259749 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828U24 7300000.00000000 PA USD 7944453.13000000 0.279795997528 Long DBT UST US N 2 2026-11-15 Fixed 2.00000000 N N N N N N STANLEY BLACK & DECKER I 549300DJ09SMTO561131 854502AM3 2500000.00000000 PA USD 2662500.00000000 0.093770688961 Long DBT CORP US N 2 2060-03-15 Fixed 4.00000000 N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785FM3 1700000.00000000 PA USD 1707480.00000000 0.060135803187 Long DBT NUSS XX N 2 2021-02-16 Fixed 4.00000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 5000000.00000000 PA USD 5000000.00000000 0.176095190537 Long RA CORP US N 2 Repurchase Y 0.18000000 2021-01-04 59796.71000000 USD 5556498.93000000 USD EQT N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MD0 2300000.00000000 PA USD 3170527.00000000 0.111662911233 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBF9 1200000.00000000 PA USD 1676532.00000000 0.059045844396 Long DBT CORP US N 2 2049-02-14 Fixed 5.95000000 N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BJ2 5100000.00000000 PA USD 5698638.00000000 0.200700548882 Long DBT CORP US N 2 2025-11-03 Fixed 3.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PU6 1560000.00000000 PA USD 2444081.25000000 0.086078190681 Long DBT UST US N 2 2037-05-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JACX4 688783.22000000 PA USD 729363.57000000 0.025687483366 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3.50000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225433AR2 2700000.00000000 PA USD 3177333.00000000 0.111902612007 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55000000 N N N N N N Freddie Mac N/A 31298N5D3 1170.53000000 PA USD 1298.97000000 0.000045748473 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 1900000.00000000 PA USD 2250132.00000000 0.079247484654 Long DBT CORP US N 2 2029-05-01 Fixed 4.22000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SF6 7300000.00000000 PA USD 9633718.75000000 0.339290307773 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31382WRZ7 1237.53000000 PA USD 1387.49000000 0.000048866063 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DJS0 93528.74000000 PA USD 108752.81000000 0.003830169359 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 2500000.00000000 PA USD 3548850.00000000 0.124987083387 Long DBT CORP US N 2 2051-04-04 Fixed 5.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KJY1 263599.92000000 PA USD 309905.08000000 0.010914558822 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RZ3 800000.00000000 PA USD 1004625.00000000 0.035381926158 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T4P7 901461.62000000 PA USD 966867.51000000 0.034052143679 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4.00000000 N N N N N N CD Commercial Mortgage Trust N/A 12515GAD9 950000.00000000 PA USD 1073859.97000000 0.037820315205 Long ABS-MBS CORP US N 2 2050-02-10 Fixed 3.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209QX75 1123.44000000 PA USD 1143.97000000 0.000040289523 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UD82 425675.14000000 PA USD 455539.56000000 0.016043665123 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 3.50000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 589331AT4 1000000.00000000 PA USD 1031280.00000000 0.036320689619 Long DBT CORP US N 2 2022-09-15 Fixed 2.40000000 N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FHPJ6 2500000.00000000 PA USD 3007311.50000000 0.105914618319 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 3.93000000 N N N N N N Freddie Mac N/A 31294FT55 9441.15000000 PA USD 11028.64000000 0.000388418092 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374TVZ9 4619.66000000 PA USD 5314.68000000 0.000187177917 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 7.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284M9 8400000.00000000 PA USD 9331875.00000000 0.328659661239 Long DBT UST US N 2 2025-04-30 Fixed 2.88000000 N N N N N N GS Mortgage Securities Trust 549300L45M7638EL0H21 36250GAP0 1835000.00000000 PA USD 2025554.09000000 0.071338066684 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLR6 2045633.66000000 PA USD 2172720.84000000 0.076521138060 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CVC5 916674.55000000 PA USD 981985.04000000 0.034584568544 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 4.00000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAU5 1000000.00000000 PA USD 1125950.00000000 0.039654875957 Long DBT CORP US N 2 2026-04-15 Fixed 3.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KC22 75698.56000000 PA USD 87802.92000000 0.003092334385 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RJ9 2600000.00000000 PA USD 3366187.50000000 0.118553885839 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3128M6AU2 608259.60000000 PA USD 711753.12000000 0.025067260256 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417LYR0 514444.96000000 PA USD 567204.92000000 0.019976411692 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CX6 1400000.00000000 PA USD 1659350.00000000 0.058440710883 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810EP9 11125000.00000000 PA USD 12758115.29000000 0.449328548578 Long DBT UST US N 2 2023-02-15 Fixed 7.13000000 N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 3800000.00000000 PA USD 4599482.00000000 0.161989331832 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36206W3U7 1182.41000000 PA USD 1309.78000000 0.000046129191 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412P5U1 734931.38000000 PA USD 822436.45000000 0.028965420673 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405Y3R0 59682.39000000 PA USD 67047.04000000 0.002361332256 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KYZ5 270584.03000000 PA USD 302665.38000000 0.010659583552 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DTG4 64512.57000000 PA USD 75721.58000000 0.002666841211 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RH3 4700000.00000000 PA USD 6200328.13000000 0.218369592689 Long DBT UST US N 2 2044-08-15 Fixed 3.