NPORT-P false 0000756913 XXXXXXXX S000008214 C000117965 C000117966 C000022342 John Hancock Variable Insurance Trust 811-04146 0000756913 Z5DUWKEPW78QKD87GA06 200 Berkeley Street Boston 02116 617-543-9634 Total Bond Market Trust S000008214 549300K2P0QTR2OC8M77 2026-12-31 2026-06-30 N 1062196766.280000000000 157664.830000000000 1062039101.450000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 USD N Ameriprise Financial Inc. 6ZLKQF7QB6JAEKQS5388 03076CAM8 525000 PA USD 531192.18 0.0500162545 Long DBT CORP US N 2 2033-05-15 Fixed 5.150000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DR8 1210000 PA USD 1231286.44 0.1159360741 Long DBT CORP US N 2 2033-03-02 Fixed 5.250000000000 N N N N N N Amphenol Corporation 549300D3L3G0R4U4VT04 032095BA8 547000 PA USD 528103.76 0.0497254535 Long DBT CORP US N 2 2036-02-15 Fixed 4.625000000000 N N N N N N Analog Devices Inc. GYVOE5EZ4GDAVTU4CQ61 032654AV7 220000 PA USD 193670.07 0.0182356817 Long DBT CORP US N 2 2031-10-01 Fixed 2.100000000000 N N N N N N Analog Devices Inc. GYVOE5EZ4GDAVTU4CQ61 032654BC8 200000 PA USD 190488.05 0.0179360675 Long DBT CORP US N 2 2054-04-01 Fixed 5.300000000000 N N N N N N ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9 N/A 03522AAJ9 464000 PA USD 422714.38 0.0398021485 Long DBT CORP US N 2 2046-02-01 Fixed 4.900000000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 01/39 5.45 N/A 03523TBU1 250000 PA USD 254236.7 0.0239385442 Long DBT CORP US N 2 2039-01-23 Fixed 5.450000000000 N N N N N N Anheuser Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 03523TBY3 335000 PA USD 338376.62 0.0318610322 Long DBT CORP US N 2 2034-06-15 Fixed 5.000000000000 N N N N N Anheuser Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 035240AR1 340000 PA USD 344432.79 0.0324312720 Long DBT CORP US N 2 2031-01-23 Fixed 4.900000000000 N N N N N N Elevance Health Inc. 8MYN82XMYQH89CTMTH67 036752AG8 370000 PA USD 367432.27 0.0345968684 Long DBT CORP US N 2 2028-03-01 Fixed 4.101000000000 N N N N N N Elevance Health Inc. 8MYN82XMYQH89CTMTH67 036752AX1 353000 PA USD 362014.85 0.0340867723 Long DBT CORP US N 2 2052-10-15 Fixed 6.100000000000 N N N N N N Elevance Health Inc. 8MYN82XMYQH89CTMTH67 036752BJ1 250000 PA USD 245333.43 0.0231002258 Long DBT CORP US N 2 2032-09-15 Fixed 4.600000000000 N N N N N N AON CORP / AON GLOBAL HOLDINGS COMPANY GUAR 08/31 2.05 N/A 03740LAA0 440000 PA USD 383939.53 0.0361511671 Long DBT CORP US N 2 2031-08-23 Fixed 2.050000000000 N N N N N N Aon North America Inc. N/A 03740MAD2 300000 PA USD 306055.34 0.0288177092 Long DBT CORP US N 2 2034-03-01 Fixed 5.450000000000 N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833BX7 325000 PA USD 290695.2 0.0273714216 Long DBT CORP US N 2 2046-02-23 Fixed 4.650000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833DU1 975000 PA USD 881840.32 0.0830327545 Long DBT CORP US N 2 2030-05-11 Fixed 1.650000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833ER7 735000 PA USD 561255.5 0.0528469714 Long DBT CORP US N 2 2062-08-08 Fixed 4.100000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833ET3 250000 PA USD 248996.55 0.0234451396 Long DBT CORP US N 2 2028-05-10 Fixed 4.000000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833EW6 300000 PA USD 275189.09 0.0259113897 Long DBT CORP US N 2 2053-05-10 Fixed 4.850000000000 N N N N N N Applied Materials Inc. 41BNNE1AFPNAZELZ6K07 038222AK1 495000 PA USD 499698.69 0.0470508750 Long DBT CORP US N 2 2035-10-01 Fixed 5.100000000000 N N N N N Essential Utilities Inc. N/A 03836WAC7 415000 PA USD 331049.65 0.0311711357 Long DBT CORP US N 2 2049-05-01 Fixed 4.276000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 04010LBF9 525000 PA USD 529158.93 0.0498248068 Long DBT CORP US N 2 2029-03-01 Fixed 5.875000000000 N N N N N N Arizona Public Service Company YG6VT0TPHRH4TFVAQV64 040555DB7 520000 PA USD 352079.11 0.0331512380 Long DBT CORP US N 2 2050-05-15 Fixed 3.350000000000 N N N N N N Arthur J. Gallagher and Co. 54930049QLLMPART6V29 04316JAH2 400000 PA USD 405715.46 0.0382015558 Long DBT CORP US N 2 2034-07-15 Fixed 5.450000000000 N N N N N N Arthur J. Gallagher and Co. 54930049QLLMPART6V29 04316JAP4 300000 PA USD 284318.07 0.0267709607 Long DBT CORP US N 2 2055-02-15 Fixed 5.550000000000 N N N N N AstraZeneca Finance LLC N/A 04636NAG8 250000 PA USD 253293.25 0.0238497104 Long DBT CORP US N 2 2030-03-03 Fixed 4.900000000000 N N N N N N AstraZeneca Finance LLC N/A 04636NAN3 250000 PA USD 252489.38 0.0237740192 Long DBT CORP US N 2 2034-02-26 Fixed 5.000000000000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 04686JAA9 225000 PA USD 222840.63 0.0209823376 Long DBT CORP US N 2 2028-01-12 Fixed 4.125000000000 N N N N N N B.A.T Capital Corporation N/A 05526DBS3 650000 PA USD 593890.19 0.0559198046 Long DBT CORP US N 2 2031-03-25 Fixed 2.726000000000 N N N N N N B.A.T Capital Corporation N/A 05526DCC7 500000 PA USD 515259.7 0.0485160762 Long DBT CORP US N 2 2035-08-15 Fixed 5.625000000000 N N N N N BHP Billiton Finance (USA) Limited 5493003NUVITP3TMY274 055451BM9 514000 PA USD 521652.85 0.0491180456 Long DBT CORP AU N 2 2055-09-05 Fixed 5.750000000000 N N N N N N BBCMS MORTGAGE TRUST 2024-5C29 BBCMS 2024 5C29 AS N/A 05555PAF9 1500000 PA USD 1514667.3 0.1426187885 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.627000000000 N N N N N N BMO 2022-C1 MORTGAGE TRUST BMO 2022 C1 A5 N/A 05609MCC7 2000000 PA USD 1840310.4 0.1732808517 Long ABS-MBS CORP US N 2 2055-02-15 Variable 3.374000000000 N N N N N N BAKER HUGHES HOLDINGS LLC / BA SR UNSECURED 12/27 3.337 N/A 05723KAE0 500000 PA USD 492372.37 0.0463610398 Long DBT CORP US N 2 2027-12-15 Fixed 3.337000000000 N N N N N N BAKER HUGHES HOLDINGS LLC / BA SR UNSECURED 05/30 4.486 N/A 05724BAA7 550000 PA USD 547000.74 0.0515047647 Long DBT CORP US N 2 2030-05-01 Fixed 4.486000000000 N N N N N N Baltimore Gas and Electric Company N/A 059165EP1 700000 PA USD 580775.93 0.0546849856 Long DBT CORP US N 2 2052-06-01 Fixed 4.550000000000 N N N N N N BANK 2017-BNK6 BANK 2017 BNK6 A4 N/A 060352AE1 1676211.2 PA USD 1657341.42 0.1560527685 Long ABS-MBS CORP US N 2 2060-07-15 Fixed 3.254000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GGG8 520000 PA USD 442782.94 0.0416917738 Long DBT CORP US N 2 2048-01-20 Variable 4.443000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHD4 1437000 PA USD 1412979.86 0.1330440525 Long DBT CORP US N 2 2028-12-20 Variable 3.419000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHG7 500000 PA USD 494631.17 0.0465737250 Long DBT CORP US N 2 2029-03-05 Variable 3.970000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHQ5 2105000 PA USD 2065362.37 0.1944714057 Long DBT CORP US N 2 2030-02-07 Variable 3.974000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GMA4 615000 PA USD 627037.44 0.0590408996 Long DBT CORP US N 2 2035-01-23 Variable 5.468000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GMM8 680000 PA USD 694390.11 0.0653827255 Long DBT CORP US N 2 2036-01-24 Variable 5.511000000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAJ0 370000 PA USD 328650.44 0.0309452298 Long DBT CORP US N 2 2042-03-15 Fixed 4.400000000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368L3L8 500000 PA USD 515798.24 0.0485667843 Long DBT CORP CA N 2 2031-06-04 Fixed 5.511000000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RBK2 240000 PA USD 239976.75 0.0225958488 Long DBT CORP US N 2 2030-07-26 Variable 4.596000000000 N N N N N N CDW LLC / CDW FINANCE CORP COMPANY GUAR 03/30 5.1 N/A 12513GBK4 200000 PA USD 199570.93 0.0187912978 Long DBT CORP US N 2 2030-03-01 Fixed 5.100000000000 N N N N N N CDW LLC / CDW FINANCE CORP COMPANY GUAR 08/34 5.55 N/A 12513GBL2 100000 PA USD 98737.62 0.0092969854 Long DBT CORP US N 2 2034-08-22 Fixed 5.550000000000 N N N N N N The Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 06417XAP6 715000 PA USD 719688.53 0.0677647865 Long DBT CORP CA N 2 2030-02-01 Fixed 4.850000000000 N N N N N N BANK 2022-BNK39 BANK 2022 BNK39 A4 N/A 06539VAJ7 2000000 PA USD 1805833.2 0.1700345305 Long ABS-MBS CORP US N 2 2055-02-15 Variable 2.928000000000 N N N N N N Barclays PLC N/A 06738EAV7 320000 PA USD 285301.55 0.0268635636 Long DBT CORP GB N 2 2047-01-10 Fixed 4.950000000000 N N N N N N Barclays PLC N/A 06738ECE3 750000 PA USD 835887.81 0.0787059355 Long DBT CORP GB N 2 2033-11-02 Variable 7.437000000000 N N N N N N CNH Industrial Capital LLC N/A 12592BAQ7 525000 PA USD 523584.05 0.0492998845 Long DBT CORP US N 2 2028-04-10 Fixed 4.550000000000 N N N N N N CNA Financial Corporation 549300YX2GSZD7YG1R84 126117AV2 320000 PA USD 312756.93 0.0294487208 Long DBT CORP US N 2 2029-05-01 Fixed 3.900000000000 N N N N N N CNO Financial Group Inc. 11XPYHB76MPM4Y4P2897 12621EAL7 210000 PA USD 211288.05 0.0198945641 Long DBT CORP US N 2 2029-05-30 Fixed 5.250000000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HM8 430000 PA USD 426829.82 0.0401896521 Long DBT CORP US N 2 2029-03-15 Fixed 4.250000000000 N N N N N N Barclays PLC N/A 06738ECY9 250000 PA USD 253514.07 0.0238705025 Long DBT CORP GB N 2 2031-02-25 Variable 5.367000000000 N N N N N N CD 2017-CD3 MORTGAGE TRUST CD 2017 CD3 A4 N/A 12515GAD9 1090000 PA USD 1073396.25 0.1010693720 Long ABS-MBS CORP US N 2 2050-02-10 Fixed 3.631000000000 N N N N N N FREDDIE MAC POOL FR 07/53 FIXED 5 S6XOOCT0IEG5ABCC6L87 3132DQ3C8 823681.51 PA USD 814500.43 0.0766921320 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.000000000000 N N N N N N The Cigna Group N/A 125523AH3 530000 PA USD 527804.42 0.0496972681 Long DBT CORP US N 2 2028-10-15 Fixed 4.375000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QVRK2 1693209.42 PA USD 1709338.42 0.1609487276 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QWBE1 1565131.48 PA USD 1607283.76 0.1513394147 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QWCK6 1391419.74 PA USD 1414240 0.1331627054 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 07/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DQUC8 792165.94 PA USD 799315.79 0.0752623692 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 02/54 FIXED 6 S6XOOCT0IEG5ABCC6L87 3132DSJF0 477399.69 PA USD 490291.39 0.0461650978 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.000000000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HS5 1035000 PA USD 786353.71 0.0740418793 Long DBT CORP US N 2 2050-04-15 Fixed 3.800000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CX6 719000 PA USD 715169.74 0.0673393041 Long DBT CORP US N 2 2028-03-25 Fixed 4.300000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CZ1 520000 PA USD 459302.53 0.0432472335 Long DBT CORP US N 2 2048-03-25 Fixed 5.050000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650EK2 516000 PA USD 522675.06 0.0492142953 Long DBT CORP US N 2 2035-09-15 Fixed 5.450000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140W0QB4 301533.91 PA USD 304698.45 0.0286899465 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140W0VB8 2292759.62 PA USD 1847390.61 0.1739475136 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.000000000000 N N N N N N CNH EQUIPMENT TRUST 2023-B N/A 12666DAD3 600000 PA USD 609466.44 0.0573864408 Long ABS-O CORP US N 2 2031-03-17 Fixed 5.460000000000 N N N N N N California State of N/A 13063A5E0 80000 PA USD 90969.39 0.0085655406 Long DBT MUN US N 2 2034-04-01 Fixed 7.500000000000 N N N N N N California State of N/A 13063A7D0 400000 PA USD 456444.96 0.0429781690 Long DBT MUN US N 2 2039-10-01 Fixed 7.300000000000 N N N N N N Canadian Natural Resources Limited 549300T15RIMIKZC5Q38 136385AL5 305000 PA USD 321791.04 0.0302993590 Long DBT CORP CA N 2 2038-03-15 Fixed 6.250000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X76Q7 973845.32 PA USD 875858.37 0.0824695031 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X8KF3 3482176.56 PA USD 2814468.51 0.2650061101 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.000000000000 N N N N N N FREDDIE MAC POOL FR 08/52 FIXED 3 S6XOOCT0IEG5ABCC6L87 3132DTFN5 467062.78 PA USD 414622.09 0.0390401907 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 05/51 FIXED 2 S6XOOCT0IEG5ABCC6L87 3133KLZW0 4215899.31 PA USD 3399594.96 0.3201007341 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.000000000000 N N N N N N FREDDIE MAC POOL FR 12/51 FIXED 2 S6XOOCT0IEG5ABCC6L87 3133KNGP2 2217844.62 PA USD 1789107.09 0.1684596252 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.000000000000 N N N N N N FREDDIE MAC POOL FR 03/52 FIXED 3 S6XOOCT0IEG5ABCC6L87 3133KNVT7 1671901.37 PA USD 1467465.28 0.1381743175 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 07/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3133KPQ27 681758.68 PA USD 658799.91 0.0620316059 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 07/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3133KPQZ4 969347.31 PA USD 936703.76 0.0881986133 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.500000000000 N N N N N N Canadian Pacific Railway Company 54930036474DURYNB481 13648TAC1 500000 PA USD 474026.67 0.0446336363 Long DBT CORP CA N 2 2029-11-15 Fixed 2.875000000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HCT0 505000 PA USD 506439.05 0.0476855371 Long DBT CORP US N 2 2033-05-10 Variable 5.268000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XCVX3 6948770.46 PA USD 5653257.68 0.5323022168 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XDEL6 1717990.42 PA USD 1628832.9 0.1533684492 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC POOL FR 04/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3133KQXY7 1003765.34 PA USD 1018659.41 0.0959154337 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 09/53 FIXED 6.5 S6XOOCT0IEG5ABCC6L87 3133KR5Y6 1190588.52 PA USD 1246264.37 0.1173463734 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.500000000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HDE2 650000 PA USD 663487.54 0.0624729861 Long DBT CORP US N 2 2030-02-01 Variable 5.700000000000 N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HDN2 300000 PA USD 292034.17 0.0274974970 Long DBT CORP US N 2 2036-09-11 Variable 5.197000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XDK88 1678106.45 PA USD 1536909.57 0.1447130871 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XDMF0 240530.45 PA USD 232173.53 0.0218611094 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XFTG6 5826239.03 PA USD 4962642.42 0.4672749255 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XFY39 2185641.21 PA USD 1985909.23 0.1869902179 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 05/53 FIXED 5 S6XOOCT0IEG5ABCC6L87 3133KRB29 785120.31 PA USD 777595.8 0.0732172477 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 04/36 FIXED 2 S6XOOCT0IEG5ABCC6L87 3133L8B53 557940.06 PA USD 511343.36 0.0481473196 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XGNY1 1812328.52 PA USD 1698102.89 0.1598908070 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XGPQ6 1895928.24 PA USD 1739366.09 0.1637760877 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.000000000000 N N N N N N Federal Home Loan Banks N/A 3133XGAY0 1690000 PA USD 1822198.8 0.1715754907 Long DBT USGSE US N 2 2036-07-15 Fixed 5.500000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3134A3U46 1200000 PA USD 1292064.05 0.1216588022 Long DBT USGSE US N 2 2029-09-15 Fixed 6.750000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3134A4KX1 450000 PA USD 496590.88 0.0467582483 Long DBT USGSE US N 2 2032-07-15 Fixed 6.250000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MFJ7 209000 PA USD 228863.93 0.0215494825 Long DBT USGSE US N 2 2030-01-15 Fixed 7.125000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MFP3 1450000 PA USD 1604852.82 0.1511105211 Long DBT USGSE US N 2 2030-05-15 Fixed 7.250000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31368HKV4 382.08 PA USD 395.05 0.0000371973 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371J7A6 5128.63 PA USD 5305.15 0.0004995249 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371JPX6 107.93 PA USD 112.54 0.0000105966 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 8.500000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K755 A2 S6XOOCT0IEG5ABCC6L87 3137HCH39 600000 PA USD 616626.9 0.0580606589 Long ABS-MBS USGSE US N 2 2031-02-25 Fixed 5.203000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31385HV82 580.95 PA USD 601.38 0.0000566250 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 8.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31385SK56 1276.73 PA USD 1317.5 0.0001240538 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31385WWD7 636.66 PA USD 671.83 0.0000632585 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31387SF50 529.55 PA USD 549.87 0.0000517749 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31387SN51 5171.52 PA USD 5386.19 0.0005071555 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31388UEA4 1107.94 PA USD 1169.15 0.0001100854 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31389X5W9 857.72 PA USD 905.11 0.0000852238 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138AHXY7 512811.94 PA USD 507653.41 0.0477998794 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138E0YE3 13647.38 PA USD 13581.51 0.0012788145 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XGYM5 271709.83 PA USD 257657.16 0.0242606096 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XHT31 765890.7 PA USD 698647.87 0.0657836297 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XJGG2 1449480.59 PA USD 1402932.98 0.1320980535 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XMEB8 855665.32 PA USD 864618.32 0.0814111570 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XMJ64 1698439.39 PA USD 1603396.59 0.1509734046 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XMLX2 985979.5 PA USD 1030238.44 0.0970056977 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XN3N2 779343.13 PA USD 772848.16 0.0727702171 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XNHU1 994680.66 PA USD 1035786.63 0.0975281069 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Y6W48 1752858.34 PA USD 1803490 0.1698138983 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 6.000000000000 N N N N N N GINNIE MAE II POOL G2 06/52 FIXED 4.5 549300M8ZYFG0OCMTT87 36179XAA4 633024.61 PA USD 611843.23 0.0576102357 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL G2 07/52 FIXED 4.5 549300M8ZYFG0OCMTT87 36179XBU9 1329655.13 PA USD 1290981.31 0.1215568531 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL G2 07/52 FIXED 5 549300M8ZYFG0OCMTT87 36179XBV7 483645.61 PA USD 481110.97 0.0453006833 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138E4AC5 26225.13 PA USD 25283.78 0.0023806826 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EK2D6 480670.68 PA USD 463122.26 0.0436068935 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL G2 08/52 FIXED 5 549300M8ZYFG0OCMTT87 36179XDF0 1736625.02 PA USD 1727523.89 0.1626610440 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL G2 09/52 FIXED 4.5 549300M8ZYFG0OCMTT87 36179XFH4 471169.06 PA USD 457170.34 0.0430464697 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL G2 11/52 FIXED 5 549300M8ZYFG0OCMTT87 36179XLH7 1422409.72 PA USD 1411399.27 0.1328952266 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL G2 11/52 FIXED 6.5 549300M8ZYFG0OCMTT87 36179XLL8 492594.62 PA USD 514232.23 0.0484193312 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W6WK8 517333.95 PA USD 471706.6 0.0444151820 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WAFC6 154408.37 PA USD 152217.96 0.0143326135 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WHKG6 1267856.1 PA USD 1134616.98 0.1068338236 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WHP48 245785.5 PA USD 236540.67 0.0222723127 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WKQG3 125352.46 PA USD 119082.15 0.0112125956 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WPG24 1118214.88 PA USD 1016418.52 0.0957044349 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.000000000000 N N N N N N GINNIE MAE II POOL G2 01/53 FIXED 5.5 549300M8ZYFG0OCMTT87 36179XQX7 573852.88 PA USD 582850.32 0.0548803071 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL G2 02/53 FIXED 4 549300M8ZYFG0OCMTT87 36179XTA4 777163.43 PA USD 731263.85 0.0688547012 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL G2 02/53 FIXED 5 549300M8ZYFG0OCMTT87 36179XTC0 724738.18 PA USD 719128.2 0.0677120267 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL G2 02/53 FIXED 5.5 549300M8ZYFG0OCMTT87 36179XTD8 857572.17 PA USD 870482.06 0.0819632779 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL G2 03/53 FIXED 4.5 549300M8ZYFG0OCMTT87 36179XVR4 1249448.46 PA USD 1210374.33 0.1139670214 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL G2 07/53 FIXED 4.5 549300M8ZYFG0OCMTT87 36179YAQ7 428563.52 PA USD 414223.53 0.0390026628 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL G2 07/53 FIXED 6 549300M8ZYFG0OCMTT87 36179YAT1 726815.38 PA USD 748392.06 0.0704674676 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.000000000000 N N N N N N GINNIE MAE II POOL G2 08/53 FIXED 5.5 549300M8ZYFG0OCMTT87 36179YDK7 512882.88 PA USD 519642.16 0.0489287220 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WQRK0 48995.96 PA USD 48262.64 0.0045443374 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 2.