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGTC8 468666.15000000 PA USD 532286.14000000 0.018746605848 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N Ford Credit Auto Owner Trust N/A 34528FAE8 1000000.00000000 PA USD 1026737.07000000 0.036160691994 Long ABS-O CORP US N 2 2023-10-15 Fixed 3.16000000 N N N N N N HARTFORD FINL SVCS GRP IU7C3FTM7Y3BQM112U94 416515AP9 780000.00000000 PA USD 1169376.00000000 0.041184297906 Long DBT CORP US N 2 2041-10-01 Fixed 6.10000000 N N N N N N Freddie Mac N/A 31293PAM7 1378.03000000 PA USD 1530.69000000 0.000053909429 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180DLE5 1148367.17000000 PA USD 1295546.53000000 0.045627902610 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.50000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EP3 1600000.00000000 PA USD 2002304.00000000 0.070519220878 Long DBT USGA US N 2 2042-12-15 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAF8 8000000.00000000 PA USD 7995000.00000000 0.281576209669 Long DBT UST US N 2 2023-08-15 Fixed 0.13000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 1000000.00000000 PA USD 1032300.00000000 0.036356613038 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N Freddie Mac N/A 312933WP5 332440.99000000 PA USD 366644.38000000 0.012912862391 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.00000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 10300000.00000000 PA USD 10300000.00000000 0.362756092507 Long RA CORP US N 2 Repurchase Y 0.18000000 2021-01-04 123180.83000000 USD 11446387.78000000 USD EQT N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EXFH1 2381608.88000000 PA USD 2496144.55000000 0.087911810028 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282U3 10200000.00000000 PA USD 10813593.75000000 0.380844370360 Long DBT UST US N 2 2024-08-31 Fixed 1.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZN3 8000000.00000000 PA USD 7979375.04000000 0.281025913607 Long DBT UST US N 2 2027-04-30 Fixed 0.50000000 N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KY6 1700000.00000000 PA USD 1899597.00000000 0.066901979131 Long DBT CORP US N 2 2026-10-21 Fixed 3.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VXY1 2992296.09000000 PA USD 3168879.68000000 0.111604894208 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.50000000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NFG1 3000000.00000000 PA USD 3026487.24000000 0.106589969437 Long ABS-O CORP US N 2 2024-06-17 Fixed 1.66000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WA6A0 1772441.66000000 PA USD 1963436.41000000 0.069150341745 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RS83 1033369.10000000 PA USD 1101086.03000000 0.038779190850 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DLT7 1655897.08000000 PA USD 1731861.23000000 0.060994486656 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMC3 1221000.00000000 PA USD 1227776.55000000 0.043241109101 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EUKN8 1729834.76000000 PA USD 1836865.10000000 0.064692621955 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBT4 1165000.00000000 PA USD 1446219.35000000 0.050934454399 Long DBT CORP US N 2 2048-10-06 Fixed 4.44000000 N N N N N N Freddie Mac N/A 3132J85A4 845259.98000000 PA USD 918156.20000000 0.032336578196 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292LFA7 62659.40000000 PA USD 72429.02000000 0.002550880415 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828XT2 8400000.00000000 PA USD 8913187.50000000 0.313913890221 Long DBT UST US N 2 2024-05-31 Fixed 2.00000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BF2 1900000.00000000 PA USD 2367381.00000000 0.083376881653 Long DBT CORP US N 2 2037-08-22 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZU7 15000000.00000000 PA USD 15038671.95000000 0.529647560493 Long DBT UST US N 2 2023-06-15 Fixed 0.25000000 N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBM7 2000000.00000000 PA USD 2020780.00000000 0.071169927826 Long DBT CORP US N 2 2021-07-06 Fixed 3.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAY7 7000000.00000000 PA USD 6997812.50000000 0.246456225106 Long DBT UST US N 2 2027-11-30 Fixed 0.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAN1 5000000.00000000 PA USD 5000195.30000000 0.176102068815 Long DBT UST US N 2 2022-09-30 Fixed 0.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPDG1 762818.34000000 PA USD 819640.69000000 0.028866956695 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGCB8 1070450.70000000 PA USD 1196383.53000000 0.042135477134 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 31293S7M5 196.13000000 PA USD 208.29000000 0.000007335773 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CFJ8 773267.17000000 PA USD 810454.92000000 0.028543442711 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 31293QXV0 494.17000000 PA USD 550.71000000 0.000019395476 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 7.00000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DQ7 1500000.00000000 PA USD 1875360.00000000 0.066048375305 Long DBT CORP US N 2 2047-05-03 Fixed 4.05000000 N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DH8 2000000.00000000 PA USD 2712700.00000000 0.095538684674 Long DBT CORP US N 2 2044-05-15 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128283F5 7600000.00000000 PA USD 8438375.00000000 0.297191450690 Long DBT UST US N 2 2027-11-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DPD8 4301001.60000000 PA USD 4533095.47000000 0.159651262102 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137EAEP0 2500000.00000000 PA USD 2619575.00000000 0.092258911750 Long DBT USGSE US N 2 2025-02-12 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HBFK9 1468854.63000000 PA USD 1566672.58000000 0.055176701297 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VKL3 4665670.24000000 PA USD 4895431.64000000 0.172412393481 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 3.00000000 N N N N N N Bank N/A 06540AAC5 455000.00000000 PA USD 497139.05000000 0.017508759146 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 2.76000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Q3J8 1608859.14000000 PA USD 1747327.47000000 0.061539192752 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295SB96 266929.30000000 PA USD 301623.98000000 0.010622906445 Long ABS-MBS USGA US N 2 2037-11-15 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FG8 750000.00000000 PA USD 1016132.81000000 0.035787220157 Long DBT UST US N 2 2029-02-15 Fixed 5.25000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WWZ77 1081229.71000000 PA USD 1160912.04000000 0.040886205376 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BH1 1000000.00000000 PA USD 1136310.00000000 0.040019745191 Long DBT CORP US N 2 2026-01-15 Fixed 3.55000000 N N N N N N Freddie Mac N/A 3132DV6E0 3362343.64000000 PA USD 3586217.96000000 0.126303146995 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.50000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94980VAG3 1900000.00000000 PA USD 2709875.00000000 0.095439190891 Long DBT CORP US N 2 2036-08-26 Fixed 5.95000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CRC0 3014432.34000000 PA USD 3194595.86000000 0.112510593331 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828M56 10800000.00000000 PA USD 11794781.30000000 0.415400852074 Long DBT UST US N 2 2025-11-15 Fixed 2.25000000 N N N N N N TORONTO DOMINION LONDON N/A 000000000 2000100.00000000 PA USD 2000100.00000000 0.070441598118 Long STIV CORP US N 2 2021-02-16 Floating 0.28000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210AVB0 2676.77000000 PA USD 3019.15000000 0.000106331558 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Merck Sharp & Dohme Corp MZK1AT00SJV4XB7WNL71 589331AE7 300000.00000000 PA USD 397866.00000000 0.014012457815 Long DBT CORP US N 2 2028-12-01 Fixed 5.95000000 N N N N N N Freddie Mac N/A 3128MMRK1 847029.05000000 PA USD 892496.71000000 0.031432875640 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.00000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408GK3 1600000.00000000 PA USD 2370240.00000000 0.083477572883 Long DBT CORP US N 2 2037-05-01 Fixed 6.15000000 N N N N N N Freddie Mac N/A 3129452X5 86217.31000000 PA USD 96371.91000000 0.003394125970 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384VPK2 408.96000000 PA USD 459.58000000 0.000016185965 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418B3U8 1493046.05000000 PA USD 1577130.57000000 0.055545021645 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QZ4 3270000.00000000 PA USD 4288809.38000000 0.151047740990 Long DBT UST US N 2 2043-02-15 Fixed 3.13000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 2500000.00000000 PA USD 2664425.00000000 0.093838485609 Long DBT CORP US N 2 2031-06-03 Fixed 2.57000000 N N N N N N UNITED PARCEL SERVICE D01LMJZU09ULLNCY6Z23 911312BY1 1600000.00000000 PA USD 2002128.00000000 0.070513022328 Long DBT CORP US N 2 2030-04-01 Fixed 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AN95 877643.11000000 PA USD 950108.89000000 0.033461921203 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 465410BY3 2000000.00000000 PA USD 2108260.00000000 0.074250889280 Long DBT NUSS IT N 2 2029-10-17 Fixed 2.88000000 N N N N N N Freddie Mac N/A 3128MJVC1 993754.28000000 PA USD 1081140.30000000 0.038076721425 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEFA2 1419342.32000000 PA USD 1491402.68000000 0.052525767820 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404KM58 57312.77000000 PA USD 64769.39000000 0.002281115614 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 31298FKG6 35476.11000000 PA USD 38432.64000000 0.001353560612 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.00000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M2K9 3800000.00000000 PA USD 4226360.00000000 0.148848333896 Long DBT CORP US N 2 2025-06-01 Fixed 3.30000000 N N N N N BEDFORD ROW FUNDING CORP N/A 000000000 5000085.00000000 PA USD 5000085.00000000 0.176098184155 Long STIV CORP US N 2 2021-10-21 Floating 0.30000000 N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAL0 2400000.00000000 PA USD 3018840.00000000 0.106320641000 Long DBT CORP US N 2 2048-11-15 Fixed 3.