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398AFD9 500000 PA USD 544791.54 0.0512967497 Long DBT USGSE US N 2 2037-07-15 Fixed 5.625000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402QYV7 39674.58 PA USD 40360.43 0.0038002772 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402UR87 4278.08 PA USD 4251.4 0.0004003054 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL G2 10/53 FIXED 5.5 549300M8ZYFG0OCMTT87 36179YHS6 1232406.3 PA USD 1247877.93 0.1174983038 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL G2 11/53 FIXED 5 549300M8ZYFG0OCMTT87 36179YKR4 1018842.08 PA USD 1009681.98 0.0950701324 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL G2 11/53 FIXED 5.5 549300M8ZYFG0OCMTT87 36179YKS2 1432604.24 PA USD 1450141.46 0.1365431327 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL G2 02/54 FIXED 5 549300M8ZYFG0OCMTT87 36179YRG1 395515.78 PA USD 391959.82 0.0369063455 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402VTU4 2569.45 PA USD 2553.51 0.0002404347 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31403C6L0 23763.01 PA USD 23863.48 0.0022469493 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31403DBZ1 218214.8 PA USD 218937.13 0.0206147900 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31403DPZ6 19070.31 PA USD 19152.75 0.0018033941 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31403VPJ2 22186.29 PA USD 22558.05 0.0021240320 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31404YHA3 1159.7 PA USD 1152.39 0.0001085073 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31405NMD4 4691.68 PA USD 4777.35 0.0004498281 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31406BMG2 7113.93 PA USD 7246.64 0.0006823327 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 5.585000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31406L5A2 25464.38 PA USD 26293.14 0.0024757224 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 5.749000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31407HRF5 18927.34 PA USD 19500.53 0.0018361405 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.000000000000 N N N N N N GINNIE MAE II POOL G2 09/37 FIXED 6.5 549300M8ZYFG0OCMTT87 36202EPN3 12858.34 PA USD 13377.44 0.0012595996 Long ABS-MBS USGA US N 2 2037-09-20 Fixed 6.500000000000 N N N N N N GINNIE MAE II POOL G2 06/38 FIXED 5.5 549300M8ZYFG0OCMTT87 36202ET25 19164.42 PA USD 19530.66 0.0018389775 Long ABS-MBS USGA US N 2 2038-06-20 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31408FGD5 45175.84 PA USD 45348.38 0.0042699351 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31409ECM1 15791.96 PA USD 16083.84 0.0015144301 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL G2 08/38 FIXED 5.5 549300M8ZYFG0OCMTT87 36202EVN6 25987.36 PA USD 26487.93 0.0024940635 Long ABS-MBS USGA US N 2 2038-08-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL G2 11/38 FIXED 5 549300M8ZYFG0OCMTT87 36202EXS3 5133.06 PA USD 5158.98 0.0004857618 Long ABS-MBS USGA US N 2 2038-11-20 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31409ELR0 8700.18 PA USD 8974.26 0.0008450028 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31409TRH3 14426.3 PA USD 14713.15 0.0013853680 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31409VX32 20263.93 PA USD 21117.75 0.0019884155 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140A1VK0 811139.2 PA USD 830285.25 0.0781784069 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.000000000000 N N N N N N GINNIE MAE II POOL G2 09/39 FIXED 5.5 549300M8ZYFG0OCMTT87 36202FBK1 19436.6 PA USD 19803.15 0.0018646347 Long ABS-MBS USGA US N 2 2039-09-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL G2 11/39 FIXED 5 549300M8ZYFG0OCMTT87 36202FCP9 82309.93 PA USD 82737.44 0.0077904326 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL G2 07/40 FIXED 5 549300M8ZYFG0OCMTT87 36202FHY5 21555.12 PA USD 21668.71 0.0020402931 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL G2 10/40 FIXED 4.5 549300M8ZYFG0OCMTT87 36202FLP9 43675.99 PA USD 42995.11 0.0040483547 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140E0VN2 697734.8 PA USD 648642.95 0.0610752419 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140EVK97 275405.13 PA USD 253766.22 0.0238942445 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140H3ZJ8 554422.02 PA USD 521799.77 0.0491318794 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 3.000000000000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. N/A 716973AE2 350000 PA USD 346636.8 0.0326387983 Long DBT CORP SG N 2 2033-05-19 Fixed 4.750000000000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. N/A 716973AG7 1000000 PA USD 942075.87 0.0887044431 Long DBT CORP SG N 2 2053-05-19 Fixed 5.300000000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AC3 300000 PA USD 328107.9 0.0308941450 Long DBT CORP US N 2 2038-05-16 Fixed 6.375000000000 N N N N N N GINNIE MAE II POOL G2 12/40 FIXED 4 549300M8ZYFG0OCMTT87 36202FM78 298675.39 PA USD 287104.26 0.0270333041 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.000000000000 N N N N N N GINNIE MAE I POOL GN 03/34 FIXED 5.5 549300M8ZYFG0OCMTT87 36202V7K1 2750.99 PA USD 2810.1 0.0002645948 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.500000000000 N N N N N N Plains All American Pipeline L.P. and PAA Finance Corp. N/A 72650RBH4 395000 PA USD 349102.7 0.0328709837 Long DBT CORP US N 2 2045-02-15 Fixed 4.900000000000 N N N N N N Plains All American Pipeline L.P. and PAA Finance Corp. N/A 72650RBR2 80000 PA USD 79308.45 0.0074675640 Long DBT CORP US N 2 2031-01-15 Fixed 4.700000000000 N N N N N N REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 09/34 5.125 N/A 731011AY8 1000000 PA USD 1004600.32 0.0945916510 Long DBT NUSS PL N 2 2034-09-18 Fixed 5.125000000000 N N N N N N President and Fellows of Harvard College 6S3X7J22E861RNTJSA74 740816AS2 1000000 PA USD 1016100.56 0.0956744962 Long DBT CORP US N 2 2030-03-15 Fixed 4.887000000000 N N N N N N GINNIE MAE I POOL GN 08/33 FIXED 5 549300M8ZYFG0OCMTT87 36202VDP3 4300.01 PA USD 4321.65 0.0004069200 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.000000000000 N N N N N N GINNIE MAE I POOL GN 06/34 FIXED 5 549300M8ZYFG0OCMTT87 36202VXU0 3472.55 PA USD 3493.58 0.0003289502 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.000000000000 N N N N N N Booking Holdings Inc. FXM8FAOHMYDIPD38UZ17 741503BC9 320000 PA USD 315325.69 0.0296905914 Long DBT CORP US N 2 2028-03-15 Fixed 3.550000000000 N N N N N The Procter and Gamble Company 2572IBTT8CCZW6AU4141 742718FK0 630000 PA USD 487236.39 0.0458774436 Long DBT CORP US N 2 2050-03-25 Fixed 3.600000000000 N N N N N N Prudential Financial Inc. 5PRBRS5FEH7NREC8OR45 74432QCE3 300000 PA USD 242836.53 0.0228651214 Long DBT CORP US N 2 2050-02-25 Fixed 4.350000000000 N N N N N N Public Service Company of Colorado N/A 744448CG4 520000 PA USD 406504.94 0.0382758921 Long DBT CORP US N 2 2042-09-15 Fixed 3.600000000000 N N N N N N Public Service Electric and Gas Company 549300RUHPVD434XUK18 74456QCJ3 300000 PA USD 275972.74 0.0259851770 Long DBT CORP US N 2 2032-03-15 Fixed 3.100000000000 N N N N N N Public Storage Operating Company N/A 74464AAC5 250000 PA USD 248370.17 0.0233861606 Long DBT CORP US N 2 2030-07-01 Fixed 4.375000000000 N N N N N N Quest Diagnostics Incorporated 8MCWUBXQ0WE04KMXBX50 74834LAY6 320000 PA USD 286515.11 0.0269778306 Long DBT CORP US N 2 2045-03-30 Fixed 4.700000000000 N N N N N N Quest Diagnostics Incorporated 8MCWUBXQ0WE04KMXBX50 74834LBA7 320000 PA USD 316532.31 0.0298042049 Long DBT CORP US N 2 2029-06-30 Fixed 4.200000000000 N N N N N N GINNIE MAE I POOL GN 03/31 FIXED 7 549300M8ZYFG0OCMTT87 36207LH35 2372.22 PA USD 2411.08 0.0002270237 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 7.000000000000 N N N N N N GINNIE MAE I POOL GN 05/28 FIXED 6.5 549300M8ZYFG0OCMTT87 36209JAX9 800.78 PA USD 830.08 0.0000781591 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.500000000000 N N N N N N GINNIE MAE I POOL GN 01/31 FIXED 7.5 549300M8ZYFG0OCMTT87 36209Y5K0 134.72 PA USD 137.82 0.0000129769 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 7.500000000000 N N N N N N GINNIE MAE I POOL GN 04/31 FIXED 6.5 549300M8ZYFG0OCMTT87 36209YFQ6 511.01 PA USD 529.71 0.0000498767 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.500000000000 N N N N N N GINNIE MAE I POOL GN 11/39 FIXED 5 549300M8ZYFG0OCMTT87 3620A9V24 81954.31 PA USD 82584.06 0.0077759905 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.000000000000 N N N N N N GINNIE MAE I POOL GN 02/41 FIXED 4 549300M8ZYFG0OCMTT87 3620AR4A6 228242.56 PA USD 219051.46 0.0206255551 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.000000000000 N N N N N N GINNIE MAE I POOL GN 06/40 FIXED 4.5 549300M8ZYFG0OCMTT87 3620C0W53 89414.83 PA USD 88120.24 0.0082972689 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.500000000000 N N N N N N GINNIE MAE I POOL GN 01/34 FIXED 6 549300M8ZYFG0OCMTT87 36210RW63 1337.1 PA USD 1376.6 0.0001296186 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.000000000000 N N N N N N GINNIE MAE I POOL GN 05/31 FIXED 6.5 549300M8ZYFG0OCMTT87 36210SSG4 3450.21 PA USD 3576.47 0.0003367550 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.500000000000 N N N N N N GINNIE MAE I POOL GN 07/29 FIXED 6 549300M8ZYFG0OCMTT87 36211LJJ2 9052.28 PA USD 9241.9 0.0008702034 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.000000000000 N N N N N N GINNIE MAE I POOL GN 09/30 FIXED 7.5 549300M8ZYFG0OCMTT87 36211RXD6 1818.39 PA USD 1869.9 0.0001760670 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 7.500000000000 N N N N N N GINNIE MAE I POOL GN 11/33 FIXED 6 549300M8ZYFG0OCMTT87 36213MWX2 2910.64 PA USD 2998.4 0.0002823248 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.000000000000 N N N N N N GINNIE MAE I POOL GN 09/33 FIXED 5.5 549300M8ZYFG0OCMTT87 36213UZY9 6439.24 PA USD 6560.12 0.0006176910 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.500000000000 N N N N N N GINNIE MAE I POOL GN 02/32 FIXED 6.5 549300M8ZYFG0OCMTT87 36213YP63 1390.47 PA USD 1441.35 0.0001357153 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.500000000000 N N N N N N GINNIE MAE I POOL GN 08/29 FIXED 7 549300M8ZYFG0OCMTT87 36225BFR4 358.58 PA USD 363.3 0.0000342078 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.000000000000 N N N N N N GINNIE MAE I POOL GN 12/30 FIXED 7 549300M8ZYFG0OCMTT87 36225BLL0 1381.44 PA USD 1401.69 0.0001319810 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 7.000000000000 N N N N N N GINNIE MAE I POOL GN 09/31 FIXED 7 549300M8ZYFG0OCMTT87 36225BPM4 908.4 PA USD 925.22 0.0000871173 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 7.000000000000 N N N N N N GINNIE MAE I POOL GN 11/32 FIXED 6 549300M8ZYFG0OCMTT87 36225BVU9 2844.82 PA USD 2921.7 0.0002751029 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.000000000000 N N N N N N GINNIE MAE I POOL GN 02/52 FIXED 4 549300M8ZYFG0OCMTT87 3622ABRP9 449129.98 PA USD 419660.32 0.0395145828 Long ABS-MBS USGA US N 2 2052-02-15 Fixed 4.000000000000 N N N N N N GINNIE MAE I POOL GN 02/38 FIXED 5.5 549300M8ZYFG0OCMTT87 36241KQ27 8040.18 PA USD 8223.32 0.0007742954 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 5.500000000000 N N N N N N GINNIE MAE I POOL GN 10/40 FIXED 4 549300M8ZYFG0OCMTT87 36241LP42 71007.1 PA USD 68222.9 0.0064237654 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.000000000000 N N N N N N GINNIE MAE I POOL GN 07/40 FIXED 4.5 549300M8ZYFG0OCMTT87 36241LUE4 96965.99 PA USD 95544.57 0.0089963326 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.500000000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2016 GS4 A3 N/A 36251XAQ0 89079.26 PA USD 88965.44 0.0083768517 Long ABS-MBS CORP US N 2 2049-11-10 Fixed 3.178000000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2017 GS5 A3 N/A 36252HAC5 1930754.51 PA USD 1920048.28 0.1807888502 Long ABS-MBS CORP US N 2 2050-03-10 Fixed 3.409000000000 N N N N N N GE HealthCare Technologies Inc. N/A 36267VAH6 250000 PA USD 259033.89 0.0243902404 Long DBT CORP US N 2 2030-03-15 Fixed 5.857000000000 N N N N N N GINNIE MAE I POOL GN 09/33 FIXED 5 549300M8ZYFG0OCMTT87 36290QKC8 2487.19 PA USD 2501.11 0.0002355007 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.000000000000 N N N N N N GINNIE MAE I POOL GN 08/33 FIXED 4.5 549300M8ZYFG0OCMTT87 36290SFJ5 2650.73 PA USD 2626.94 0.0002473487 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.500000000000 N N N N N N GINNIE MAE I POOL GN 10/33 FIXED 5 549300M8ZYFG0OCMTT87 36290SKY6 3960.72 PA USD 3982.61 0.0003749966 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.000000000000 N N N N N N GINNIE MAE I POOL GN 06/34 FIXED 5.5 549300M8ZYFG0OCMTT87 36291KAF4 1588.56 PA USD 1621.66 0.0001526931 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.500000000000 N N N N N N GINNIE MAE I POOL GN 10/38 FIXED 6 549300M8ZYFG0OCMTT87 36295K3P6 25281.48 PA USD 26067.62 0.0024544878 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 6.000000000000 N N N N N N GINNIE MAE I POOL GN 05/38 FIXED 6.5 549300M8ZYFG0OCMTT87 36295QDY3 30826.28 PA USD 32175.65 0.0030296107 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 6.500000000000 N N N N N N GINNIE MAE I POOL GN 07/38 FIXED 6 549300M8ZYFG0OCMTT87 36296G6H9 14990.28 PA USD 15466.39 0.0014562920 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 6.000000000000 N N N N N N GINNIE MAE I POOL GN 10/38 FIXED 6 549300M8ZYFG0OCMTT87 36296LQK9 6533.09 PA USD 6737.9 0.0006344305 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 6.000000000000 N N N N N N GINNIE MAE I POOL GN 06/39 FIXED 5 549300M8ZYFG0OCMTT87 36296QV55 87929.1 PA USD 88603.13 0.0083427371 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 5.000000000000 N N N N N N GINNIE MAE I POOL GN 09/38 FIXED 6 549300M8ZYFG0OCMTT87 36296RZ34 14006.73 PA USD 14443.76 0.0013600027 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 6.000000000000 N N N N N N GINNIE MAE I POOL GN 01/39 FIXED 5.5 549300M8ZYFG0OCMTT87 36296XHC1 3109.13 PA USD 3175.44 0.0002989946 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.500000000000 N N N N N N GINNIE MAE I POOL GN 12/38 FIXED 6.5 549300M8ZYFG0OCMTT87 36296YTP7 19146.84 PA USD 19975.53 0.0018808658 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 6.500000000000 N N N N N N General Dynamics Corporation 9C1X8XOOTYY2FNYTVH06 369550BM9 525000 PA USD 507780.96 0.0478118893 Long DBT CORP US N 2 2030-04-01 Fixed 3.625000000000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 369604BH5 200000 PA USD 178346.49 0.0167928365 Long DBT CORP US N 2 2044-03-11 Fixed 4.500000000000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 36962G4B7 198000 PA USD 228893.44 0.0215522611 Long DBT CORP US N 2 2039-01-10 Fixed 6.875000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Y7ZJ0 3162985.71 PA USD 3120563.75 0.2938275762 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410GUR2 14016.02 PA USD 14660.26 0.0013803880 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410GW90 11570.24 PA USD 12098.79 0.0011392038 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410KJY1 20419.11 PA USD 21132.37 0.0019897921 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410KLQ5 25278.93 PA USD 25944.14 0.0024428611 Long ABS-MBS USGSE US N 2 2037-09-01 Floating 5.925000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410KLS1 25546.55 PA USD 25975.61 0.0024458243 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 5.559000000000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 36962GXZ2 66000 PA USD 72673.05 0.0068427848 Long DBT CORP US N 2 2032-03-15 Fixed 6.750000000000 N N N N N N General Mills Inc. 2TGYMUGI08PO8X8L6150 370334CL6 635000 PA USD 594742.25 0.0560000333 Long DBT CORP US N 2 2030-04-15 Fixed 2.875000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410KXK5 31562.89 PA USD 32218.41 0.0030336369 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31411EE45 5796.99 PA USD 5914.75 0.0005569239 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31411UMW8 3089.61 PA USD 3154.52 0.0002970248 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31411UQM6 34957.65 PA USD 36216.4 0.0034100816 Long ABS-MBS USGSE US N 2 2037-04-01 Floating 6.067000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31412N3P9 50259.98 PA USD 48695.55 0.0045850995 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31412RMK0 314738.42 PA USD 296829.68 0.0279490350 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 3.500000000000 N N N N N N General Motors Company 54930070NSV60J38I987 37045VAQ3 315000 PA USD 283103.81 0.0266566278 Long DBT CORP US N 2 2048-04-01 Fixed 5.400000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 37045XCY0 420000 PA USD 400738.78 0.0377329591 Long DBT CORP US N 2 2030-06-21 Fixed 3.600000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140W5AM6 505824.37 PA USD 487723.39 0.0459232988 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4UW4 381229.9 PA USD 350084.87 0.0329634634 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4XJ0 460995.54 PA USD 436351.23 0.0410861737 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31412SFF7 6875.61 PA USD 7129.62 0.0006713143 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31413BQR5 16979.32 PA USD 17581.03 0.0016554033 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414PUU1 13096.58 PA USD 13366.77 0.0012585949 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414S3W1 17983.72 PA USD 18063.75 0.0017008555 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.000000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 37045XDP8 345000 PA USD 327777.54 0.0308630388 Long DBT CORP US N 2 2028-10-15 Fixed 2.400000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 37045XDS2 380000 PA USD 343994.53 0.0323900061 Long DBT CORP US N 2 2032-01-12 Fixed 3.100000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31415PNF1 3578.41 PA USD 3712.33 0.0003495474 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31415RZ80 11257.22 PA USD 11889.52 0.0011194993 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416JMP3 5412.26 PA USD 5377.74 0.0005063599 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416M6W9 10003.08 PA USD 10045.44 0.0009458635 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5.000000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 37045XEV4 220000 PA USD 227681.4 0.0214381372 Long DBT CORP US N 2 2034-04-04 Fixed 5.950000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 37045XEX0 300000 PA USD 302541.02 0.0284868061 Long DBT CORP US N 2 2027-07-15 Fixed 5.350000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416PPP6 12623.81 PA USD 12510.16 0.0011779378 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416QV36 7484.03 PA USD 7414.63 0.0006981504 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416RRB1 35513.55 PA USD 35191.31 0.0033135607 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417VQW6 71122.99 PA USD 70453.54 0.0066337991 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417YWB9 739924.36 PA USD 729833.86 0.0687200555 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418BWU6 473811.45 PA USD 452919.44 0.0426462114 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418BX35 586214.15 PA USD 564761.53 0.0531770939 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418C2E3 325151.52 PA USD 325769.47 0.0306739620 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418D3R1 1793537.56 PA USD 1549582.02 0.1459063059 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418D6F4 1998081.69 PA USD 1783501.3 0.1679317925 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 1.