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QTS0 137629.10000000 PA USD 161774.16000000 0.005697530305 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N TOTAL CAPITAL INTL SA 549300U37G2I8G4RUG09 89153VAV1 900000.00000000 PA USD 979515.00000000 0.034497576111 Long DBT CORP FR N 2 2050-05-29 Fixed 3.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180C4B2 769491.31000000 PA USD 841491.35000000 0.029636515922 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SP4 8400000.00000000 PA USD 7867125.00000000 0.277072575171 Long DBT UST US N 2 2050-08-15 Fixed 1.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418VKL5 428036.08000000 PA USD 454467.55000000 0.016005909962 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 3.50000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAS8 1000000.00000000 PA USD 1058720.00000000 0.037287100025 Long DBT CORP JP N 2 2030-07-16 Fixed 2.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CNQ3 411226.04000000 PA USD 436987.79000000 0.015390289628 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBK4 2481000.00000000 PA USD 2768051.70000000 0.097488118305 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3128MJUV0 1290098.67000000 PA USD 1403543.81000000 0.049431462929 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 31292SA91 936203.00000000 PA USD 1013706.59000000 0.035701771023 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SWY9 1540808.13000000 PA USD 1662977.85000000 0.058568480271 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BTA6 195524.94000000 PA USD 223419.35000000 0.007868614601 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X0Y36 838148.03000000 PA USD 893813.34000000 0.031479246082 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132DWAP8 4982574.30000000 PA USD 5251712.93000000 0.184960277811 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Chicago O'Hare International Airport N/A 167593H70 395000.00000000 PA USD 500883.70000000 0.017640642117 Long DBT MUN US N 2 2054-01-01 Fixed 4.57000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413CLA5 43307.72000000 PA USD 48461.83000000 0.001706779037 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159JG2 3000000.00000000 PA USD 3086430.00000000 0.108701095786 Long DBT CORP CA N 2 2022-03-07 Fixed 2.70000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179N2L1 744947.18000000 PA USD 834266.70000000 0.029382070699 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828WE6 6335000.00000000 PA USD 6806165.63000000 0.239706606688 Long DBT UST US N 2 2023-11-15 Fixed 2.75000000 N N N N N N Freddie Mac N/A 31294MM24 474061.69000000 PA USD 498952.31000000 0.017572620419 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CNT7 1172393.69000000 PA USD 1277375.20000000 0.044987925846 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.50000000 N N N N N N Chubb INA Holdings Inc CZCBJZWDMLTHWJDXU843 00440EAR8 2000000.00000000 PA USD 2187500.00000000 0.077041645860 Long DBT CORP US N 2 2024-05-15 Fixed 3.35000000 N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667BA8 1000000.00000000 PA USD 1019670.00000000 0.035911796587 Long DBT CORP US N 2 2025-06-15 Fixed 1.15000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWB6 1900000.00000000 PA USD 2171111.00000000 0.076464441044 Long DBT CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207UTK4 3655.92000000 PA USD 3915.18000000 0.000137888873 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412RH59 688420.05000000 PA USD 781536.87000000 0.027524976806 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BM1 1800000.00000000 PA USD 2509254.00000000 0.088373512247 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N Freddie Mac N/A 3128MJ2W9 1242336.05000000 PA USD 1316907.06000000 0.046380199930 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N YALE UNIVERSITY 9SFB6DIM0FRWV0EV8S84 98459LAC7 2000000.00000000 PA USD 2065940.00000000 0.072760419587 Long DBT CORP US N 2 2050-04-15 Fixed 2.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828TY6 12800000.00000000 PA USD 13156000.00000000 0.463341665342 Long DBT UST US N 2 2022-11-15 Fixed 1.63000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CQ4 800000.00000000 PA USD 1045024.00000000 0.036804740079 Long DBT CORP US N 2 2047-08-15 Fixed 4.40000000 N N N N N N Freddie Mac N/A 3128MJ2X7 810617.16000000 PA USD 871000.00000000 0.030675782191 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBQY7 1617221.25000000 PA USD 1723349.28000000 0.060694703964 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3128MMT45 1266821.89000000 PA USD 1365032.24000000 0.048075122478 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.50000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 36257PAE8 1000000.00000000 PA USD 1034413.98000000 0.036431065380 Long ABS-O CORP US N 2 2024-11-18 Fixed 2.21000000 N N N N N N BANCO DEL ESTADO DE CHILE NY N/A 000000000 1000010.00000000 PA USD 1000010.00000000 0.035219390297 Long STIV CORP US N 2 2021-01-04 Fixed 0.25000000 N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CS3 1700000.00000000 PA USD 1977678.00000000 0.069651916846 Long DBT NUSS ID N 2 2030-10-15 Fixed 3.85000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C3D4 795881.38000000 PA USD 848882.87000000 0.029896838147 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FVM7 1667258.71000000 PA USD 1777989.11000000 0.062619066219 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31382N3L4 11167.58000000 PA USD 12790.23000000 0.000450459597 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VBG4 1604491.20000000 PA USD 1697506.67000000 0.059784552098 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402YFW9 845605.00000000 PA USD 982105.81000000 0.034588821947 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828X88 8000000.00000000 PA USD 8923125.04000000 0.314263880821 Long DBT UST US N 2 2027-05-15 Fixed 2.