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418DGM8 673957.08 PA USD 618476.12 0.0582347787 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418DLX8 531865.04 PA USD 491394.37 0.0462689527 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 2.000000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 37045XFC5 350000 PA USD 359652.69 0.0338643549 Long DBT CORP US N 2 2035-01-07 Fixed 5.900000000000 N N N N N N Georgia Power Company D981X4Z4RWS7PDMJUZ03 373334JN2 335000 PA USD 344838.69 0.0324694910 Long DBT CORP US N 2 2039-02-01 Fixed 5.950000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31419BBT1 268784.35 PA USD 259668.48 0.0244499924 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31419BBY0 60198.27 PA USD 59612.57 0.0056130297 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31419CAH6 128972.14 PA USD 124681.73 0.0117398436 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC POOL FR 01/55 FIXED 6 S6XOOCT0IEG5ABCC6L87 31425XAK5 1960673.85 PA USD 2004367.27 0.1887281991 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC POOL FR 07/55 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 31427PB29 1395341.64 PA USD 1404861.5 0.1322796400 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 08/55 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 31427PWS9 993778.28 PA USD 1001549.03 0.0943043461 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 05/55 FIXED 6 S6XOOCT0IEG5ABCC6L87 3142GUSU8 3721507.91 PA USD 3829004.41 0.3605332803 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC POOL FR 09/55 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3142GVK75 1427749.46 PA USD 1442728.84 0.1358451716 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 12/55 FIXED 5 S6XOOCT0IEG5ABCC6L87 3142GWDQ9 1052269.13 PA USD 1040457.94 0.0979679504 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 12/55 FIXED 5 S6XOOCT0IEG5ABCC6L87 3142GWDR7 1042705.41 PA USD 1030024.03 0.0969855092 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.000000000000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738BB3 630000 PA USD 617332.24 0.0581270726 Long DBT CORP US N 2 2027-06-01 Fixed 2.250000000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AL1 375000 PA USD 346990.79 0.0326721294 Long DBT CORP US N 2 2030-03-01 Fixed 2.650000000000 N N N N N N Five Corners Funding Trust II N/A 33834DAA2 630000 PA USD 586485.44 0.0552225845 Long DBT CORP US N 2 2030-05-15 Fixed 2.850000000000 N N N N N N Florida Power and Light Company A89MY1K3YLIGJMYWVX50 341081EV5 315000 PA USD 329107.98 0.0309883110 Long DBT CORP US N 2 2037-02-01 Fixed 5.650000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X6BM2 339234.52 PA USD 327956.53 0.0308798922 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 02/56 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3142GWWU9 723281.82 PA USD 731527.74 0.0688795487 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.500000000000 N N N N N N FedEx Freight Holding Company Inc. N/A 314352AG0 558000 PA USD 543500.1 0.0511751497 Long DBT CORP US N 2 2036-03-15 Fixed 5.250000000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DK3 315000 PA USD 325518.23 0.0306503056 Long DBT CORP US N 2 2029-07-27 Variable 6.339000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397D59 720000 PA USD 743337.28 0.0699915172 Long DBT CORP US N 2 2028-11-07 Fixed 6.798000000000 N N N N N N Fox Corporation N/A 35137LAL9 640000 PA USD 612534.18 0.0576752946 Long DBT CORP US N 2 2030-04-08 Fixed 3.500000000000 N N N N N N Georgia Power Company D981X4Z4RWS7PDMJUZ03 373334KT7 330000 PA USD 332000.88 0.0312607021 Long DBT CORP US N 2 2033-05-17 Fixed 4.950000000000 N N N N N N Gilead Sciences Inc. 549300WTZWR07K8MNV44 375558BA0 250000 PA USD 217505.65 0.0204800040 Long DBT CORP US N 2 2045-02-01 Fixed 4.500000000000 N N N N N N Gilead Sciences Inc. 549300WTZWR07K8MNV44 375558CC5 375000 PA USD 378133.13 0.0356044452 Long DBT CORP US N 2 2035-06-15 Fixed 5.100000000000 N N N N N N GlaxoSmithKline Capital Inc. 5493007Q8VD7Q3ZYZS59 377372AE7 230000 PA USD 253202.46 0.0238411617 Long DBT CORP US N 2 2038-05-15 Fixed 6.375000000000 N N N N N N GlaxoSmithKline Capital Inc. 5493007Q8VD7Q3ZYZS59 377372AN7 225000 PA USD 223367.42 0.0210319394 Long DBT CORP US N 2 2028-05-15 Fixed 3.875000000000 N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GA87 600000 PA USD 614896.1 0.0578976894 Long DBT CORP US N 2 2030-04-25 Variable 5.727000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GXG4 720000 PA USD 669411.35 0.0630307631 Long DBT CORP US N 2 2030-02-07 Fixed 2.600000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GYC2 1035000 PA USD 781909.02 0.0736233740 Long DBT CORP US N 2 2042-04-22 Variable 3.210000000000 N N N N N N Freeport-McMoRan Inc. N/A 35671DBC8 325000 PA USD 314241.18 0.0295884756 Long DBT CORP US N 2 2043-03-15 Fixed 5.450000000000 N N N N N N Freeport-McMoRan Inc. N/A 35671DBJ3 200000 PA USD 203432.59 0.0191549059 Long DBT CORP US N 2 2034-11-14 Fixed 5.400000000000 N N N N N N Freeport-McMoRan Inc. N/A 35671DCG8 225000 PA USD 223363.94 0.0210316117 Long DBT CORP US N 2 2028-08-01 Fixed 4.375000000000 N N N N N N GE Capital International Funding Company Unlimited Company 549300G6UZOB126GBY72 36164QNA2 647000 PA USD 617794.48 0.0581705965 Long DBT CORP IE N 2 2035-11-15 Fixed 4.418000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GYN8 405000 PA USD 360430.94 0.0339376337 Long DBT CORP US N 2 2032-10-21 Variable 2.650000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GZM9 1000000 PA USD 905738.86 0.0852830050 Long DBT CORP US N 2 2033-02-24 Variable 3.102000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GZU1 1000000 PA USD 999049.91 0.0940690327 Long DBT CORP US N 2 2028-08-23 Variable 4.482000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BV0 420000 PA USD 391330.32 0.0368470727 Long DBT CORP US N 2 2047-06-15 Fixed 5.500000000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DL1 300000 PA USD 308655.94 0.0290625778 Long DBT CORP US N 2 2032-01-29 Variable 5.631000000000 N N N N N N GINNIE MAE I POOL GN 08/31 FIXED 7 549300M8ZYFG0OCMTT87 36213DG44 550.71 PA USD 561.06 0.0000528286 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 7.000000000000 N N N N N N GINNIE MAE I POOL GN 01/33 FIXED 6.5 549300M8ZYFG0OCMTT87 36213FLD3 2207.55 PA USD 2288.33 0.0002154657 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.500000000000 N N N N N N GINNIE MAE I POOL GN 04/33 FIXED 6 549300M8ZYFG0OCMTT87 36213FQU0 2122.41 PA USD 2181.81 0.0002054359 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.000000000000 N N N N N N GINNIE MAE I POOL GN 11/26 FIXED 4 549300M8ZYFG0OCMTT87 36176WXU0 1326.08 PA USD 1323.64 0.0001246319 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 4.000000000000 N N N N N N GINNIE MAE I POOL GN 04/42 FIXED 3.5 549300M8ZYFG0OCMTT87 36176XKS7 559971.76 PA USD 524480.25 0.0493842693 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.500000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CA5 275000 PA USD 260875.11 0.0245636069 Long DBT CORP US N 2 2030-09-01 Fixed 3.500000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CU1 530000 PA USD 541176.06 0.0509563216 Long DBT CORP US N 2 2034-04-01 Fixed 5.600000000000 N N N N N N GINNIE MAE I POOL GN 01/32 FIXED 6.5 549300M8ZYFG0OCMTT87 36213GV57 2189.32 PA USD 2269.44 0.0002136870 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.500000000000 N N N N N N United States Treasury Note/Bond N/A 91282CPA3 9770000 PA USD 9554754.69 0.8996612909 Long DBT UST US N 2 2030-09-30 Fixed 3.625000000000 N N N N N N United States Treasury Note/Bond N/A 91282CPM7 3212000 PA USD 3115640 0.2933639633 Long DBT UST US N 2 2032-11-30 Fixed 3.750000000000 N N N N N N United States Treasury Note/Bond N/A 91282CPN5 19173000 PA USD 18635257.17 1.7546677090 Long DBT UST US N 2 2030-11-30 Fixed 3.500000000000 N N N N N N United States Treasury Note/Bond N/A 91282CPR6 5430000 PA USD 5302098.03 0.4992375538 Long DBT UST US N 2 2030-12-31 Fixed 3.625000000000 N N N N N N United States Treasury Note/Bond N/A 91282CPW5 4782000 PA USD 4691777.1 0.4417706555 Long DBT UST US N 2 2031-01-31 Fixed 3.750000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119DC0 317000 PA USD 322749.82 0.0303896363 Long DBT CORP US N 2 2055-03-01 Fixed 6.200000000000 N N N N N N Healthpeak OP LLC PZ9HF5U52KPF0MH0QN75 40414LAR0 420000 PA USD 405482.83 0.0381796517 Long DBT CORP US N 2 2029-07-15 Fixed 3.500000000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AH2 695000 PA USD 751309.64 0.0707421826 Long DBT CORP GB N 2 2037-09-15 Fixed 6.500000000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 1050000 PA USD 1046900.81 0.0985746013 Long DBT CORP GB N 2 2029-06-19 Variable 4.583000000000 N N N N N N Humana Inc. N/A 444859CD2 421000 PA USD 421579.05 0.0396952475 Long DBT CORP US N 2 2035-05-01 Fixed 5.550000000000 N N N N N State of Illinois 54930048FV8RWPR02D67 452151LF8 91699.35 PA USD 92638.32 0.0087226845 Long DBT MUN US N 2 2033-06-01 Fixed 5.100000000000 N N N N N N GINNIE MAE II POOL G2 07/45 FIXED 3.5 549300M8ZYFG0OCMTT87 36179RJE0 429239.41 PA USD 398543.68 0.0375262718 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.500000000000 N N N N N N GINNIE MAE II POOL G2 07/45 FIXED 4 549300M8ZYFG0OCMTT87 36179RJF7 200457.74 PA USD 190939.41 0.0179785669 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 4.000000000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CH0 1000000 PA USD 926393.1 0.0872277771 Long DBT CORP GB N 2 2031-06-04 Variable 2.848000000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280EW5 250000 PA USD 252736.85 0.0237973206 Long DBT CORP GB N 2 2031-05-13 Variable 5.240000000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452152GS4 200000.01 PA USD 213770.01 0.0201282617 Long DBT MUN US N 2 2035-07-01 Fixed 7.350000000000 N N N N N N Ingersoll Rand Inc. N/A 45687VAA4 200000 PA USD 202999.37 0.0191141145 Long DBT CORP US N 2 2028-08-14 Fixed 5.400000000000 N N N N N N United States Treasury Note/Bond N/A 91282CPZ8 17926000 PA USD 17489053.75 1.6467429237 Long DBT UST US N 2 2036-02-15 Fixed 4.125000000000 N N N N N N United States Treasury Note/Bond N/A 91282CQB0 4259000 PA USD 4205928.86 0.3960239180 Long DBT UST US N 2 2028-02-29 Fixed 3.375000000000 N N N N N N GINNIE MAE II POOL G2 08/45 FIXED 4 549300M8ZYFG0OCMTT87 36179RLQ0 79274.6 PA USD 75490.19 0.0071080424 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL G2 04/47 FIXED 3 549300M8ZYFG0OCMTT87 36179S2N6 626371.44 PA USD 564096.03 0.0531144314 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.000000000000 N N N N N N GINNIE MAE II POOL G2 07/46 FIXED 3.5 549300M8ZYFG0OCMTT87 36179SGL5 306691.45 PA USD 284060.14 0.0267466744 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.500000000000 N N N N N N GINNIE MAE II POOL G2 02/47 FIXED 3.5 549300M8ZYFG0OCMTT87 36179SWX1 490254.6 PA USD 452894.65 0.0426438772 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.500000000000 N N N N N N Ingersoll Rand Inc. N/A 45687VAB2 220000 PA USD 228750.28 0.0215387814 Long DBT CORP US N 2 2033-08-14 Fixed 5.700000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140BU3 545000 PA USD 474829.25 0.0447092060 Long DBT CORP US N 2 2031-08-12 Fixed 2.000000000000 N N N N N N The Hartford Insurance Group Inc. IU7C3FTM7Y3BQM112U94 416515AS3 170000 PA USD 178993.64 0.0168537712 Long DBT CORP US N 2 2036-10-15 Fixed 5.950000000000 N N N N N N HP Inc. WHKXQACZ14C5XRO8LW03 428236BR3 525000 PA USD 527891.02 0.0497054223 Long DBT CORP US N 2 2041-09-15 Fixed 6.000000000000 N N N N N GINNIE MAE II POOL G2 01/48 FIXED 4 549300M8ZYFG0OCMTT87 36179TQQ1 218410.32 PA USD 207080.74 0.0194984102 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL G2 10/48 FIXED 4.5 549300M8ZYFG0OCMTT87 36179UEA6 214409.39 PA USD 209714.23 0.0197463756 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL G2 04/49 FIXED 4 549300M8ZYFG0OCMTT87 36179UQ54 828784.88 PA USD 783462.45 0.0737696427 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL G2 02/51 FIXED 2 549300M8ZYFG0OCMTT87 36179V7D6 8297059.63 PA USD 6807021.39 0.6409388676 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.000000000000 N N N N N N United States Treasury Note/Bond N/A 91282CQF1 5405000 PA USD 5388109.38 0.5073362527 Long DBT UST US N 2 2033-03-31 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A 91282CQH7 7558000 PA USD 7520800.43 0.7081472254 Long DBT UST US N 2 2028-03-31 Fixed 3.875000000000 N N N N N N GINNIE MAE II POOL G2 02/51 FIXED 2.5 549300M8ZYFG0OCMTT87 36179V7E4 5680523.98 PA USD 4857884.13 0.4574110429 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.500000000000 N N N N N N GINNIE MAE II POOL G2 04/50 FIXED 3.5 549300M8ZYFG0OCMTT87 36179VKM1 554855.15 PA USD 508931.07 0.0479201820 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 3.500000000000 N N N N N N GINNIE MAE II POOL G2 04/50 FIXED 4.5 549300M8ZYFG0OCMTT87 36179VKP4 358515.78 PA USD 350552.93 0.0330075352 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL G2 08/50 FIXED 2.5 549300M8ZYFG0OCMTT87 36179VSG6 2277515.28 PA USD 1946934.85 0.1833204491 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.500000000000 N N N N N N United States Treasury Note/Bond N/A 91282CQJ3 19614000 PA USD 19465362.75 1.8328291984 Long DBT UST US N 2 2029-04-15 Fixed 3.875000000000 N N N N N N United States Treasury Note/Bond N/A 91282CQK0 4788000 PA USD 4719172.5 0.4443501650 Long DBT UST US N 2 2031-04-30 Fixed 3.875000000000 N N N N N N United States Treasury Note/Bond N/A 91282CQN4 3502000 PA USD 3463696.88 0.3261364742 Long DBT UST US N 2 2033-04-30 Fixed 4.125000000000 N N N N N N United States Treasury Note/Bond N/A 91282CQQ7 3725000 PA USD 3705210.94 0.3488770738 Long DBT UST US N 2 2036-05-15 Fixed 4.375000000000 N N N N N N United States Treasury Note/Bond N/A 91282CQU8 4771000 PA USD 4753481.46 0.4475806450 Long DBT UST US N 2 2031-05-31 Fixed 4.125000000000 N N N N N N RTX Corporation I07WOS4YJ0N7YRFE7309 913017BP3 225000 PA USD 242569.42 0.0228399707 Long DBT CORP US N 2 2038-07-15 Fixed 6.125000000000 N N N N N N RTX Corporation I07WOS4YJ0N7YRFE7309 913017CX5 525000 PA USD 455375.27 0.0428774486 Long DBT CORP US N 2 2048-11-16 Fixed 4.625000000000 N N N N N N Valero Energy Corporation 549300XTO5VR8SKV1V74 91913YAE0 270000 PA USD 305207.98 0.0287379231 Long DBT CORP US N 2 2032-04-15 Fixed 7.500000000000 N N N N N N GINNIE MAE II POOL G2 08/50 FIXED 3 549300M8ZYFG0OCMTT87 36179VSH4 2982150.54 PA USD 2654904.25 0.2499817800 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 3.000000000000 N N N N N N GINNIE MAE II POOL G2 11/50 FIXED 2 549300M8ZYFG0OCMTT87 36179VXX3 1034933.25 PA USD 849396.83 0.0799779244 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.000000000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556HAC1 495000 PA USD 319675.66 0.0301001780 Long DBT CORP US N 2 2050-05-19 Fixed 4.950000000000 N N N N N N VICI Properties L.P. N/A 925650AD5 200000 PA USD 198355.56 0.0186768604 Long DBT CORP US N 2 2032-05-15 Fixed 5.125000000000 N N N N N N GINNIE MAE II POOL G2 05/52 FIXED 4 549300M8ZYFG0OCMTT87 36179W5E4 709282.19 PA USD 668056.65 0.0629032066 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL G2 05/51 FIXED 3.5 549300M8ZYFG0OCMTT87 36179WFJ2 1180235.83 PA USD 1081443.95 0.1018271313 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 3.500000000000 N N N N N N GINNIE MAE II POOL G2 07/51 FIXED 3 549300M8ZYFG0OCMTT87 36179WJS8 1732356.6 PA USD 1539008.28 0.1449106985 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.000000000000 N N N N N N GINNIE MAE II POOL G2 08/51 FIXED 2 549300M8ZYFG0OCMTT87 36179WLN6 903845.53 PA USD 741244.8 0.0697944924 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.000000000000 N N N N N N GINNIE MAE II POOL G2 08/51 FIXED 2.5 549300M8ZYFG0OCMTT87 36179WLP1 1097224.49 PA USD 937984.19 0.0883191766 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.500000000000 N N N N N N GINNIE MAE II POOL G2 11/51 FIXED 2.5 549300M8ZYFG0OCMTT87 36179WR26 1688983.81 PA USD 1443333.61 0.1359021158 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.500000000000 N N N N N N GINNIE MAE II POOL G2 01/52 FIXED 3.5 549300M8ZYFG0OCMTT87 36179WVW5 1309259.89 PA USD 1196394.88 0.1126507375 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.500000000000 N N N N N N GINNIE MAE II POOL G2 05/53 FIXED 3 549300M8ZYFG0OCMTT87 36179X2F2 658111.51 PA USD 588053.04 0.0553701873 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 3.000000000000 N N N N N N GINNIE MAE II POOL G2 05/53 FIXED 5 549300M8ZYFG0OCMTT87 36179X2K1 752323.44 PA USD 746264.83 0.0702671709 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL G2 05/53 FIXED 5.5 549300M8ZYFG0OCMTT87 36179X2L9 699584.57 PA USD 709678.88 0.0668222930 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.500000000000 N N N N N N Hewlett Packard Enterprise Company 549300BX44RGX6ANDV88 42824CAX7 425000 PA USD 456403.81 0.0429742944 Long DBT CORP US N 2 2035-10-15 Fixed 6.200000000000 N N N N N The Home Depot Inc. QEKMOTMBBKA8I816DO57 437076AS1 155000 PA USD 165026.56 0.0155386520 Long DBT CORP US N 2 2036-12-16 Fixed 5.875000000000 N N N N N N GINNIE MAE II POOL G2 05/53 FIXED 6 549300M8ZYFG0OCMTT87 36179X2M7 561719.33 PA USD 578394.87 0.0544607886 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 6.000000000000 N N N N N N GINNIE MAE II POOL G2 03/53 FIXED 4 549300M8ZYFG0OCMTT87 36179XVQ6 359262.83 PA USD 337932.35 0.0318192004 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL G2 08/53 FIXED 5 549300M8ZYFG0OCMTT87 36179YDJ0 391215.04 PA USD 387942.25 0.0365280572 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.000000000000 N N N N N N GINNIE MAE I POOL GN 04/32 FIXED 6 549300M8ZYFG0OCMTT87 36201LTM6 6999.04 PA USD 7183.61 0.0006763979 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.000000000000 N N N N N N The Home Depot Inc. QEKMOTMBBKA8I816DO57 437076BH4 310000 PA USD 258919.1 0.0243794319 Long DBT CORP US N 2 2046-04-01 Fixed 4.250000000000 N N N N N N The Home Depot Inc. QEKMOTMBBKA8I816DO57 437076CB6 650000 PA USD 610078.92 0.0574441110 Long DBT CORP US N 2 2030-04-15 Fixed 2.700000000000 N N N N N The Home Depot Inc. QEKMOTMBBKA8I816DO57 437076CF7 645000 PA USD 558771.8 0.0526131099 Long DBT CORP US N 2 2031-03-15 Fixed 1.375000000000 N N N N N N Honda Motor Co. Ltd. 549300P7ZYCQJ36CCS16 438127AF9 300000 PA USD 299950.77 0.0282429121 Long DBT CORP JP N 2 2035-07-08 Fixed 5.337000000000 N N N N N Honeywell Aerospace Inc. N/A 43849RAF2 641000 PA USD 629137.97 0.0592386824 Long DBT CORP US N 2 2033-03-16 Fixed 4.600000000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516BZ8 525000 PA USD 475081.71 0.0447329773 Long DBT CORP US N 2 2030-06-01 Fixed 1.950000000000 N N N N N N Huntington Bancshares Incorporated 549300XTVCVV9I7B5T19 446150BE3 200000 PA USD 202348.28 0.0190528089 Long DBT CORP US N 2 2031-01-15 Variable 5.272000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140HBFK9 734004.3 PA USD 695912.12 0.0655260356 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140HMN59 289364.58 PA USD 281225.07 0.0264797284 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J9ZL8 477732.21 PA USD 439599.05 0.0413919835 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JQQS5 651128.86 PA USD 616320.23 0.0580317833 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QPWS2 407333.96 PA USD 400088.26 0.0376717071 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QRVZ3 781845.71 PA USD 774596.91 0.0729348768 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QRYG2 555406.17 PA USD 579079.03 0.0545252081 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QSA43 410994.49 PA USD 414909.5 0.0390672527 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N Huntington Bancshares Incorporated 549300XTVCVV9I7B5T19 446150BF0 225000 PA USD 229808.77 0.0216384472 Long DBT CORP US N 2 2039-11-18 Variable 6.141000000000 N N N N N N Illinois State Toll Highway Authority 549300ISBFGI8MJJKM98 452252FH7 150000 PA USD 157791.83 0.0148574407 Long DBT MUN US N 2 2034-01-01 Fixed 6.184000000000 N N N N N N Indiana Michigan Power Company JHR9V15J0ZRG02MIRD06 454889AM8 207000 PA USD 218731.65 0.0205954423 Long DBT CORP US N 2 2037-03-15 Fixed 6.050000000000 N N N N N N Indiana Michigan Power Company JHR9V15J0ZRG02MIRD06 454889AS5 400000 PA USD 395015.61 0.0371940741 Long DBT CORP US N 2 2028-05-15 Fixed 3.850000000000 N N N N N N Indonesia Government International Bond N/A 455780CS3 1050000 PA USD 1011199.9 0.0952130575 Long DBT NUSS ID N 2 2030-10-15 Fixed 3.850000000000 N N N N N N TRANE TECHNOLOGIES HOLDCO INC. N/A 45687AAN2 600000 PA USD 499702.46 0.0470512300 Long DBT CORP US N 2 2048-02-21 Fixed 4.300000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140CG3 1030000 PA USD 1041350.52 0.0980519944 Long DBT CORP US N 2 2033-02-10 Fixed 5.200000000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DS4 2000000 PA USD 1746917.84 0.1644871491 Long DBT NUSS US N 2 2031-01-13 Fixed 1.125000000000 N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DX3 500000 PA USD 470328.35 0.0442854081 Long DBT NUSS US N 2 2028-07-20 Fixed 1.125000000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0EH7 1000000 PA USD 997335.05 0.0939075641 Long DBT NUSS US N 2 2028-01-12 Fixed 4.000000000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0ES3 500000 PA USD 504751.68 0.0475266569 Long DBT NUSS US N 2 2030-02-15 Fixed 4.500000000000 N N N N N Intercontinental Exchange Inc. 5493000F4ZO33MV32P92 45866FAF1 440000 PA USD 433682.48 0.0408348882 Long DBT CORP US N 2 2027-09-15 Fixed 3.100000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50076QAR7 40000 PA USD 43836.89 0.0041276154 Long DBT CORP US N 2 2039-01-26 Fixed 6.875000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAB2 107000 PA USD 85596.49 0.0080596364 Long DBT CORP US N 2 2046-06-01 Fixed 4.375000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAT3 290000 PA USD 290068.85 0.0273124454 Long DBT CORP US N 2 2029-01-30 Fixed 4.625000000000 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 501044DG3 300000 PA USD 248380.53 0.0233871361 Long DBT CORP US N 2 2047-02-01 Fixed 4.450000000000 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 501044DV0 300000 PA USD 296036.61 0.0278743607 Long DBT CORP US N 2 2034-09-15 Fixed 5.000000000000 N N N N N N L3Harris Technologies Inc. 549300UTE50ZMDBG8A20 502431AF6 300000 PA USD 283313.45 0.0266763672 Long DBT CORP US N 2 2029-12-15 Fixed 2.900000000000 N N N N N N Laboratory Corporation of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAW2 530000 PA USD 501230.31 0.0471950900 Long DBT CORP US N 2 2029-12-01 Fixed 2.950000000000 N N N N N N Lennar Corporation N/A 526057CD4 315000 PA USD 315535.07 0.0297103063 Long DBT CORP US N 2 2027-11-29 Fixed 4.750000000000 N N N N N N Eli Lilly and Company FRDRIPF3EKNDJ2CQJL29 532457BY3 530000 PA USD 303222.82 0.0285510034 Long DBT CORP US N 2 2050-05-15 Fixed 2.250000000000 N N N N N N Eli Lilly and Company FRDRIPF3EKNDJ2CQJL29 532457CV8 275000 PA USD 277912.91 0.0261678605 Long DBT CORP US N 2 2030-02-12 Fixed 4.750000000000 N N N N N N Eli Lilly and Company FRDRIPF3EKNDJ2CQJL29 532457CX4 200000 PA USD 203140.67 0.0191274191 Long DBT CORP US N 2 2035-02-12 Fixed 5.100000000000 N N N N N N Eli Lilly and Company FRDRIPF3EKNDJ2CQJL29 532457CY2 250000 PA USD 248449.59 0.0233936387 Long DBT CORP US N 2 2055-02-12 Fixed 5.500000000000 N N N N N Lincoln National Corporation EFQMQROEDSNBRIP7LE47 534187BA6 160000 PA USD 174364.59 0.0164179068 Long DBT CORP US N 2 2040-06-15 Fixed 7.000000000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YBE2 994000 PA USD 964656.6 0.0908306105 Long DBT CORP GB N 2 2036-11-04 Variable 4.943000000000 N N N N N N Lockheed Martin Corporation DPRBOZP0K5RM2YE8UU08 539830BD0 425000 PA USD 338258.28 0.0318498895 Long DBT CORP US N 2 2045-03-01 Fixed 3.800000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 155000 PA USD 139891.89 0.0131720094 Long DBT CORP US N 2 2047-03-01 Fixed 5.200000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAS9 420000 PA USD 420903.65 0.0396316529 Long DBT CORP US N 2 2029-02-15 Fixed 4.800000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBV1 315000 PA USD 312629 0.0294366751 Long DBT CORP US N 2 2033-03-01 Fixed 5.000000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBZ2 200000 PA USD 194055.14 0.0182719393 Long DBT CORP US N 2 2055-04-01 Fixed 5.950000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAS5 320000 PA USD 322324.74 0.0303496114 Long DBT CORP US N 2 2028-04-15 Fixed 4.875000000000 N N N N N N Regency Centers L.P. 5493008PTR2GAOYBXW28 75884RBD4 320000 PA USD 321904.47 0.0303100394 Long DBT CORP US N 2 2032-07-15 Fixed 5.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810QQ4 780000 PA USD 747398.43 0.0703739089 Long DBT UST US N 2 2041-05-15 Fixed 4.375000000000 N N N N N N CenterPoint Energy Inc. 21TPXMRRHFKOBHDC8J74 15189TAX5 336000 PA USD 315718.9 0.0297276154 Long DBT CORP US N 2 2030-03-01 Fixed 2.950000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BL7 525000 PA USD 424931.71 0.0400109289 Long DBT CORP US N 2 2047-05-01 Fixed 5.375000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BR4 420000 PA USD 418400.62 0.0393959713 Long DBT CORP US N 2 2029-03-30 Fixed 5.050000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BU7 600000 PA USD 534573.12 0.0503345987 Long DBT CORP US N 2 2031-04-01 Fixed 2.800000000000 N N N N N N CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 05/41 3.1 N/A 168863DS4 675000 PA USD 516037.5 0.0485893127 Long DBT NUSS CL N 2 2041-05-07 Fixed 3.100000000000 N N N N N N United States Treasury Note/Bond N/A 912810RV2 7590000 PA USD 5648027.31 0.5318097330 Long DBT UST US N 2 2047-02-15 Fixed 3.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810SH2 1500000 PA USD 1065292.97 0.1003063794 Long DBT UST US N 2 2049-05-15 Fixed 2.875000000000 N N N N N N United States Treasury Note/Bond N/A 912810SJ8 2000000 PA USD 1243984.38 0.1171316930 Long DBT UST US N 2 2049-08-15 Fixed 2.250000000000 N N N N N N United States Treasury Note/Bond N/A 912810SN9 6025000 PA USD 2867052.76 0.2699573637 Long DBT UST US N 2 2050-05-15 Fixed 1.250000000000 N N N N N N United States Treasury Note/Bond N/A 912810SZ2 12000000 PA USD 6831562.56 0.6432496271 Long DBT UST US N 2 2051-08-15 Fixed 2.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810TC2 6000000 PA USD 4155234.36 0.3912506003 Long DBT UST US N 2 2041-11-15 Fixed 2.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810TK4 3960000 PA USD 3304279.68 0.3111259911 Long DBT UST US N 2 2042-08-15 Fixed 3.375000000000 N N N N N N United States Treasury Note/Bond N/A 912810TL2 6000000 PA USD 5133750 0.4833861572 Long DBT UST US N 2 2052-11-15 Fixed 4.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810TN8 2270000 PA USD 1815290.63 0.1709250279 Long DBT UST US N 2 2053-02-15 Fixed 3.625000000000 N N N N N N United States Treasury Note/Bond N/A 912810TQ1 3030000 PA USD 2684745.71 0.2527916069 Long DBT UST US N 2 2043-02-15 Fixed 3.875000000000 N N N N N N Choice Hotels International Inc. 5493003CYRY5RFGTIR97 169905AG1 200000 PA USD 188698.58 0.0177675737 Long DBT CORP US N 2 2031-01-15 Fixed 3.700000000000 N N N N N N Chubb INA Holdings LLC CZCBJZWDMLTHWJDXU843 171239AM8 300000 PA USD 295824.69 0.0278544066 Long DBT CORP US N 2 2035-08-15 Fixed 4.900000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KA8 500000 PA USD 499190.18 0.0470029945 Long DBT CORP US N 2 2027-09-29 Fixed 4.450000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967ML2 700000 PA USD 649756.03 0.0611800478 Long DBT CORP US N 2 2031-01-29 Variable 2.666000000000 N N N N N N United States Treasury Note/Bond N/A 912810TR9 4050000 PA USD 3236677.74 0.3047606944 Long DBT UST US N 2 2053-05-15 Fixed 3.625000000000 N N N N N N United States Treasury Note/Bond N/A 912810TT5 1725000 PA USD 1506814.44 0.1418793751 Long DBT UST US N 2 2053-08-15 Fixed 4.125000000000 N N N N N N United States Treasury Note/Bond N/A 912810TV0 1410000 PA USD 1364064.85 0.1284382890 Long DBT UST US N 2 2053-11-15 Fixed 4.750000000000 N N N N N N United States Treasury Note/Bond N/A 912810TX6 6660000 PA USD 5942489.03 0.5595358045 Long DBT UST US N 2 2054-02-15 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A 912810TZ1 1910000 PA USD 1818976.56 0.1712720895 Long DBT UST US N 2 2044-02-15 Fixed 4.500000000000 N N N N N N United States Treasury Note/Bond N/A 912810UB2 1500000 PA USD 1449082.04 0.1364433793 Long DBT UST US N 2 2044-05-15 Fixed 4.625000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MY4 745000 PA USD 669745.63 0.0630622384 Long DBT CORP US N 2 2032-05-01 Variable 2.561000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967PL9 865000 PA USD 879733.67 0.0828343955 Long DBT CORP US N 2 2035-06-11 Variable 5.449000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/34 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 31283H4Z5 25040.48 PA USD 25519.54 0.0024028814 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 09/30 FIXED 7.5 S6XOOCT0IEG5ABCC6L87 31283HHG3 81.66 PA USD 84.71 0.0000079762 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 7.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/32 FIXED 7 S6XOOCT0IEG5ABCC6L87 31283HRL1 740.99 PA USD 781.93 0.0000736253 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.000000000000 N N N N N N FREDDIE MAC NON GOLD POOL FH 08/37 FLOATING VAR S6XOOCT0IEG5ABCC6L87 3128JNYP4 68537.29 PA USD 71164.53 0.0067007448 Long ABS-MBS USGSE US N 2 2037-08-01 Floating 6.655000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/45 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3128MAFA2 698512.71 PA USD 652089.56 0.0613997695 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 07/32 FIXED 3 S6XOOCT0IEG5ABCC6L87 3128MFFD5 194087.82 PA USD 188042.04 0.0177057549 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/34 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3128MFV70 288014.03 PA USD 279551.4 0.0263221382 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/33 FIXED 3 S6XOOCT0IEG5ABCC6L87 3128MFVK1 455837.58 PA USD 441129.62 0.0415360997 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.000000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967QH7 735000 PA USD 730904.12 0.0688208296 Long DBT CORP US N 2 2036-09-11 Variable 5.174000000000 N N N N N N Citizens Financial Group Inc. N/A 174610BH7 215000 PA USD 220672.72 0.0207782105 Long DBT CORP US N 2 2032-07-23 Variable 5.718000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/48 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3128MJ5J5 187712.2 PA USD 182490.31 0.0171830124 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 09/35 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3128MJCS7 19160.12 PA USD 19549.63 0.0018407637 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.500000000000 N N N N N N Citizens Financial Group Inc. N/A 174610BJ3 200000 PA USD 202134.52 0.0190326815 Long DBT CORP US N 2 2031-03-05 Variable 5.253000000000 N N N N N N The Coca-Cola Company UWJKFUJFZ02DKWI3RY53 191216CM0 425000 PA USD 397924.66 0.0374679858 Long DBT CORP US N 2 2029-09-06 Fixed 2.125000000000 N N N N N N The Coca-Cola Company UWJKFUJFZ02DKWI3RY53 191216CW8 430000 PA USD 315836.89 0.0297387252 Long DBT CORP US N 2 2040-06-01 Fixed 2.500000000000 N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NAK7 72000 PA USD 76764.91 0.0072280681 Long DBT CORP US N 2 2035-11-15 Fixed 6.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/36 FIXED 6 S6XOOCT0IEG5ABCC6L87 3128MJE63 28461.3 PA USD 29443.08 0.0027723160 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 08/46 FIXED 3 S6XOOCT0IEG5ABCC6L87 3128MJYM6 282434.32 PA USD 253072.17 0.0238288938 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/31 FIXED 2.5 S6XOOCT0IEG5ABCC6L87 3128MMUV3 249767.46 PA USD 240978.59 0.0226901806 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/27 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3128P7D75 1571.58 PA USD 1575.33 0.0001483307 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 5.500000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCE9 545000 PA USD 386496.48 0.0363919256 Long DBT CORP US N 2 2049-11-01 Fixed 3.999000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCG4 1065000 PA USD 746502.5 0.0702895495 Long DBT CORP US N 2 2052-11-01 Fixed 4.049000000000 N N N N N N FREDDIE MAC GOLD POOL FG 07/29 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3128P7ME0 19399.64 PA USD 19362.14 0.0018231099 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 05/31 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3128P7QX4 64404.14 PA USD 64139.78 0.0060393049 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 4.500000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCL3 200000 PA USD 180681.79 0.0170127248 Long DBT CORP US N 2 2038-10-15 Fixed 4.600000000000 N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCZ2 500000 PA USD 321565.41 0.0302781140 Long DBT CORP US N 2 2050-02-01 Fixed 3.450000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/29 FIXED 7 S6XOOCT0IEG5ABCC6L87 31292GZV1 820.23 PA USD 865.54 0.0000814979 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 7.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 02/30 FIXED 8 S6XOOCT0IEG5ABCC6L87 31292HAX2 99.64 PA USD 103.04 0.0000097021 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 8.000000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NDS7 256000 PA USD 145086.1 0.0136610884 Long DBT CORP US N 2 2051-11-01 Fixed 2.887000000000 N N N N N N The Connecticut Light and Power Company N/A 207597EG6 255000 PA USD 215671.65 0.0203073173 Long DBT CORP US N 2 2044-04-15 Fixed 4.300000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/30 FIXED 7.5 S6XOOCT0IEG5ABCC6L87 31292HF33 229.62 PA USD 238.64 0.0000224700 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 7.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 05/31 FIXED 7 S6XOOCT0IEG5ABCC6L87 31292HJU9 90.33 PA USD 95.32 0.0000089752 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 07/31 FIXED 7 S6XOOCT0IEG5ABCC6L87 31292HKL7 132.01 PA USD 139.3 0.0000131163 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 7.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 08/31 FIXED 7 S6XOOCT0IEG5ABCC6L87 31292HKY9 589.79 PA USD 622.37 0.0000586014 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/32 FIXED 7.5 S6XOOCT0IEG5ABCC6L87 31292HQE7 1826.83 PA USD 1918.2 0.0001806148 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 7.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/40 FIXED 4 S6XOOCT0IEG5ABCC6L87 31292K6A0 173032.38 PA USD 167301.58 0.0157528644 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.000000000000 N N N N N N ConocoPhillips Company 6VJJ5GQWIRDQ06DUXG89 20826FAC0 330000 PA USD 276877.19 0.0260703386 Long DBT CORP US N 2 2044-11-15 Fixed 4.300000000000 N N N N N N ConocoPhillips Company 6VJJ5GQWIRDQ06DUXG89 20826FBL9 300000 PA USD 299432.44 0.0281941069 Long DBT CORP US N 2 2035-01-15 Fixed 5.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/39 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 312932C20 23058.2 PA USD 22896.81 0.0021559291 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/39 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3129366F9 43605.75 PA USD 43261.86 0.0040734715 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 09/40 FIXED 4 S6XOOCT0IEG5ABCC6L87 312942NF8 52398.53 PA USD 50726.92 0.0047763703 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.000000000000 N N N N N N Federal Home Loan Banks N/A 3130B2K95 1000000 PA USD 993511.04 0.0935475011 Long DBT USGSE US N 2 2029-08-28 Fixed 4.100000000000 N N N N N N FREDDIE MAC POOL FR 12/36 FIXED 1.5 S6XOOCT0IEG5ABCC6L87 3132CWUG7 1048389.83 PA USD 943007.57 0.0887921705 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 1.500000000000 N N N N N N FREDDIE MAC POOL FR 11/40 FIXED 5 S6XOOCT0IEG5ABCC6L87 3132CX3H3 643687.92 PA USD 648834.08 0.0610932384 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 06/40 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132CXW57 825535.58 PA USD 846489.08 0.0797041351 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 07/35 FIXED 2 S6XOOCT0IEG5ABCC6L87 3132D55M0 450211.38 PA USD 413033.78 0.0388906378 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 2.000000000000 N N N N N N FREDDIE MAC POOL FR 12/39 FIXED 4 S6XOOCT0IEG5ABCC6L87 3132D6HX1 86650.3 PA USD 84486.16 0.0079550894 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC POOL FR 06/49 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3132DM5B7 1907422.77 PA USD 1739910.61 0.1638273589 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 04/51 FIXED 3 S6XOOCT0IEG5ABCC6L87 3132DMUD5 1132633.03 PA USD 997676.86 0.0939397484 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 07/52 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3132DN5W9 2145621.3 PA USD 1960274.59 0.1845764989 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.500000000000 N N N N N N Consolidated Edison Company of New York Inc. VZFZPMWDHTQCFKYOBP05 209111GF4 270000 PA USD 279336.6 0.0263019130 Long DBT CORP US N 2 2034-03-15 Fixed 5.500000000000 N N N N N N Consolidated Edison Company of New York Inc. VZFZPMWDHTQCFKYOBP05 209111GR8 570000 PA USD 573012.48 0.0539539909 Long DBT CORP US N 2 2056-06-15 Fixed 5.875000000000 N N N N N N FREDDIE MAC POOL FR 07/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132DNNQ2 1584419.48 PA USD 1537004.46 0.1447220218 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 04/52 FIXED 2.5 S6XOOCT0IEG5ABCC6L87 3132DNPG2 6349852.33 PA USD 5386815.31 0.5072144051 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N Constellation Brands Inc. 5493005GKEG8QCVY7037 21036PAT5 370000 PA USD 308434.41 0.0290417189 Long DBT CORP US N 2 2047-05-09 Fixed 4.500000000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AD2 185000 PA USD 196456.2 0.0184980195 Long DBT CORP US N 2 2034-01-15 Fixed 6.125000000000 N N N N N N Consumers Energy Company N/A 210518DN3 684000 PA USD 408843.98 0.0384961325 Long DBT CORP US N 2 2052-08-15 Fixed 2.650000000000 N N N N N N Corebridge Financial Inc. N/A 21871XAH2 265000 PA USD 248667.99 0.0234142029 Long DBT CORP US N 2 2032-04-05 Fixed 3.900000000000 N N N N N N Corning Incorporated 549300X2937PB0CJ7I56 219350AW5 200000 PA USD 183026.32 0.0172334822 Long DBT CORP US N 2 2042-03-15 Fixed 4.750000000000 N N N N N N Costco Wholesale Corporation 29DX7H14B9S6O3FD6V18 22160KAP0 525000 PA USD 474443.98 0.0446729296 Long DBT CORP US N 2 2030-04-20 Fixed 1.600000000000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VAY7 645000 PA USD 573088.21 0.0539611215 Long DBT CORP US N 2 2031-07-15 Fixed 2.500000000000 N N N N N DH Europe Finance II Sarl N/A 23291KAJ4 300000 PA USD 240906.01 0.0226833466 Long DBT CORP LU N 2 2039-11-15 Fixed 3.250000000000 N N N N N N D.R. Horton Inc. N/A 23331ABP3 220000 PA USD 211631.72 0.0199269236 Long DBT CORP US N 2 2027-10-15 Fixed 1.400000000000 N N N N N DTE Electric Company N/A 23338VAG1 300000 PA USD 229903.31 0.0216473489 Long DBT CORP US N 2 2047-08-15 Fixed 3.750000000000 N N N N N N DTE Electric Company N/A 23338VAS5 250000 PA USD 255359.62 0.0240442767 Long DBT CORP US N 2 2033-04-01 Fixed 5.200000000000 N N N N N N Deere and Company PWFTNG3EI0Y73OXWDH08 244199BJ3 540000 PA USD 513181.71 0.0483204158 Long DBT CORP US N 2 2030-04-15 Fixed 3.100000000000 N N N N N N FREDDIE MAC POOL FR 03/53 FIXED 6 S6XOOCT0IEG5ABCC6L87 3132DP2K3 944622.77 PA USD 971882.69 0.0915110083 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC POOL FR 04/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DP3N6 1458972.62 PA USD 1474238.14 0.1388120398 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 12/52 FIXED 6 S6XOOCT0IEG5ABCC6L87 3132DPRD2 798410.25 PA USD 823406.16 0.0775306821 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC POOL FR 03/53 FIXED 5 S6XOOCT0IEG5ABCC6L87 3132DPUP1 450056.36 PA USD 445546.17 0.0419519554 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.000000000000 N N N N N N Deere and Company PWFTNG3EI0Y73OXWDH08 244199BM6 304000 PA USD 312479.88 0.0294226342 Long DBT CORP US N 2 2055-01-19 Fixed 5.700000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/34 5.4 N/A 24703DBN0 600000 PA USD 608290.58 0.0572757236 Long DBT CORP US N 2 2034-04-15 Fixed 5.400000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/28 4.75 N/A 24703TAL0 245000 PA USD 245691.81 0.0231339703 Long DBT CORP US N 2 2028-04-01 Fixed 4.750000000000 N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 251526CY3 350000 PA USD 350128.4 0.0329675621 Long DBT CORP US N 2 2035-09-11 Variable 5.403000000000 N N N N N N FREDDIE MAC POOL FR 06/53 FIXED 5 S6XOOCT0IEG5ABCC6L87 3133C6BC2 1741057.68 PA USD 1720427.02 0.1619928134 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371JSC9 66.62 PA USD 69.1 0.0000065064 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371JWB6 814.87 PA USD 859.89 0.0000809659 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371MT23 7407.24 PA USD 7558.23 0.0007116715 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.500000000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 251526DA4 150000 PA USD 151568.52 0.0142714632 Long DBT CORP US N 2 2031-05-09 Variable 5.297000000000 N N N N N N Deutsche Telekom International Finance B.V. N/A 25156PAC7 161000 PA USD 181140.37 0.0170559040 Long DBT CORP NL N 2 2030-06-15 Fixed 8.250000000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 25160PAG2 300000 PA USD 275022.35 0.0258956897 Long DBT CORP US N 2 2033-01-07 Variable 3.742000000000 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179MAU7 885000 PA USD 793159.06 0.0746826608 Long DBT CORP US N 2 2045-06-15 Fixed 5.000000000000 N N N N N N GINNIE MAE I POOL GN 11/32 FIXED 5.5 549300M8ZYFG0OCMTT87 36201UCF9 5413.02 PA USD 5501.32 0.0005179960 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 5.500000000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837BC6 300000 PA USD 289730.51 0.0272805878 Long DBT CORP NL N 2 2033-03-28 Variable 4.252000000000 N N N N N N United States Treasury Note/Bond N/A 91282CMB4 5500000 PA USD 5487324.21 0.5166781715 Long DBT UST US N 2 2027-12-15 Fixed 4.000000000000 N N N N N N United States Treasury Note/Bond N/A 91282CMF5 5200000 PA USD 5205687.5 0.4901596837 Long DBT UST US N 2 2028-01-15 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A 91282CMG3 7013000 PA USD 7028340.94 0.6617779826 Long DBT UST US N 2 2030-01-31 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A 91282CMK4 4338000 PA USD 4365959.75 0.4110921852 Long DBT UST US N 2 2032-01-31 Fixed 4.375000000000 N N N N N N United States Treasury Note/Bond N/A 91282CMN8 7000000 PA USD 7007929.67 0.6598560882 Long DBT UST US N 2 2028-02-15 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A 91282CMS7 7460000 PA USD 7423865.63 0.6990199909 Long DBT UST US N 2 2028-03-15 Fixed 3.875000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140K5FK8 1669486.28 PA USD 1478388.37 0.1392028192 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140KELG1 2581205.26 PA USD 2086258.64 0.1964389670 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140KPKQ5 934488.17 PA USD 856443.83 0.0806414593 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 2.000000000000 