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RQ28 1660563.61000000 PA USD 1798852.76000000 0.063353863904 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RS9 4800000.00000000 PA USD 5737500.00000000 0.202069231141 Long DBT UST US N 2 2046-05-15 Fixed 2.50000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AFFX0 2700000.00000000 PA USD 3218886.00000000 0.113366068697 Long DBT USGSE US N 2 2028-11-16 Fixed 3.25000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAV3 5000000.00000000 PA USD 4982812.50000000 0.175489863320 Long DBT UST US N 2 2030-11-15 Fixed 0.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PX0 2000000.00000000 PA USD 3018750.00000000 0.106317471287 Long DBT UST US N 2 2038-05-15 Fixed 4.50000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DV74 7000000.00000000 PA USD 7273356.37000000 0.256160615164 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417EVQ1 1205305.04000000 PA USD 1261292.83000000 0.044421520244 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 2.50000000 N N N N N N SHIRE ACQ INV IRELAND DA 549300XK5HGW68R8K327 82481LAD1 3000000.00000000 PA USD 3354960.00000000 0.118158464089 Long DBT CORP IE N 2 2026-09-23 Fixed 3.20000000 N N N N N N TENNESSEE GAS PIPELINE N/A 880451AV1 1050000.00000000 PA USD 1366428.00000000 0.048124279803 Long DBT CORP US N 2 2028-10-15 Fixed 7.00000000 N N N N N N Freddie Mac N/A 31297UMG2 83550.80000000 PA USD 93932.24000000 0.003308203140 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N SVENSKA NY N/A 000000000 3999180.00000000 PA USD 3999180.00000000 0.140847272818 Long STIV CORP US N 2 2021-09-17 Floating 0.25000000 N N N N N OEKB OEST. KONTROLLBANK 5299000OVRLMF858L016 676167BV0 1300000.00000000 PA USD 1374529.00000000 0.048409589230 Long DBT CORP AT N 2 2023-03-13 Fixed 2.88000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAE6 2000000.00000000 PA USD 2414140.00000000 0.085023688656 Long DBT CORP US N 2 2045-03-15 Fixed 3.70000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NDR6 1358548.30000000 PA USD 1478463.92000000 0.052070077139 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RB6 5760000.00000000 PA USD 7282800.00000000 0.256493210729 Long DBT UST US N 2 2043-05-15 Fixed 2.88000000 N N N N N N SWEDISH EXPORT CREDIT 1FOLRR5RWTWWI397R131 00254EMZ2 1000000.00000000 PA USD 1003870.00000000 0.035355335784 Long DBT CORP SE N 2 2025-05-14 Fixed 0.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X5SG3 1006703.46000000 PA USD 1073563.32000000 0.037809867477 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9127963U1 34000000.00000000 PA USD 33999575.00000000 1.197432327564 Long STIV UST US N 2 2021-01-14 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZQ6 10000000.00000000 PA USD 9778125.00000000 0.344376156994 Long DBT UST US N 2 2030-05-15 Fixed 0.63000000 N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BC8 900000.00000000 PA USD 1137195.00000000 0.040050914040 Long DBT CORP US N 2 2030-03-22 Fixed 4.63000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XBRE6 1234386.38000000 PA USD 1300304.88000000 0.045795487120 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202F4S2 255165.85000000 PA USD 286939.21000000 0.010105722971 Long ABS-MBS USGA US N 2 2042-03-20 Fixed 4.50000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89233P5T9 2000000.00000000 PA USD 2061220.00000000 0.072594185727 Long DBT CORP US N 2 2022-01-12 Fixed 3.30000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBE5 2700000.00000000 PA USD 2969433.00000000 0.104580573984 Long DBT US N 2 2029-11-18 Fixed 3.20000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBE7 2900000.00000000 PA USD 3228628.00000000 0.113709172566 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N Freddie Mac N/A 3128MJDK3 69209.19000000 PA USD 80908.64000000 0.002849524475 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAK1 2200000.00000000 PA USD 3212506.00000000 0.113141371234 Long DBT CORP US N 2 2049-01-25 Fixed 5.58000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCA9 1100000.00000000 PA USD 1114597.00000000 0.039255034217 Long DBT CORP US N 2 2052-02-15 Fixed 3.20000000 N N N N N N MUFG Bank Ltd, London Branch N/A 000000000 2999070.00000000 PA USD 2999070.00000000 0.105624360617 Long STIV CORP US N 2 2021-02-22 Fixed 0.00000000 N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFW4 1000000.00000000 PA USD 1006830.00000000 0.035459584137 Long DBT CORP US N 2 2021-04-19 Fixed 2.63000000 N N N N N N BANK OF MONTREAL CHICAGO N/A 000000000 1999644.00000000 PA USD 1999644.00000000 0.070425538237 Long STIV CORP US N 2 2021-06-09 Floating 0.22000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31383F3A4 2578.45000000 PA USD 2794.64000000 0.000098424532 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.00000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BN1 1100000.00000000 PA USD 1244749.00000000 0.043838862465 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXN9 1329683.92000000 PA USD 1418233.84000000 0.049948831656 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BH4 2000000.00000000 PA