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179SAD2 210000 PA USD 239580.42 0.0225585310 Long DBT CORP US N 2 2031-09-30 Fixed 7.875000000000 N N N N N N Diageo Capital Plc N/A 25243YBD0 300000 PA USD 272522.11 0.0256602709 Long DBT CORP GB N 2 2030-04-29 Fixed 2.000000000000 N N N N N N United States Treasury Note/Bond N/A 91282CMU2 5175000 PA USD 5142049.79 0.4841676529 Long DBT UST US N 2 2030-03-31 Fixed 4.000000000000 N N N N N N United States Treasury Note/Bond N/A 91282CMW8 6795000 PA USD 6746691.76 0.6352583206 Long DBT UST US N 2 2028-04-15 Fixed 3.750000000000 N N N N N N Diamondback Energy Inc. 549300R22LSX6OHWEN64 25278XAY5 325000 PA USD 329536.72 0.0310286805 Long DBT CORP US N 2 2030-01-30 Fixed 5.150000000000 N N N N N N Diamondback Energy Inc. 549300R22LSX6OHWEN64 25278XBA6 200000 PA USD 194438.18 0.0183080058 Long DBT CORP US N 2 2054-04-18 Fixed 5.750000000000 N N N N N N Digital Realty Trust L.P. CD4SPTZ3YBTHY0C1AH38 25389JAT3 210000 PA USD 209266.87 0.0197042529 Long DBT CORP US N 2 2028-07-15 Fixed 4.450000000000 N N N N N N Dignity Health N/A 254010AB7 300000 PA USD 260760.38 0.0245528041 Long DBT CORP US N 2 2042-11-01 Fixed 4.500000000000 N N N N N N United States Treasury Note/Bond N/A 91282CMZ1 6605000 PA USD 6533531.85 0.6151875050 Long DBT UST US N 2 2030-04-30 Fixed 3.875000000000 N N N N N N United States Treasury Note/Bond N/A 91282CNA5 5651000 PA USD 5576609.9 0.5250851774 Long DBT UST US N 2 2032-04-30 Fixed 4.000000000000 N N N N N N Capital One National Association 207ALC1P1YM0OVDV0K75 25466AAP6 250000 PA USD 250364.48 0.0235739418 Long DBT CORP US N 2 2028-09-13 Fixed 4.650000000000 N N N N N N The Walt Disney Company N/A 254687DZ6 480000 PA USD 523481.77 0.0492902539 Long DBT CORP US N 2 2034-12-15 Fixed 6.200000000000 N N N N N N The Walt Disney Company N/A 254687FX9 400000 PA USD 369394.42 0.0347816215 Long DBT CORP US N 2 2031-01-13 Fixed 2.650000000000 N N N N N N TWDC Enterprises 18 Corp. 7260JQNI6SCF9FIV2392 25468PDB9 525000 PA USD 434808.77 0.0409409380 Long DBT CORP US N 2 2044-06-01 Fixed 4.125000000000 N N N N N N United States Treasury Note/Bond N/A 91282CNC1 11394000 PA USD 11259586.35 1.0601856687 Long DBT UST US N 2 2035-05-15 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A 91282CND9 9340000 PA USD 9270679.64 0.8729132126 Long DBT UST US N 2 2028-05-15 Fixed 3.750000000000 N N N N N N United States Treasury Note/Bond N/A 91282CNG2 4100000 PA USD 4072292.98 0.3834409651 Long DBT UST US N 2 2030-05-31 Fixed 4.000000000000 N N N N N N United States Treasury Note/Bond N/A 91282CNM9 7285000 PA USD 7243168.15 0.6820057887 Long DBT UST US N 2 2028-07-15 Fixed 3.875000000000 N N N N N N Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 25746UDG1 530000 PA USD 505967.9 0.0476411744 Long DBT CORP US N 2 2030-04-01 Fixed 3.375000000000 N N N N N N The Dow Chemical Company ZQUIP1CSZO8LXRBSOU78 260543BY8 130000 PA USD 168814.19 0.0158952895 Long DBT CORP US N 2 2039-05-15 Fixed 9.400000000000 N N N N N United States Treasury Note/Bond N/A 91282CNR8 11932000 PA USD 11759545.37 1.1072610560 Long DBT UST US N 2 2032-07-31 Fixed 4.000000000000 N N N N N N United States Treasury Note/Bond N/A 91282CNT4 6539000 PA USD 6455729.89 0.6078617898 Long DBT UST US N 2 2035-08-15 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A 91282CNU1 3500000 PA USD 3461718.75 0.3259502165 Long DBT UST US N 2 2028-08-15 Fixed 3.625000000000 N N N N N N United States Treasury Note/Bond N/A 91282CNW7 5000000 PA USD 4892187.5 0.4606409965 Long DBT UST US N 2 2032-08-31 Fixed 3.875000000000 N N N N N N Toyota Motor Credit Corporation Z2VZBHUMB7PWWJ63I008 89236TEM3 530000 PA USD 520349.13 0.0489952893 Long DBT CORP US N 2 2028-01-11 Fixed 3.050000000000 N N N N N N Toyota Motor Credit Corporation Z2VZBHUMB7PWWJ63I008 89236THG3 530000 PA USD 512294.18 0.0482368473 Long DBT CORP US N 2 2027-08-13 Fixed 1.150000000000 N N N N N N Toyota Motor Credit Corporation Z2VZBHUMB7PWWJ63I008 89236TJQ9 730000 PA USD 636443.25 0.0599265365 Long DBT CORP US N 2 2031-09-12 Fixed 1.900000000000 N N N N N N United States Treasury Note/Bond N/A 91282CNX5 12500000 PA USD 12229003.88 1.1514645613 Long DBT UST US N 2 2030-08-31 Fixed 3.625000000000 N N N N N N United States Treasury Note/Bond N/A 91282CNY3 10000000 PA USD 9833593.8 0.9259163609 Long DBT UST US N 2 2028-09-15 Fixed 3.375000000000 N N N N N N TransCanada Pipelines Limited 5BV01I6231JPDAPMGH09 89352HAB5 425000 PA USD 442658.78 0.0416800831 Long DBT CORP CA N 2 2036-03-15 Fixed 5.850000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140KRCZ0 2132825.18 PA USD 1802689.65 0.1697385386 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140MAEB6 8888462.69 PA USD 7200764.06 0.6780130835 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.000000000000 N N N N N N United States Treasury Note/Bond N/A 91282CNZ0 3261000 PA USD 3188773.94 0.3002501448 Long DBT UST US N 2 2032-09-30 Fixed 3.875000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 91324PAR3 350000 PA USD 368162.91 0.0346656643 Long DBT CORP US N 2 2036-03-15 Fixed 5.800000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140MHTC3 3848426.35 PA USD 3406713.21 0.3207709778 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140MYAK8 1649240.42 PA USD 1631390.86 0.1536093029 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.000000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 91324PBW1 60000 PA USD 52212.18 0.0049162201 Long DBT CORP US N 2 2042-03-15 Fixed 4.375000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 91324PDQ2 300000 PA USD 250353.24 0.0235728835 Long DBT CORP US N 2 2048-12-15 Fixed 4.450000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 91324PDZ2 400000 PA USD 255346.88 0.0240430771 Long DBT CORP US N 2 2050-05-15 Fixed 2.900000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 91324PED0 530000 PA USD 474532.42 0.0446812570 Long DBT CORP US N 2 2031-05-15 Fixed 2.300000000000 N N N N N N The Dow Chemical Company ZQUIP1CSZO8LXRBSOU78 260543CG6 420000 PA USD 338711.44 0.0318925583 Long DBT CORP US N 2 2042-11-15 Fixed 4.375000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441CAP0 500000 PA USD 437455.86 0.0411901840 Long DBT CORP US N 2 2045-12-15 Fixed 4.800000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441CBH7 725000 PA USD 666891.92 0.0627935374 Long DBT CORP US N 2 2030-06-01 Fixed 2.450000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441CBU8 630000 PA USD 548245.45 0.0516219647 Long DBT CORP US N 2 2052-08-15 Fixed 5.000000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441CBZ7 500000 PA USD 521213.96 0.0490767204 Long DBT CORP US N 2 2033-09-15 Fixed 5.750000000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAB0 300000 PA USD 317836.42 0.0299269979 Long DBT CORP US N 2 2038-01-15 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QDZH0 2910567.52 PA USD 2463685.1 0.2319768732 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QEBH4 1577885.97 PA USD 1335620.67 0.1257600279 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.500000000000 N N N N N N Duke Energy Progress NC Storm Funding II LL N/A 26443NAA7 500000 PA USD 488410.98 0.0459880412 Long DBT CORP US N 2 2046-01-01 Fixed 4.890000000000 N N N N N N Eastman Chemical Company FDPVHDGJ1IQZFK9KH630 277432AP5 520000 PA USD 444464.55 0.0418501117 Long DBT CORP US N 2 2044-10-15 Fixed 4.650000000000 N N N N N N Eaton Corporation 0NZWDMRCE180888QQE14 278062AG9 500000 PA USD 493354.5 0.0464535156 Long DBT CORP US N 2 2027-09-15 Fixed 3.103000000000 N N N N N N Eaton Capital Unlimited Company N/A 27806HAA9 340000 PA USD 338136.65 0.0318384370 Long DBT CORP IE N 2 2030-05-09 Fixed 4.450000000000 N N N N N N Ecolab Inc. 82DYEISM090VG8LTLS26 278865BN9 516000 PA USD 314556.65 0.0296181797 Long DBT CORP US N 2 2051-12-15 Fixed 2.700000000000 N N N N N N Ovintiv Inc. N/A 292505AD6 290000 PA USD 309779.92 0.0291684100 Long DBT CORP US N 2 2034-08-15 Fixed 6.500000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 91324PER9 700000 PA USD 718346.89 0.0676384597 Long DBT CORP US N 2 2033-02-15 Fixed 5.350000000000 N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 91324PFR8 250000 PA USD 257625.37 0.0242576163 Long DBT CORP US N 2 2055-06-15 Fixed 5.950000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAJ4 335000 PA USD 287108.93 0.0270337438 Long DBT CORP CA N 2 2044-06-10 Fixed 4.500000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAR6 300000 PA USD 297951.81 0.0280546931 Long DBT CORP CA N 2 2027-07-15 Fixed 3.700000000000 N N N N N N Ventas Realty Limited Partnership 32SXKSJ72K64GM3HOU64 92277GAW7 200000 PA USD 177919.85 0.0167526647 Long DBT CORP US N 2 2031-09-01 Fixed 2.500000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCX0 1335000 PA USD 1101364.77 0.1037028456 Long DBT CORP US N 2 2048-09-15 Fixed 4.522000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QFKK4 832500.66 PA USD 781331.42 0.0735689881 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QHJA4 1480417.6 PA USD 1141836.77 0.1075136281 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 1.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QL6V3 7788362.62 PA USD 6602289.23 0.6216615962 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QLWY8 2345889.25 PA USD 2061238.81 0.1940831375 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.000000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBR5 525000 PA USD 542090.05 0.0510423815 Long DBT CORP CA N 2 2033-03-08 Fixed 5.700000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RAR0 250000 PA USD 264165.47 0.0248734222 Long DBT CORP US N 2 2042-02-01 Fixed 6.500000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 370000 PA USD 367661.59 0.0346184608 Long DBT CORP US N 2 2045-12-15 Fixed 6.125000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 455000 PA USD 438163.88 0.0412568501 Long DBT CORP US N 2 2030-05-15 Fixed 3.750000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VEU4 535000 PA USD 525031.17 0.0494361431 Long DBT CORP US N 2 2029-12-03 Fixed 4.016000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFU3 500000 PA USD 305734.03 0.0287874551 Long DBT CORP US N 2 2050-11-20 Fixed 2.875000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QMH80 11708710.42 PA USD 9555037.16 0.8996878879 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QMPF5 972950.96 PA USD 874543.59 0.0823457054 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 1.500000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFX7 200000 PA USD 176591.05 0.0166275469 Long DBT CORP US N 2 2030-10-30 Fixed 1.680000000000 N N N N N N Verisk Analytics Inc. 549300I1YSWNIRKBWP67 92345YAF3 600000 PA USD 592384.91 0.0557780697 Long DBT CORP US N 2 2029-03-15 Fixed 4.125000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QNNU2 140913.2 PA USD 114465.53 0.0107779017 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QNQU9 926860.2 PA USD 817291.33 0.0769549190 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.000000000000 N N N N N N VICI Properties L.P. N/A 925650AK9 170000 PA USD 170072 0.0160137230 Long DBT CORP US N 2 2035-04-01 Fixed 5.625000000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FG4 190000 PA USD 248276.2 0.0233773125 Long DBT CORP US N 2 2038-11-15 Fixed 8.875000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QNUV2 1821958.75 PA USD 1551898.19 0.1461243930 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QPFQ5 2811873.3 PA USD 2644199.05 0.2489737945 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QPJA6 1473153.17 PA USD 1386228.59 0.1305251933 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QPPS0 214323.14 PA USD 207105.64 0.0195007547 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QPSB4 916139.92 PA USD 836141.48 0.0787298207 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QPSD0 515477.75 PA USD 469015.83 0.0441618232 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QSPA3 870730.54 PA USD 842496.41 0.0793281913 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QSQC8 958782.16 PA USD 967315.99 0.0910810147 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.500000000000 N N N N N N Entergy Texas Inc. LWXX58X12AJXISQ28573 29365TAK0 730000 PA USD 639014 0.0601685945 Long DBT CORP US N 2 2031-03-15 Fixed 1.750000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 293791AF6 130000 PA USD 144416.16 0.0135980078 Long DBT CORP US N 2 2033-03-01 Fixed 6.875000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAW3 325000 PA USD 300318.86 0.0282775709 Long DBT CORP US N 2 2042-08-15 Fixed 4.850000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VCA9 700000 PA USD 463586.68 0.0436506226 Long DBT CORP US N 2 2052-02-15 Fixed 3.200000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QUG59 1647142.34 PA USD 1633286.58 0.1537878010 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QVMK7 1569537.5 PA USD 1556334.55 0.1465421139 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.000000000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GJ7 270000 PA USD 227871.89 0.0214560735 Long DBT CORP US N 2 2052-05-15 Fixed 4.625000000000 N N N N N N Visa Inc. 549300JZ4OKEHW3DPJ59 92826CAF9 488000 PA USD 418478.35 0.0394032903 Long DBT CORP US N 2 2045-12-14 Fixed 4.300000000000 N N N N N N Targa Resources Partners LP / Targa Resources Partners Finance Corp N/A 87612BBU5 500000 PA USD 474153.23 0.0446455530 Long DBT CORP US N 2 2032-01-15 Fixed 4.000000000000 N N N N N N Target Corporation 8WDDFXB5T1Z6J0XC1L66 87612EBG0 520000 PA USD 406965.56 0.0383192633 Long DBT CORP US N 2 2047-11-15 Fixed 3.900000000000 N N N N N N Visa Inc. 549300JZ4OKEHW3DPJ59 92826CAM4 635000 PA USD 583768.49 0.0549667606 Long DBT CORP US N 2 2030-04-15 Fixed 2.050000000000 N N N N N N VMware LLC 549300BUDHS3LRWBE814 928563AK1 435000 PA USD 411534.93 0.0387495083 Long DBT CORP US N 2 2028-08-15 Fixed 1.800000000000 N N N N N N Vodafone Group Public Limited Company N/A 92857WAQ3 330000 PA USD 348819.63 0.0328443303 Long DBT CORP GB N 2 2037-02-27 Fixed 6.150000000000 N N N N N Vulcan Materials Company 549300Q8LSNHAVWBNI21 929160AZ2 330000 PA USD 315706.15 0.0297264149 Long DBT CORP US N 2 2030-06-01 Fixed 3.500000000000 N N N N N N WRKCo Inc. 549300JEB576INN13W07 92940PAD6 265000 PA USD 266057.64 0.0250515861 Long DBT CORP US N 2 2029-03-15 Fixed 4.900000000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142EC3 520000 PA USD 425927.98 0.0401047362 Long DBT CORP US N 2 2048-06-29 Fixed 4.050000000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142EN9 640000 PA USD 623551.65 0.0587126829 Long DBT CORP US N 2 2029-07-08 Fixed 3.250000000000 N N N N N N Waste Management Inc. 549300YX8JIID70NFS41 94106LBM0 320000 PA USD 191563.43 0.0180373236 Long DBT CORP US N 2 2050-11-15 Fixed 2.500000000000 N N N N N N Waste Management Inc. 549300YX8JIID70NFS41 94106LBY4 200000 PA USD 202783.91 0.0190938271 Long DBT CORP US N 2 2031-07-03 Fixed 4.950000000000 N N N N N N Waste Management Inc. 549300YX8JIID70NFS41 94106LCE7 275000 PA USD 274369.59 0.0258342268 Long DBT CORP US N 2 2035-03-15 Fixed 4.950000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VCG6 200000 PA USD 198466.06 0.0186872649 Long DBT CORP US N 2 2035-02-15 Fixed 4.950000000000 N N N N N N Equifax Inc. 5493004MCF8JDC86VS77 294429AS4 855000 PA USD 802468.78 0.0755592500 Long DBT CORP US N 2 2030-05-15 Fixed 3.100000000000 N N N N N N Equinix Inc. 549300EVUN2BTLJ3GT74 29444UBH8 400000 PA USD 360622.42 0.0339556632 Long DBT CORP US N 2 2030-07-15 Fixed 2.150000000000 N N N N N Essex Portfolio L.P. 5493003GN3O58H286O74 29717PAU1 215000 PA USD 202931.21 0.0191076967 Long DBT CORP US N 2 2030-01-15 Fixed 3.000000000000 N N N N N N The Estee Lauder Companies Inc. 549300VFZ8XJ9NUPU221 29736RAQ3 635000 PA USD 591717.37 0.0557152151 Long DBT CORP US N 2 2030-04-15 Fixed 2.600000000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785DV5 1000000 PA USD 1031612.28 0.0971350564 Long DBT NUSS LU N 2 2036-02-15 Fixed 4.875000000000 N N N N N N Telefonica Europe B.V. N/A 879385AD4 380000 PA USD 426621.5 0.0401700370 Long DBT CORP NL N 2 2030-09-15 Fixed 8.250000000000 N N N N N N Telefonica Emisiones S.A N/A 87938WAC7 230000 PA USD 254272.11 0.0239418784 Long DBT CORP ES N 2 2036-06-20 Fixed 7.045000000000 N N N N N N Texas Instruments Incorporated WDJNR2L6D8RWOEB8T652 882508BF0 235000 PA USD 205577.57 0.0193568739 Long DBT CORP US N 2 2039-03-15 Fixed 3.875000000000 N N N N N N Texas Instruments Incorporated WDJNR2L6D8RWOEB8T652 882508CK8 200000 PA USD 199949.07 0.0188269029 Long DBT CORP US N 2 2030-05-23 Fixed 4.500000000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAF5 330000 PA USD 326759.97 0.0307672259 Long DBT CORP US N 2 2029-04-01 Fixed 4.250000000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 30161MAG8 160000 PA USD 168863.04 0.0158998892 Long DBT CORP US N 2 2039-10-01 Fixed 6.250000000000 N N N N N N State of Texas 549300X9CH74QB747L76 882722KF7 243700.41 PA USD 246935.34 0.0232510592 Long DBT MUN US N 2 2039-04-01 Fixed 5.517000000000 N N N N N N TEXAS DEPARTMENT OF TRANSPORTA TXSTRN 04/30 FIXED 5.178 N/A 88283LHU3 310000 PA USD 316262.47 0.0297787972 Long DBT MUN US N 2 2030-04-01 Fixed 5.178000000000 N N N N N N Exelon Corporation 3SOUA6IRML7435B56G12 30161NAQ4 225000 PA USD 218668.95 0.0205895385 Long DBT CORP US N 2 2035-06-15 Fixed 4.950000000000 N N N N N Exelon Corporation 3SOUA6IRML7435B56G12 30161NAS0 350000 PA USD 319440.86 0.0300780696 Long DBT CORP US N 2 2045-06-15 Fixed 5.100000000000 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 883556CL4 400000 PA USD 351597.65 0.0331059044 Long DBT CORP US N 2 2031-10-15 Fixed 2.000000000000 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 883556CY6 225000 PA USD 222433.04 0.0209439596 Long DBT CORP US N 2 2043-08-10 Fixed 5.404000000000 N N N N N N 3M Company LUZQVYP4VS22CLWDAR65 88579YBR1 520000 PA USD 525791.26 0.0495077120 Long DBT CORP US N 2 2035-03-15 Fixed 5.150000000000 N N N N N Time Warner Cable Enterprises LLC N/A 88731EAJ9 570000 PA USD 631768.62 0.0594863804 Long DBT CORP US N 2 2033-07-15 Fixed 8.375000000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89114TZJ4 830000 PA USD 734396.87 0.0691497016 Long DBT CORP CA N 2 2031-09-10 Fixed 2.000000000000 N N N N N N Global Payments Inc. 549300NOMHGVQBX6S778 891906AF6 425000 PA USD 421139.28 0.0396538394 Long DBT CORP US N 2 2028-06-01 Fixed 4.450000000000 N N N N N N Toyota Auto Receivables 2023-B Owner Trust N/A 891941AE6 1250000 PA USD 1253508.63 0.1180284820 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.660000000000 N N N N N N The Travelers Companies Inc. 549300Y650407RU8B149 89417EAN9 300000 PA USD 239775.95 0.0225769418 Long DBT CORP US N 2 2048-03-07 Fixed 4.050000000000 N N N N N N The Travelers Companies Inc. 549300Y650407RU8B149 89417EAT6 300000 PA USD 299228.96 0.0281749476 Long DBT CORP US N 2 2035-07-24 Fixed 5.050000000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAC6 525000 PA USD 507039.66 0.0477420897 Long DBT CORP US N 2 2027-08-03 Fixed 1.125000000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAR3 525000 PA USD 533758.94 0.0502579368 Long DBT CORP US N 2 2030-01-24 Variable 5.435000000000 N N N N N N Trustees of Dartmouth College N/A 89837RAE2 500000 PA USD 496532.38 0.0467527400 Long DBT CORP US N 2 2030-06-01 Fixed 4.273000000000 N N N N N N Tyson Foods Inc. WD6L6041MNRW1JE49D58 902494BK8 425000 PA USD 421522.12 0.0396898871 Long DBT CORP US N 2 2029-03-01 Fixed 4.350000000000 N N N N N N Uber Technologies Inc. N/A 90353TAN0 535000 PA USD 528753.34 0.0497866170 Long DBT CORP US N 2 2030-01-15 Fixed 4.300000000000 N N N N N Exelon Corporation 3SOUA6IRML7435B56G12 30161NBR1 200000 PA USD 202667.87 0.0190829010 Long DBT CORP US N 2 2031-03-15 Fixed 5.125000000000 N N N N N N Expedia Group Inc. N/A 30212PAR6 300000 PA USD 284926.73 0.0268282712 Long DBT CORP US N 2 2030-02-15 Fixed 3.250000000000 N N N N N N Evernorth Health Inc. 5493003UA6VMND084504 30219GAG3 330000 PA USD 326228.63 0.0307171958 Long DBT CORP US N 2 2041-11-15 Fixed 6.125000000000 N N N N N N Meta Platforms Inc. BQ4BKCS1HXDV9HN80Z93 30303MAK8 420000 PA USD 418075.74 0.0393653811 Long DBT CORP US N 2 2056-05-15 Fixed 6.300000000000 N N N N N N Lowe`s Companies Inc. WAFCR4OKGSC504WU3E95 548661DR5 600000 PA USD 585993.68 0.0551762811 Long DBT CORP US N 2 2029-04-05 Fixed 3.650000000000 N N N N N N Lowe`s Companies Inc. WAFCR4OKGSC504WU3E95 548661EH6 550000 PA USD 521296.2 0.0490844640 Long DBT CORP US N 2 2032-04-01 Fixed 3.750000000000 N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818EM6 343000 PA USD 258060.5 0.0242985875 Long DBT CORP US N 2 2051-10-01 Fixed 3.799000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818FS2 800000 PA USD 549974.81 0.0517847986 Long DBT CORP US N 2 2071-04-06 Fixed 3.799000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818GB8 530000 PA USD 525329.24 0.0494642089 Long DBT CORP US N 2 2033-01-20 Fixed 4.500000000000 N N N N N United Airlines 2016-2 Class AA Pass Through Trust N/A 90932EAA1 174241.41 PA USD 167722.39 0.0157924873 Long DBT CORP US N 2 2028-10-07 Fixed 2.875000000000 N N N N N N MandT Bank Corporation N/A 55261FAQ7 100000 PA USD 99929.96 0.0094092543 Long DBT CORP US N 2 2028-08-16 Variable 4.553000000000 N N N N N N MandT Bank Corporation N/A 55261FAR5 125000 PA USD 123933.45 0.0116693867 Long DBT CORP US N 2 2034-01-27 Variable 5.053000000000 N N N N N N Mexico Government International Bond N/A 91086QAV0 930000 PA USD 900705 0.0848090243 Long DBT NUSS MX N 2 2040-01-11 Fixed 6.050000000000 N N N N N N Mexico Government International Bond N/A 91087BAE0 2000000 PA USD 1975300 0.1859912688 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.750000000000 N N N N N N MandT Bank Corporation N/A 55261FAY0 124000 PA USD 124991.52 0.0117690130 Long DBT CORP US N 2 2031-07-08 Variable 5.179000000000 N N N N N N Marsh and McLennan Companies Inc. 549300XMP3KDCKJXIU47 571748BJ0 265000 PA USD 235730.75 0.0221960519 Long DBT CORP US N 2 2049-03-15 Fixed 4.900000000000 N N N N N N United Parcel Service Inc. D01LMJZU09ULLNCY6Z23 911312BR6 435000 PA USD 423724.56 0.0398972655 Long DBT CORP US N 2 2029-03-15 Fixed 3.400000000000 N N N N N N United Parcel Service Inc. D01LMJZU09ULLNCY6Z23 911312CK0 200000 PA USD 204329.19 0.0192393284 Long DBT CORP US N 2 2055-05-14 Fixed 5.950000000000 N N N N N Marsh and McLennan Companies Inc. 549300XMP3KDCKJXIU47 571748BP6 250000 PA USD 221287.7 0.0208361161 Long DBT CORP US N 2 2031-12-15 Fixed 2.375000000000 N N N N N N Marriott International Inc. 225YDZ14ZO8E1TXUSU86 571903BX0 524000 PA USD 523930.83 0.0493325367 Long DBT CORP US N 2 2035-10-15 Fixed 5.250000000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJN1 630000 PA USD 656873.51 0.0618502190 Long DBT CORP US N 2 2034-06-12 Variable 5.836000000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJQ4 630000 PA USD 640705.31 0.0603278457 Long DBT CORP US N 2 2030-01-23 Variable 5.384000000000 N N N N N N Exxon Mobil Corporation J3WHBG0MTS7O8ZVMDC91 30231GAY8 425000 PA USD 336090.66 0.0316457896 Long DBT CORP US N 2 2039-08-16 Fixed 2.995000000000 N N N N N N Meta Platforms Inc. BQ4BKCS1HXDV9HN80Z93 30303M8L9 250000 PA USD 251254.34 0.0236577297 Long DBT CORP US N 2 2028-05-15 Fixed 4.600000000000 N N N N N Meta Platforms Inc. BQ4BKCS1HXDV9HN80Z93 30303MAE2 551000 PA USD 499292.31 0.0470126109 Long DBT CORP US N 2 2055-11-15 Fixed 5.625000000000 N N N N N N GINNIE MAE II POOL G2 08/48 FIXED 4 549300M8ZYFG0OCMTT87 36179T7K5 458038.1 PA USD 433562.65 0.0408236052 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810QB7 3860000 PA USD 3728820.29 0.3511000946 Long DBT UST US N 2 2039-05-15 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A 912810QE1 5000000 PA USD 4971289.05 0.4680890791 Long DBT UST US N 2 2040-02-15 Fixed 4.625000000000 N N N N N N GINNIE MAE II POOL G2 06/47 FIXED 3 549300M8ZYFG0OCMTT87 36179TAJ4 383976.1 PA USD 345800.24 0.0325600291 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.000000000000 N N N N N N GINNIE MAE II POOL G2 09/47 FIXED 3 549300M8ZYFG0OCMTT87 36179TG33 1475237.21 PA USD 1327182.4 0.1249654931 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.000000000000 N N N N N N GINNIE MAE II POOL G2 09/47 FIXED 4 549300M8ZYFG0OCMTT87 36179TG58 299349.92 PA USD 284289.51 0.0267682715 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.000000000000 N N N N N N Salesforce Inc. RCGZFPDMRW58VJ54VR07 79466LAK0 445000 PA USD 303840.66 0.0286091783 Long DBT CORP US N 2 2041-07-15 Fixed 2.700000000000 N N N N N N United States Treasury Note/Bond N/A 912810QN1 2000000 PA USD 2000468.76 0.1883611213 Long DBT UST US N 2 2041-02-15 Fixed 4.750000000000 N N N N N N United States Treasury Note/Bond N/A 912810SA7 6700000 PA USD 4932613.3 0.4644474288 Long DBT UST US N 2 2048-02-15 Fixed 3.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810SD1 1750000 PA USD 1282080.08 0.1207187267 Long DBT UST US N 2 2048-08-15 Fixed 3.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810SF6 3000000 PA USD 2187187.5 0.2059422762 Long DBT UST US N 2 2049-02-15 Fixed 3.000000000000 N N N N N N San Diego Gas and Electric Company KNIRVXKVNJJ4P8OTMS63 797440BJ2 202000 PA USD 214579.92 0.0202045216 Long DBT CORP US N 2 2037-09-15 Fixed 6.125000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KAP1 250000 PA USD 249723.93 0.0235136286 Long DBT CORP US N 2 2027-07-13 Fixed 4.400000000000 N N N N N N The Charles Schwab Corporation N/A 808513AU9 330000 PA USD 324098.95 0.0305166683 Long DBT CORP US N 2 2028-01-25 Fixed 3.200000000000 N N N N N N Elevance Health Inc. 8MYN82XMYQH89CTMTH67 94973VBK2 150000 PA USD 130483.34 0.0122861145 Long DBT CORP US N 2 2044-08-15 Fixed 4.650000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2J1 2035000 PA USD 1884032.22 0.1773976323 Long DBT CORP US N 2 2031-02-11 Variable 2.572000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2Q5 1600000 PA USD 1221858.08 0.1150483140 Long DBT CORP US N 2 2041-04-30 Variable 3.068000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2U6 1035000 PA USD 951419.26 0.0895842026 Long DBT CORP US N 2 2033-03-02 Variable 3.350000000000 N N N N N N Welltower OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAL8 325000 PA USD 299071.05 0.0281600790 Long DBT CORP US N 2 2031-01-15 Fixed 2.750000000000 N N N N N N Welltower OP LLC T6IZ0MBEG5ACZDTR7D06 95041AAG3 250000 PA USD 250950.13 0.0236290858 Long DBT CORP US N 2 2035-07-01 Fixed 5.125000000000 N N N N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 961214FW8 500000 PA USD 504115.39 0.0474667448 Long DBT CORP AU N 2 2035-11-20 Variable 5.618000000000 N N N N N N Berry Global Inc. 549300AP2Q7ERHX6RI89 08576PAL5 280000 PA USD 284177.98 0.0267577700 Long DBT CORP US N 2 2028-04-15 Fixed 5.500000000000 N N N N N N Biogen Inc. W8J5WZB5IY3K0NDQT671 09062XAK9 591000 PA USD 389075.46 0.0366347585 Long DBT CORP US N 2 2051-02-15 Fixed 3.250000000000 N N N N N N Blackstone Private Credit Fund N/A 09261HBN6 315000 PA USD 315115.72 0.0296708209 Long DBT CORP US N 2 2029-07-16 Fixed 5.950000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023AE5 90000 PA USD 105017.25 0.0098882659 Long DBT CORP US N 2 2031-09-15 Fixed 8.750000000000 N N N N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 961214GC1 300000 PA USD 299042.99 0.0281574369 Long DBT CORP AU N 2 2030-07-01 Fixed 4.354000000000 N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 969457BX7 425000 PA USD 403430.31 0.0379863895 Long DBT CORP US N 2 2030-11-15 Fixed 3.500000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CN3 440000 PA USD 413980.83 0.0389798106 Long DBT CORP US N 2 2030-02-01 Fixed 2.950000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CQ6 400000 PA USD 291835.67 0.0274788065 Long DBT CORP US N 2 2050-02-01 Fixed 3.750000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CU7 200000 PA USD 200572.95 0.0188856465 Long DBT CORP US N 2 2027-05-01 Fixed 5.040000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CW3 645000 PA USD 637237.86 0.0600013558 Long DBT CORP US N 2 2050-05-01 Fixed 5.805000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 969457CS7 150000 PA USD 149642.03 0.0140900679 Long DBT CORP US N 2 2035-09-30 Fixed 5.300000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 96949LAC9 420000 PA USD 382135.35 0.0359812882 Long DBT CORP US N 2 2045-09-15 Fixed 5.100000000000 N N N N N N Boston Properties Limited Partnership BVHHEFJI6SHNOKQT2572 10112RBE3 520000 PA USD 452874.78 0.0426420062 Long DBT CORP US N 2 2032-04-01 Fixed 2.550000000000 N N N N N N Boston Scientific Corporation Y6ZDD9FP4P8JSSJMW954 101137AS6 50000 PA USD 49712.17 0.0046808230 Long DBT CORP US N 2 2028-03-01 Fixed 4.000000000000 N N N N N N Boston Scientific Corporation Y6ZDD9FP4P8JSSJMW954 101137BA4 525000 PA USD 487402.06 0.0458930429 Long DBT CORP US N 2 2030-06-01 Fixed 2.650000000000 N N N N N N BP Capital Markets America Inc. N/A 10373QBV1 525000 PA USD 522667.74 0.0492136061 Long DBT CORP US N 2 2033-09-11 Fixed 4.893000000000 N N N N N BP Capital Markets America Inc. N/A 10373QBY5 525000 PA USD 529692.59 0.0498750554 Long DBT CORP US N 2 2027-11-17 Fixed 5.017000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122AU2 545000 PA USD 413282.66 0.0389140719 Long DBT CORP US N 2 2042-08-01 Fixed 3.250000000000 N N N N N N Wisconsin Electric Power Company N/A 976656CN6 220000 PA USD 220544.96 0.0207661808 Long DBT CORP US N 2 2032-09-30 Fixed 4.750000000000 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98388MAD9 630000 PA USD 618689.21 0.0582548429 Long DBT CORP US N 2 2032-06-01 Fixed 4.600000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122DL9 300000 PA USD 256317.91 0.0241345078 Long DBT CORP US N 2 2048-02-20 Fixed 4.550000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122EH7 420000 PA USD 428318.28 0.0403298032 Long DBT CORP US N 2 2034-02-22 Fixed 5.200000000000 N N N N N Yale University N/A 98459LAD5 100000 PA USD 100707.12 0.0094824305 Long DBT CORP US N 2 2032-04-15 Fixed 4.701000000000 N N N N N N Zimmer Biomet Holdings Inc. 2P2YLDVPES3BXQ1FRB91 98956PBB7 400000 PA USD 405384.93 0.0381704336 Long DBT CORP US N 2 2030-02-19 Fixed 5.050000000000 N N N N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 98978VAS2 330000 PA USD 298537.04 0.0281097974 Long DBT CORP US N 2 2030-05-15 Fixed 2.000000000000 N N N N N N British Telecommunications Limited 549300OWFMSO9NYV4H90 111021AE1 205000 PA USD 242249.4 0.0228098381 Long DBT CORP GB N 2 2030-12-15 Fixed 9.625000000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAH6 500000 PA USD 492598.44 0.0463823262 Long DBT CORP US N 2 2029-05-15 Fixed 4.125000000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAN3 290000 PA USD 291664.65 0.0274627035 Long DBT CORP US N 2 2032-04-01 Fixed 5.200000000000 N N N N N N Broadcom Inc. N/A 11135FAS0 700000 PA USD 678015.36 0.0638409037 Long DBT CORP US N 2 2032-11-15 Fixed 4.300000000000 N N N N N N Broadcom Inc. N/A 11135FBP5 600000 PA USD 509676.34 0.0479903555 Long DBT CORP US N 2 2035-11-15 Fixed 3.137000000000 N N N N N N Broadcom Inc. N/A 11135FCD1 400000 PA USD 391486.18 0.0368617483 Long DBT CORP US N 2 2034-10-15 Fixed 4.800000000000 N N N N N N Broadcom Inc. N/A 11135FCR0 800000 PA USD 695413.88 0.0654791221 Long DBT CORP US N 2 2033-02-15 Fixed 2.600000000000 N N N N N Carvana Auto Receivables Trust 2024-P2 N/A 14688PAD6 1000000 PA USD 1009564.8 0.0950590989 Long ABS-O CORP US N 2 2030-06-10 Fixed 5.210000000000 N N N N N N Caterpillar Inc. WRJR7GS4GTRECRRTVX92 149123CH2 560000 PA USD 524937.73 0.0494273449 Long DBT CORP US N 2 2030-04-09 Fixed 2.600000000000 N N N N N N Caterpillar Inc. WRJR7GS4GTRECRRTVX92 149123CJ8 425000 PA USD 299613.64 0.0282111685 Long DBT CORP US N 2 2050-04-09 Fixed 3.250000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAR2 290000 PA USD 288477.07 0.0271625658 Long DBT CORP US N 2 2027-12-15 Fixed 4.250000000000 N N N N N N Cenovus Energy Inc. N/A 15135UAR0 300000 PA USD 277293.75 0.0261095613 Long DBT CORP CA N 2 2047-06-15 Fixed 5.400000000000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 04686JAH4 250000 PA USD 230331.69 0.0216876845 Long DBT CORP US N 2 2054-04-01 Fixed 6.250000000000 N N N N N N Automatic Data Processing Inc. HGBOLILQXWER4SAL2I23 053015AH6 545000 PA USD 531082.01 0.0500058811 Long DBT CORP US N 2 2034-09-09 Fixed 4.450000000000 N N N N N N AvalonBay Communities Inc. K9G90K85RBWD2LAGQX17 053484AB7 420000 PA USD 367144.14 0.0345697385 Long DBT CORP US N 2 2032-01-15 Fixed 2.050000000000 N N N N N N Avery Dennison Corporation 549300PW7VPFCYKLIV37 053611AK5 400000 PA USD 370084.28 0.0348465776 Long DBT CORP US N 2 2030-04-30 Fixed 2.650000000000 N N N N N N FREDDIE MAC GOLD POOL FG 07/35 FIXED 5 S6XOOCT0IEG5ABCC6L87 3128K64H0 33571.02 PA USD 33756.26 0.0031784385 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/35 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3128LXC32 47146.82 PA USD 46873.71 0.0044135578 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/36 FIXED 5 S6XOOCT0IEG5ABCC6L87 3128LXS92 13982.99 PA USD 14062.24 0.0013240793 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/36 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3128LXTD2 24166.74 PA USD 24692.86 0.0023250425 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.500000000000 N N N N N N Chevron U.S.A. Inc. N/A 166756BJ4 300000 PA USD 298257.87 0.0280835112 Long DBT CORP US N 2 2030-10-15 Fixed 4.300000000000 N N N N N N Cisco Systems Inc. N/A 17275RAD4 80000 PA USD 84862.75 0.0079905485 Long DBT CORP US N 2 2039-02-15 Fixed 5.900000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/36 FIXED 6 S6XOOCT0IEG5ABCC6L87 3128LXUE8 25672.17 PA USD 26548.24 0.0024997422 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 09/37 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3128M43K7 19469.22 PA USD 19888.76 0.0018726956 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL G2 02/54 FIXED 5.5 549300M8ZYFG0OCMTT87 36179YRH9 552289.49 PA USD 558403.11 0.0525783946 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL G2 02/54 FIXED 6 549300M8ZYFG0OCMTT87 36179YRJ5 946387.52 PA USD 974186.8 0.0917279598 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 6.000000000000 N N N N N N GINNIE MAE II POOL G2 10/54 FIXED 5 549300M8ZYFG0OCMTT87 36180AB93 866179.13 PA USD 855684.76 0.0805699864 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 5.000000000000 N N N N N N Cisco Systems Inc. N/A 17275RBY7 250000 PA USD 253099.19 0.0238314380 Long DBT CORP US N 2 2032-02-24 Fixed 4.950000000000 N N N N N N Raymond James Financial Inc. RGUZHJ05YTITL6D76949 754730AF6 525000 PA USD 468977.91 0.0441582527 Long DBT CORP US N 2 2046-07-15 Fixed 4.950000000000 N N N N N N RTX Corporation I07WOS4YJ0N7YRFE7309 75513ECV1 500000 PA USD 527621.25 0.0496800211 Long DBT CORP US N 2 2031-03-15 Fixed 6.000000000000 N N N N N N Realty Income Corporation 549300CUWDAUZSH43859 756109AX2 200000 PA USD 188078.47 0.0177091851 Long DBT CORP US N 2 2031-01-15 Fixed 3.250000000000 N N N N N N Regal Rexnord Corporation QH78R09VCJGQKPBPYU33 758750AM5 310000 PA USD 316528.05 0.0298038038 Long DBT CORP US N 2 2028-04-15 Fixed 6.050000000000 N N N N N N Regeneron Pharmaceuticals Inc. 549300RCBFWIRX3HYQ56 75886FAF4 1050000 PA USD 639340.35 0.0601993231 Long DBT CORP US N 2 2050-09-15 Fixed 2.800000000000 N N N N N N GINNIE MAE I POOL GN 01/43 FIXED 3.5 549300M8ZYFG0OCMTT87 36180CYU7 1027154.8 PA USD 960820.01 0.0904693630 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.500000000000 N N N N N N GINNIE MAE I POOL GN 08/43 FIXED 3 549300M8ZYFG0OCMTT87 36181LT73 355860.38 PA USD 323850.77 0.0304933001 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.000000000000 N N N N N N Republic Services Inc. NKNQHM6BLECKVOQP7O46 760759BA7 415000 PA USD 359569.68 0.0338565388 Long DBT CORP US N 2 2033-03-15 Fixed 2.375000000000 N N N N N N Rio Tinto Finance (USA) Limited N/A 767201AL0 250000 PA USD 245749 0.0231393552 Long DBT CORP AU N 2 2040-11-02 Fixed 5.200000000000 N N N N N N FREDDIE MAC GOLD POOL FG 08/37 FIXED 6.5 S6XOOCT0IEG5ABCC6L87 3128M4ZM8 4676.99 PA USD 4897.99 0.0004611874 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/38 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3128M5NM8 17486.37 PA USD 17867.19 0.0016823477 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.500000000000 N N N N N N Rio Tinto Finance (USA) PLC N/A 76720AAD8 285000 PA USD 263188.79 0.0247814595 Long DBT CORP GB N 2 2042-03-22 Fixed 4.750000000000 N N N N N N Rogers Communications Inc. N/A 775109CJ8 735000 PA USD 622960.56 0.0586570268 Long DBT CORP CA N 2 2042-03-15 Fixed 4.500000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A 361841AL3 630000 PA USD 632952.81 0.0595978820 Long DBT CORP US N 2 2029-01-15 Fixed 5.300000000000 N N N N N N GINNIE MAE II POOL G2 04/45 FIXED 3.5 549300M8ZYFG0OCMTT87 36184SPN4 254913.54 PA USD 235634.45 0.0221869844 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.500000000000 N N N N N N GINNIE MAE II POOL G2 02/55 FIXED 5.5 549300M8ZYFG0OCMTT87 3618N5GP8 1077680.69 PA USD 1086158.27 0.1022710245 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL G2 03/55 FIXED 6 549300M8ZYFG0OCMTT87 3618N5JE0 262899.03 PA USD 269409.65 0.0253672063 Long ABS-MBS USGA US N 2 2055-03-20 Fixed 6.000000000000 N N N N N N Roper Technologies Inc. N/A 776743AF3 500000 PA USD 496033.01 0.0467057201 Long DBT CORP US N 2 2028-09-15 Fixed 4.200000000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016EYH4 850000 PA USD 758605.37 0.0714291375 Long DBT CORP CA N 2 2031-11-03 Fixed 2.300000000000 N N N N N N GINNIE MAE II POOL G2 06/55 FIXED 6 549300M8ZYFG0OCMTT87 3618N5PK9 790128.35 PA USD 808337.65 0.0761118540 Long ABS-MBS USGA US N 2 2055-06-20 Fixed 6.000000000000 N N N N N N GINNIE MAE I POOL GN 04/33 FIXED 5.5 549300M8ZYFG0OCMTT87 36200MFY4 2173.48 PA USD 2210.77 0.0002081628 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.500000000000 N N N N N N GINNIE MAE I POOL GN 10/33 FIXED 5 549300M8ZYFG0OCMTT87 36200MWW9 2634.38 PA USD 2648.76 0.0002494032 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.000000000000 N N N N N N GINNIE MAE I POOL GN 05/32 FIXED 7 549300M8ZYFG0OCMTT87 36200Q6R0 820.09 PA USD 838.64 0.0000789651 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 7.000000000000 N N N N N N GINNIE MAE I POOL GN 05/32 FIXED 6.5 549300M8ZYFG0OCMTT87 36200Q7M0 763.79 PA USD 791.74 0.0000745490 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.500000000000 N N N N N N GINNIE MAE I POOL GN 07/34 FIXED 6 549300M8ZYFG0OCMTT87 36200R2R2 2408.74 PA USD 2482.95 0.0002337908 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.000000000000 N N N N N N GINNIE MAE I POOL GN 03/33 FIXED 5.5 549300M8ZYFG0OCMTT87 36201CYE8 3692.29 PA USD 3752.52 0.0003533316 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL G2 07/39 FIXED 4.5 549300M8ZYFG0OCMTT87 36202E7G8 74987 PA USD 73880.27 0.0069564548 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/38 FIXED 6 S6XOOCT0IEG5ABCC6L87 3128M5Q52 5860.52 PA USD 6075.36 0.0005720467 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/37 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3128M6AR9 18980.64 PA USD 19379.54 0.0018247483 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 08/38 FIXED 6.5 S6XOOCT0IEG5ABCC6L87 3128M6M62 11404.38 PA USD 11953.16 0.0011254915 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/36 FIXED 5 S6XOOCT0IEG5ABCC6L87 3128M6PR3 14946.27 PA USD 15029.1 0.0014151174 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL G2 07/35 FIXED 4.5 549300M8ZYFG0OCMTT87 36202EEF2 3939.07 PA USD 3894.72 0.0003667210 Long ABS-MBS USGA US N 2 2035-07-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL G2 02/37 FIXED 5.5 549300M8ZYFG0OCMTT87 36202EMA4 14696.98 PA USD 14959.55 0.0014085687 Long ABS-MBS USGA US N 2 2037-02-20 Fixed 5.500000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AW5 1060000 PA USD 1030785.9 0.0970572457 Long DBT CORP US N 2 2029-04-23 Fixed 3.450000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475CD5 320000 PA USD 321731.26 0.0302937302 Long DBT CORP US N 2 2031-05-13 Variable 4.899000000000 N N N N N FREDDIE MAC GOLD POOL FG 10/38 FIXED 6 S6XOOCT0IEG5ABCC6L87 3128M6YH5 21448.62 PA USD 22266.57 0.0020965866 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/39 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3128M7CW4 16136.62 PA USD 16495.32 0.0015531745 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 05/39 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3128M7L61 50913 PA USD 50518.76 0.0047567702 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 09/39 FIXED 5 S6XOOCT0IEG5ABCC6L87 3128M7TS5 24072.21 PA USD 24213.8 0.0022799349 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.000000000000 N N N N N N Prologis L.P. GL16H1DHB0QSHP25F723 74340XCF6 250000 PA USD 236927.11 0.0223086993 Long DBT CORP US N 2 2053-06-15 Fixed 5.250000000000 N N N N N N Prologis L.P. GL16H1DHB0QSHP25F723 74340XCH2 290000 PA USD 292014.62 0.0274956562 Long DBT CORP US N 2 2034-01-15 Fixed 5.125000000000 N N N N N N FREDDIE MAC GOLD POOL FG 02/30 FIXED 7 S6XOOCT0IEG5ABCC6L87 31294DAF8 964.91 PA USD 1018.22 0.0000958741 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 7.