USD 2657240.00000000 0.093585436820 Long DBT CORP US N 2 2046-04-01 Fixed 4.25000000 N N N N N N Goldman Sachs Fin Square Govt Fd N/A 000000000 8000000.00000000 NS USD 8000000.00000000 0.281752304860 Long STIV RF US N 1 N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QPH8 1185351.76000000 PA USD 1308636.07000000 0.046088903618 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DGM8 1857672.08000000 PA USD 1960690.92000000 0.069053648228 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NFV8 1865000.00000000 PA USD 1991250.28000000 0.070129919492 Long ABS-O CORP US N 2 2028-08-15 Fixed 2.06000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EAJ81 427919.85000000 PA USD 450627.12000000 0.015870653711 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FJR8 241502.32000000 PA USD 275431.94000000 0.009700447990 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178DZH7 817913.71000000 PA USD 914264.97000000 0.032199532818 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AH2 2405000.00000000 PA USD 3517865.65000000 0.123895844384 Long DBT CORP GB N 2 2037-09-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406HKR7 41052.27000000 PA USD 46646.89000000 0.001642858596 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.00000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QAZ1 2000000.00000000 PA USD 2662060.00000000 0.093755192584 Long DBT NUSS MX N 2 2110-10-12 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403NML8 154424.08000000 PA USD 175466.39000000 0.006179757475 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 3128MJWJ5 2065651.85000000 PA USD 2181657.02000000 0.076835861724 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.00000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BJ6 1911000.00000000 PA USD 1962119.25000000 0.069103952637 Long DBT CORP US N 2 2022-04-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132DV3W3 1358667.30000000 PA USD 1477581.29000000 0.052038991759 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 312938UJ0 211110.87000000 PA USD 236283.50000000 0.008321677590 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3132GVM33 1745395.23000000 PA USD 1890000.74000000 0.066564008085 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36294YNR1 155926.94000000 PA USD 173424.06000000 0.006107828577 Long ABS-MBS USGA US N 2 2037-01-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WG3Q5 1283023.55000000 PA USD 1362408.27000000 0.047982708779 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N JPN BANK FOR INT'L COOP 549300TJ3QFYVCTSCJ29 471048BY3 3900000.00000000 PA USD 4170465.00000000 0.146879765761 Long DBT NUSS JP N 2 2024-05-23 Fixed 2.50000000 N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YAR0 1800000.00000000 PA USD 2109996.00000000 0.074312029530 Long DBT CORP JP N 2 2028-03-05 Fixed 4.02000000 N N N N N Freddie Mac N/A 3132DV5X9 2478211.11000000 PA USD 2596697.70000000 0.091453195249 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ECKK8 1406201.64000000 PA USD 1522309.77000000 0.053614285801 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200RG71 11944.88000000 PA USD 14115.23000000 0.000497124823 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 7.00000000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011BF0 1000000.00000000 PA USD 1019280.00000000 0.035898061162 Long DBT CORP US N 2 2021-12-01 Fixed 2.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z78 8000000.00000000 PA USD 8478750.00000000 0.298613419354 Long DBT UST US N 2 2027-01-31 Fixed 1.50000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AG3 1200000.00000000 PA USD 1490952.00000000 0.052509895304 Long DBT CORP GB N 2 2042-09-18 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810ST6 3000000.00000000 PA USD 2967187.50000000 0.104501489634 Long DBT UST US N 2 2040-11-15 Fixed 1.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212XL29 105661.25000000 PA USD 119146.05000000 0.004196209275 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DP3 1900000.00000000 PA USD 1997869.00000000 0.070363024444 Long DBT CORP US N 2 2030-05-01 Fixed 2.20000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912828L24 7400000.00000000 PA USD 7613617.21000000 0.268144274654 Long DBT UST US N 2 2022-08-31 Fixed 1.88000000 N N N N N N GOLDMAN SACHS BANK USA N/A 000000000 1999264.00000000 PA USD 1999264.00000000 0.070412155002 Long STIV CORP US N 2 2021-02-22 Floating 0.29000000 N N N N N Freddie Mac N/A 312940RF8 303082.63000000 PA USD 338854.99000000 0.011934146805 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385BZS7 89.57000000 PA USD 91.61000000 0.000003226416 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MLS9 62050.18000000 PA USD 63291.87000000 0.002229078781 Long ABS-MBS USGSE US N 2 2024-02-01 Fixed 5.00000000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 4581X0CY2 1500000.00000000 PA USD 1655190.00000000 0.058294199685 Long DBT NUSS XX N 2 2027-07-07 Fixed 2.38000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130A2UW4 1800000.00000000 PA USD 1971018.00000000 0.069417358052 Long DBT USGSE US N 2 2024-09-13 Fixed 2.88000000 N N N N N N Freddie Mac N/A 3128K3AG2 41037.24000000 PA USD 45871.68000000 0.001615556445 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Dupont De Nemours Inc 5493004JF0SDFLM8GD76 26078JAF7 1600000.00000000 PA USD 2315040.00000000 0.081533481980 Long DBT CORP US N 2 2048-11-15 Fixed 5.42000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 054536AA5 1165000.00000000 PA USD 1813543.85000000 0.063871269962 Long DBT CORP FR N 2 2030-12-15 Fixed 8.60000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023AM7 460000.00000000 PA USD 565951.80000000 0.019932278011 Long DBT CORP US N 2 2025-06-15 Fixed 7.25000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NAF8 1500000.00000000 PA USD 2148705.00000000 0.075675323276 Long DBT CORP US N 2 2035-06-15 Fixed 5.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FMA1 617210.32000000 PA USD 682835.31000000 0.024048802804 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FSE7 279587.62000000 PA USD 314401.99000000 0.011072935666 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 4.50000000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167EP4 900000.00000000 PA USD 958527.00000000 0.033758398940 Long DBT NUSS XX N 2 2029-09-19 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KTC5 40410.47000000 PA USD 46921.16000000 0.001652518122 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.00000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076AW2 1450000.00000000 PA USD 1450000.00000000 0.051067605255 Long DBT CORP US N 2 2021-04-01 Fixed 4.40000000 N N N N N N Freddie Mac N/A 3132MAGH8 1643777.92000000 PA USD 1783465.89000000 0.062811953143 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 3.50000000 N N N N N N MASS INSTITUTE OF TECH DLZO3A31IADZ27B62557 575718AH4 1200000.00000000 PA USD 1209720.00000000 0.042605174779 Long DBT CORP US N 2 2051-07-01 Fixed 2.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LUYP4 1055025.13000000 PA USD 1142137.10000000 0.040224970048 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828P46 6400000.00000000 PA USD 6806000.00000000 0.239700773359 Long DBT UST US N 2 2026-02-15 Fixed 1.63000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057CD4 1300000.00000000 PA USD 1536587.00000000 0.054117116108 Long DBT CORP US N 2 2027-11-29 Fixed 4.75000000 N N N N N N Aflac Inc 549300N0B7DOGLXWPP39 001055AL6 1475000.00000000 PA USD 1593575.25000000 0.056124187456 Long DBT CORP US N 2 2023-06-15 Fixed 3.63000000 N N N N N N Freddie Mac N/A 3132A5H32 961742.12000000 PA USD 1010414.80000000 0.035585837345 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 31292HA87 4056.34000000 PA USD 4574.98000000 0.000161126394 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LHY8 18999.36000000 PA USD 19929.28000000 0.000701890071 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AEB0 782446.09000000 PA USD 841422.95000000 0.029634106940 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3128MJ4S6 508830.84000000 PA USD 551192.64000000 0.019412474592 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BB9 2800000.00000000 PA USD 2951284.00000000 0.103941383662 Long DBT CORP US N 2 2022-07-23 Fixed 4.46000000 N N N N N N Freddie Mac N/A 3132AEJ80 984156.76000000 PA USD 1051749.97000000 0.037041622273 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FJQ0 497360.63000000 PA USD 559005.16000000 0.019687624032 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FJKE8 2900000.00000000 PA USD 3490748.94000000 0.122940819941 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 3.92000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 45905URL0 3000000.00000000 PA USD 3214140.00000000 0.113198919142 Long DBT NUSS XX N 2 2025-03-03 Fixed 2.13000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZF0 4000000.00000000 PA USD 4036562.52000000 0.142163849215 Long DBT UST US N 2 2025-03-31 Fixed 0.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGG65 1750865.79000000 PA USD 1878956.47000000 0.066175039519 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N National Bank of Canada 254900F2ES7T4LUTQL51 000000000 2000000.00000000 PA USD 2000000.00000000 0.070438076215 Long RA CORP US N 2 Repurchase Y 0.21000000 2021-01-04 15414.74000000 USD 2222248.19000000 USD EQT N N Waste Management Inc 549300YX8JIID70NFS41 94106LBE8 1800000.00000000 PA USD 2034252.00000000 0.071644398708 Long DBT CORP US N 2 2027-11-15 Fixed 3.15000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207F7C9 1644.68000000 PA USD 1733.36000000 0.000061047271 Long ABS-MBS USGA US N 2 2026-09-15 Fixed 8.00000000 N N N N N N UNION BANK OF SWITZERLAND N/A 000000000 8001544.00000000 PA USD 8001544.00000000 0.281806683054 Long STIV CORP US N 2 2021-02-26 Floating 0.42000000 N N N N N United Mexican States 254900EGTWEU67VP6075 91086QAJ7 2200000.00000000 PA USD 2463142.00000000 0.086749491962 Long DBT NUSS MX N 2 2022-09-24 Fixed 8.00000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620C04P0 440143.09000000 PA USD 484389.15000000 0.017059719932 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.00000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BN1 800000.00000000 PA USD 1000032.00000000 0.035220165116 Long DBT CORP US N 2 2030-04-01 Fixed 4.88000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BE0 1000000.00000000 PA USD 1039990.00000000 0.036627447441 Long DBT CORP GB N 2 2023-05-15 Fixed 3.50000000 N N N N N N BNP PARIBAS, NY N/A 000000000 1000083.00000000 PA USD 1000083.00000000 0.035221961287 Long STIV CORP US N 2 2021-02-11 Floating 0.27000000 N N N N N Oregon School Boards Association N/A 686053CT4 1900000.00000000 PA USD 2375076.00000000 0.083647892152 Long DBT MUN US N 2 2028-06-30 Fixed 5.68000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828G87 11900000.00000000 PA USD 12136605.44000000 0.427439569487 Long DBT UST