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 08/33 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 31296K5E9 4948.43 PA USD 4923.88 0.0004636251 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.500000000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016FZW7 300000 PA USD 302138.32 0.0284488885 Long DBT CORP CA N 2 2028-01-12 Fixed 4.900000000000 N N N N N N Royalty Pharma plc N/A 78081BAU7 200000 PA USD 198157.34 0.0186581963 Long DBT CORP US N 2 2035-09-25 Fixed 5.200000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/33 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 31296N6S1 1701.65 PA USD 1693.32 0.0001594405 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 05/31 FIXED 7 S6XOOCT0IEG5ABCC6L87 31298NJZ9 493.37 PA USD 520.63 0.0000490217 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.000000000000 N N N N N N SandP Global Inc. Y6X4K52KMJMZE7I7MY94 78409VBK9 640000 PA USD 580265.1 0.0546368866 Long DBT CORP US N 2 2032-03-01 Fixed 2.900000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2021 E A1A 144A N/A 78450MAA0 520016.04 PA USD 492695.91 0.0463915038 Long ABS-O CORP US N 2 2051-02-15 Fixed 1.680000000000 N N N N N N The Charles Schwab Corporation N/A 808513CE3 320000 PA USD 334374.82 0.0314842287 Long DBT CORP US N 2 2034-05-19 Variable 5.853000000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BG3 200000 PA USD 196256.38 0.0184792047 Long DBT CORP US N 2 2028-02-01 Fixed 3.400000000000 N N N N N N FREDDIE MAC POOL FR 08/50 FIXED 3 S6XOOCT0IEG5ABCC6L87 3133KJXK3 1006580.85 PA USD 880667.55 0.0829223283 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 10/50 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3133KKG86 897508.75 PA USD 870019.04 0.0819196806 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 4.500000000000 N N N N N N Shell Finance US Inc. N/A 822905AA3 1000000 PA USD 850844.19 0.0801142057 Long DBT CORP US N 2 2045-05-11 Fixed 4.375000000000 N N N N N N Shell Finance US Inc. N/A 822905AT2 130000 PA USD 142070.05 0.0133771016 Long DBT CORP US N 2 2038-12-15 Fixed 6.375000000000 N N N N N N The Sherwin-Williams Company Z15BMIOX8DDH0X2OBP21 824348BW5 311000 PA USD 311845.39 0.0293628916 Long DBT CORP US N 2 2035-08-15 Fixed 5.150000000000 N N N N N N Simon Property Group L.P. MR92GTD0MJTTTTQDVG45 828807DC8 530000 PA USD 525245.23 0.0494562987 Long DBT CORP US N 2 2027-06-15 Fixed 3.375000000000 N N N N N N Simon Property Group L.P. MR92GTD0MJTTTTQDVG45 828807EA1 250000 PA USD 250502.34 0.0235869225 Long DBT CORP US N 2 2035-10-01 Fixed 5.125000000000 N N N N N Solventum Corporation N/A 83444MAQ4 300000 PA USD 307101.35 0.0289161999 Long DBT CORP US N 2 2031-03-13 Fixed 5.450000000000 N N N N N N Solventum Corporation N/A 83444MAR2 100000 PA USD 102344.43 0.0096365972 Long DBT CORP US N 2 2034-03-23 Fixed 5.600000000000 N N N N N N Dominion Energy South Carolina Inc. 3QRVFYR22IUIEOORTK28 837004CG3 395000 PA USD 352380.81 0.0331796456 Long DBT CORP US N 2 2043-06-15 Fixed 4.600000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400FA6 130000 PA USD 128122.89 0.0120638581 Long DBT CORP US N 2 2035-07-15 Fixed 5.350000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400GU1 755000 PA USD 685052.93 0.0645035507 Long DBT CORP US N 2 2030-06-01 Fixed 2.250000000000 N N N N N N FREDDIE MAC POOL FR 03/51 FIXED 1.5 S6XOOCT0IEG5ABCC6L87 3133KLHG5 3285944.81 PA USD 2535455.39 0.2387346555 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 1.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371MWJ2 31617.18 PA USD 32650.63 0.0030743341 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371NGL3 2348.63 PA USD 2357.42 0.0002219711 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31384VYZ9 115.28 PA USD 119.41 0.0000112435 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 8.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31385HSH6 867.75 PA USD 915.69 0.0000862200 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416TML0 58274.43 PA USD 56496.36 0.0053196120 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416TYE3 32698.38 PA USD 32847.04 0.0030928277 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417BZ91 47822.72 PA USD 46082.13 0.0043390239 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.000000000000 N N N N N N Southern California Gas Company XY0N0J73VHV5F4CUJV89 842434CX8 430000 PA USD 456338.67 0.0429681609 Long DBT CORP US N 2 2052-11-15 Fixed 6.350000000000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 842587CX3 420000 PA USD 351029.25 0.0330523847 Long DBT CORP US N 2 2046-07-01 Fixed 4.400000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417FQ92 1786224.38 PA USD 1673895.16 0.1576114437 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.500000000000 N N N N N N Sumitomo Mitsui Financial Group Inc. N/A 86562MAR1 760000 PA USD 753049.64 0.0709060183 Long DBT CORP JP N 2 2027-07-12 Fixed 3.364000000000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 842587DE4 310000 PA USD 299543.73 0.0282045858 Long DBT CORP US N 2 2030-04-30 Fixed 3.700000000000 N N N N N The Southern Company 549300FC3G3YU2FBZD92 842587DT1 300000 PA USD 310781.99 0.0292627634 Long DBT CORP US N 2 2034-03-15 Fixed 5.700000000000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BK3 520000 PA USD 522137.3 0.0491636607 Long DBT CORP US N 2 2027-06-15 Fixed 5.125000000000 N N N N N N Stanley Black and Decker Inc. 549300DJ09SMTO561131 854502AH4 100000 PA USD 99241.45 0.0093444253 Long DBT CORP US N 2 2028-11-15 Fixed 4.250000000000 N N N N N N Stanley Black and Decker Inc. 549300DJ09SMTO561131 854502AN1 330000 PA USD 195178.51 0.0183777141 Long DBT CORP US N 2 2050-11-15 Fixed 2.750000000000 N N N N N N Starbucks Corporation OQSJ1DU9TAOC51A47K68 855244AT6 315000 PA USD 306403.35 0.0288504773 Long DBT CORP US N 2 2029-08-15 Fixed 3.550000000000 N N N N N N State Street Corporation 549300ZFEEJ2IP5VME73 857477CC5 740000 PA USD 747820.67 0.0704136664 Long DBT CORP US N 2 2034-05-18 Variable 5.159000000000 N N N N N Stryker Corporation 5493002F0SC4JTBU5137 863667AJ0 370000 PA USD 325961.07 0.0306920027 Long DBT CORP US N 2 2046-03-15 Fixed 4.625000000000 N N N N N N Sumitomo Mitsui Financial Group Inc. N/A 86562MCW8 350000 PA USD 360227.18 0.0339184480 Long DBT CORP JP N 2 2030-01-13 Fixed 5.710000000000 N N N N N N Sumitomo Mitsui Financial Group Inc. N/A 86562MDP2 375000 PA USD 384313.06 0.0361863381 Long DBT CORP JP N 2 2034-07-09 Fixed 5.558000000000 N N N N N N Sysco Corporation 5RGWIFLMGH3YS7KWI652 871829BN6 1000000 PA USD 1063774.78 0.1001634289 Long DBT CORP US N 2 2050-04-01 Fixed 6.600000000000 N N N N N N Sysco Corporation 5RGWIFLMGH3YS7KWI652 871829BV8 50000 PA USD 50222.36 0.0047288617 Long DBT CORP US N 2 2035-03-23 Fixed 5.400000000000 N N N N N N Martin Marietta Materials Inc. N/A 573284AW6 300000 PA USD 267100.49 0.0251497793 Long DBT CORP US N 2 2031-07-15 Fixed 2.400000000000 N N N N N N Mastercard Incorporated AR5L2ODV9HN37376R084 57636QAU8 385000 PA USD 340049.48 0.0320185462 Long DBT CORP US N 2 2031-11-18 Fixed 2.000000000000 N N N N N N McDonald's Corporation UE2136O97NLB5BYP9H04 58013MFX7 550000 PA USD 557390.34 0.0524830337 Long DBT CORP US N 2 2029-05-17 Fixed 5.000000000000 N N N N N N The TJX Companies Inc. V167QI9I69W364E2DY52 872540AT6 400000 PA USD 390611.93 0.0367794302 Long DBT CORP US N 2 2030-04-15 Fixed 3.875000000000 N N N N N N The TJX Companies Inc. V167QI9I69W364E2DY52 872540AU3 530000 PA USD 453877.23 0.0427363954 Long DBT CORP US N 2 2050-04-15 Fixed 4.500000000000 N N N N N N McDonald's Corporation UE2136O97NLB5BYP9H04 58013MGA6 500000 PA USD 497860.18 0.0468777637 Long DBT CORP US N 2 2035-03-03 Fixed 4.950000000000 N N N N N N Mondelez International Inc. 549300DV9GIB88LZ5P30 609207AP0 300000 PA USD 239554.58 0.0225560980 Long DBT CORP US N 2 2048-05-07 Fixed 4.625000000000 N N N N N N United States Treasury Note/Bond N/A 912810RY6 3000000 PA USD 2120859.36 0.1996969186 Long DBT UST US N 2 2047-08-15 Fixed 2.750000000000 N N N N N N Toll Brothers Finance Corp. N/A 88947EAU4 200000 PA USD 194174.21 0.0182831508 Long DBT CORP US N 2 2029-11-01 Fixed 3.800000000000 N N N N N N United States Treasury Note/Bond N/A 912810UP1 9715000 PA USD 9242911.72 0.8702986272 Long DBT UST US N 2 2055-11-15 Fixed 4.625000000000 N N N N N N United States Treasury Note/Bond N/A 912810UQ9 1756000 PA USD 1686583.13 0.1588061238 Long DBT UST US N 2 2045-11-15 Fixed 4.625000000000 N N N N N N United States Treasury Note/Bond N/A 912810UR7 2081000 PA USD 2021496.41 0.1903410531 Long DBT UST US N 2 2056-02-15 Fixed 4.750000000000 N N N N N N United States Treasury Note/Bond N/A 912810UT3 3411000 PA USD 3274027.03 0.3082774472 Long DBT UST US N 2 2046-02-15 Fixed 4.625000000000 N N N N N N United States Treasury Note/Bond N/A 912810UU0 1381000 PA USD 1395673.13 0.1314144769 Long DBT UST US N 2 2056-05-15 Fixed 5.000000000000 N N N N N N United States Treasury Note/Bond N/A 9128284N7 4800000 PA USD 4689187.49 0.4415268217 Long DBT UST US N 2 2028-05-15 Fixed 2.875000000000 N N N N N N United States Treasury Note/Bond N/A 91282CFL0 8500000 PA USD 8422968.75 0.7930940338 Long DBT UST US N 2 2029-09-30 Fixed 3.875000000000 N N N N N N United States Treasury Note/Bond N/A 91282CFM8 6113000 PA USD 6111328.46 0.5754334705 Long DBT UST US N 2 2027-09-30 Fixed 4.125000000000 N N N N N N United States Treasury Note/Bond N/A 91282CFT3 9000000 PA USD 8950429.71 0.8427589622 Long DBT UST US N 2 2029-10-31 Fixed 4.000000000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSC 2021 L5 A4 N/A 61691YAJ0 2000000 PA USD 1809707.2 0.1703993005 Long ABS-MBS CORP US N 2 2054-05-15 Fixed 2.728000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEV3 1050000 PA USD 1072329.58 0.1009689359 Long DBT CORP US N 2 2028-10-18 Variable 6.296000000000 N N N N N N United States Treasury Note/Bond N/A 91282CFU0 10000000 PA USD 9994140.6 0.9410332055 Long DBT UST US N 2 2027-10-31 Fixed 4.125000000000 N N N N N N United States Treasury Note/Bond N/A 91282CFV8 4485000 PA USD 4444705.06 0.4185067248 Long DBT UST US N 2 2032-11-15 Fixed 4.125000000000 N N N N N N United States Treasury Note/Bond N/A 91282CJJ1 20400000 PA USD 20604796.82 1.9401165919 Long DBT UST US N 2 2033-11-15 Fixed 4.500000000000 N N N N N N United States Treasury Note/Bond N/A 91282CJN2 7275000 PA USD 7308533.24 0.6881604670 Long DBT UST US N 2 2028-11-30 Fixed 4.375000000000 N N N N N N United States Treasury Note/Bond N/A 91282CJR3 7800000 PA USD 7722609.34 0.7271492480 Long DBT UST US N 2 2028-12-31 Fixed 3.750000000000 N N N N N N United States Treasury Note/Bond N/A 91282CJW2 4245000 PA USD 4226759.74 0.3979853222 Long DBT UST US N 2 2029-01-31 Fixed 4.000000000000 N N N N N N United States Treasury Note/Bond N/A 91282CKG5 3000000 PA USD 2996484.36 0.2821444480 Long DBT UST US N 2 2029-03-31 Fixed 4.125000000000 N N N N N N United States Treasury Note/Bond N/A 91282CKN0 4163000 PA USD 4237478.65 0.3989945986 Long DBT UST US N 2 2031-04-30 Fixed 4.625000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFD2 1000000 PA USD 1007882.13 0.0949006612 Long DBT CORP US N 2 2029-04-20 Variable 5.164000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFT7 485000 PA USD 487335.3 0.0458867568 Long DBT CORP US N 2 2035-07-19 Variable 5.320000000000 N N N N N N Motorola Solutions Inc. 6S552MUG6KGJVEBSEC55 620076BN8 175000 PA USD 174497.68 0.0164304384 Long DBT CORP US N 2 2029-05-23 Fixed 4.600000000000 N N N N N N Motorola Solutions Inc. 6S552MUG6KGJVEBSEC55 620076BZ1 175000 PA USD 177162.05 0.0166813114 Long DBT CORP US N 2 2034-04-15 Fixed 5.400000000000 N N N N N N NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 05/30 3.4 N/A 62954HAY4 520000 PA USD 495296.37 0.0466363592 Long DBT CORP NL N 2 2030-05-01 Fixed 3.400000000000 N N N N N N Nasdaq Inc. 549300L8X1Q78ERXFD06 63111XAD3 500000 PA USD 439193.15 0.0413537646 Long DBT CORP US N 2 2031-01-15 Fixed 1.650000000000 N N N N N United States Treasury Note/Bond N/A 91282CKP5 6000000 PA USD 6071718.72 0.5717038772 Long DBT UST US N 2 2029-04-30 Fixed 4.625000000000 N N N N N N United States Treasury Note/Bond N/A 91282CKU4 5550000 PA USD 5649509.78 0.5319493202 Long DBT UST US N 2 2031-05-31 Fixed 4.625000000000 N N N N N N United States Treasury Note/Bond N/A 91282CLR0 13301000 PA USD 13279697.65 1.2503963020 Long DBT UST US N 2 2029-10-31 Fixed 4.125000000000 N N N N N N United States Treasury Note/Bond N/A 91282CLX7 15200000 PA USD 15190500 1.4303145693 Long DBT UST US N 2 2027-11-15 Fixed 4.125000000000 N N N N N N United States Treasury Note/Bond N/A 91282CMA6 6200000 PA USD 6190312.5 0.5828704886 Long DBT UST US N 2 2029-11-30 Fixed 4.125000000000 N N N N N N JH COLLATERAL N/A N/A 2055880.67 NS USD 20557573.18 1.9356700852 Long STIV RF US N 1 N N National Rural Utilities Cooperative Finance Corporation 4NYF266XZC35SCTGX023 637432MS1 740000 PA USD 707540.28 0.0666209256 Long DBT CORP US N 2 2032-11-01 Fixed 4.023000000000 N N N N N N NatWest Group plc N/A 639057AN8 210000 PA USD 217766.27 0.0205045435 Long DBT CORP GB N 2 2035-03-01 Variable 5.778000000000 N N N N N N NatWest Group plc N/A 639057AS7 315000 PA USD 315934.62 0.0297479273 Long DBT CORP GB N 2 2030-08-15 Variable 4.964000000000 N N N N N N NatWest Group plc N/A 639057AV0 300000 PA USD 301754.3 0.0284127298 Long DBT CORP GB N 2 2031-05-23 Variable 5.115000000000 N N N N N N Baxter International Inc. J5OIVXX3P24RJRW5CK77 071813BY4 530000 PA USD 512079.77 0.0482166588 Long DBT CORP US N 2 2030-04-01 Fixed 3.950000000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024PY2 50000 PA USD 56021 0.0052748529 Long DBT MUN US N 2 2050-10-01 Fixed 6.907000000000 N N N N N N New Jersey Turnpike Authority 5493005YN67D71KSMI84 646139X83 90000 PA USD 102703.16 0.0096703746 Long DBT MUN US N 2 2041-01-01 Fixed 7.102000000000 N N N N N N NEW YORK CITY TRANSITIONAL FIN NYCGEN 05/38 FIXED 5.588 N/A 64972JUT3 500000 PA USD 516511 0.0486338967 Long DBT MUN US N 2 2038-05-01 Fixed 5.588000000000 N N N N N N Berkshire Hathaway Energy Company 549300JD0S5IZJE9LY15 084659AF8 680000 PA USD 582099.33 0.0548095950 Long DBT CORP US N 2 2045-02-01 Fixed 4.500000000000 N N N N N N Berkshire Hathaway Finance Corporation N/A 084664BU4 630000 PA USD 562841.3 0.0529962879 Long DBT CORP US N 2 2042-05-15 Fixed 4.400000000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990FMT8 310000 PA USD 314876.83 0.0296483274 Long DBT MUN US N 2 2039-03-15 Fixed 5.628000000000 N N N N N N Empire State Development Corporation 54930039Y2EMGXN6LM88 650035TD0 200000 PA USD 203933.62 0.0192020821 Long DBT MUN US N 2 2039-03-15 Fixed 5.770000000000 N N N N N N Cardinal Health Inc. CCU46N3GJMF4OK4N7U60 14149YBN7 525000 PA USD 531105.52 0.0500080947 Long DBT CORP US N 2 2029-02-15 Fixed 5.125000000000 N N N N N N CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022 4 A4 N/A 14318UAE1 858301.27 PA USD 861262.24 0.0810951535 Long ABS-O CORP US N 2 2028-07-17 Fixed 5.700000000000 N N N N N N Carrier Global Corporation N/A 14448CAP9 215000 PA USD 212586.1 0.0200167865 Long DBT CORP US N 2 2027-02-15 Fixed 2.493000000000 N N N N N N Carrier Global Corporation N/A 14448CAS3 170000 PA USD 123757.24 0.0116527951 Long DBT CORP US N 2 2050-04-05 Fixed 3.577000000000 N N N N N N McKesson Corporation 549300WZWOM80UCFSF54 581557BX2 220000 PA USD 221897.31 0.0208935160 Long DBT CORP US N 2 2032-05-30 Fixed 4.950000000000 N N N N N N Medtronic Inc. D56MRZY2INAN94ZONZ37 585055BT2 530000 PA USD 509270.93 0.0479521827 Long DBT CORP US N 2 2035-03-15 Fixed 4.375000000000 N N N N N N Merck Sharp and Dohme LLC N/A 589331AD9 540000 PA USD 556599.48 0.0524085676 Long DBT CORP US N 2 2028-03-01 Fixed 6.400000000000 N N N N N N Merck and Co. Inc. 4YV9Y5M8S0BRK1RP0397 58933YBE4 350000 PA USD 308889.43 0.0290845629 Long DBT CORP US N 2 2031-12-10 Fixed 2.150000000000 N N N N N N NEWMONT CORP / NEWCREST FINANC COMPANY GUAR 03/34 5.35 N/A 65163LAR0 250000 PA USD 256516.28 0.0241531860 Long DBT CORP US N 2 2034-03-15 Fixed 5.350000000000 N N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 65339KBZ2 730000 PA USD 643788.88 0.0606181900 Long DBT CORP US N 2 2032-01-15 Fixed 2.440000000000 N N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 65339KCQ1 725000 PA USD 658423.55 0.0619961684 Long DBT CORP US N 2 2053-02-28 Fixed 5.250000000000 N N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 65339KCV0 220000 PA USD 208617.65 0.0196431233 Long DBT CORP US N 2 2054-03-15 Fixed 5.550000000000 N N N N N N Merck and Co. Inc. 4YV9Y5M8S0BRK1RP0397 58933YBM6 250000 PA USD 227776.3 0.0214470729 Long DBT CORP US N 2 2053-05-17 Fixed 5.000000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 59023VAA8 480000 PA USD 573210.69 0.0539726540 Long DBT CORP US N 2 2038-05-14 Fixed 7.750000000000 N N N N N N NIKE Inc. 787RXPR0UX0O0XUXPZ81 654106AK9 250000 PA USD 235716.41 0.0221947017 Long DBT CORP US N 2 2030-03-27 Fixed 2.850000000000 N N N N N N NiSource Inc. N/A 65473PAP0 950000 PA USD 975758.5 0.0918759487 Long DBT CORP US N 2 2033-06-30 Fixed 5.400000000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BS0 200000 PA USD 198825.6 0.0187211186 Long DBT CORP US N 2 2030-05-01 Fixed 4.400000000000 N N N N N N Nucor Corporation 549300GGJCRSI2TIEJ46 670346AS4 300000 PA USD 279343.37 0.0263025504 Long DBT CORP US N 2 2030-06-01 Fixed 2.700000000000 N N N N N N NVIDIA Corporation 549300S4KLFTLO7GSQ80 67066GAN4 425000 PA USD 379150.48 0.0357002374 Long DBT CORP US N 2 2031-06-15 Fixed 2.000000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599ED3 274000 PA USD 289868.16 0.0272935488 Long DBT CORP US N 2 2030-09-01 Fixed 6.625000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599EK7 100000 PA USD 101998 0.0096039778 Long DBT CORP US N 2 2032-01-01 Fixed 5.375000000000 N N N N N N Oklahoma Development Finance Authority 549300PXGPHUWC32DJ91 6789084D3 500000 PA USD 471342.6 0.0443809083 Long DBT MUN US N 2 2045-11-01 Fixed 4.380000000000 N N N N N N Oncor Electric Delivery Company LLC 549300SP2X2BS1KERD24 68233JAF1 188000 PA USD 223019.4 0.0209991703 Long DBT CORP US N 2 2038-09-01 Fixed 7.500000000000 N N N N N N Oncor Electric Delivery Company LLC 549300SP2X2BS1KERD24 68233JCK8 115000 PA USD 113221.94 0.0106608071 Long DBT CORP US N 2 2032-09-15 Fixed 4.550000000000 N N N N N N ONEOK Inc. 2T3D6M0JSY48PSZI1Q41 682680BJ1 390000 PA USD 398026.58 0.0374775825 Long DBT CORP US N 2 2028-11-01 Fixed 5.650000000000 N N N N N N ONEOK Inc. 2T3D6M0JSY48PSZI1Q41 682680BN2 500000 PA USD 524052.8 0.0493440213 Long DBT CORP US N 2 2053-09-01 Fixed 6.625000000000 N N N N N N ONEOK Partners L.P. T4DHW82NMF6BXJT50795 68268NAC7 288000 PA USD 312472.57 0.0294219459 Long DBT CORP US N 2 2036-10-01 Fixed 6.650000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 545000 PA USD 379798.59 0.0357612624 Long DBT CORP US N 2 2045-05-15 Fixed 4.125000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 400000 PA USD 266528.98 0.0250959668 Long DBT CORP US N 2 2047-11-15 Fixed 4.000000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 435000 PA USD 388631.07 0.0365929154 Long DBT CORP US N 2 2031-03-25 Fixed 2.875000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XCQ6 315000 PA USD 253736.1 0.0238914085 Long DBT CORP US N 2 2053-02-06 Fixed 5.550000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XCS2 300000 PA USD 291797.37 0.0274752003 Long DBT CORP US N 2 2029-09-27 Fixed 4.200000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XCT0 200000 PA USD 183246.09 0.0172541755 Long DBT CORP US N 2 2034-09-27 Fixed 4.700000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 543000 PA USD 461451.27 0.0434495556 Long DBT CORP US N 2 2055-09-26 Fixed 5.950000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 1091000 PA USD 1056584.21 0.0994863756 Long DBT CORP US N 2 2036-02-04 Fixed 5.700000000000 N N N N N N PPL Electric Utilities Corporation N/A 69351UBA0 265000 PA USD 266824.86 0.0251238264 Long DBT CORP US N 2 2033-05-15 Fixed 5.000000000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JG3 400000 PA USD 358869.04 0.0337905676 Long DBT CORP US N 2 2031-02-01 Fixed 2.500000000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JK4 30000 PA USD 29470.17 0.0027748668 Long DBT CORP US N 2 2028-07-01 Fixed 3.750000000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JM0 257000 PA USD 253059.16 0.0238276688 Long DBT CORP US N 2 2030-07-01 Fixed 4.550000000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JN8 757000 PA USD 632020.78 0.0595101234 Long DBT CORP US N 2 2050-07-01 Fixed 4.950000000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308KR7 355000 PA USD 362891.15 0.0341692834 Long DBT CORP US N 2 2034-05-15 Fixed 5.800000000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CL0 335000 PA USD 341670.22 0.0321711526 Long DBT CORP US N 2 2039-01-15 Fixed 6.000000000000 N N N N N N MetLife Inc. C4BXATY60WC6XEOZDX54 59156RBR8 520000 PA USD 454567.19 0.0428013610 Long DBT CORP US N 2 2046-05-13 Fixed 4.600000000000 N N N N N N MetLife Inc. C4BXATY60WC6XEOZDX54 59156RCN6 300000 PA USD 305427.07 0.0287585523 Long DBT CORP US N 2 2034-12-15 Fixed 5.300000000000 N N N N N N Panama N/A 698299AW4 370000 PA USD 397491 0.0374271531 Long DBT NUSS PA N 2 2036-01-26 Fixed 6.700000000000 N N N N N N PayPal Holdings Inc. 5493005X2GO78EFZ3E94 70450YAE3 500000 PA USD 471955.94 0.0444386595 Long DBT CORP US N 2 2029-10-01 Fixed 2.850000000000 N N N N N N METROPOLITAN WASHINGTON AIRPOR METAPT 10/46 FIXED 7.462 N/A 592643AA8 40000 PA USD 47006.72 0.0044260819 Long DBT MUN US N 2 2046-10-01 Fixed 7.462000000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918CC6 1538000 PA USD 914590.57 0.0861164687 Long DBT CORP US N 2 2050-06-01 Fixed 2.525000000000 N N N N N N Mid-America Apartments L.P. 549300FXWGE3QSYCUJ38 59523UAQ0 420000 PA USD 413035.38 0.0388907884 Long DBT CORP US N 2 2029-03-15 Fixed 3.950000000000 N N N N N N Berkshire Hathaway Energy Company 549300JD0S5IZJE9LY15 59562VAM9 456000 PA USD 486515.63 