US N 2 2021-12-31 Fixed 2.13000000 N N N N N N Freddie Mac N/A 3128K2EZ8 31885.16000000 PA USD 36480.97000000 0.001284824672 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.00000000 N N N N N N NBC Global Finance Limited 549300KWU8YQOYSK5Y64 000000000 1700000.00000000 PA USD 1700000.00000000 0.059872364782 Long RA CORP US N 2 Repurchase Y 0.26000000 2021-01-07 24715.72000000 USD 1844575.72000000 USD EQT 35107.04000000 USD 41102.10000000 USD UST N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31380HRV1 351.18000000 PA USD 385.82000000 0.000013588209 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QQ4 1350000.00000000 PA USD 2069507.81000000 0.072886074424 Long DBT UST US N 2 2041-05-15 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402H4U2 46332.68000000 PA USD 53927.65000000 0.001899279960 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XQU7 1841686.49000000 PA USD 2029901.49000000 0.071491177930 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MAA73 1450572.74000000 PA USD 1574964.62000000 0.055468738969 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AWGC8 74854.41000000 PA USD 86364.20000000 0.003041664050 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.50000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAS4 2300000.00000000 PA USD 2506103.00000000 0.088262537058 Long DBT CORP US N 2 2026-09-01 Fixed 2.65000000 N N N N N N Freddie Mac N/A 31283G3G0 3333.95000000 PA USD 3795.76000000 0.000133683016 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KDF0 46186.60000000 PA USD 50941.31000000 0.001794103938 Long ABS-MBS USGSE US N 2 2024-02-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176CYZ2 131682.65000000 PA USD 148053.11000000 0.005214288123 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296E6D3 118433.15000000 PA USD 136767.32000000 0.004816813454 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QY7 1200000.00000000 PA USD 1486312.50000000 0.052346496577 Long DBT UST US N 2 2042-11-15 Fixed 2.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RLP2 2445625.40000000 PA USD 2649293.27000000 0.093305560634 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ML5N0 1077220.15000000 PA USD 1161842.83000000 0.040918986904 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDS0 2032000.00000000 PA USD 2814909.28000000 0.099138397201 Long DBT CORP US N 2 2049-04-15 Fixed 5.01000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AS7 2000000.00000000 PA USD 2148100.00000000 0.075654015758 Long DBT CORP US N 2 2024-07-01 Fixed 2.75000000 N N N N N N Freddie Mac N/A 31298VET0 41358.44000000 PA USD 44619.06000000 0.001571440374 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.00000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167DX8 2000000.00000000 PA USD 2040920.00000000 0.071879239254 Long DBT NUSS XX N 2 2022-02-16 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179S2N6 918960.77000000 PA USD 972993.17000000 0.034267883532 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.00000000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137AZ0 1900000.00000000 PA USD 1988920.00000000 0.070047849272 Long DBT CORP US N 2 2025-06-01 Fixed 1.90000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RG5 3000000.00000000 PA USD 4103437.50000000 0.144519121684 Long DBT UST US N 2 2044-05-15 Fixed 3.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QGF2 567685.34000000 PA USD 647441.70000000 0.022802273904 Long ABS-MBS USGA US N 2 2044-06-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UPB2 694150.46000000 PA USD 747897.78000000 0.026340240414 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RME9 2686000.00000000 PA USD 2708025.20000000 0.095374042714 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180NC78 1189409.27000000 PA USD 1244326.39000000 0.043823978547 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DLV2 646576.76000000 PA USD 682433.24000000 0.024034642285 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.50000000 N N N N N N CarMax Auto Owner Trust N/A 14315XAD0 903000.00000000 PA USD 942213.78000000 0.033183863023 Long ABS-O CORP US N 2 2025-06-16 Fixed 2.03000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJE0 3000000.00000000 PA USD 3126570.00000000 0.110114787975 Long DBT CORP US N 2 2041-06-19 Fixed 2.68000000 N N N N N N Freddie Mac N/A 3129317C6 323348.64000000 PA USD 361904.38000000 0.012745924150 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3128MJZ94 1523682.94000000 PA USD 1637182.02000000 0.057659975951 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SS8 3000000.00000000 PA USD 2988281.25000000 0.105244391219 Long DBT UST US N 2 2050-11-15 Fixed 1.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285U0 6900000.00000000 PA USD 7405640.63000000 0.260819539558 Long DBT UST US N 2 2023-12-31 Fixed 2.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ASEQ8 121763.32000000 PA USD 136466.42000000 0.004806216046 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WMW49 2091868.74000000 PA USD 2291487.34000000 0.080703979950 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3128MJVN7 1205738.45000000 PA USD 1296110.54000000 0.045647766499 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 3.50000000 N N N N N N DNB NOR BANK ASA NEW YORK N/A 000000000 5001915.00000000 PA USD 5001915.00000000 0.176162634995 Long STIV CORP US N 2 2021-05-28 Floating 0.31000000 N N N N N 2021-01-27 Brighthouse Funds Trust II Alan Otis Alan Otis Treasurer