0.0458095779 Long DBT CORP US N 2 2036-04-01 Fixed 6.125000000000 N N N N N N Mitsubishi Ufj Financial GroupInc. N/A 606822CX0 215000 PA USD 219324.9 0.0206513018 Long DBT CORP JP N 2 2034-02-22 Variable 5.441000000000 N N N N N N Mitsubishi Ufj Financial GroupInc. N/A 606822DV3 315000 PA USD 314146.71 0.0295795804 Long DBT CORP JP N 2 2037-04-21 Variable 5.325000000000 N N N N N N Molson Coors Beverage Company 54930073LBBH6ZCBE225 60871RAD2 150000 PA USD 136357.98 0.0128392617 Long DBT CORP US N 2 2042-05-01 Fixed 5.000000000000 N N N N N N Molson Coors Beverage Company 54930073LBBH6ZCBE225 60871RAH3 150000 PA USD 119687.39 0.0112695841 Long DBT CORP US N 2 2046-07-15 Fixed 4.200000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468P7 1000000 PA USD 957669.13 0.0901726809 Long DBT CORP US N 2 2031-04-01 Variable 3.622000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAP3 635000 PA USD 626369.33 0.0589779914 Long DBT CORP US N 2 2029-01-24 Variable 3.772000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEG7 1095000 PA USD 914506.47 0.0861085499 Long DBT CORP US N 2 2047-01-22 Fixed 4.375000000000 N N N N N N NiSource Inc. N/A 65473QBG7 300000 PA USD 229108.14 0.0215724769 Long DBT CORP US N 2 2048-03-30 Fixed 3.950000000000 N N N N N N Nomura Holdings Inc. 549300B3CEAHYG7K8164 65535HAQ2 1050000 PA USD 986991.37 0.0929336188 Long DBT CORP JP N 2 2030-01-16 Fixed 3.103000000000 N N N N N N Norfolk Southern Corporation N/A 655844BH0 260000 PA USD 241902.58 0.0227771821 Long DBT CORP US N 2 2041-10-01 Fixed 4.837000000000 N N N N N N PayPal Holdings Inc. 5493005X2GO78EFZ3E94 70450YAH6 455000 PA USD 416062.77 0.0391758429 Long DBT CORP US N 2 2030-06-01 Fixed 2.300000000000 N N N N N N PepsiCo Inc. FJSUNZKFNQ5YPJ5OT455 713448BP2 305000 PA USD 312811.11 0.0294538223 Long DBT CORP US N 2 2040-01-15 Fixed 5.500000000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BN1 125000 PA USD 122831.56 0.0115656344 Long DBT CORP US N 2 2028-01-15 Fixed 3.250000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264AAZ8 700000 PA USD 565013.82 0.0532008491 Long DBT CORP US N 2 2050-04-15 Fixed 4.500000000000 N N N N N N PepsiCo Inc. FJSUNZKFNQ5YPJ5OT455 713448BZ0 270000 PA USD 229609.7 0.0216197030 Long DBT CORP US N 2 2042-03-05 Fixed 4.000000000000 N N N N N N PepsiCo Inc. FJSUNZKFNQ5YPJ5OT455 713448DY1 500000 PA USD 492788.93 0.0464002624 Long DBT CORP US N 2 2027-10-15 Fixed 3.000000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABF1 635000 PA USD 615299.39 0.0579356626 Long DBT CORP US N 2 2030-04-15 Fixed 3.875000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABL8 430000 PA USD 317337.52 0.0298800223 Long DBT CORP US N 2 2041-02-15 Fixed 3.000000000000 N N N N N N PepsiCo Inc. FJSUNZKFNQ5YPJ5OT455 713448GB8 285000 PA USD 287257.3 0.0270477141 Long DBT CORP US N 2 2030-02-07 Fixed 4.600000000000 N N N N N N Peruvian Government International Bond N/A 715638AU6 250000 PA USD 273587.5 0.0257605864 Long DBT NUSS PE N 2 2037-03-14 Fixed 6.550000000000 N N N N N N Suncor Energy Inc. N/A 71644EAG7 163000 PA USD 164639.13 0.0155021722 Long DBT CORP CA N 2 2035-05-15 Fixed 5.950000000000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. N/A 716973AD4 400000 PA USD 401234.97 0.0377796796 Long DBT CORP SG N 2 2030-05-19 Fixed 4.650000000000 N N N N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 717081DK6 304000 PA USD 265186.19 0.0249695317 Long DBT CORP US N 2 2044-05-15 Fixed 4.400000000000 N N N N N N QUALCOMM Incorporated H1J8DDZKZP6H7RWC0H53 747525BP7 626000 PA USD 530533.85 0.0499542672 Long DBT CORP US N 2 2032-05-20 Fixed 1.650000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ADB8 750000 PA USD 716040.05 0.0674212512 Long DBT CORP US N 2 2054-01-15 Fixed 5.750000000000 N N N N N N TR Finance LLC N/A 87268LAC1 250000 PA USD 206448.35 0.0194388653 Long DBT CORP US N 2 2043-05-23 Fixed 4.500000000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060BK1 525000 PA USD 531026.49 0.0500006534 Long DBT CORP JP N 2 2034-07-05 Fixed 5.300000000000 N N N N N Takeda U.S. Financing Inc. N/A 87406BAB8 300000 PA USD 302888.37 0.0285195121 Long DBT CORP US N 2 2055-07-07 Fixed 5.900000000000 N N N N N N United States Treasury Note/Bond N/A 912810UC0 8479000 PA USD 7570157.19 0.7127945835 Long DBT UST US N 2 2054-08-15 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A 912810UK2 5951000 PA USD 5772702.45 0.5435489562 Long DBT UST US N 2 2055-05-15 Fixed 4.750000000000 N N N N N N United States Treasury Note/Bond N/A 912810UL0 5555000 PA USD 5602304.27 0.5275045205 Long DBT UST US N 2 2045-05-15 Fixed 5.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810UN6 1976000 PA USD 1960948.43 0.1846399466 Long DBT UST US N 2 2045-08-15 Fixed 4.875000000000 N N N N N N AEP Transmission Company LLC N/A 00115AAH2 420000 PA USD 317440.96 0.0298897620 Long DBT CORP US N 2 2047-12-01 Fixed 3.750000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RCQ3 700000 PA USD 588504.52 0.0554126980 Long DBT CORP US N 2 2046-05-15 Fixed 4.750000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RDG4 380000 PA USD 401449.41 0.0377998710 Long DBT CORP US N 2 2041-03-01 Fixed 6.375000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RDH2 115000 PA USD 105232.59 0.0099085420 Long DBT CORP US N 2 2042-03-15 Fixed 5.150000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RJL7 500000 PA USD 431735.99 0.0406516097 Long DBT CORP US N 2 2045-07-15 Fixed 4.850000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RMM1 665000 PA USD 558535.24 0.0525908358 Long DBT CORP US N 2 2033-12-01 Fixed 2.550000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RMN9 644000 PA USD 429792.77 0.0404686390 Long DBT CORP US N 2 2057-12-01 Fixed 3.800000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RMT6 800000 PA USD 810992.28 0.0763618099 Long DBT CORP US N 2 2034-02-15 Fixed 5.400000000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BG4 330000 PA USD 322064.01 0.0303250614 Long DBT CORP US N 2 2036-11-30 Fixed 4.750000000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BW9 674000 PA USD 660086.81 0.0621527785 Long DBT CORP US N 2 2056-03-15 Fixed 5.500000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YAM1 690000 PA USD 606603.5 0.0571168707 Long DBT CORP US N 2 2042-11-06 Fixed 4.400000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBX6 1030000 PA USD 986266.81 0.0928653953 Long DBT CORP US N 2 2029-11-21 Fixed 3.200000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDT3 200000 PA USD 202834.43 0.0190985840 Long DBT CORP US N 2 2031-03-15 Fixed 4.950000000000 N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDU0 275000 PA USD 277966.46 0.0261729026 Long DBT CORP US N 2 2034-03-15 Fixed 5.050000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A 00774MAX3 550000 PA USD 502740.99 0.0473373334 Long DBT CORP IE N 2 2032-01-30 Fixed 3.300000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A 00774MAZ8 250000 PA USD 201310.86 0.0189551270 Long DBT CORP IE N 2 2041-10-29 Fixed 3.850000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A 00774MBC8 1000000 PA USD 1019362.68 0.0959816525 Long DBT CORP IE N 2 2028-06-06 Fixed 5.750000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A 00774MBL8 250000 PA USD 248835.48 0.0234299735 Long DBT CORP IE N 2 2029-09-10 Fixed 4.625000000000 N N N N N N Sumisho Air Lease Corporation N/A 00912XAY0 400000 PA USD 394412.66 0.0371373012 Long DBT CORP US N 2 2027-12-01 Fixed 3.625000000000 N N N N N N Sumisho Air Lease Corporation N/A 00914AAK8 645000 PA USD 597437.53 0.0562538168 Long DBT CORP US N 2 2030-12-01 Fixed 3.125000000000 N N N N N N Rio Tinto Alcan Inc. N/A 013716AU9 115000 PA USD 122802.2 0.0115628699 Long DBT CORP CA N 2 2033-12-15 Fixed 6.125000000000 N N N N N N Alexandria Real Estate Equities Inc. MGCJBT4MKTQBVLNUIS88 015271AV1 415000 PA USD 338756.71 0.0318968209 Long DBT CORP US N 2 2033-02-01 Fixed 1.875000000000 N N N N N N The Allstate Corporation OBT0W1ED8G0NWVOLOJ77 020002BC4 300000 PA USD 242918.25 0.0228728160 Long DBT CORP US N 2 2046-12-15 Fixed 4.200000000000 N N N N N N The Allstate Corporation OBT0W1ED8G0NWVOLOJ77 020002BK6 250000 PA USD 254319.45 0.0239463358 Long DBT CORP US N 2 2033-03-30 Fixed 5.250000000000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 02005NBV1 160000 PA USD 162631.5 0.0153131368 Long DBT CORP US N 2 2035-07-26 Variable 6.184000000000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 02005NCA6 295000 PA USD 292563.42 0.0275473304 Long DBT CORP US N 2 2033-07-31 Variable 5.548000000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KAD9 300000 PA USD 263190.49 0.0247816196 Long DBT CORP US N 2 2030-08-15 Fixed 1.100000000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KAF4 400000 PA USD 213598.82 0.0201121427 Long DBT CORP US N 2 2050-08-15 Fixed 2.050000000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KAY3 543000 PA USD 531992.73 0.0500916331 Long DBT CORP US N 2 2035-11-15 Fixed 4.700000000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KBA4 611000 PA USD 585700.17 0.0551486446 Long DBT CORP US N 2 2055-11-15 Fixed 5.450000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209SAQ6 500000 PA USD 420476.17 0.0395914020 Long DBT CORP US N 2 2043-05-02 Fixed 4.500000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209SBM4 425000 PA USD 325117.63 0.0306125857 Long DBT CORP US N 2 2041-02-04 Fixed 3.400000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135BJ4 450000 PA USD 356389.55 0.0335571025 Long DBT CORP US N 2 2047-08-22 Fixed 4.050000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135BT2 800000 PA USD 462653.62 0.0435627671 Long DBT CORP US N 2 2050-06-03 Fixed 2.500000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135BZ8 400000 PA USD 356473.23 0.0335649817 Long DBT CORP US N 2 2031-05-12 Fixed 2.100000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135CR5 750000 PA USD 753645.14 0.0709620897 Long DBT CORP US N 2 2032-12-01 Fixed 4.700000000000 N N N N N N Ameren Corporation XRZQ5S7HYJFPHJ78L959 023608AJ1 860000 PA USD 815046.48 0.0767435473 Long DBT CORP US N 2 2031-01-15 Fixed 3.500000000000 N N N N N N AMERICAN AIRLINES 2016-2 CLASS PASS THRU CE 12/29 3.2 N/A 023765AA8 185460 PA USD 179906.51 0.0169397256 Long DBT CORP US N 2 2028-06-15 Fixed 3.200000000000 N N N N N N American Electric Power Company Inc. 1B4S6S7G0TW5EE83BO58 025537AX9 170000 PA USD 176146.9 0.0165857264 Long DBT CORP US N 2 2033-03-01 Fixed 5.625000000000 N N N N N N American Express Company R4PP93JZOLY261QX3811 025816DA4 1046000 PA USD 1017949.31 0.0958485717 Long DBT CORP US N 2 2033-08-03 Variable 4.420000000000 N N N N N N American Honda Finance Corporation B6Q2VFHD1797Q7NZ3E43 02665WDT5 625000 PA USD 547504.62 0.0515522093 Long DBT CORP US N 2 2031-01-13 Fixed 1.800000000000 N N N N N N American Homes 4 Rent L.P. N/A 02666TAE7 350000 PA USD 325116.48 0.0306124774 Long DBT CORP US N 2 2032-04-15 Fixed 3.625000000000 N N N N N N American Homes 4 Rent L.P. N/A 02666TAK3 190000 PA USD 190513.51 0.0179384648 Long DBT CORP US N 2 2030-06-15 Fixed 4.950000000000 N N N N N N American International Group Inc. ODVCVCQG2BP6VHV36M30 026874DS3 440000 PA USD 442959.55 0.0417084031 Long DBT CORP US N 2 2033-03-27 Fixed 5.125000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAW0 525000 PA USD 511883.49 0.0481981774 Long DBT CORP US N 2 2029-08-15 Fixed 3.800000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XBW9 345000 PA USD 330421.3 0.0311119713 Long DBT CORP US N 2 2032-03-15 Fixed 4.050000000000 N N N N N N American Water Capital Corp. 5IDHQUFVC8Q2KIBBFF06 03040WAM7 365000 PA USD 306303.15 0.0288410426 Long DBT CORP US N 2 2045-09-01 Fixed 4.300000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162BZ2 260000 PA USD 220268.68 0.0207401667 Long DBT CORP US N 2 2045-05-01 Fixed 4.400000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162CF5 494000 PA USD 419722.79 0.0395204649 Long DBT CORP US N 2 2051-06-15 Fixed 4.663000000000 N N N N N N Extra Space Storage LP N/A 30225VAG2 525000 PA USD 457353.42 0.0430637082 Long DBT CORP US N 2 2032-03-15 Fixed 2.350000000000 N N N N N N Exxon Mobil Corporation J3WHBG0MTS7O8ZVMDC91 30231GBK7 520000 PA USD 503455.33 0.0474045945 Long DBT CORP US N 2 2030-03-19 Fixed 3.482000000000 N N N N N N Meta Platforms Inc. BQ4BKCS1HXDV9HN80Z93 30303M8N5 745000 PA USD 744652.48 0.0701153544 Long DBT CORP US N 2 2033-05-15 Fixed 4.950000000000 N N N N N N Intercontinental Exchange Inc. 5493000F4ZO33MV32P92 45866FAW4 500000 PA USD 489926 0.0461306932 Long DBT CORP US N 2 2033-03-15 Fixed 4.600000000000 N N N N N N International Bank for Reconstruction and Development ZTMSNXROF84AHWJNKQ93 459058JN4 1000000 PA USD 953940.24 0.0898215742 Long DBT NUSS US N 2 2027-11-24 Fixed 0.750000000000 N N N N N N International Bank for Reconstruction and Development ZTMSNXROF84AHWJNKQ93 459058LA9 1000000 PA USD 991172.05 0.0933272653 Long DBT NUSS US N 2 2031-01-10 Fixed 4.000000000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200GS4 21000 PA USD 21161.95 0.0019925773 Long DBT CORP US N 2 2039-11-30 Fixed 5.600000000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200HF1 210000 PA USD 171656.94 0.0161629586 Long DBT CORP US N 2 2042-06-20 Fixed 4.000000000000 N N N N N N International Paper Company 824LMFJDH41EY779Q875 460146CM3 525000 PA USD 515157.45 0.0485064485 Long DBT CORP US N 2 2035-09-15 Fixed 5.000000000000 N N N N N N REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 06/33 5.375 N/A 465410BG2 1000000 PA USD 1035520.36 0.0975030353 Long DBT NUSS IT N 2 2033-06-15 Fixed 5.375000000000 N N N N N N JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 02/52 4.375 N/A 46590XAQ9 375000 PA USD 282950.14 0.0266421584 Long DBT CORP NL N 2 2052-02-02 Fixed 4.375000000000 N N N N N N JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 04/33 5.75 N/A 46590XAY2 425000 PA USD 436333.7 0.0410845231 Long DBT CORP NL N 2 2033-04-01 Fixed 5.750000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46625HHF0 250000 PA USD 274416.96 0.0258386871 Long DBT CORP US N 2 2038-05-15 Fixed 6.400000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PAM8 500000 PA USD 491724.35 0.0463000232 Long DBT CORP US N 2 2029-01-23 Variable 3.509000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PAX4 900000 PA USD 894898.58 0.0842623006 Long DBT CORP US N 2 2029-12-05 Variable 4.452000000000 N N N N N Kinder Morgan Energy Partners L.P. 549300PDHUGWPWGOT525 494550BH8 75000 PA USD 79325.47 0.0074691666 Long DBT CORP US N 2 2041-03-01 Fixed 6.375000000000 N N N N N N Kinder Morgan Inc. 549300WR7IX8XE0TBO16 494553AD2 625000 PA USD 630625.89 0.0593787827 Long DBT CORP US N 2 2029-02-01 Fixed 5.000000000000 N N N N N N Kinder Morgan Inc. 549300WR7IX8XE0TBO16 49456BAH4 400000 PA USD 384317.14 0.0361867223 Long DBT CORP US N 2 2045-06-01 Fixed 5.550000000000 N N N N N N Kinross Gold Corporation N/A 496902AK3 200000 PA USD 217427.51 0.0204726464 Long DBT CORP CA N 2 2041-09-01 Fixed 6.875000000000 N N N N N N FREDDIE MAC POOL FR 07/53 FIXED 6 S6XOOCT0IEG5ABCC6L87 3132DQXR2 729291.11 PA USD 752180.06 0.0708241400 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC POOL FR 09/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DSGS5 832974.88 PA USD 840493.06 0.0791395589 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 09/54 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DUBM8 1604237.9 PA USD 1617557.73 0.1523067962 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 09/54 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DUGR2 852484.16 PA USD 856395.53 0.0806369115 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 12/54 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DUY43 512138.9 PA USD 518337.73 0.0488058989 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 10/54 FIXED 6.5 S6XOOCT0IEG5ABCC6L87 3132DVCA1 980517.41 PA USD 1015976.16 0.0956627829 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.500000000000 N N N N N N FREDDIE MAC POOL FR 05/52 FIXED 2.5 S6XOOCT0IEG5ABCC6L87 3132DWDR1 1137426.46 PA USD 957101.26 0.0901192111 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC POOL FR 09/53 FIXED 6 S6XOOCT0IEG5ABCC6L87 3132E0NN8 737656.3 PA USD 759609.1 0.0715236472 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/41 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132GK5A0 158167.49 PA USD 156435.68 0.0147297477 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/42 FIXED 3 S6XOOCT0IEG5ABCC6L87 3132HM4M0 737655.81 PA USD 673572.63 0.0634225829 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 09/47 FIXED 4 S6XOOCT0IEG5ABCC6L87 3132L8YS0 537417.43 PA USD 510340.73 0.0480529134 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 07/46 FIXED 3 S6XOOCT0IEG5ABCC6L87 3132WFG52 488685.72 PA USD 437881.46 0.0412302579 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/48 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 3132Y33P7 406936.1 PA USD 395615.71 0.0372505786 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 06/48 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 31335BRF5 499899.2 PA USD 460582.33 0.0433677375 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 08/50 FIXED 2.5 S6XOOCT0IEG5ABCC6L87 3133A86T9 2613679.74 PA USD 2210747.29 0.2081606305 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC POOL FR 01/52 FIXED 2.5 S6XOOCT0IEG5ABCC6L87 3133B2YC7 210923.2 PA USD 179263.54 0.0168791846 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC POOL FR 10/52 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3133BPUN6 1125244.68 PA USD 1130952.6 0.1064887911 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31384WLP3 688.05 PA USD 726.06 0.0000683647 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31385HS94 270.67 PA USD 279.11 0.0000262806 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.500000000000 N N N N N N Phillips 66 N/A 718546AK0 550000 PA USD 532946.76 0.0501814631 Long DBT CORP US N 2 2034-11-15 Fixed 4.650000000000 N N N N N N Phillips 66 Company N/A 718547AH5 230000 PA USD 226960.12 0.0213702226 Long DBT CORP US N 2 2028-03-01 Fixed 3.750000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PBN5 1940000 PA USD 1298277.49 0.1222438504 Long DBT CORP US N 2 2051-04-22 Variable 3.109000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PDG8 1000000 PA USD 1002904.31 0.0944319572 Long DBT CORP US N 2 2028-07-25 Variable 4.851000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PEK8 735000 PA USD 742628.74 0.0699248021 Long DBT CORP US N 2 2035-07-22 Variable 5.294000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PEQ5 805000 PA USD 801395.25 0.0754581681 Long DBT CORP US N 2 2030-10-22 Variable 4.603000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PFG6 617000 PA USD 604401.12 0.0569094979 Long DBT CORP US N 2 2032-01-22 Variable 4.347000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PFP6 845000 PA USD 838913.32 0.0789908129 Long DBT CORP US N 2 2037-04-23 Variable 5.148000000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BV9 830000 PA USD 814953.66 0.0767348075 Long DBT NUSS JP N 2 2028-10-31 Fixed 3.500000000000 N N N N N N Johnson and Johnson 549300G0CFPGEF6X2043 478160AT1 315000 PA USD 340814.66 0.0320905944 Long DBT CORP US N 2 2038-07-15 Fixed 5.850000000000 N N N N N N Johnson and Johnson 549300G0CFPGEF6X2043 478160CR3 500000 PA USD 349962.01 0.0329518950 Long DBT CORP US N 2 2040-09-01 Fixed 2.100000000000 N N N N N N Johnson Controls Inc. 3LB2NG8VUULSCV2NO430 478366AW7 150000 PA USD 147528.14 0.0138910272 Long DBT CORP US N 2 2041-03-01 Fixed 5.700000000000 N N N N N N Kellanova LONOZNOJYIBXOHXWDB86 487836BZ0 200000 PA USD 203739.78 0.0191838304 Long DBT CORP US N 2 2033-03-01 Fixed 5.250000000000 N N N N N N Kenvue Inc. N/A 49177JAK8 525000 PA USD 527010.14 0.0496224799 Long DBT CORP US N 2 2033-03-22 Fixed 4.900000000000 N N N N N N Keurig Dr Pepper Inc. DYTQ8KRTKO7Y2BVU5K74 49271VAF7 525000 PA USD 524593.26 0.0493949102 Long DBT CORP US N 2 2028-05-25 Fixed 4.597000000000 N N N N N N Keybank National Association HUX2X73FUCYHUVH1BK78 49327M3F9 250000 PA USD 254019.98 0.0239181382 Long DBT CORP US N 2 2027-11-15 Fixed 5.850000000000 N N N N N N Keybank National Association HUX2X73FUCYHUVH1BK78 49327M3H5 325000 PA USD 321656.74 0.0302867135 Long DBT CORP US N 2 2033-01-26 Fixed 5.000000000000 N N N N N N Kimberly-Clark Corporation MP3J6QPYPGN75NVW2S34 494368BV4 300000 PA USD 211979.63 0.0199596822 Long DBT CORP US N 2 2046-07-30 Fixed 3.200000000000 N N N N N N Kimberly-Clark Corporation MP3J6QPYPGN75NVW2S34 494368CE1 220000 PA USD 218377.59 0.0205621045 Long DBT CORP US N 2 2033-02-16 Fixed 4.500000000000 N N N N N N Kimco Realty OP LLC 549300EA7I6T15IBYS12 49446RAY5 265000 PA USD 234299.21 0.0220612602 Long DBT CORP US N 2 2031-12-01 Fixed 2.250000000000 N N N N N N Kinder Morgan Energy Partners L.P. 549300PDHUGWPWGOT525 494550BD7 180000 PA USD 193249.16 0.0181960494 Long DBT CORP US N 2 2039-09-01 Fixed 6.500000000000 N N N N N N 2026-07-27 John Hancock Variable Insurance Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer