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 2024-12-31 2024-12-31 N 1000189548.840000000000 1390285.200000000000 998799263.640000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 1254003.910000000000 0.000000000000 0.000000000000 0.000000000000 USD N Burlington Northern Santa Fe LLC N/A BURLINGTON NORTHERN SANTA FE L SR UNSECURED 03/42 4.4 12189LAJ0 350000 PA USD 303526.49 0.0303891383 Long DBT CORP US N 2 2042-03-15 Fixed 4.400000000000 N N N N N N CD 2017-CD3 MORTGAGE TRUST CD 2017 CD3 A4 N/A CD 2017-CD3 MORTGAGE TRUST CD 2017 CD3 A4 12515GAD9 1090000 PA USD 1029741.2 0.1030979134 Long ABS-MBS CORP US N 2 2050-02-10 Fixed 3.631000000000 N N N N N N The Cigna Group N/A CIGNA GROUP/THE COMPANY GUAR 10/28 4.375 125523AH3 500000 PA USD 490141.34 0.0490730578 Long DBT CORP US N 2 2028-10-15 Fixed 4.375000000000 N N N N N N CNH Industrial Capital LLC N/A CNH INDUSTRIAL CAPITAL LLC COMPANY GUAR 04/28 4.55 12592BAQ7 500000 PA USD 493163.61 0.0493756481 Long DBT CORP US N 2 2028-04-10 Fixed 4.550000000000 N N N N N N CNA Financial Corporation 549300YX2GSZD7YG1R84 CNA FINANCIAL CORP SR UNSECURED 05/29 3.9 126117AV2 300000 PA USD 287197.03 0.0287542292 Long DBT CORP US N 2 2029-05-01 Fixed 3.900000000000 N N N N N N CNO Financial Group Inc. 11XPYHB76MPM4Y4P2897 CNO FINANCIAL GROUP INC SR UNSECURED 05/29 5.25 12621EAL7 200000 PA USD 198591.35 0.0198830093 Long DBT CORP US N 2 2029-05-30 Fixed 5.250000000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 CSX CORP SR UNSECURED 11/25 3.35 126408HD8 420000 PA USD 416101.51 0.0416601739 Long DBT CORP US N 2 2025-11-01 Fixed 3.350000000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 CSX CORP SR UNSECURED 04/50 3.8 126408HS5 1000000 PA USD 751971.26 0.0752875265 Long DBT CORP US N 2 2050-04-15 Fixed 3.800000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 07/25 3.875 126650CL2 650000 PA USD 645819.47 0.0646595861 Long DBT CORP US N 2 2025-07-20 Fixed 3.875000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 03/28 4.3 126650CX6 389000 PA USD 376904.78 0.0377357887 Long DBT CORP US N 2 2028-03-25 Fixed 4.300000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 03/48 5.05 126650CZ1 500000 PA USD 412272.89 0.0412768516 Long DBT CORP US N 2 2048-03-25 Fixed 5.050000000000 N N N N N N CNH EQUIPMENT TRUST 2023-B N/A CNH EQUIPMENT TRUST 2023-B CNH 2023 B A4 12666DAD3 600000 PA USD 612913.62 0.0613650452 Long ABS-O CORP US N 2 2031-03-17 Fixed 5.460000000000 N N N N N N California State of N/A STATE OF CALIFORNIA CAS 04/34 FIXED 7.5 13063A5E0 80000 PA USD 91268.74 0.0091378461 Long DBT MUN US N 2 2034-04-01 Fixed 7.500000000000 N N N N N N California State of N/A STATE OF CALIFORNIA CAS 10/39 FIXED 7.3 13063A7D0 400000 PA USD 455442.4 0.0455989924 Long DBT MUN US N 2 2039-10-01 Fixed 7.300000000000 N N N N N N Canadian Natural Resources Limited 549300T15RIMIKZC5Q38 CANADIAN NATURAL RESOURCES LTD SR UNSECURED 03/38 6.25 136385AL5 290000 PA USD 296270.9 0.0296627071 Long DBT CORP CA N 2 2038-03-15 Fixed 6.250000000000 N N N N N N Canadian Pacific Railway Company 54930036474DURYNB481 CANADIAN PACIFIC RAILWAY CO COMPANY GUAR 11/29 2.875 13648TAC1 500000 PA USD 456754.83 0.0457303931 Long DBT CORP CA N 2 2029-11-15 Fixed 2.875000000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP SR UNSECURED 05/33 VAR 14040HCT0 480000 PA USD 467411.97 0.0467973883 Long DBT CORP US N 2 2033-05-10 Variable 5.268000000000 N N N N N N The Walt Disney Company N/A WALT DISNEY CO/THE COMPANY GUAR 12/34 6.2 254687DZ6 450000 PA USD 489567.94 0.0490156489 Long DBT CORP US N 2 2034-12-15 Fixed 6.200000000000 N N N N N N The Walt Disney Company N/A WALT DISNEY CO/THE COMPANY GUAR 01/31 2.65 254687FX9 400000 PA USD 354094.14 0.0354519825 Long DBT CORP US N 2 2031-01-13 Fixed 2.650000000000 N N N N N N The Dow Chemical Company ZQUIP1CSZO8LXRBSOU78 DOW CHEMICAL CO/THE SR UNSECURED 11/42 4.375 260543CG6 590000 PA USD 483983.87 0.0484565706 Long DBT CORP US N 2 2042-11-15 Fixed 4.375000000000 N N N N N N DuPont de Nemours Inc. N/A DUPONT DE NEMOURS INC SR UNSECURED 11/38 5.319 26078JAE0 242000 PA USD 242716.52 0.0243008309 Long DBT CORP US N 2 2038-11-15 Fixed 5.319000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 DUKE ENERGY CORP SR UNSECURED 12/45 4.8 26441CAP0 500000 PA USD 431511.38 0.0432030134 Long DBT CORP US N 2 2045-12-15 Fixed 4.800000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 DUKE ENERGY CORP SR UNSECURED 06/30 2.45 26441CBH7 660000 PA USD 578500.08 0.0579195541 Long DBT CORP US N 2 2030-06-01 Fixed 2.450000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 DUKE ENERGY CORP SR UNSECURED 08/52 5 26441CBU8 600000 PA USD 523613.38 0.0524242857 Long DBT CORP US N 2 2052-08-15 Fixed 5.000000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC COMPANY GUAR 06/44 4.5 29250NAJ4 400000 PA USD 329862.19 0.0330258744 Long DBT CORP CA N 2 2044-06-10 Fixed 4.500000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC COMPANY GUAR 07/27 3.7 29250NAR6 400000 PA USD 390227.38 0.0390696503 Long DBT CORP CA N 2 2027-07-15 Fixed 3.700000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC COMPANY GUAR 03/33 5.7 29250NBR5 700000 PA USD 707271.95 0.0708122218 Long DBT CORP CA N 2 2033-03-08 Fixed 5.700000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP SR UNSECURED 02/42 6.5 29273RAR0 50000 PA USD 51779.25 0.0051841498 Long DBT CORP US N 2 2042-02-01 Fixed 6.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 09/30 FIXED 7.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 09/30 FIXED 7.5 31283HHG3 140.27 PA USD 147.07 0.0000147247 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 FREDDIE MAC GOLD POOL FG 04/32 FIXED 7 31283HRL1 1136.53 PA USD 1183.94 0.0001185363 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 FREDDIE MAC NON GOLD POOL FH 08/37 FLOATING VAR 3128JNYP4 217258.42 PA USD 221922.22 0.0222189010 Long ABS-MBS USGSE US N 2 2037-08-01 Floating 7.588000000000 N N N N N N FREDDIE MAC GOLD POOL FG 07/35 FIXED 5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 07/35 FIXED 5 3128K64H0 44357.35 PA USD 44438.64 0.0044492063 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 07/31 FIXED 7 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 07/31 FIXED 7 31292HKL7 211.11 PA USD 220.4 0.0000220665 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/46 FIXED 3 3138WHKG6 1499159.92 PA USD 1305275.67 0.1306844846 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/31 FIXED 2.5 3138WHP48 373461.23 PA USD 354285.41 0.0354711325 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/47 FIXED 4 3138WKQG3 152103.23 PA USD 141137.79 0.0141307463 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/43 FIXED 3 3138WPG24 1315272 PA USD 1163464.88 0.1164863574 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/28 FIXED 2.5 3138WQRK0 137265.81 PA USD 133374.08 0.0133534420 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/35 FIXED VAR 31402QYV7 53239.92 PA USD 54370.02 0.0054435383 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/33 FIXED 4.5 31402UR87 6085.19 PA USD 5976.54 0.0005983725 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/33 FIXED 4.5 31402VTU4 3751.03 PA USD 3684.64 0.0003689070 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/36 FIXED VAR 31403C6L0 30170.27 PA USD 30174.67 0.0030210945 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/34 FIXED VAR 31403DBZ1 292823.95 PA USD 293061.11 0.0293413422 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/36 FIXED VAR 31403DPZ6 23693.1 PA USD 23695.27 0.0023723756 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/34 FIXED 5.5 31403VPJ2 36425.02 PA USD 37198.16 0.0037242879 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/34 FIXED 4.5 31404YHA3 1632.17 PA USD 1601.35 0.0001603275 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/34 FIXED 5.5 31405NMD4 10894.53 PA USD 11091.3 0.0011104634 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/35 FLOATING VAR 31406BMG2 9230.87 PA USD 9446.05 0.0009457406 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 5.710000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/36 FLOATING VAR 31406L5A2 35335.68 PA USD 35889.16 0.0035932305 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 6.981000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/36 FIXED 6 31407HRF5 23097.39 PA USD 23885.9 0.0023914615 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/35 FIXED 5 31408FGD5 53687.83 PA USD 53720 0.0053784581 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/50 FIXED 2.5 3140QDZH0 3267689.81 PA USD 2682072.09 0.2685296423 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/50 FIXED 2.5 3140QEBH4 1826369.45 PA USD 1499057.38 0.1500859517 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/35 FIXED 2.5 3140QFKK4 1081161.51 PA USD 986875.79 0.0988062192 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/51 FIXED 1.5 3140QHJA4 1670768.51 PA USD 1243853.07 0.1245348405 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 1.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/34 FIXED VAR 3140X6BM2 491728.91 PA USD 469887.15 0.0470452039 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/40 FIXED VAR 3140X76Q7 1148457.12 PA USD 997334.06 0.0998533035 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/50 FIXED VAR 3140X8KF3 3893605.7 PA USD 3056302.93 0.3059977156 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/51 FIXED VAR 3140XCVX3 7842915.29 PA USD 6190643.62 0.6198085887 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 03/50 FIXED VAR 3140XDEL6 2026180.12 PA USD 1875043.09 0.1877297229 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/36 FIXED VAR 3140XDK88 2091131.72 PA USD 1860762.61 0.1862999581 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/35 FIXED VAR 3140XDMF0 602546.81 PA USD 577269.37 0.0577963352 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/52 FIXED VAR 3140XFTG6 9487858.19 PA USD 7831969.81 0.7841385246 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/52 FIXED VAR 3140XFY39 2363841.65 PA USD 2092076.92 0.2094591973 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/37 FIXED VAR 3140XGNY1 2774172.16 PA USD 2533109.64 0.2536154893 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 03/37 FIXED VAR 3140XGPQ6 3069869.13 PA USD 2726880.94 0.2730159141 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/36 FIXED VAR 3140XHT31 915644.77 PA USD 809307.74 0.0810280673 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/52 FIXED VAR 3140XJGG2 1730758.7 PA USD 1635916.24 0.1637882906 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/53 FIXED VAR 3140XMEB8 1129365.11 PA USD 1119837.33 0.1121183576 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/37 FIXED VAR 31410GUR2 17283.76 PA USD 18131.62 0.0018153417 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/37 FIXED VAR 31410GW90 14435.31 PA USD 15130.06 0.0015148249 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/38 FIXED VAR 31410KJY1 24821.52 PA USD 25766.66 0.0025797636 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/37 FLOATING VAR 31410KLQ5 34309.9 PA USD 34941.59 0.0034983596 Long ABS-MBS USGSE US N 2 2037-09-01 Floating 6.998000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/34 FLOATING VAR 31410KLS1 31789.78 PA USD 31924.18 0.0031962559 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 6.548000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/38 FIXED VAR 31410KXK5 39610.43 PA USD 40446.73 0.0040495354 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/36 FIXED 5.5 31411EE45 6393.71 PA USD 6546.38 0.0006554250 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/37 FIXED 5.5 31411UMW8 3375.52 PA USD 3447.46 0.0003451604 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/37 FLOATING VAR 31411UQM6 38032.02 PA USD 38910.72 0.0038957498 Long ABS-MBS USGSE US N 2 2037-04-01 Floating 6.913000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/39 FIXED 4 31412N3P9 63431.85 PA USD 60216.61 0.0060289001 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/40 FIXED 3.5 31412RMK0 374621.96 PA USD 345173.75 0.0345588711 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/37 FIXED 6 31412SFF7 7457.08 PA USD 7744.02 0.0007753330 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/37 FIXED 6 31413BQR5 19224.74 PA USD 19944.3 0.0019968277 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/37 FLOATING VAR 31413KDN8 2915.85 PA USD 2994.4 0.0002998000 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 7.425000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/38 FIXED 5.5 31414PUU1 14877.9 PA USD 15234.1 0.0015252414 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 03/38 FIXED 5 31414S3W1 24521.72 PA USD 24494.94 0.0024524387 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/38 FIXED 6 31415PNF1 4459.91 PA USD 4629.97 0.0004635536 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/38 FIXED 7 31415RZ80 16461.73 PA USD 17413.37 0.0017434304 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/33 FIXED 4.5 31416JMP3 6349.86 PA USD 6231.63 0.0006239122 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.500000000000 N N N N N N AEP Transmission Company LLC N/A AEP TRANSMISSION CO LLC SR UNSECURED 12/47 3.75 00115AAH2 400000 PA USD 296547.82 0.0296904324 Long DBT CORP US N 2 2047-12-01 Fixed 3.750000000000 N N N N N N Elevance Health Inc. 8MYN82XMYQH89CTMTH67 ELEVANCE HEALTH INC SR UNSECURED 03/28 4.101 036752AG8 350000 PA USD 342037.15 0.0342448340 Long DBT CORP US N 2 2028-03-01 Fixed 4.101000000000 N N N N N AON CORP / AON GLOBAL HOLDINGS COMPANY GUAR 08/31 2.05 N/A AON CORP / AON GLOBAL HOLDINGS COMPANY GUAR 08/31 2.05 03740LAA0 400000 PA USD 330616.1 0.0331013560 Long DBT CORP US N 2 2031-08-23 Fixed 2.050000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 APPLE INC SR UNSECURED 05/30 1.65 037833DU1 900000 PA USD 773674.51 0.0774604606 Long DBT CORP US N 2 2030-05-11 Fixed 1.650000000000 N N N N N N B.A.T Capital Corporation N/A BAT CAPITAL CORP COMPANY GUAR 03/31 2.726 05526DBS3 600000 PA USD 517770.09 0.0518392543 Long DBT CORP US N 2 2031-03-25 Fixed 2.726000000000 N N N N N N BBCMS MORTGAGE TRUST 2024-5C29 BBCMS 2024 5C29 AS N/A BBCMS MORTGAGE TRUST 2024-5C29 BBCMS 2024 5C29 AS 05555PAF9 1500000 PA USD 1506968.4 0.1508780047 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 BMO 2022-C1 MORTGAGE TRUST BMO 2022 C1 A5 05609MCC7 2000000 PA USD 1765157.8 0.1767279837 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 BAKER HUGHES HOLDINGS LLC / BA SR UNSECURED 12/27 3.337 05723KAE0 500000 PA USD 482265.71 0.0482845480 Long DBT CORP US N 2 2027-12-15 Fixed 3.337000000000 N N N N N DTE Electric Company N/A DTE ELECTRIC CO GENL REF MOR 08/47 3.75 23338VAG1 300000 PA USD 225803.55 0.0226075006 Long DBT CORP US N 2 2047-08-15 Fixed 3.750000000000 N N N N N N DTE Electric Company N/A DTE ELECTRIC CO 1ST MORTGAGE 04/33 5.2 23338VAS5 230000 PA USD 229730.15 0.0230006327 Long DBT CORP US N 2 2033-04-01 Fixed 5.200000000000 N N N N N N Deere and Company PWFTNG3EI0Y73OXWDH08 DEERE and CO SR UNSECURED 04/30 3.1 244199BJ3 500000 PA USD 459897.65 0.0460450530 Long DBT CORP US N 2 2030-04-15 Fixed 3.100000000000 N N N N N N John Deere Capital Corporation E0KSF7PFQ210NWI8Z391 JOHN DEERE CAPITAL CORP SR UNSECURED 01/27 4.5 24422EXF1 300000 PA USD 300421.18 0.0300782340 Long DBT CORP US N 2 2027-01-08 Fixed 4.500000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/29 5.3 N/A DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/29 5.3 24703TAG1 600000 PA USD 605761.64 0.0606489874 Long DBT CORP US N 2 2029-10-01 Fixed 5.300000000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG/NEW YORK NY 11/26 VAR 251526CE7 600000 PA USD 584641.72 0.0585344565 Long DBT CORP US N 2 2026-11-24 Variable 2.129000000000 N N N N N N Deutsche Telekom International Finance B.V. N/A DEUTSCHE TELEKOM INTERNATIONAL COMPANY GUAR 06/30 8.75 25156PAC7 146000 PA USD 169630.25 0.0169834176 Long DBT CORP NL N 2 2030-06-15 Fixed 8.750000000000 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 DEVON ENERGY CORP SR UNSECURED 06/45 5 25179MAU7 885000 PA USD 739160.87 0.0740049474 Long DBT CORP US N 2 2045-06-15 Fixed 5.000000000000 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 DEVON ENERGY CORP SR UNSECURED 09/31 7.875 25179SAD2 170000 PA USD 191582.09 0.0191812406 Long DBT CORP US N 2 2031-09-30 Fixed 7.875000000000 N N N N N N Diageo Capital PLC N/A DIAGEO CAPITAL PLC COMPANY GUAR 04/30 2 25243YBD0 300000 PA USD 258957.14 0.0259268453 Long DBT CORP GB N 2 2030-04-29 Fixed 2.000000000000 N N N N N N Diamondback Energy Inc. 549300R22LSX6OHWEN64 DIAMONDBACK ENERGY INC COMPANY GUAR 01/30 5.15 25278XAY5 300000 PA USD 300637.68 0.0300999101 Long DBT CORP US N 2 2030-01-30 Fixed 5.150000000000 N N N N N N Diamondback Energy Inc. 549300R22LSX6OHWEN64 DIAMONDBACK ENERGY INC COMPANY GUAR 04/54 5.75 25278XBA6 200000 PA USD 187685.93 0.0187911562 Long DBT CORP US N 2 2054-04-18 Fixed 5.750000000000 N N N N N N Digital Realty Trust L.P. CD4SPTZ3YBTHY0C1AH38 DIGITAL REALTY TRUST LP COMPANY GUAR 07/28 4.45 25389JAT3 200000 PA USD 196302.6 0.0196538591 Long DBT CORP US N 2 2028-07-15 Fixed 4.450000000000 N N N N N N Dignity Health N/A DIGNITY HEALTH UNSECURED 11/42 4.5 254010AB7 300000 PA USD 253441.37 0.0253746052 Long DBT CORP US N 2 2042-11-01 Fixed 4.500000000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 DISCOVER BANK SR UNSECURED 09/28 4.65 25466AAP6 700000 PA USD 685538.97 0.0686363111 Long DBT CORP US N 2 2028-09-13 Fixed 4.650000000000 N N N N N N FREDDIE MAC POOL FR 10/50 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 10/50 FIXED 4.5 3133KKG86 1115335.2 PA USD 1061187.68 0.1062463418 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 03/51 FIXED 1.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 03/51 FIXED 1.5 3133KLHG5 4070400.28 PA USD 3031601.97 0.3035246501 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 1.500000000000 N N N N N N FREDDIE MAC POOL FR 05/51 FIXED 2 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 05/51 FIXED 2 3133KLZW0 4799268.04 PA USD 3746209.77 0.3750713388 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.000000000000 N N N N N N FREDDIE MAC POOL FR 03/52 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 03/52 FIXED 3 3133KNVT7 1916632.7 PA USD 1634018.31 0.1635982694 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 FREDDIE MAC POOL FR 07/52 FIXED 4.5 3133KPQ27 763924.33 PA USD 720391.57 0.0721257610 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 05/53 FIXED 5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 05/53 FIXED 5 3133KRB29 923558.88 PA USD 892158.99 0.0893231526 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 06/53 FIXED 5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 06/53 FIXED 5 3133KRJB1 1006084.29 PA USD 971878.63 0.0973047003 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.000000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LOAN MORTGAGE COR NOTES 09/29 6.75 3134A3U46 1200000 PA USD 1319376.47 0.1320962598 Long DBT USGSE US N 2 2029-09-15 Fixed 6.750000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LOAN MORTGAGE COR NOTES 07/32 6.25 3134A4KX1 450000 PA USD 498725.27 0.0499324827 Long DBT USGSE US N 2 2032-07-15 Fixed 6.250000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSO NOTES 01/30 7.125 31359MFJ7 209000 PA USD 234472.24 0.0234754118 Long DBT USGSE US N 2 2030-01-15 Fixed 7.125000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSO NOTES 05/30 7.25 31359MFP3 1450000 PA USD 1643390.57 0.1645366221 Long DBT USGSE US N 2 2030-05-15 Fixed 7.250000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSO NOTES 04/26 2.125 3135G0K36 2000000 PA USD 1944776.22 0.1947114191 Long DBT USGSE US N 2 2026-04-24 Fixed 2.125000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSO NOTES 04/27 5.25 3135GAQZ7 1000000 PA USD 1000044.39 0.1001246623 Long DBT USGSE US N 2 2027-04-02 Fixed 5.250000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/31 FIXED 7 31371JWB6 1251 PA USD 1296.99 0.0001298549 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/36 FIXED 5.5 31371MT23 10194.44 PA USD 10427.39 0.0010439926 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/36 FIXED 6 31371MWJ2 36296.93 PA USD 37617.62 0.0037662843 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/27 FIXED 6 31371NGL3 8007.56 PA USD 8107.4 0.0008117147 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K047 A2 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC MULTIFAMILY STRUCT FHMS K047 A2 3137BKRJ1 651634.25 PA USD 647668.6 0.0648447214 Long ABS-MBS USGSE US N 2 2025-05-25 Variable 3.329000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K755 A2 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC MULTIFAMILY STRUCT FHMS K755 A2 3137HCH39 600000 PA USD 610489.56 0.0611223478 Long ABS-MBS USGSE US N 2 2031-02-25 Fixed 5.203000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/31 FIXED VAR 31385HV82 1372.03 PA USD 1415.66 0.0001417362 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 8.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/30 FIXED 7.5 31385SK56 1788.55 PA USD 1868.35 0.0001870596 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/32 FIXED VAR 31385WWD7 972.16 PA USD 1011.3 0.0001012516 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/31 FIXED 7 31386X6C5 114.64 PA USD 118.8 0.0000118943 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/31 FIXED 7.5 31387SF50 684.93 PA USD 719.61 0.0000720475 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/31 FIXED 7.5 31387SN51 6507.24 PA USD 6857.7 0.0006865944 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/31 FIXED 7 31388UEA4 1454.9 PA USD 1517.42 0.0001519244 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/32 FIXED 7 31389X5W9 1035.04 PA USD 1084.71 0.0001086014 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/41 FIXED 4.5 3138AHXY7 643071 PA USD 624386.83 0.0625137455 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/27 FIXED 3 3138E0YE3 88084.13 PA USD 86764.84 0.0086869147 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/42 FIXED 4 3138E4AC5 29245.81 PA USD 27546.63 0.0027579746 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/42 FIXED VAR 3138EK2D6 609041.23 PA USD 573316.7 0.0574005930 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 03/43 FIXED 3 3138W6WK8 633475.76 PA USD 562270.3 0.0562946250 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/28 FIXED 3 3138WAFC6 335677.53 PA USD 327104.02 0.0327497258 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/45 FIXED 3.5 3138WFFF8 715505.66 PA USD 646214.37 0.0646991236 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.500000000000 N N N N N N Florida Power and Light Company A89MY1K3YLIGJMYWVX50 FLORIDA POWER and LIGHT CO 1ST MORTGAGE 02/37 5.65 341081EV5 290000 PA USD 296534.25 0.0296890738 Long DBT CORP US N 2 2037-02-01 Fixed 5.650000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 01/47 4.375 61746BEG7 1050000 PA USD 876842.06 0.0877896182 Long DBT CORP US N 2 2047-01-22 Fixed 4.375000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 07/27 VAR 61747YEC5 500000 PA USD 475172.68 0.0475743923 Long DBT CORP US N 2 2027-07-20 Variable 1.512000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 10/28 VAR 61747YEV3 1000000 PA USD 1036777.77 0.1038024163 Long DBT CORP US N 2 2028-10-18 Variable 6.296000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 04/29 VAR 61747YFD2 1000000 PA USD 1002814.8 0.1004020364 Long DBT CORP US N 2 2029-04-20 Variable 5.164000000000 N N N N N N Utah Acquisition Sub Inc. N/A UTAH ACQUISITION SUB INC COMPANY GUAR 06/26 3.95 62854AAN4 302000 PA USD 297202.65 0.0297559941 Long DBT CORP US N 2 2026-06-15 Fixed 3.950000000000 N N N N N N NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 05/30 3.4 N/A NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 05/30 3.4 62954HAY4 520000 PA USD 477633.53 0.0478207731 Long DBT CORP NL N 2 2030-05-01 Fixed 3.400000000000 N N N N N N Nasdaq Inc. 549300L8X1Q78ERXFD06 NASDAQ INC SR UNSECURED 01/31 1.65 63111XAD3 500000 PA USD 410813.05 0.0411306921 Long DBT CORP US N 2 2031-01-15 Fixed 1.650000000000 N N N N N N National Rural Utilities Cooperative Finance Corporation 4NYF266XZC35SCTGX023 NATIONAL RURAL UTILITIES COOPE COLLATERAL T 11/32 4.023 637432MS1 700000 PA USD 647584.06 0.0648362573 Long DBT CORP US N 2 2032-11-01 Fixed 4.023000000000 N N N N N N NatWest Group PLC N/A NATWEST GROUP PLC SR UNSECURED 08/30 VAR 639057AS7 300000 PA USD 295498.46 0.0295853702 Long DBT CORP GB N 2 2030-08-15 Variable 4.964000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 NETFLIX INC SR UNSECURED 04/28 4.875 64110LAS5 300000 PA USD 301225.14 0.0301587267 Long DBT CORP US N 2 2028-04-15 Fixed 4.875000000000 N N N N N N New Jersey Turnpike Authority 5493005YN67D71KSMI84 NEW JERSEY TURNPIKE AUTHORITY NJSTRN 01/41 FIXED 7.102 646139X83 90000 PA USD 100509.93 0.0100630761 Long DBT MUN US N 2 2041-01-01 Fixed 7.102000000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK STATE DORMITORY AUTHO NYSHGR 03/39 FIXED 5.628 64990FMT8 340000 PA USD 340209.1 0.0340618093 Long DBT MUN US N 2 2039-03-15 Fixed 5.628000000000 N N N N N N Empire State Development Corporation 54930039Y2EMGXN6LM88 EMPIRE STATE DEVELOPMENT CORP NYSDEV 03/39 FIXED 5.77 650035TD0 270000 PA USD 272665.09 0.0272992882 Long DBT MUN US N 2 2039-03-15 Fixed 5.770000000000 N N N N N N Newmont Corporation 549300VSP3RIX7FGDZ51 NEWMONT CORP COMPANY GUAR 03/42 4.875 651639AP1 270000 PA USD 246182.4 0.0246478356 Long DBT CORP US N 2 2042-03-15 Fixed 4.875000000000 N N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 06/30 2.25 65339KBR0 700000 PA USD 605220.64 0.0605948224 Long DBT CORP US N 2 2030-06-01 Fixed 2.250000000000 N N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 02/53 5.25 65339KCQ1 700000 PA USD 642451 0.0643223342 Long DBT CORP US N 2 2053-02-28 Fixed 5.250000000000 N N N N N N NIKE Inc. 787RXPR0UX0O0XUXPZ81 NIKE INC SR UNSECURED 03/30 2.85 654106AK9 500000 PA USD 455364.12 0.0455911550 Long DBT CORP US N 2 2030-03-27 Fixed 2.850000000000 N N N N N N Raymond James Financial Inc. RGUZHJ05YTITL6D76949 RAYMOND JAMES FINANCIAL INC SR UNSECURED 07/46 4.95 754730AF6 600000 PA USD 538544.24 0.0539191667 Long DBT CORP US N 2 2046-07-15 Fixed 4.950000000000 N N N N N N Realty Income Corporation 549300CUWDAUZSH43859 REALTY INCOME CORP SR UNSECURED 01/31 3.25 756109AX2 200000 PA USD 180583.84 0.0180800934 Long DBT CORP US N 2 2031-01-15 Fixed 3.250000000000 N N N N N N Realty Income Corporation 549300CUWDAUZSH43859 REALTY INCOME CORP SR UNSECURED 06/26 4.875 756109BF0 185000 PA USD 185447.04 0.0185669981 Long DBT CORP US N 2 2026-06-01 Fixed 4.875000000000 N N N N N N GINNIE MAE II POOL G2 12/40 FIXED 4 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 12/40 FIXED 4 36202FM78 357373.02 PA USD 337900.05 0.0338306267 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.000000000000 N N N N N N Regeneron Pharmaceuticals Inc. 549300RCBFWIRX3HYQ56 REGENERON PHARMACEUTICALS INC SR UNSECURED 09/50 2.8 75886FAF4 1000000 PA USD 589266.36 0.0589974764 Long DBT CORP US N 2 2050-09-15 Fixed 2.800000000000 N N N N N Republic Services Inc. NKNQHM6BLECKVOQP7O46 REPUBLIC SERVICES INC SR UNSECURED 03/33 2.375 760759BA7 400000 PA USD 324009.56 0.0324399078 Long DBT CORP US N 2 2033-03-15 Fixed 2.375000000000 N N N N N N GINNIE MAE I POOL GN 03/34 FIXED 5.5 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 03/34 FIXED 5.5 36202V7K1 9323.67 PA USD 9378.87 0.0009390145 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.500000000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 INTERNATIONAL BUSINESS MACHINE SR UNSECURED 06/42 4 459200HF1 210000 PA USD 171585.14 0.0171791416 Long DBT CORP US N 2 2042-06-20 Fixed 4.000000000000 N N N N N N Rio Tinto Finance (USA) Limited N/A RIO TINTO FINANCE USA LTD COMPANY GUAR 11/40 5.2 767201AL0 250000 PA USD 240612.02 0.0240901279 Long DBT CORP AU N 2 2040-11-02 Fixed 5.200000000000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 SOUTHERN CO/THE SR UNSECURED 07/26 3.25 842587CV7 572000 PA USD 560208.39 0.0560881861 Long DBT CORP US N 2 2026-07-01 Fixed 3.250000000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 INTERNATIONAL BUSINESS MACHINE SR UNSECURED 02/26 3.45 459200JG7 1115000 PA USD 1100149.86 0.1101472438 Long DBT CORP US N 2 2026-02-19 Fixed 3.450000000000 N N N N N N International Paper Company 824LMFJDH41EY779Q875 INTERNATIONAL PAPER CO SR UNSECURED 09/35 5 460146CM3 500000 PA USD 488772.53 0.0489360122 Long DBT CORP US N 2 2035-09-15 Fixed 5.000000000000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 SOUTHERN CO/THE SR UNSECURED 07/46 4.4 842587CX3 500000 PA USD 413543.79 0.0414040944 Long DBT CORP US N 2 2046-07-01 Fixed 4.400000000000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 SOUTHWEST AIRLINES CO SR UNSECURED 06/27 5.125 844741BK3 1000000 PA USD 1004456.61 0.1005664148 Long DBT CORP US N 2 2027-06-15 Fixed 5.125000000000 N N N N N N REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 06/33 5.375 N/A REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 06/33 5.375 465410BG2 1000000 PA USD 979291.86 0.0980469145 Long DBT NUSS IT N 2 2033-06-15 Fixed 5.375000000000 N N N N N N Stanley Black and Decker Inc. 549300DJ09SMTO561131 STANLEY BLACK + DECKER INC SR UNSECURED 11/50 2.75 854502AN1 300000 PA USD 172438.94 0.0172646243 Long DBT CORP US N 2 2050-11-15 Fixed 2.750000000000 N N N N N N Starbucks Corporation OQSJ1DU9TAOC51A47K68 STARBUCKS CORP SR UNSECURED 08/29 3.55 855244AT6 300000 PA USD 284022.1 0.0284363546 Long DBT CORP US N 2 2029-08-15 Fixed 3.550000000000 N N N N N N State Street Corporation 549300ZFEEJ2IP5VME73 STATE STREET CORP SR UNSECURED 05/34 VAR 857477CC5 700000 PA USD 695554.1 0.0696390281 Long DBT CORP US N 2 2034-05-18 Variable 5.159000000000 N N N N N N Stryker Corporation 5493002F0SC4JTBU5137 STRYKER CORP SR UNSECURED 03/46 4.625 863667AJ0 350000 PA USD 303194.47 0.0303558964 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 SUMITOMO MITSUI FINANCIAL GROU SR UNSECURED 03/26 3.784 86562MAC4 550000 PA USD 544377.84 0.0545032280 Long DBT CORP JP N 2 2026-03-09 Fixed 3.784000000000 N N N N N N Sumitomo Mitsui Financial Group Inc. N/A SUMITOMO MITSUI FINANCIAL GROU SR UNSECURED 07/27 3.364 86562MAR1 900000 PA USD 871988.36 0.0873036647 Long DBT CORP JP N 2 2027-07-12 Fixed 3.364000000000 N N N N N N Sun Communities Operating Limited Partnership N/A SUN COMMUNITIES OPERATING LP COMPANY GUAR 01/33 5.7 866677AJ6 1000000 PA USD 996001.34 0.0997198713 Long DBT CORP US N 2 2033-01-15 Fixed 5.700000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/48 3 912810SD1 1750000 PA USD 1278113.97 0.1279650493 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 UNITED STATES TREASURY NOTE/BO 05/32 2.875 91282CEP2 4780000 PA USD 4292928.8 0.4298089673 Long DBT UST US N 2 2032-05-15 Fixed 2.875000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/32 2.75 91282CFF3 2915000 PA USD 2585107.06 0.2588214824 Long DBT UST US N 2 2032-08-15 Fixed 2.750000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/27 3.125 91282CFH9 4000000 PA USD 3884807.64 0.3889477878 Long DBT UST US N 2 2027-08-31 Fixed 3.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 09/29 3.875 91282CFL0 8500000 PA USD 8315121.86 0.8325118132 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 UNITED STATES TREASURY NOTE/BO 08/26 3.75 91282CLH2 6000000 PA USD 5952511.86 0.5959667850 Long DBT UST US N 2 2026-08-31 Fixed 3.750000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 09/27 3.375 91282CLL3 3000000 PA USD 2931659.07 0.2935183451 Long DBT UST US N 2 2027-09-15 Fixed 3.375000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 09/26 3.5 91282CLP4 7000000 PA USD 6911827.86 0.6920137120 Long DBT UST US N 2 2026-09-30 Fixed 3.500000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 10/29 4.125 91282CLR0 14051000 PA USD 13889183.63 1.3905880927 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 UNITED STATES TREASURY NOTE/BO 10/26 4.125 91282CLS8 20500000 PA USD 20453336.67 2.0477925259 Long DBT UST US N 2 2026-10-31 Fixed 4.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 10/31 4.125 91282CLU3 8741000 PA USD 8555788.44 0.8566074037 Long DBT UST US N 2 2031-10-31 Fixed 4.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 11/34 4.25 91282CLW9 8299000 PA USD 8082699.76 0.8092416619 Long DBT UST US N 2 2034-11-15 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 11/27 4.125 91282CLX7 15200000 PA USD 15132928.78 1.5151121282 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 UNITED STATES TREASURY NOTE/BO 11/26 4.25 91282CLY5 4000000 PA USD 3999204.6 0.4004012363 Long DBT UST US N 2 2026-11-30 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 11/31 4.125 91282CLZ2 3100000 PA USD 3033814.35 0.3037461541 Long DBT UST US N 2 2031-11-30 Fixed 4.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 11/29 4.125 91282CMA6 16200000 PA USD 16015948.4 1.6035202451 Long DBT UST US N 2 2029-11-30 Fixed 4.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 12/27 4 91282CMB4 1500000 PA USD 1488464.16 0.1490253562 Long DBT UST US N 2 2027-12-15 Fixed 4.000000000000 N N N N N N RTX Corporation I07WOS4YJ0N7YRFE7309 RTX CORP SR UNSECURED 07/38 6.125 913017BP3 225000 PA USD 236180.57 0.0236464502 Long DBT CORP US N 2 2038-07-15 Fixed 6.125000000000 N N N N N N RTX Corporation I07WOS4YJ0N7YRFE7309 RTX CORP SR UNSECURED 11/48 4.625 913017CX5 500000 PA USD 424797 0.0425307682 Long DBT CORP US N 2 2048-11-16 Fixed 4.625000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC SR UNSECURED 03/36 5.8 91324PAR3 300000 PA USD 309501.81 0.0309873887 Long DBT CORP US N 2 2036-03-15 Fixed 5.800000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC SR UNSECURED 03/42 4.375 91324PBW1 50000 PA USD 42587.14 0.0042638337 Long DBT CORP US N 2 2042-03-15 Fixed 4.375000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC SR UNSECURED 12/48 4.45 91324PDQ2 300000 PA USD 247097.06 0.0247394115 Long DBT CORP US N 2 2048-12-15 Fixed 4.450000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC SR UNSECURED 05/50 2.9 91324PDZ2 400000 PA USD 247978.74 0.0248276855 Long DBT CORP US N 2 2050-05-15 Fixed 2.900000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC SR UNSECURED 05/31 2.3 91324PED0 500000 PA USD 425156.17 0.0425667284 Long DBT CORP US N 2 2031-05-15 Fixed 2.300000000000 N N N N N N Valero Energy Corporation 549300XTO5VR8SKV1V74 VALERO ENERGY CORP SR UNSECURED 04/32 7.5 91913YAE0 270000 PA USD 303039.44 0.0303403748 Long DBT CORP US N 2 2032-04-15 Fixed 7.500000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC SR UNSECURED 09/48 4.522 92343VCX0 1260000 PA USD 1051088.4 0.1052351997 Long DBT CORP US N 2 2048-09-15 Fixed 4.522000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC SR UNSECURED 12/29 4.016 92343VEU4 500000 PA USD 479902.69 0.0480479619 Long DBT CORP US N 2 2029-12-03 Fixed 4.016000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC SR UNSECURED 11/50 2.875 92343VFU3 500000 PA USD 307087.94 0.0307457115 Long DBT CORP US N 2 2050-11-20 Fixed 2.875000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC SR UNSECURED 10/30 1.68 92343VFX7 400000 PA USD 332646.8 0.0333046701 Long DBT CORP US N 2 2030-10-30 Fixed 1.680000000000 N N N N N Verisk Analytics Inc. 549300I1YSWNIRKBWP67 VERISK ANALYTICS INC SR UNSECURED 03/29 4.125 92345YAF3 600000 PA USD 581146.78 0.0581845423 Long DBT CORP US N 2 2029-03-15 Fixed 4.125000000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 PARAMOUNT GLOBAL SR UNSECURED 05/50 4.95 92556HAC1 470000 PA USD 353636.55 0.0354061685 Long DBT CORP US N 2 2050-05-19 Fixed 4.950000000000 N N N N N N Viatris Inc N/A VIATRIS INC COMPANY GUAR 06/30 2.7 92556VAD8 500000 PA USD 433729.48 0.0434250901 Long DBT CORP US N 2 2030-06-22 Fixed 2.700000000000 N N N N N N JH COLLATERAL N/A JH COLLATERAL N/A 972558.92 NS USD 9729284.96 0.9740981310 Long STIV RF US N 1 N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 11/38 8.875 927804FG4 190000 PA USD 246528.38 0.0246824751 Long DBT CORP US N 2 2038-11-15 Fixed 8.875000000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 05/52 4.625 927804GJ7 250000 PA USD 210404.63 0.0210657574 Long DBT CORP US N 2 2052-05-15 Fixed 4.625000000000 N N N N N N Visa Inc. 549300JZ4OKEHW3DPJ59 VISA INC SR UNSECURED 12/25 3.15 92826CAD4 463000 PA USD 457746.1 0.0458296393 Long DBT CORP US N 2 2025-12-14 Fixed 3.150000000000 N N N N N N Visa Inc. 549300JZ4OKEHW3DPJ59 VISA INC SR UNSECURED 12/45 4.3 92826CAF9 463000 PA USD 396284.73 0.0396761136 Long DBT CORP US N 2 2045-12-14 Fixed 4.300000000000 N N N N N N Visa Inc. 549300JZ4OKEHW3DPJ59 VISA INC SR UNSECURED 04/30 2.05 92826CAM4 600000 PA USD 524692.41 0.0525323185 Long DBT CORP US N 2 2030-04-15 Fixed 2.050000000000 N N N N N VMware LLC 549300BUDHS3LRWBE814 VMWARE LLC SR UNSECURED 08/28 1.8 928563AK1 400000 PA USD 358877.75 0.0359309186 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 VODAFONE GROUP PLC SR UNSECURED 02/37 6.15 92857WAQ3 300000 PA USD 314979.21 0.0315357872 Long DBT CORP GB N 2 2037-02-27 Fixed 6.150000000000 N N N N N N Vodafone Group Public Limited Company N/A VODAFONE GROUP PLC SR UNSECURED 05/48 5.25 92857WBM1 300000 PA USD 277680.22 0.0278014042 Long DBT CORP GB N 2 2048-05-30 Fixed 5.250000000000 N N N N N N Vulcan Materials Company 549300Q8LSNHAVWBNI21 VULCAN MATERIALS CO SR UNSECURED 06/30 3.5 929160AZ2 300000 PA USD 278064.65 0.0278398934 Long DBT CORP US N 2 2030-06-01 Fixed 3.500000000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 WALMART INC SR UNSECURED 06/48 4.05 931142EC3 500000 PA USD 410712.34 0.0411206090 Long DBT CORP US N 2 2048-06-29 Fixed 4.050000000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 WALMART INC SR UNSECURED 07/29 3.25 931142EN9 600000 PA USD 569500.12 0.0570184762 Long DBT CORP US N 2 2029-07-08 Fixed 3.250000000000 N N N N N N FREDDIE MAC POOL FR 08/52 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 08/52 FIXED 3 3132DTFN5 542475.16 PA USD 467570.95 0.0468133054 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.000000000000 N N N N N N The TJX Companies Inc. V167QI9I69W364E2DY52 TJX COS INC/THE SR UNSECURED 04/30 3.875 872540AT6 600000 PA USD 571416.36 0.0572103305 Long DBT CORP US N 2 2030-04-15 Fixed 3.875000000000 N N N N N N The TJX Companies Inc. V167QI9I69W364E2DY52 TJX COS INC/THE SR UNSECURED 04/50 4.5 872540AU3 600000 PA USD 518745.83 0.0519369456 Long DBT CORP US N 2 2050-04-15 Fixed 4.500000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 T-MOBILE USA INC COMPANY GUAR 04/50 4.5 87264AAZ8 700000 PA USD 573950.66 0.0574640652 Long DBT CORP US N 2 2050-04-15 Fixed 4.500000000000 N N N N N N Toyota Motor Credit Corporation Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/27 1.15 89236THG3 500000 PA USD 457861.94 0.0458412372 Long DBT CORP US N 2 2027-08-13 Fixed 1.150000000000 N N N N N N Toyota Motor Credit Corporation Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 09/31 1.9 89236TJQ9 700000 PA USD 573575.72 0.0574265261 Long DBT CORP US N 2 2031-09-12 Fixed 1.900000000000 N N N N N TransCanada Pipelines Limited 5BV01I6231JPDAPMGH09 TRANSCANADA PIPELINES LTD SR UNSECURED 03/36 5.85 89352HAB5 405000 PA USD 408445.21 0.0408936235 Long DBT CORP CA N 2 2036-03-15 Fixed 5.850000000000 N N N N N N Travelers Property Casualty Corp. N/A TRAVELERS PROPERTY CASUALTY CO COMPANY GUAR 04/26 7.75 893939AE8 50000 PA USD 51925.75 0.0051988174 Long DBT CORP US N 2 2026-04-15 Fixed 7.750000000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 BANCO SANTANDER SA 09/27 VAR 05964HAN5 700000 PA USD 661746.09 0.0662541628 Long DBT CORP ES N 2 2027-09-14 Variable 1.722000000000 N N N N N N BANK 2017-BNK6 BANK 2017 BNK6 A4 N/A BANK 2017-BNK6 BANK 2017 BNK6 A4 060352AE1 1872639.96 PA USD 1800371.23 0.1802535600 Long ABS-MBS CORP US N 2 2060-07-15 Fixed 3.254000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SUBORDINATED 03/26 4.45 06051GFU8 700000 PA USD 697098.54 0.0697936578 Long DBT CORP US N 2 2026-03-03 Fixed 4.450000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 01/48 VAR 06051GGG8 500000 PA USD 421109.35 0.0421615599 Long DBT CORP US N 2 2048-01-20 Variable 4.443000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 01/26 VAR 06051GGZ6 1200000 PA USD 1198869.23 0.1200310486 Long DBT CORP US N 2 2026-01-23 Variable 3.366000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 12/28 VAR 06051GHD4 1312000 PA USD 1257901.58 0.1259413804 Long DBT CORP US N 2 2028-12-20 Variable 3.419000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 03/29 VAR 06051GHG7 500000 PA USD 484913.34 0.0485496293 Long DBT CORP US N 2 2029-03-05 Variable 3.970000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 02/30 VAR 06051GHQ5 2000000 PA USD 1916660.38 0.1918964551 Long DBT CORP US N 2 2030-02-07 Variable 3.974000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 01/35 VAR 06051GMA4 560000 PA USD 560612.56 0.0561286517 Long DBT CORP US N 2 2035-01-23 Variable 5.468000000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 BANK OF NEW YORK MELLON CORP/T SR UNSECURED 05/27 3.25 06406RAD9 800000 PA USD 776409.03 0.0777342413 Long DBT CORP US N 2 2027-05-16 Fixed 3.250000000000 N N N N N N The Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 BANK OF NOVA SCOTIA/THE SR UNSECURED 02/30 4.85 06417XAP6 700000 PA USD 695028.45 0.0695863999 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 BANK 2022-BNK39 BANK 2022 BNK39 A4 06539VAJ7 2000000 PA USD 1724970 0.1727043724 Long ABS-MBS CORP US N 2 2055-02-15 Variable 2.928000000000 N N N N N N Barclays PLC N/A BARCLAYS PLC SR UNSECURED 01/26 4.375 06738EAN5 500000 PA USD 497623.46 0.0498221693 Long DBT CORP GB N 2 2026-01-12 Fixed 4.375000000000 N N N N N N Barclays PLC N/A BARCLAYS PLC SR UNSECURED 01/47 4.95 06738EAV7 300000 PA USD 266579.93 0.0266900407 Long DBT CORP GB N 2 2047-01-10 Fixed 4.950000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 ATandT INC SR UNSECURED 05/46 4.75 00206RCQ3 900000 PA USD 781225.07 0.0782164243 Long DBT CORP US N 2 2046-05-15 Fixed 4.750000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 ATandT INC SR UNSECURED 03/41 6.375 00206RDG4 360000 PA USD 377089.98 0.0377543310 Long DBT CORP US N 2 2041-03-01 Fixed 6.375000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 ATandT INC SR UNSECURED 03/42 5.15 00206RDH2 50000 PA USD 46168.26 0.0046223763 Long DBT CORP US N 2 2042-03-15 Fixed 5.150000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 ATandT INC SR UNSECURED 04/31 7.625 00206RHZ8 285000 PA USD 315320.96 0.0315700033 Long DBT CORP US N 2 2031-04-15 Fixed 7.625000000000 N N N N N ATandT Inc. 549300Z40J86GGSTL398 ATandT INC SR UNSECURED 07/45 4.85 00206RJL7 500000 PA USD 435359 0.0435882380 Long DBT CORP US N 2 2045-07-15 Fixed 4.850000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 ATandT INC SR UNSECURED 12/33 2.55 00206RMM1 665000 PA USD 535679.85 0.0536323834 Long DBT CORP US N 2 2033-12-01 Fixed 2.550000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 ATandT INC SR UNSECURED 12/57 3.8 00206RMN9 609000 PA USD 420151.41 0.0420656508 Long DBT CORP US N 2 2057-12-01 Fixed 3.800000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 ATandT INC SR UNSECURED 02/34 5.4 00206RMT6 1000000 PA USD 1004004.16 0.1005211154 Long DBT CORP US N 2 2034-02-15 Fixed 5.400000000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 ABBOTT LABORATORIES SR UNSECURED 11/26 3.75 002824BF6 283000 PA USD 279618.01 0.0279954161 Long DBT CORP US N 2 2026-11-30 Fixed 3.750000000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 ABBOTT LABORATORIES SR UNSECURED 11/36 4.75 002824BG4 300000 PA USD 289813.84 0.0290162248 Long DBT CORP US N 2 2036-11-30 Fixed 4.750000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/39 FIXED 5 31416M6W9 13447.3 PA USD 13427.85 0.0013443993 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/39 FIXED 4.5 31416PPP6 15686.31 PA USD 15277.62 0.0015295986 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/39 FIXED 4.5 31416QV36 8705.34 PA USD 8469.04 0.0008479221 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/39 FIXED 4.5 31416RRB1 44947.18 PA USD 43768.23 0.0043820847 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.500000000000 N N N N N N FedEx Corporation 549300E707U7WNPZN687 FEDEX CORP COMPANY GUAR 08/42 3.875 31428XAT3 420000 PA USD 326652.96 0.0327045656 Long DBT CORP US N 2 2042-08-01 Fixed 3.875000000000 N N N N N N FedEx Corporation 549300E707U7WNPZN687 FEDEX CORP COMPANY GUAR 01/47 4.4 31428XBN5 350000 PA USD 283228.79 0.0283569282 Long DBT CORP US N 2 2047-01-15 Fixed 4.400000000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 FIFTH THIRD BANCORP SR UNSECURED 07/29 VAR 316773DK3 300000 PA USD 311246.52 0.0311620694 Long DBT CORP US N 2 2029-07-27 Variable 6.339000000000 N N N N N N Fifth Third Bank Inc. N/A FIFTH THIRD BANK INC SR UNSECURED 02/27 2.25 31677QBR9 500000 PA USD 475259.85 0.0475831198 Long DBT CORP US N 2 2027-02-01 Fixed 2.250000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/42 4.4 00287YAM1 660000 PA USD 571240.53 0.0571927264 Long DBT CORP US N 2 2042-11-06 Fixed 4.400000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 05/26 3.2 00287YAY5 716000 PA USD 703261.73 0.0704107177 Long DBT CORP US N 2 2026-05-14 Fixed 3.200000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/29 3.2 00287YBX6 1000000 PA USD 928152.36 0.0929268166 Long DBT CORP US N 2 2029-11-21 Fixed 3.200000000000 N N N N N N Chubb INA Holdings LLC CZCBJZWDMLTHWJDXU843 CHUBB INA HOLDINGS LLC COMPANY GUAR 05/26 3.35 00440EAV9 300000 PA USD 295336.26 0.0295691307 Long DBT CORP US N 2 2026-05-03 Fixed 3.350000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 04/26 4.45 00774MAL9 400000 PA USD 397920.6 0.0398398972 Long DBT CORP IE N 2 2026-04-03 Fixed 4.450000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/32 3.3 00774MAX3 500000 PA USD 435659.65 0.0436183391 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 AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 06/28 5.75 00774MBC8 1000000 PA USD 1018914.21 0.1020139128 Long DBT CORP IE N 2 2028-06-06 Fixed 5.750000000000 N N N N N N Air Lease Corporation N/A AIR LEASE CORP SR UNSECURED 12/27 3.625 00912XAY0 400000 PA USD 386554.68 0.0387019388 Long DBT CORP US N 2 2027-12-01 Fixed 3.625000000000 N N N N N Air Lease Corporation N/A AIR LEASE CORP SR UNSECURED 12/30 3.125 00914AAK8 600000 PA USD 531732.21 0.0532371448 Long DBT CORP US N 2 2030-12-01 Fixed 3.125000000000 N N N N N N Air Products and Chemicals Inc. 7QEON6Y1RL5XR3R1W237 AIR PRODUCTS AND CHEMICALS INC SR UNSECURED 05/27 1.85 009158AY2 500000 PA USD 470008.64 0.0470573675 Long DBT CORP US N 2 2027-05-15 Fixed 1.850000000000 N N N N N N Rio Tinto Alcan Inc. N/A RIO TINTO ALCAN INC SR UNSECURED 12/33 6.125 013716AU9 100000 PA USD 105473.57 0.0105600368 Long DBT CORP CA N 2 2033-12-15 Fixed 6.125000000000 N N N N N N Alexandria Real Estate Equities Inc. MGCJBT4MKTQBVLNUIS88 ALEXANDRIA REAL ESTATE EQUITIE COMPANY GUAR 02/33 1.875 015271AV1 400000 PA USD 308150.68 0.0308521133 Long DBT CORP US N 2 2033-02-01 Fixed 1.875000000000 N N N N N The Allstate Corporation OBT0W1ED8G0NWVOLOJ77 ALLSTATE CORP/THE SR UNSECURED 12/26 3.28 020002BD2 500000 PA USD 488502.05 0.0489089317 Long DBT CORP US N 2 2026-12-15 Fixed 3.280000000000 N N N N N N FREDDIE MAC POOL FR 10/52 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 10/52 FIXED 5.5 3133BPUN6 1304704.91 PA USD 1288385.27 0.1289934141 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 08/50 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 08/50 FIXED 3 3133KJXK3 1113097.32 PA USD 949662.8 0.0950804465 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 09/53 FIXED 6.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 09/53 FIXED 6.5 3133KR5Y6 1693264 PA USD 1746788.41 0.1748888364 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.500000000000 N N N N N N Federal Home Loan Banks N/A FEDERAL HOME LOAN BANKS BONDS 07/36 5.5 3133XGAY0 1690000 PA USD 1797577.69 0.1799738702 Long DBT USGSE US N 2 2036-07-15 Fixed 5.500000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 SOUTHERN CALIFORNIA EDISON CO 1ST REF MORT 07/35 5.35 842400FA6 130000 PA USD 129530.95 0.0129686669 Long DBT CORP US N 2 2035-07-15 Fixed 5.350000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 SOUTHERN CALIFORNIA EDISON CO 1ST MORTGAGE 06/30 2.25 842400GU1 700000 PA USD 608221.79 0.0608952982 Long DBT CORP US N 2 2030-06-01 Fixed 2.250000000000 N N N N N N Southern California Gas Company XY0N0J73VHV5F4CUJV89 SOUTHERN CALIFORNIA GAS CO 1ST MORTGAGE 11/52 6.35 842434CX8 500000 PA USD 537826.86 0.0538473425 Long DBT CORP US N 2 2052-11-15 Fixed 6.350000000000 N N N N N N Sysco Corporation 5RGWIFLMGH3YS7KWI652 SYSCO CORP COMPANY GUAR 04/50 6.6 871829BN6 1000000 PA USD 1096147.93 0.1097465697 Long DBT CORP US N 2 2050-04-01 Fixed 6.600000000000 N N N N N N TCI Communications Inc. N/A TCI COMMUNICATIONS INC SR UNSECURED 02/28 7.125 872287AL1 110000 PA USD 117398.1 0.0117539234 Long DBT CORP US N 2 2028-02-15 Fixed 7.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 05/43 3.875 912810TS7 5000000 PA USD 4400520.25 0.4405810467 Long DBT UST US N 2 2043-05-15 Fixed 3.875000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/53 4.125 912810TT5 1725000 PA USD 1536360.43 0.1538207412 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 UNITED STATES TREASURY NOTE/BO 11/53 4.75 912810TV0 1410000 PA USD 1394904.74 0.1396581666 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 UNITED STATES TREASURY NOTE/BO 02/54 4.25 912810TX6 6660000 PA USD 6075586.73 0.6082890678 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 UNITED STATES TREASURY NOTE/BO 02/44 4.5 912810TZ1 1910000 PA USD 1823036.61 0.1825228228 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 UNITED STATES TREASURY NOTE/BO 05/44 4.625 912810UB2 1500000 PA USD 1454186.1 0.1455934293 Long DBT UST US N 2 2044-05-15 Fixed 4.625000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/54 4.25 912810UC0 9070000 PA USD 8282731.44 0.8292688773 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 UNITED STATES TREASURY NOTE/BO 11/54 4.5 912810UE6 1850000 PA USD 1763841.8 0.1765962255 Long DBT UST US N 2 2054-11-15 Fixed 4.500000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 11/44 4.625 912810UF3 1933000 PA USD 1874255.9 0.1876509093 Long DBT UST US N 2 2044-11-15 Fixed 4.625000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 11/27 2.25 9128283F5 20595000 PA USD 19471884.42 1.9495293127 Long DBT UST US N 2 2027-11-15 Fixed 2.250000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 05/28 2.875 9128284N7 6800000 PA USD 6495384.14 0.6503192760 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 UNITED STATES TREASURY NOTE/BO 05/26 2.125 9128286X3 2000000 PA USD 1942104.02 0.1944438778 Long DBT UST US N 2 2026-05-31 Fixed 2.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/26 1.375 912828YD6 3000000 PA USD 2862931.47 0.2866373229 Long DBT UST US N 2 2026-08-31 Fixed 1.375000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 01/27 1.5 912828Z78 30000000 PA USD 28371232.2 2.8405339524 Long DBT UST US N 2 2027-01-31 Fixed 1.500000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 03/27 0.625 912828ZE3 1000000 PA USD 923252.16 0.0924362075 Long DBT UST US N 2 2027-03-31 Fixed 0.625000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 07/27 0.375 91282CAD3 1800000 PA USD 1630235.65 0.1632195486 Long DBT UST US N 2 2027-07-31 Fixed 0.375000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 11/31 1.375 91282CDJ7 775000 PA USD 633300.81 0.0634062151 Long DBT UST US N 2 2031-11-15 Fixed 1.375000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 09/27 4.125 91282CFM8 10000000 PA USD 9960509.2 0.9972483524 Long DBT UST US N 2 2027-09-30 Fixed 4.125000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 APPLE INC SR UNSECURED 08/62 4.1 037833ER7 700000 PA USD 557329.86 0.0557999871 Long DBT CORP US N 2 2062-08-08 Fixed 4.100000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 10/29 4 91282CFT3 15000000 PA USD 14747561.4 1.4765290621 Long DBT UST US N 2 2029-10-31 Fixed 4.000000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 10/27 4.125 91282CFU0 10000000 PA USD 9960544.9 0.9972519266 Long DBT UST US N 2 2027-10-31 Fixed 4.125000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 APPLE INC SR UNSECURED 05/53 4.85 037833EW6 470000 PA USD 443894.59 0.0444428231 Long DBT CORP US N 2 2053-05-10 Fixed 4.850000000000 N N N N N Applied Materials Inc. 41BNNE1AFPNAZELZ6K07 APPLIED MATERIALS INC SR UNSECURED 10/35 5.1 038222AK1 470000 PA USD 469977.32 0.0470542317 Long DBT CORP US N 2 2035-10-01 Fixed 5.100000000000 N N N N N N Essential Utilities Inc. N/A ESSENTIAL UTILITIES INC SR UNSECURED 05/49 4.276 03836WAC7 500000 PA USD 391094.44 0.0391564606 Long DBT CORP US N 2 2049-05-01 Fixed 4.276000000000 N N N N N N Arch Capital Finance LLC N/A ARCH CAPITAL FINANCE LLC COMPANY GUAR 12/26 4.011 03939CAA1 400000 PA USD 395253.77 0.0395728936 Long DBT CORP US N 2 2026-12-15 Fixed 4.011000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 ARES CAPITAL CORP SR UNSECURED 01/26 3.875 04010LAZ6 1000000 PA USD 988563.86 0.0989752292 Long DBT CORP US N 2 2026-01-15 Fixed 3.875000000000 N N N N N N Arizona Public Service Company YG6VT0TPHRH4TFVAQV64 ARIZONA PUBLIC SERVICE CO SR UNSECURED 05/50 3.35 040555DB7 500000 PA USD 337770.26 0.0338176321 Long DBT CORP US N 2 2050-05-15 Fixed 3.350000000000 N N N N N N Arthur J. Gallagher and Co. 54930049QLLMPART6V29 ARTHUR J GALLAGHER + CO SR UNSECURED 07/34 5.45 04316JAH2 400000 PA USD 402214.5 0.0402698034 Long DBT CORP US N 2 2034-07-15 Fixed 5.450000000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 ASTRAZENECA PLC SR UNSECURED 04/26 0.7 046353AV0 500000 PA USD 477108.89 0.0477682461 Long DBT CORP GB N 2 2026-04-08 Fixed 0.700000000000 N N N N N N Athene Global Funding N/A ATHENE GLOBAL FUNDING SECURED 144A 07/31 5.526 04685A3Z2 250000 PA USD 250574.61 0.0250875846 Long DBT CORP US N 2 2031-07-11 Fixed 5.526000000000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 ATHENE HOLDING LTD SR UNSECURED 01/28 4.125 04686JAA9 200000 PA USD 195126.08 0.0195360657 Long DBT CORP US N 2 2028-01-12 Fixed 4.125000000000 N N N N N N Automatic Data Processing Inc. HGBOLILQXWER4SAL2I23 AUTOMATIC DATA PROCESSING INC SR UNSECURED 09/25 3.375 053015AE3 752000 PA USD 745958.09 0.0746854866 Long DBT CORP US N 2 2025-09-15 Fixed 3.375000000000 N N N N N N AutoZone Inc. GA3JGKJ41LJKXDN23E90 AUTOZONE INC SR UNSECURED 06/27 3.75 053332AV4 600000 PA USD 586275.89 0.0586980699 Long DBT CORP US N 2 2027-06-01 Fixed 3.750000000000 N N N N N N AvalonBay Communities Inc. K9G90K85RBWD2LAGQX17 AVALONBAY COMMUNITIES INC SR UNSECURED 01/32 2.05 053484AB7 400000 PA USD 331183.43 0.0331581572 Long DBT CORP US N 2 2032-01-15 Fixed 2.050000000000 N N N N N Avery Dennison Corporation 549300PW7VPFCYKLIV37 AVERY DENNISON CORP SR UNSECURED 04/30 2.65 053611AK5 400000 PA USD 354863.78 0.0355290390 Long DBT CORP US N 2 2030-04-30 Fixed 2.650000000000 N N N N N N B.A.T Capital Corporation N/A BAT CAPITAL CORP COMPANY GUAR 09/26 3.215 05526DBJ3 500000 PA USD 487350.68 0.0487936563 Long DBT CORP US N 2 2026-09-06 Fixed 3.215000000000 N N N N N N BAKER HUGHES HOLDINGS LLC / BA SR UNSECURED 05/30 4.486 N/A BAKER HUGHES HOLDINGS LLC / BA SR UNSECURED 05/30 4.486 05724BAA7 500000 PA USD 489822.23 0.0490411084 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 BALTIMORE GAS AND ELECTRIC CO SR UNSECURED 06/52 4.55 059165EP1 700000 PA USD 581030.07 0.0581728573 Long DBT CORP US N 2 2052-06-01 Fixed 4.550000000000 N N N N N N Barclays PLC N/A BARCLAYS PLC SR UNSECURED 11/33 VAR 06738ECE3 700000 PA USD 770141.77 0.0771067619 Long DBT CORP GB N 2 2033-11-02 Variable 7.437000000000 N N N N N N Berry Global Inc. 549300AP2Q7ERHX6RI89 BERRY GLOBAL INC SR SECURED 04/28 5.5 08576PAL5 250000 PA USD 252396.6 0.0252700026 Long DBT CORP US N 2 2028-04-15 Fixed 5.500000000000 N N N N N N Biogen Inc. W8J5WZB5IY3K0NDQT671 BIOGEN INC SR UNSECURED 02/51 3.25 09062XAK9 561000 PA USD 360183.47 0.0360616475 Long DBT CORP US N 2 2051-02-15 Fixed 3.250000000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP SR UNSECURED 02/30 VAR 14040HDE2 900000 PA USD 912333.13 0.0913429919 Long DBT CORP US N 2 2030-02-01 Variable 5.700000000000 N N N N N N Cardinal Health Inc. CCU46N3GJMF4OK4N7U60 CARDINAL HEALTH INC SR UNSECURED 02/29 5.125 14149YBN7 500000 PA USD 501064.19 0.0501666559 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 CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022 4 A4 14318UAE1 1000000 PA USD 1015865.5 0.1017086753 Long ABS-O CORP US N 2 2028-07-17 Fixed 5.700000000000 N N N N N N Carrier Global Corporation N/A CARRIER GLOBAL CORP SR UNSECURED 02/27 2.493 14448CAP9 400000 PA USD 382474.16 0.0382933963 Long DBT CORP US N 2 2027-02-15 Fixed 2.493000000000 N N N N N N Carrier Global Corporation N/A CARRIER GLOBAL CORP SR UNSECURED 04/50 3.577 14448CAS3 170000 PA USD 121830.19 0.0121976652 Long DBT CORP US N 2 2050-04-05 Fixed 3.577000000000 N N N N N N Carvana Auto Receivables Trust 2024-P2 N/A CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A4 14688PAD6 1000000 PA USD 1008217.1 0.1009429158 Long ABS-O CORP US N 2 2030-06-10 Fixed 5.210000000000 N N N N N N Caterpillar Inc. WRJR7GS4GTRECRRTVX92 CATERPILLAR INC SR UNSECURED 04/30 2.6 149123CH2 560000 PA USD 504834.59 0.0505441492 Long DBT CORP US N 2 2030-04-09 Fixed 2.600000000000 N N N N N N Caterpillar Inc. WRJR7GS4GTRECRRTVX92 CATERPILLAR INC SR UNSECURED 04/50 3.25 149123CJ8 400000 PA USD 276324.66 0.0276656852 Long DBT CORP US N 2 2050-04-09 Fixed 3.250000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 CENTENE CORP SR UNSECURED 12/27 4.25 15135BAR2 700000 PA USD 678092.66 0.0678907849 Long DBT CORP US N 2 2027-12-15 Fixed 4.250000000000 N N N N N N Cenovus Energy Inc. N/A CENOVUS ENERGY INC SR UNSECURED 04/27 4.25 15135UAM1 300000 PA USD 295842.77 0.0296198426 Long DBT CORP CA N 2 2027-04-15 Fixed 4.250000000000 N N N N N N CenterPoint Energy Inc. 21TPXMRRHFKOBHDC8J74 CENTERPOINT ENERGY INC SR UNSECURED 03/30 2.95 15189TAX5 700000 PA USD 629389.77 0.0630146410 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 CHARTER COMMUNICATIONS OPT LLC SR SECURED 05/47 5.375 161175BL7 500000 PA USD 410385.78 0.0410879138 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 CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/29 5.05 161175BR4 400000 PA USD 391395.96 0.0391866488 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 CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/31 2.8 161175BU7 600000 PA USD 505980.22 0.0506588499 Long DBT CORP US N 2 2031-04-01 Fixed 2.800000000000 N N N N N N Chevron Corporation N/A CHEVRON CORP SR UNSECURED 05/26 2.954 166764BL3 800000 PA USD 784379.23 0.0785322195 Long DBT CORP US N 2 2026-05-16 Fixed 2.954000000000 N N N N N N CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 05/41 3.1 N/A CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 05/41 3.1 168863DS4 675000 PA USD 481611.4 0.0482190384 Long DBT NUSS CL N 2 2041-05-07 Fixed 3.100000000000 N N N N N N Choice Hotels International Inc. 5493003CYRY5RFGTIR97 CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 01/31 3.7 169905AG1 200000 PA USD 179926.56 0.0180142864 Long DBT CORP US N 2 2031-01-15 Fixed 3.700000000000 N N N N N Cisco Systems Inc. N/A CISCO SYSTEMS INC SR UNSECURED 02/39 5.9 17275RAD4 80000 PA USD 84535.58 0.0084637207 Long DBT CORP US N 2 2039-02-15 Fixed 5.900000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SUBORDINATED 09/27 4.45 172967KA8 500000 PA USD 493226.1 0.0493819046 Long DBT CORP US N 2 2027-09-29 Fixed 4.450000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 COMCAST CORP COMPANY GUAR 01/27 2.35 20030NBW0 455000 PA USD 434971.86 0.0435494774 Long DBT CORP US N 2 2027-01-15 Fixed 2.350000000000 N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 COMCAST CORP COMPANY GUAR 11/49 3.999 20030NCE9 500000 PA USD 378108.65 0.0378563205 Long DBT CORP US N 2 2049-11-01 Fixed 3.999000000000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 CROWN CASTLE INC SR UNSECURED 07/31 2.5 22822VAY7 300000 PA USD 252650.1 0.0252953831 Long DBT CORP US N 2 2031-07-15 Fixed 2.500000000000 N N N N N CubeSmart L.P. N/A CUBESMART LP COMPANY GUAR 11/25 4 22966RAC0 200000 PA USD 198578.64 0.0198817367 Long DBT CORP US N 2 2025-11-15 Fixed 4.000000000000 N N N N N N DH Europe Finance II S.a r.l. N/A DH EUROPE FINANCE II SARL COMPANY GUAR 11/39 3.25 23291KAJ4 300000 PA USD 233700.16 0.0233981110 Long DBT CORP LU N 2 2039-11-15 Fixed 3.250000000000 N N N N N N D.R. Horton Inc. N/A DR HORTON INC COMPANY GUAR 10/27 1.4 23331ABP3 200000 PA USD 182691.41 0.0182911038 Long DBT CORP US N 2 2027-10-15 Fixed 1.400000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 04/31 4.625 91282CKN0 6000000 PA USD 6050706.3 0.6057980337 Long DBT UST US N 2 2031-04-30 Fixed 4.625000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 11/32 4.125 91282CFV8 8000000 PA USD 7802550.32 0.7811930389 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 UNITED STATES TREASURY NOTE/BO 05/26 3.625 91282CHB0 4000000 PA USD 3967012.2 0.3971781262 Long DBT UST US N 2 2026-05-15 Fixed 3.625000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 04/29 4.625 91282CKP5 6000000 PA USD 6057504.36 0.6064786570 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 UNITED STATES TREASURY NOTE/BO 05/27 4.5 91282CKR1 4700000 PA USD 4723410.51 0.4729088899 Long DBT UST US N 2 2027-05-15 Fixed 4.500000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 11/33 4.5 91282CJJ1 31550000 PA USD 31407183.88 3.1444940964 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 UNITED STATES TREASURY NOTE/BO 11/28 4.375 91282CJN2 7275000 PA USD 7277944.63 0.7286694028 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 UNITED STATES TREASURY NOTE/BO 05/29 4.5 91282CKT7 2500000 PA USD 2511945.95 0.2514965761 Long DBT UST US N 2 2029-05-31 Fixed 4.500000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 05/31 4.625 91282CKU4 5550000 PA USD 5595576.6 0.5602303489 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 UNITED STATES TREASURY NOTE/BO 06/27 4.625 91282CKV2 3000000 PA USD 3025149.36 0.3028786134 Long DBT UST US N 2 2027-06-15 Fixed 4.625000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 06/31 4.25 91282CKW0 1000000 PA USD 987425.18 0.0988612243 Long DBT UST US N 2 2031-06-30 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 12/28 3.75 91282CJR3 8800000 PA USD 8602452.14 0.8612793835 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 UNITED STATES TREASURY NOTE/BO 01/29 4 91282CJW2 4245000 PA USD 4186851.69 0.4191885039 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 UNITED STATES TREASURY NOTE/BO 06/26 4.625 91282CKY6 1000000 PA USD 1005355.15 0.1006563768 Long DBT UST US N 2 2026-06-30 Fixed 4.625000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 07/27 4.375 91282CKZ3 1000000 PA USD 1002566.01 0.1003771275 Long DBT UST US N 2 2027-07-15 Fixed 4.375000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 02/26 4.625 91282CKB6 2000000 PA USD 2008092.98 0.2010507069 Long DBT UST US N 2 2026-02-28 Fixed 4.625000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 03/29 4.125 91282CKG5 3000000 PA USD 2970506.67 0.2974077753 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 UNITED STATES TREASURY NOTE/BO 03/26 4.5 91282CKH3 17530000 PA USD 17577729.98 1.7598861573 Long DBT UST US N 2 2026-03-31 Fixed 4.500000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 07/26 4.375 91282CLB5 2600000 PA USD 2604289.87 0.2607420695 Long DBT UST US N 2 2026-07-31 Fixed 4.375000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 07/31 4.125 91282CLD1 5900000 PA USD 5782450.05 0.5789401595 Long DBT UST US N 2 2031-07-31 Fixed 4.125000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC SR UNSECURED 02/33 5.35 91324PER9 700000 PA USD 704405.63 0.0705252452 Long DBT CORP US N 2 2033-02-15 Fixed 5.350000000000 N N N N N N Utah State of N/A STATE OF UTAH UTS 07/25 FIXED 3.539 917542QV7 76758.5 PA USD 76479.82 0.0076571762 Long DBT MUN US N 2 2025-07-01 Fixed 3.539000000000 N N N N N N Vale Overseas Limited N/A VALE OVERSEAS LTD COMPANY GUAR 11/39 6.875 91911TAK9 204000 PA USD 216467.26 0.0216727493 Long DBT CORP BR N 2 2039-11-10 Fixed 6.875000000000 N N N N N N Ventas Realty Limited Partnership 32SXKSJ72K64GM3HOU64 VENTAS REALTY LP COMPANY GUAR 09/31 2.5 92277GAW7 200000 PA USD 168932.71 0.0169135798 Long DBT CORP US N 2 2031-09-01 Fixed 2.500000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 AMAZON.COM INC SR UNSECURED 12/32 4.7 023135CR5 700000 PA USD 695870.22 0.0696706781 Long DBT CORP US N 2 2032-12-01 Fixed 4.700000000000 N N N N N N Ameren Corporation XRZQ5S7HYJFPHJ78L959 AMEREN CORP SR UNSECURED 01/31 3.5 023608AJ1 1000000 PA USD 912591.23 0.0913688329 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 AMERICAN AIRLINES 2016-2 CLASS PASS THRU CE 12/29 3.2 023765AA8 188850 PA USD 178348.2 0.0178562607 Long DBT CORP US N 2 2028-06-15 Fixed 3.200000000000 N N N N N N American Electric Power Company Inc. 1B4S6S7G0TW5EE83BO58 AMERICAN ELECTRIC POWER CO INC SR UNSECURED 03/33 5.625 025537AX9 150000 PA USD 151530.8 0.0151712967 Long DBT CORP US N 2 2033-03-01 Fixed 5.625000000000 N N N N N N American Express Company R4PP93JZOLY261QX3811 AMERICAN EXPRESS CO SR UNSECURED 08/33 VAR 025816DA4 1000000 PA USD 949144.97 0.0950286013 Long DBT CORP US N 2 2033-08-03 Variable 4.420000000000 N N N N N N American Honda Finance Corporation B6Q2VFHD1797Q7NZ3E43 AMERICAN HONDA FINANCE CORP SR UNSECURED 01/31 1.8 02665WDT5 600000 PA USD 494907.76 0.0495502728 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 AMERICAN HOMES 4 RENT LP SR UNSECURED 04/32 3.625 02666TAE7 350000 PA USD 312879.71 0.0313255848 Long DBT CORP US N 2 2032-04-15 Fixed 3.625000000000 N N N N N Baxter International Inc. J5OIVXX3P24RJRW5CK77 BAXTER INTERNATIONAL INC SR UNSECURED 04/30 3.95 071813BY4 500000 PA USD 472343.93 0.0472911772 Long DBT CORP US N 2 2030-04-01 Fixed 3.950000000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 BAY AREA TOLL AUTHORITY BAYTRN 10/50 FIXED 6.907 072024PY2 50000 PA USD 56753.51 0.0056821738 Long DBT MUN US N 2 2050-10-01 Fixed 6.907000000000 N N N N N N Becton Dickinson and Company ICE2EP6D98PQUILVRZ91 BECTON DICKINSON and CO SR UNSECURED 12/44 4.685 075887BG3 400000 PA USD 345821.79 0.0346237530 Long DBT CORP US N 2 2044-12-15 Fixed 4.685000000000 N N N N N N Berkshire Hathaway Energy Company 549300JD0S5IZJE9LY15 BERKSHIRE HATHAWAY ENERGY CO SR UNSECURED 02/45 4.5 084659AF8 500000 PA USD 433143.98 0.0433664697 Long DBT CORP US N 2 2045-02-01 Fixed 4.500000000000 N N N N N N Broadcom Inc. N/A BROADCOM INC COMPANY GUAR 11/32 4.3 11135FAS0 700000 PA USD 660200.37 0.0660994050 Long DBT CORP US N 2 2032-11-15 Fixed 4.300000000000 N N N N N N Broadcom Inc. N/A BROADCOM INC COMPANY GUAR 144A 02/33 2.6 11135FBF7 1000000 PA USD 826596.62 0.0827590338 Long DBT CORP US N 2 2033-02-15 Fixed 2.600000000000 N N N N N N Broadcom Inc. N/A BROADCOM INC SR UNSECURED 144A 11/35 3.137 11135FBP5 600000 PA USD 490003.06 0.0490592132 Long DBT CORP US N 2 2035-11-15 Fixed 3.137000000000 N N N N N N Broadcom Inc. N/A BROADCOM INC SR UNSECURED 10/34 4.8 11135FCD1 400000 PA USD 385994.43 0.0386458465 Long DBT CORP US N 2 2034-10-15 Fixed 4.800000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 11/28 6.798 345397D59 1420000 PA USD 1471367.72 0.1473136569 Long DBT CORP US N 2 2028-11-07 Fixed 6.798000000000 N N N N N N Fox Corporation N/A FOX CORP SR UNSECURED 04/30 3.5 35137LAL9 600000 PA USD 557112.38 0.0557782129 Long DBT CORP US N 2 2030-04-08 Fixed 3.500000000000 N N N N N N Freeport-McMoRan Inc. N/A FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45 35671DBC8 300000 PA USD 280301.37 0.0280638343 Long DBT CORP US N 2 2043-03-15 Fixed 5.450000000000 N N N N N N GINNIE MAE II POOL G2 07/45 FIXED 4 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 07/45 FIXED 4 36179RJF7 231978.43 PA USD 216614.1 0.0216874509 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL G2 08/45 FIXED 4 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 08/45 FIXED 4 36179RLQ0 92072.81 PA USD 85974.67 0.0086078027 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 GINNIE MAE II POOL G2 04/47 FIXED 3 36179S2N6 729416.12 PA USD 639635.35 0.0640404307 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 GINNIE MAE II POOL G2 07/46 FIXED 3.5 36179SGL5 359126.31 PA USD 325448.41 0.0325839658 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 GINNIE MAE II POOL G2 02/47 FIXED 3.5 36179SWX1 567189.84 PA USD 513291.32 0.0513908388 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.500000000000 N N N N N N GINNIE MAE II POOL G2 08/48 FIXED 4 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 08/48 FIXED 4 36179T7K5 531212.7 PA USD 493871.53 0.0494465252 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL G2 06/47 FIXED 3 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 06/47 FIXED 3 36179TAJ4 441814.31 PA USD 387433.24 0.0387899004 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 GINNIE MAE II POOL G2 09/47 FIXED 3 36179TG33 1714927.31 PA USD 1501700.45 0.1503505764 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 GINNIE MAE II POOL G2 09/47 FIXED 4 36179TG58 350313.85 PA USD 325907.76 0.0326299560 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL G2 01/48 FIXED 4 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 01/48 FIXED 4 36179TQQ1 254528.74 PA USD 236795.93 0.0237080601 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 GINNIE MAE II POOL G2 10/48 FIXED 4.5 36179UEA6 252331.73 PA USD 240956.21 0.0241245883 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 GINNIE MAE II POOL G2 04/49 FIXED 4 36179UQ54 980471.69 PA USD 909711.83 0.0910805467 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 GINNIE MAE II POOL G2 02/51 FIXED 2 36179V7D6 10161975.23 PA USD 8125701.36 0.8135469915 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.000000000000 N N N N N N GINNIE MAE II POOL G2 02/51 FIXED 2.5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 02/51 FIXED 2.5 36179V7E4 7410050.63 PA USD 6189275.91 0.6196716533 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 GINNIE MAE II POOL G2 04/50 FIXED 3.5 36179VKM1 649150.4 PA USD 583811.92 0.0584513767 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 GINNIE MAE II POOL G2 04/50 FIXED 4.5 36179VKP4 428534.36 PA USD 408679.68 0.0409170986 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 GINNIE MAE II POOL G2 08/50 FIXED 2.5 36179VSG6 2621753.28 PA USD 2194746.23 0.2197384710 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.500000000000 N N N N N N GINNIE MAE II POOL G2 08/50 FIXED 3 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 08/50 FIXED 3 36179VSH4 4262841.6 PA USD 3710171.43 0.3714631723 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 3.000000000000 N N N N N N GINNIE MAE II POOL G2 05/52 FIXED 4 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 05/52 FIXED 4 36179W5E4 833250.39 PA USD 768688.73 0.0769612832 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 GINNIE MAE II POOL G2 05/51 FIXED 3.5 36179WFJ2 1365998.43 PA USD 1228080.67 0.1229557044 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 3.500000000000 N N N N N N GINNIE MAE I POOL GN 04/33 FIXED 5.5 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 04/33 FIXED 5.5 36200MFY4 3036.26 PA USD 3053.28 0.0003056951 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 GINNIE MAE I POOL GN 10/33 FIXED 5 36200MWW9 3798.25 PA USD 3783.78 0.0003788329 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 GINNIE MAE I POOL GN 05/32 FIXED 7 36200Q6R0 1234.24 PA USD 1261.43 0.0001262946 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 7.000000000000 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 XCEL ENERGY INC SR UNSECURED 06/32 4.6 98388MAD9 600000 PA USD 570999.04 0.0571685484 Long DBT CORP US N 2 2032-06-01 Fixed 4.600000000000 N N N N N N Zimmer Biomet Holdings Inc. 2P2YLDVPES3BXQ1FRB91 ZIMMER BIOMET HOLDINGS INC SR UNSECURED 01/26 3.05 98956PAS1 500000 PA USD 492175.45 0.0492767133 Long DBT CORP US N 2 2026-01-15 Fixed 3.050000000000 N N N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 ZOETIS INC SR UNSECURED 05/30 2 98978VAS2 500000 PA USD 430273.38 0.0430790646 Long DBT CORP US N 2 2030-05-15 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/36 FIXED 5.5 31409ECM1 21824.82 PA USD 22317.86 0.0022344690 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/36 FIXED 6 31409ELR0 12582.53 PA USD 13030.85 0.0013046515 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/36 FIXED 5.5 31409TRH3 17097.55 PA USD 17482.17 0.0017503187 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/36 FIXED 6.5 31409VX32 24452.94 PA USD 25597.91 0.0025628683 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/53 FIXED 6 3140A1VK0 1199354.13 PA USD 1207075.81 0.1208526932 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/45 FIXED 3.5 3140E0VN2 813983.1 PA USD 735155.02 0.0736038809 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/46 FIXED 3.5 3140EVK97 331523.65 PA USD 298692.9 0.0299051983 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/37 FIXED 3 3140H3ZJ8 688265.13 PA USD 628073.87 0.0628828928 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/48 FIXED 4 3140HBFK9 851280.53 PA USD 787781.73 0.0788728785 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/48 FIXED 4.5 3140HMN59 352929.3 PA USD 336456.96 0.0336861442 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/48 FIXED VAR 3140J9ZL8 563847.73 PA USD 505543.11 0.0506150864 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/49 FIXED 4 3140JQQS5 771033.77 PA USD 712797.9 0.0713654811 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/49 FIXED 3 3140K5FK8 1962788.14 PA USD 1692382.47 0.1694417018 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/50 FIXED 2 3140KELG1 2848876.93 PA USD 2231787.11 0.2234470120 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/35 FIXED 2 3140KPKQ5 1174888.97 PA USD 1045824.71 0.1047081979 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/50 FIXED 2.5 3140KRCZ0 2397470.4 PA USD 1965561.07 0.1967924028 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/52 FIXED 2 3140MAEB6 13060009.38 PA USD 10239268.07 1.0251577512 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 03/52 FIXED 3 3140MHTC3 6556911.51 PA USD 5633101.03 0.5639873031 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/52 FIXED 5 3140MYAK8 3152927.43 PA USD 3048342.62 0.3052007276 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/51 FIXED 2.5 3140QL6V3 8871815.79 PA USD 7292946.64 0.7301714074 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/51 FIXED 2 3140QMH80 17134329.85 PA USD 13551402.69 1.3567693913 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/36 FIXED 1.5 3140QMPF5 1229535.59 PA USD 1067933.67 0.1069217518 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 1.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/52 FIXED 4 3140QPFQ5 3121927.66 PA USD 2861739.65 0.2865179976 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/52 FIXED 4.5 3140QPPS0 244036.4 PA USD 230129.81 0.0230406467 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/52 FIXED 3.5 3140QPSB4 1048625.92 PA USD 931918.57 0.0933038904 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/53 FIXED 5 3140QRVZ3 922608.9 PA USD 894412.77 0.0895488015 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/53 FIXED 6.5 3140QRYG2 820913.64 PA USD 845708.52 0.0846725214 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/53 FIXED 5.5 3140QSA43 516246.52 PA USD 510761.97 0.0511375998 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/53 FIXED 4.5 3140QSPA3 1022484.11 PA USD 968291.12 0.0969455180 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/53 FIXED 5.5 3140QSQC8 1156817.14 PA USD 1144527.23 0.1145903158 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/54 FIXED 5 3140QUG59 1914252.58 PA USD 1855601.03 0.1857831796 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/54 FIXED 5.5 3140QVRK2 1996871.38 PA USD 1978152.91 0.1980531006 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/49 FIXED VAR 3140X4UW4 450887.36 PA USD 402854.37 0.0403338673 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/49 FIXED VAR 3140X4XJ0 525532.2 PA USD 485838.96 0.0486423026 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.000000000000 N N N N N N American International Group Inc. ODVCVCQG2BP6VHV36M30 AMERICAN INTERNATIONAL GROUP I SR UNSECURED 03/33 5.125 026874DS3 400000 PA USD 395030.58 0.0395505478 Long DBT CORP US N 2 2033-03-27 Fixed 5.125000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 AMERICAN TOWER CORP SR UNSECURED 08/29 3.8 03027XAW0 525000 PA USD 497001.53 0.0497599015 Long DBT CORP US N 2 2029-08-15 Fixed 3.800000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 AMERICAN TOWER CORP SR UNSECURED 03/32 4.05 03027XBW9 300000 PA USD 278264.02 0.0278598543 Long DBT CORP US N 2 2032-03-15 Fixed 4.050000000000 N N N N N American Water Capital Corp. 5IDHQUFVC8Q2KIBBFF06 AMERICAN WATER CAPITAL CORP SR UNSECURED 09/45 4.3 03040WAM7 350000 PA USD 286700.55 0.0287045216 Long DBT CORP US N 2 2045-09-01 Fixed 4.300000000000 N N N N N N Ameriprise Financial Inc. 6ZLKQF7QB6JAEKQS5388 AMERIPRISE FINANCIAL INC SR UNSECURED 05/33 5.15 03076CAM8 700000 PA USD 698768.13 0.0699608175 Long DBT CORP US N 2 2033-05-15 Fixed 5.150000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 AMGEN INC SR UNSECURED 05/45 4.4 031162BZ2 260000 PA USD 215639.12 0.0215898357 Long DBT CORP US N 2 2045-05-01 Fixed 4.400000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 AMGEN INC SR UNSECURED 06/51 4.663 031162CF5 659000 PA USD 551761.11 0.0552424426 Long DBT CORP US N 2 2051-06-15 Fixed 4.663000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 AMGEN INC SR UNSECURED 03/30 5.25 031162DQ0 350000 PA USD 353265.82 0.0353690509 Long DBT CORP US N 2 2030-03-02 Fixed 5.250000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 AMGEN INC SR UNSECURED 03/33 5.25 031162DR8 1000000 PA USD 992618.36 0.0993811666 Long DBT CORP US N 2 2033-03-02 Fixed 5.250000000000 N N N N N N ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9 N/A ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9 03522AAJ9 464000 PA USD 421946.19 0.0422453445 Long DBT CORP US N 2 2046-02-01 Fixed 4.900000000000 N N N N N N Anheuser Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 01/29 4.75 035240AQ3 500000 PA USD 499801.78 0.0500402632 Long DBT CORP US N 2 2029-01-23 Fixed 4.750000000000 N N N N N N Elevance Health Inc. 8MYN82XMYQH89CTMTH67 ELEVANCE HEALTH INC SR UNSECURED 10/52 6.1 036752AX1 333000 PA USD 336431.38 0.0336835831 Long DBT CORP US N 2 2052-10-15 Fixed 6.100000000000 N N N N N N Aon North America Inc. N/A AON NORTH AMERICA INC COMPANY GUAR 03/34 5.45 03740MAD2 300000 PA USD 299477.15 0.0299837175 Long DBT CORP US N 2 2034-03-01 Fixed 5.450000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 APPLE INC SR UNSECURED 08/26 2.45 037833BZ2 1060000 PA USD 1028115.78 0.1029351760 Long DBT CORP US N 2 2026-08-04 Fixed 2.450000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 DUKE ENERGY CORP SR UNSECURED 09/33 5.75 26441CBZ7 500000 PA USD 512623.67 0.0513239936 Long DBT CORP US N 2 2033-09-15 Fixed 5.750000000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 DUKE ENERGY CAROLINAS LLC 1ST REF MORT 01/38 6 26442CAB0 200000 PA USD 207818.88 0.0208068716 Long DBT CORP US N 2 2038-01-15 Fixed 6.000000000000 N N N N N N Eastman Chemical Company FDPVHDGJ1IQZFK9KH630 EASTMAN CHEMICAL CO SR UNSECURED 10/44 4.65 277432AP5 500000 PA USD 422448.17 0.0422956029 Long DBT CORP US N 2 2044-10-15 Fixed 4.650000000000 N N N N N N Eaton Corporation 0NZWDMRCE180888QQE14 EATON CORP COMPANY GUAR 09/27 3.103 278062AG9 500000 PA USD 481509.28 0.0482088141 Long DBT CORP US N 2 2027-09-15 Fixed 3.103000000000 N N N N N N Ovintiv Inc. N/A OVINTIV INC COMPANY GUAR 08/34 6.5 292505AD6 270000 PA USD 279693.14 0.0280029381 Long DBT CORP US N 2 2034-08-15 Fixed 6.500000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP SR UNSECURED 12/45 6.125 29273RBJ7 350000 PA USD 345448.45 0.0345863741 Long DBT CORP US N 2 2045-12-15 Fixed 6.125000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP SR UNSECURED 06/27 5.5 29278NAN3 600000 PA USD 607705.5 0.0608436071 Long DBT CORP US N 2 2027-06-01 Fixed 5.500000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP SR UNSECURED 05/30 3.75 29278NAQ6 430000 PA USD 401179.04 0.0401661329 Long DBT CORP US N 2 2030-05-15 Fixed 3.750000000000 N N N N N N Entergy Texas Inc. LWXX58X12AJXISQ28573 ENTERGY TEXAS INC 1ST MORTGAGE 03/31 1.75 29365TAK0 700000 PA USD 576864.03 0.0577557524 Long DBT CORP US N 2 2031-03-15 Fixed 1.750000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 03/33 6.875 293791AF6 130000 PA USD 143026.68 0.0143198624 Long DBT CORP US N 2 2033-03-01 Fixed 6.875000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/42 4.85 29379VAW3 280000 PA USD 252767.68 0.0253071552 Long DBT CORP US N 2 2042-08-15 Fixed 4.850000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 02/52 3.2 29379VCA9 700000 PA USD 454655.72 0.0455202298 Long DBT CORP US N 2 2052-02-15 Fixed 3.200000000000 N N N N N N Equifax Inc. 5493004MCF8JDC86VS77 EQUIFAX INC SR UNSECURED 05/30 3.1 294429AS4 1200000 PA USD 1088599.51 0.1089908202 Long DBT CORP US N 2 2030-05-15 Fixed 3.100000000000 N N N N N N Equinix Inc. 549300EVUN2BTLJ3GT74 EQUINIX INC SR UNSECURED 07/30 2.15 29444UBH8 400000 PA USD 344252.49 0.0344666343 Long DBT CORP US N 2 2030-07-15 Fixed 2.150000000000 N N N N N N Essex Portfolio L.P. 5493003GN3O58H286O74 ESSEX PORTFOLIO LP COMPANY GUAR 01/30 3 29717PAU1 400000 PA USD 361840.01 0.0362275007 Long DBT CORP US N 2 2030-01-15 Fixed 3.000000000000 N N N N N N The Estee Lauder Companies Inc. 549300VFZ8XJ9NUPU221 ESTEE LAUDER COS INC/THE SR UNSECURED 04/30 2.6 29736RAQ3 600000 PA USD 532966 0.0533606721 Long DBT CORP US N 2 2030-04-15 Fixed 2.600000000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 EUROPEAN INVESTMENT BANK SR UNSECURED 02/36 4.875 298785DV5 1000000 PA USD 1007332.78 0.1008543775 Long DBT NUSS LU N 2 2036-02-15 Fixed 4.875000000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 EUROPEAN INVESTMENT BANK SR UNSECURED 03/27 4.375 298785KB1 1500000 PA USD 1500944.67 0.1502749075 Long DBT NUSS LU N 2 2027-03-19 Fixed 4.375000000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 EVERSOURCE ENERGY SR UNSECURED 04/29 4.25 30040WAF5 500000 PA USD 482966.07 0.0483546682 Long DBT CORP US N 2 2029-04-01 Fixed 4.250000000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 CONSTELLATION ENERGY GENERATIO SR UNSECURED 10/39 6.25 30161MAG8 160000 PA USD 166878.13 0.0167078748 Long DBT CORP US N 2 2039-10-01 Fixed 6.250000000000 N N N N N N Exelon Corporation 3SOUA6IRML7435B56G12 EXELON CORP SR UNSECURED 04/26 3.4 30161NAU5 542000 PA USD 533078.64 0.0533719496 Long DBT CORP US N 2 2026-04-15 Fixed 3.400000000000 N N N N N N Expedia Group Inc. CI7MUJI4USF3V0NJ1H64 EXPEDIA GROUP INC COMPANY GUAR 02/30 3.25 30212PAR6 300000 PA USD 276622.49 0.0276955040 Long DBT CORP US N 2 2030-02-15 Fixed 3.250000000000 N N N N N N Evernorth Health Inc. 5493003UA6VMND084504 EVERNORTH HEALTH INC SR UNSECURED 11/41 6.125 30219GAG3 330000 PA USD 305229.47 0.0305596411 Long DBT CORP US N 2 2041-11-15 Fixed 6.125000000000 N N N N N N Extra Space Storage LP N/A EXTRA SPACE STORAGE LP COMPANY GUAR 03/32 2.35 30225VAG2 500000 PA USD 408479.13 0.0408970195 Long DBT CORP US N 2 2032-03-15 Fixed 2.350000000000 N N N N N Exxon Mobil Corporation J3WHBG0MTS7O8ZVMDC91 EXXON MOBIL CORP SR UNSECURED 08/39 2.995 30231GAY8 400000 PA USD 302518.9 0.0302882582 Long DBT CORP US N 2 2039-08-16 Fixed 2.995000000000 N N N N N N Exxon Mobil Corporation J3WHBG0MTS7O8ZVMDC91 EXXON MOBIL CORP SR UNSECURED 03/30 3.482 30231GBK7 700000 PA USD 659353.53 0.0660146192 Long DBT CORP US N 2 2030-03-19 Fixed 3.482000000000 N N N N N N Meta Platforms Inc. BQ4BKCS1HXDV9HN80Z93 META PLATFORMS INC SR UNSECURED 05/33 4.95 30303M8N5 700000 PA USD 700981.97 0.0701824676 Long DBT CORP US N 2 2033-05-15 Fixed 4.950000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/34 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 12/34 FIXED 5.5 31283H4Z5 33361.15 PA USD 34127.12 0.0034168147 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/53 FIXED VAR 3140XMJ64 1984793.94 PA USD 1829301.01 0.1831500159 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/54 FIXED VAR 3140XN3N2 975922.84 PA USD 945487.42 0.0946624066 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN FS7106 3140XN3Q5 1009667.48 PA USD 1003673.69 0.1004880286 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/53 FIXED VAR 3140XNHU1 1597888.72 PA USD 1638086.97 0.1640056245 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.500000000000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 FISERV INC SR UNSECURED 06/27 2.25 337738BB3 600000 PA USD 565851.29 0.0566531545 Long DBT CORP US N 2 2027-06-01 Fixed 2.250000000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 FIRSTENERGY CORP SR UNSECURED 03/30 2.65 337932AL1 225000 PA USD 199448.81 0.0199688583 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 FIVE CORNERS FUNDING TRUST II SR UNSECURED 144A 05/30 2.85 33834DAA2 800000 PA USD 715126.7 0.0715986411 Long DBT CORP US N 2 2030-05-15 Fixed 2.850000000000 N N N N N N General Motors Company 54930070NSV60J38I987 GENERAL MOTORS CO SR UNSECURED 04/48 5.4 37045VAQ3 300000 PA USD 263563.68 0.0263880531 Long DBT CORP US N 2 2048-04-01 Fixed 5.400000000000 N N N N N N Georgia Power Company D981X4Z4RWS7PDMJUZ03 GEORGIA POWER CO SR UNSECURED 02/39 5.95 373334JN2 335000 PA USD 338303.97 0.0338710672 Long DBT CORP US N 2 2039-02-01 Fixed 5.950000000000 N N N N N N Georgia Power Company D981X4Z4RWS7PDMJUZ03 GEORGIA POWER CO SR UNSECURED 05/33 4.95 373334KT7 300000 PA USD 293787.5 0.0294140685 Long DBT CORP US N 2 2033-05-17 Fixed 4.950000000000 N N N N N N Gilead Sciences Inc. 549300WTZWR07K8MNV44 GILEAD SCIENCES INC SR UNSECURED 03/26 3.65 375558BF9 600000 PA USD 592810.75 0.0593523415 Long DBT CORP US N 2 2026-03-01 Fixed 3.650000000000 N N N N N N GlaxoSmithKline Capital Inc. 5493007Q8VD7Q3ZYZS59 GLAXOSMITHKLINE CAPITAL INC COMPANY GUAR 05/38 6.375 377372AE7 210000 PA USD 227611.56 0.0227885190 Long DBT CORP US N 2 2038-05-15 Fixed 6.375000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC/THE SR UNSECURED 02/30 2.6 38141GXG4 700000 PA USD 620055.51 0.0620800928 Long DBT CORP US N 2 2030-02-07 Fixed 2.600000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/42 VAR 38141GYC2 1000000 PA USD 728717.9 0.0729593950 Long DBT CORP US N 2 2042-04-22 Variable 3.210000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC/THE SR UNSECURED 02/33 VAR 38141GZM9 1000000 PA USD 861868.84 0.0862904961 Long DBT CORP US N 2 2033-02-24 Variable 3.102000000000 N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC/THE SR UNSECURED 08/28 VAR 38141GZU1 1000000 PA USD 988428.27 0.0989616539 Long DBT CORP US N 2 2028-08-23 Variable 4.482000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC/THE SR UNSECURED 02/26 3.75 38143U8H7 500000 PA USD 494477.87 0.0495072321 Long DBT CORP US N 2 2026-02-25 Fixed 3.750000000000 N N N N N N Grupo Televisa S.A.B. N/A GRUPO TELEVISA SAB SR UNSECURED 01/40 6.625 40049JAZ0 220000 PA USD 199047.18 0.0199286471 Long DBT CORP MX N 2 2040-01-15 Fixed 6.625000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 HCA INC COMPANY GUAR 02/27 4.5 404119BU2 500000 PA USD 495297.04 0.0495892476 Long DBT CORP US N 2 2027-02-15 Fixed 4.500000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 HCA INC COMPANY GUAR 06/47 5.5 404119BV0 400000 PA USD 363196.89 0.0363633518 Long DBT CORP US N 2 2047-06-15 Fixed 5.500000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 HCA INC COMPANY GUAR 04/34 5.6 404119CU1 500000 PA USD 492546.16 0.0493138289 Long DBT CORP US N 2 2034-04-01 Fixed 5.600000000000 N N N N N N Healthpeak OP LLC PZ9HF5U52KPF0MH0QN75 HEALTHPEAK OP LLC COMPANY GUAR 07/29 3.5 40414LAR0 400000 PA USD 374262.41 0.0374712341 Long DBT CORP US N 2 2029-07-15 Fixed 3.500000000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SUBORDINATED 09/37 6.5 404280AH2 660000 PA USD 678362.01 0.0679177523 Long DBT CORP GB N 2 2037-09-15 Fixed 6.500000000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 06/29 VAR 404280BT5 1000000 PA USD 979711 0.0980888789 Long DBT CORP GB N 2 2029-06-19 Variable 4.583000000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR 404280CH0 1000000 PA USD 878001.62 0.0879057136 Long DBT CORP GB N 2 2031-06-04 Variable 2.848000000000 N N N N N N The Hartford Financial Services Group Inc. IU7C3FTM7Y3BQM112U94 HARTFORD FINANCIAL SERVICES GR SR UNSECURED 10/36 5.95 416515AS3 170000 PA USD 174781.06 0.0174991178 Long DBT CORP US N 2 2036-10-15 Fixed 5.950000000000 N N N N N N HP Inc. WHKXQACZ14C5XRO8LW03 HP INC SR UNSECURED 09/41 6 428236BR3 500000 PA USD 506910.26 0.0507519657 Long DBT CORP US N 2 2041-09-15 Fixed 6.000000000000 N N N N N N Hewlett Packard Enterprise Company 549300BX44RGX6ANDV88 HEWLETT PACKARD ENTERPRISE CO SR UNSECURED 10/35 6.2 42824CAX7 400000 PA USD 418212.24 0.0418715006 Long DBT CORP US N 2 2035-10-15 Fixed 6.200000000000 N N N N N N The Home Depot Inc. QEKMOTMBBKA8I816DO57 HOME DEPOT INC/THE SR UNSECURED 12/36 5.875 437076AS1 280000 PA USD 294434.46 0.0294788423 Long DBT CORP US N 2 2036-12-16 Fixed 5.875000000000 N N N N N N The Home Depot Inc. QEKMOTMBBKA8I816DO57 HOME DEPOT INC/THE SR UNSECURED 04/46 4.25 437076BH4 390000 PA USD 324407.91 0.0324797907 Long DBT CORP US N 2 2046-04-01 Fixed 4.250000000000 N N N N N N The Home Depot Inc. QEKMOTMBBKA8I816DO57 HOME DEPOT INC/THE SR UNSECURED 04/30 2.7 437076CB6 700000 PA USD 630259.97 0.0631017656 Long DBT CORP US N 2 2030-04-15 Fixed 2.700000000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 07/26 2 4581X0DJ4 1000000 PA USD 964775.4 0.0965935234 Long DBT NUSS US N 2 2026-07-23 Fixed 2.000000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 05/38 6.4 46625HHF0 125000 PA USD 136433.23 0.0136597247 Long DBT CORP US N 2 2038-05-15 Fixed 6.400000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 04/26 3.3 46625HQW3 700000 PA USD 689307.44 0.0690136112 Long DBT CORP US N 2 2026-04-01 Fixed 3.300000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 07/28 VAR 46647PDG8 1000000 PA USD 999673.24 0.1000875027 Long DBT CORP US N 2 2028-07-25 Variable 4.851000000000 N N N N N N Lowe`s Companies Inc. WAFCR4OKGSC504WU3E95 LOWE'S COS INC SR UNSECURED 04/32 3.75 548661EH6 700000 PA USD 641044.8 0.0641815451 Long DBT CORP US N 2 2032-04-01 Fixed 3.750000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP SR UNSECURED 03/47 5.2 55336VAL4 155000 PA USD 137608.45 0.0137773880 Long DBT CORP US N 2 2047-03-01 Fixed 5.200000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP SR UNSECURED 02/29 4.8 55336VAS9 400000 PA USD 396505.58 0.0396982251 Long DBT CORP US N 2 2029-02-15 Fixed 4.800000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP SR UNSECURED 03/33 5 55336VBV1 145000 PA USD 139259.57 0.0139426985 Long DBT CORP US N 2 2033-03-01 Fixed 5.000000000000 N N N N N N Marsh and McLennan Companies Inc. 549300XMP3KDCKJXIU47 MARSH + MCLENNAN COS INC SR UNSECURED 12/31 2.375 571748BP6 250000 PA USD 209574.75 0.0209826697 Long DBT CORP US N 2 2031-12-15 Fixed 2.375000000000 N N N N N N Martin Marietta Materials Inc. N/A MARTIN MARIETTA MATERIALS INC SR UNSECURED 07/31 2.4 573284AW6 300000 PA USD 255149.01 0.0255455745 Long DBT CORP US N 2 2031-07-15 Fixed 2.400000000000 N N N N N N Mastercard Incorporated AR5L2ODV9HN37376R084 MASTERCARD INC SR UNSECURED 11/26 2.95 57636QAG9 300000 PA USD 291746.99 0.0292097722 Long DBT CORP US N 2 2026-11-21 Fixed 2.950000000000 N N N N N N Mastercard Incorporated AR5L2ODV9HN37376R084 MASTERCARD INC SR UNSECURED 11/31 2 57636QAU8 350000 PA USD 290760.19 0.0291109736 Long DBT CORP US N 2 2031-11-18 Fixed 2.000000000000 N N N N N N McDonald's Corporation UE2136O97NLB5BYP9H04 MCDONALD'S CORP SR UNSECURED 05/29 5 58013MFX7 1000000 PA USD 1006857.02 0.1008067443 Long DBT CORP US N 2 2029-05-17 Fixed 5.000000000000 N N N N N N Medtronic Inc. D56MRZY2INAN94ZONZ37 MEDTRONIC INC COMPANY GUAR 03/35 4.375 585055BT2 500000 PA USD 469277.89 0.0469842046 Long DBT CORP US N 2 2035-03-15 Fixed 4.375000000000 N N N N N N Merck Sharp and Dohme Corp. N/A MERCK SHARP and DOHME CORP COMPANY GUAR 03/28 6.4 589331AD9 500000 PA USD 524374.9 0.0525005293 Long DBT CORP US N 2 2028-03-01 Fixed 6.400000000000 N N N N N N METROPOLITAN WASHINGTON AIRPOR METAPT 10/46 FIXED 7.462 N/A METROPOLITAN WASHINGTON AIRPOR METAPT 10/46 FIXED 7.462 592643AA8 40000 PA USD 47367.78 0.0047424725 Long DBT MUN US N 2 2046-10-01 Fixed 7.462000000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 MICROSOFT CORP SR UNSECURED 11/25 3.125 594918BJ2 438000 PA USD 433425.67 0.0433946726 Long DBT CORP US N 2 2025-11-03 Fixed 3.125000000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 MICROSOFT CORP SR UNSECURED 06/50 2.525 594918CC6 1538000 PA USD 946481.71 0.0947619551 Long DBT CORP US N 2 2050-06-01 Fixed 2.525000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 MICRON TECHNOLOGY INC SR UNSECURED 02/29 5.327 595112BN2 250000 PA USD 251178.34 0.0251480302 Long DBT CORP US N 2 2029-02-06 Fixed 5.327000000000 N N N N N N Mid-America Apartments L.P. 549300FXWGE3QSYCUJ38 MID-AMERICA APARTMENTS LP SR UNSECURED 03/29 3.95 59523UAQ0 400000 PA USD 385270.21 0.0385733374 Long DBT CORP US N 2 2029-03-15 Fixed 3.950000000000 N N N N N N Berkshire Hathaway Energy Company 549300JD0S5IZJE9LY15 BERKSHIRE HATHAWAY ENERGY CO SR UNSECURED 04/36 6.125 59562VAM9 436000 PA USD 458490.17 0.0459041358 Long DBT CORP US N 2 2036-04-01 Fixed 6.125000000000 N N N N N N Mitsubishi Ufj Financial GroupInc. N/A MITSUBISHI UFJ FINANCIAL GROUP SR UNSECURED 07/27 VAR 606822BY9 1600000 PA USD 1521749.07 0.1523578486 Long DBT CORP JP N 2 2027-07-20 Variable 1.538000000000 N N N N N N Mizuho Financial Group Inc. N/A MIZUHO FINANCIAL GROUP INC SR UNSECURED 05/27 VAR 60687YBP3 800000 PA USD 761448.47 0.0762363868 Long DBT CORP JP N 2 2027-05-22 Variable 1.234000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/35 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 10/35 FIXED 4.5 3128LXC32 60858.35 PA USD 59684.8 0.0059756552 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 FREDDIE MAC GOLD POOL FG 10/36 FIXED 5 3128LXS92 17169.03 PA USD 17194.82 0.0017215491 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 FREDDIE MAC GOLD POOL FG 10/36 FIXED 5.5 3128LXTD2 32098.5 PA USD 32874.77 0.0032914291 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/36 FIXED 6 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 11/36 FIXED 6 3128LXUE8 31116.65 PA USD 32299.19 0.0032338019 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 FREDDIE MAC GOLD POOL FG 09/37 FIXED 5.5 3128M43K7 24760.7 PA USD 25382.18 0.0025412694 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 08/37 FIXED 6.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 08/37 FIXED 6.5 3128M4ZM8 5648.87 PA USD 5933.48 0.0005940613 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 FREDDIE MAC GOLD POOL FG 01/38 FIXED 5.5 3128M5NM8 21649.92 PA USD 22196.96 0.0022223645 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/38 FIXED 6 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 01/38 FIXED 6 3128M5Q52 7434.91 PA USD 7723.87 0.0007733155 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 FREDDIE MAC GOLD POOL FG 12/37 FIXED 5.5 3128M6AR9 24663.65 PA USD 25253.3 0.0025283659 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 FREDDIE MAC GOLD POOL FG 08/38 FIXED 6.5 3128M6M62 14024.92 PA USD 14741.6 0.0014759322 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 FREDDIE MAC GOLD POOL FG 11/36 FIXED 5 3128M6PR3 19025.87 PA USD 19059.94 0.0019082853 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/38 FIXED 6 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 10/38 FIXED 6 3128M6YH5 26830.84 PA USD 27900.97 0.0027934512 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 FREDDIE MAC GOLD POOL FG 01/39 FIXED 5.5 3128M7CW4 19572.1 PA USD 20014.06 0.0020038120 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 FREDDIE MAC GOLD POOL FG 05/39 FIXED 4.5 3128M7L61 64230.38 PA USD 62640.65 0.0062715955 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 FREDDIE MAC GOLD POOL FG 09/39 FIXED 5 3128M7TS5 30859.36 PA USD 30862.65 0.0030899752 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/45 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 03/45 FIXED 3.5 3128MAFA2 815024.82 PA USD 741309.9 0.0742201088 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/27 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 04/27 FIXED 5.5 3128P7D75 6842.94 PA USD 6897.17 0.0006905462 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/29 FIXED 7 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 04/29 FIXED 7 31292GZV1 1551.73 PA USD 1608.07 0.0001610003 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 7.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 05/31 FIXED 7 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 05/31 FIXED 7 31292HJU9 118.12 PA USD 123.21 0.0000123358 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 08/31 FIXED 7 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 08/31 FIXED 7 31292HKY9 783.73 PA USD 819.31 0.0000820295 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/39 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 11/39 FIXED 4.5 3129366F9 52348.24 PA USD 51025.8 0.0051087142 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 FREDDIE MAC GOLD POOL FG 09/40 FIXED 4 312942NF8 63972.18 PA USD 60623.41 0.0060696290 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 02/30 FIXED 7 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 02/30 FIXED 7 31294DAF8 1301.34 PA USD 1351.66 0.0001353285 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 FREDDIE MAC GOLD POOL FG 08/33 FIXED 4.5 31296K5E9 6022.67 PA USD 5923.57 0.0005930691 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/30 FIXED VAR 31368HKV4 591.89 PA USD 619.02 0.0000619764 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 7.500000000000 N N N N N N GINNIE MAE II POOL G2 05/53 FIXED 5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 05/53 FIXED 5 36179X2K1 901741.08 PA USD 876479.98 0.0877533667 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 GINNIE MAE II POOL G2 05/53 FIXED 5.5 36179X2L9 918533.56 PA USD 913412.18 0.0914510266 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL G2 05/53 FIXED 6 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 05/53 FIXED 6 36179X2M7 882426.66 PA USD 891873.92 0.0892946113 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 6.000000000000 N N N N N N GINNIE MAE II POOL G2 06/52 FIXED 4.5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 06/52 FIXED 4.5 36179XAA4 749370.82 PA USD 708621.16 0.0709473050 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 GINNIE MAE II POOL G2 07/52 FIXED 4.5 36179XBU9 2101223.5 PA USD 1990245.28 0.1992637913 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL G2 11/52 FIXED 5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 11/52 FIXED 5 36179XLH7 1709099.98 PA USD 1661221.77 0.1663218857 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 GINNIE MAE II POOL G2 11/52 FIXED 6.5 36179XLL8 874803.74 PA USD 889395.9 0.0890465114 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 6.500000000000 N N N N N N GINNIE MAE II POOL G2 01/53 FIXED 5.5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 01/53 FIXED 5.5 36179XQX7 793007.05 PA USD 787594.3 0.0788541130 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL G2 03/53 FIXED 4.5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 03/53 FIXED 4.5 36179XVR4 1476138.56 PA USD 1396675.66 0.1398354715 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 GINNIE MAE II POOL G2 07/53 FIXED 4.5 36179YAQ7 491053.05 PA USD 464311.97 0.0464870156 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL G2 08/53 FIXED 5.5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 08/53 FIXED 5.5 36179YDK7 674265.16 PA USD 669030.77 0.0669835065 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL G2 02/54 FIXED 5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 02/54 FIXED 5 36179YRG1 471919.79 PA USD 458109.67 0.0458660400 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL G2 02/54 FIXED 6 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 02/54 FIXED 6 36179YRJ5 1591225.05 PA USD 1602293.61 0.1604219855 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 GINNIE MAE II POOL G2 10/54 FIXED 5 36180AB93 1006043.21 PA USD 976759.91 0.0977934151 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 5.000000000000 N N N N N N GINNIE MAE I POOL GN 01/43 FIXED 3.5 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 01/43 FIXED 3.5 36180CYU7 1273020.38 PA USD 1163967.47 0.1165366768 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 GINNIE MAE I POOL GN 08/43 FIXED 3 36181LT73 417577.04 PA USD 369805.73 0.0370250303 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.000000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/29 5.3 361841AL3 600000 PA USD 595650.48 0.0596366559 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 GINNIE MAE II POOL G2 04/45 FIXED 3.5 36184SPN4 297733.61 PA USD 269254.71 0.0269578403 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.500000000000 N N N N N N GINNIE MAE I POOL GN 04/32 FIXED 6 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 04/32 FIXED 6 36201LTM6 8520.18 PA USD 8680.67 0.0008691106 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.000000000000 N N N N N N GINNIE MAE I POOL GN 11/32 FIXED 5.5 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 11/32 FIXED 5.5 36201UCF9 10495.8 PA USD 10554.2 0.0010566888 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL G2 07/39 FIXED 4.5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 07/39 FIXED 4.5 36202E7G8 90872.9 PA USD 88668.26 0.0088774855 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL G2 07/35 FIXED 4.5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 07/35 FIXED 4.5 36202EEF2 4634.05 PA USD 4547.41 0.0004552877 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 GINNIE MAE II POOL G2 02/37 FIXED 5.5 36202EMA4 19340.66 PA USD 19648.53 0.0019672151 Long ABS-MBS USGA US N 2 2037-02-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL G2 09/37 FIXED 6.5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 09/37 FIXED 6.5 36202EPN3 16239.45 PA USD 16835.03 0.0016855269 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 GINNIE MAE II POOL G2 06/38 FIXED 5.5 36202ET25 23475.96 PA USD 23837.5 0.0023866157 Long ABS-MBS USGA US N 2 2038-06-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL G2 08/38 FIXED 5.5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 08/38 FIXED 5.5 36202EVN6 31433.19 PA USD 31919.04 0.0031957412 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 GINNIE MAE II POOL G2 11/38 FIXED 5 36202EXS3 6125.73 PA USD 6123.73 0.0006131092 Long ABS-MBS USGA US N 2 2038-11-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL G2 09/39 FIXED 5.5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 09/39 FIXED 5.5 36202FBK1 23474.92 PA USD 23845.28 0.0023873946 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 GINNIE MAE II POOL G2 11/39 FIXED 5 36202FCP9 98586.83 PA USD 98529.04 0.0098647490 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 GINNIE MAE II POOL G2 07/40 FIXED 5 36202FHY5 25765.83 PA USD 25746.48 0.0025777432 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 GINNIE MAE II POOL G2 10/40 FIXED 4.5 36202FLP9 51923.91 PA USD 50594.92 0.0050655744 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.500000000000 N N N N N N JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75 N/A JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75 46590XAY2 300000 PA USD 298625.16 0.0298984161 Long DBT CORP LU N 2 2033-04-01 Fixed 5.750000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 05/28 VAR 46647PAF3 700000 PA USD 680166.26 0.0680983942 Long DBT CORP US N 2 2028-05-01 Variable 3.540000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 01/29 VAR 46647PAM8 500000 PA USD 479690.27 0.0480266944 Long DBT CORP US N 2 2029-01-23 Variable 3.509000000000 N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 12/29 VAR 46647PAX4 600000 PA USD 587995.9 0.0588702777 Long DBT CORP US N 2 2029-12-05 Variable 4.452000000000 N N N N N N Kenvue Inc. N/A KENVUE INC COMPANY GUAR 03/33 4.9 49177JAK8 500000 PA USD 491803.06 0.0492394296 Long DBT CORP US N 2 2033-03-22 Fixed 4.900000000000 N N N N N N Kimberly-Clark Corporation MP3J6QPYPGN75NVW2S34 KIMBERLY-CLARK CORP SR UNSECURED 07/46 3.2 494368BV4 300000 PA USD 211474.33 0.0211728560 Long DBT CORP US N 2 2046-07-30 Fixed 3.200000000000 N N N N N N Kimco Realty OP LLC 549300EA7I6T15IBYS12 KIMCO REALTY OP LLC COMPANY GUAR 12/31 2.25 49446RAY5 250000 PA USD 207445.24 0.0207694626 Long DBT CORP US N 2 2031-12-01 Fixed 2.250000000000 N N N N N N Novartis Capital Corporation N/A NOVARTIS CAPITAL CORP COMPANY GUAR 11/25 3 66989HAJ7 500000 PA USD 493658.84 0.0494252307 Long DBT CORP US N 2 2025-11-20 Fixed 3.000000000000 N N N N N N Nucor Corporation 549300GGJCRSI2TIEJ46 NUCOR CORP SR UNSECURED 06/30 2.7 670346AS4 300000 PA USD 267914.86 0.0268236942 Long DBT CORP US N 2 2030-06-01 Fixed 2.700000000000 N N N N N N NVIDIA Corporation 549300S4KLFTLO7GSQ80 NVIDIA CORP SR UNSECURED 06/31 2 67066GAN4 400000 PA USD 339841.14 0.0340249690 Long DBT CORP US N 2 2031-06-15 Fixed 2.000000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/30 6.625 674599ED3 350000 PA USD 366273.55 0.0366713877 Long DBT CORP US N 2 2030-09-01 Fixed 6.625000000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/50 4.95 694308JN8 827000 PA USD 717661.4 0.0718524158 Long DBT CORP US N 2 2050-07-01 Fixed 4.950000000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 05/34 5.8 694308KR7 325000 PA USD 332319.42 0.0332718928 Long DBT CORP US N 2 2034-05-15 Fixed 5.800000000000 N N N N N N Panama Government International Bond N/A PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 01/36 6.7 698299AW4 370000 PA USD 342794.63 0.0343206731 Long DBT NUSS PA N 2 2036-01-26 Fixed 6.700000000000 N N N N N N PayPal Holdings Inc. 5493005X2GO78EFZ3E94 PAYPAL HOLDINGS INC SR UNSECURED 10/29 2.85 70450YAE3 500000 PA USD 457129.38 0.0457678932 Long DBT CORP US N 2 2029-10-01 Fixed 2.850000000000 N N N N N N PepsiCo Inc. FJSUNZKFNQ5YPJ5OT455 PEPSICO INC SR UNSECURED 03/42 4 713448BZ0 270000 PA USD 225302.46 0.0225573314 Long DBT CORP US N 2 2042-03-05 Fixed 4.000000000000 N N N N N N PepsiCo Inc. FJSUNZKFNQ5YPJ5OT455 PEPSICO INC SR UNSECURED 02/26 2.85 713448DF2 495000 PA USD 486258.21 0.0486842780 Long DBT CORP US N 2 2026-02-24 Fixed 2.850000000000 N N N N N N Peruvian Government International Bond N/A PERUVIAN GOVERNMENT INTERNATIO SR UNSECURED 03/37 6.55 715638AU6 250000 PA USD 260250 0.0260562867 Long DBT NUSS PE N 2 2037-03-14 Fixed 6.550000000000 N N N N N N Suncor Energy Inc. N/A SUNCOR ENERGY INC SR UNSECURED 05/35 5.95 71644EAG7 163000 PA USD 163734.42 0.0163931258 Long DBT CORP CA N 2 2035-05-15 Fixed 5.950000000000 N N N N N Pfizer Investment Enterprises Pte. Ltd. N/A PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/53 5.3 716973AG7 1000000 PA USD 936322.84 0.0937448468 Long DBT CORP SG N 2 2053-05-19 Fixed 5.300000000000 N N N N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 PFIZER INC SR UNSECURED 05/44 4.4 717081DK6 264000 PA USD 228269.48 0.0228543901 Long DBT CORP US N 2 2044-05-15 Fixed 4.400000000000 N N N N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 PFIZER INC SR UNSECURED 06/26 2.75 717081DV2 713000 PA USD 695994.03 0.0696830740 Long DBT CORP US N 2 2026-06-03 Fixed 2.750000000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 05/38 6.375 718172AC3 300000 PA USD 322150.61 0.0322537893 Long DBT CORP US N 2 2038-05-16 Fixed 6.375000000000 N N N N N N Phillips 66 Company N/A PHILLIPS 66 CO COMPANY GUAR 03/28 3.75 718547AH5 200000 PA USD 193633.65 0.0193866432 Long DBT CORP US N 2 2028-03-01 Fixed 3.750000000000 N N N N N N Plains All American Pipeline L.P. and PAA Finance Corp. N/A PLAINS ALL AMERICAN PIPELINE L SR UNSECURED 02/45 4.9 72650RBH4 500000 PA USD 424049.82 0.0424559604 Long DBT CORP US N 2 2045-02-15 Fixed 4.900000000000 N N N N N REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 09/34 5.125 N/A REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 09/34 5.125 731011AY8 1000000 PA USD 968490 0.0969654299 Long DBT NUSS PL N 2 2034-09-18 Fixed 5.125000000000 N N N N N N Booking Holdings Inc. FXM8FAOHMYDIPD38UZ17 BOOKING HOLDINGS INC SR UNSECURED 03/28 3.55 741503BC9 300000 PA USD 290088.17 0.0290436908 Long DBT CORP US N 2 2028-03-15 Fixed 3.550000000000 N N N N N N The Procter and Gamble Company 2572IBTT8CCZW6AU4141 PROCTER and GAMBLE CO/THE SR UNSECURED 03/50 3.6 742718FK0 600000 PA USD 460541.05 0.0461094703 Long DBT CORP US N 2 2050-03-25 Fixed 3.600000000000 N N N N N N Quest Diagnostics Incorporated 8MCWUBXQ0WE04KMXBX50 QUEST DIAGNOSTICS INC SR UNSECURED 03/45 4.7 74834LAY6 500000 PA USD 437882.74 0.0438409154 Long DBT CORP US N 2 2045-03-30 Fixed 4.700000000000 N N N N N N Quest Diagnostics Incorporated 8MCWUBXQ0WE04KMXBX50 QUEST DIAGNOSTICS INC SR UNSECURED 06/29 4.2 74834LBA7 500000 PA USD 484656.8 0.0485239445 Long DBT CORP US N 2 2029-06-30 Fixed 4.200000000000 N N N N N N Salesforce Inc. RCGZFPDMRW58VJ54VR07 SALESFORCE INC SR UNSECURED 07/41 2.7 79466LAK0 400000 PA USD 281773.95 0.0282112693 Long DBT CORP US N 2 2041-07-15 Fixed 2.700000000000 N N N N N N The Charles Schwab Corporation N/A CHARLES SCHWAB CORP/THE SR UNSECURED 01/28 3.2 808513AU9 300000 PA USD 287076.22 0.0287421337 Long DBT CORP US N 2 2028-01-25 Fixed 3.200000000000 N N N N N N The Travelers Companies Inc. 549300Y650407RU8B149 TRAVELERS COS INC/THE SR UNSECURED 03/48 4.05 89417EAN9 300000 PA USD 240090.59 0.0240379222 Long DBT CORP US N 2 2048-03-07 Fixed 4.050000000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 TRUIST FINANCIAL CORP SR UNSECURED 08/27 1.125 89788MAC6 700000 PA USD 637571.4 0.0638337875 Long DBT CORP US N 2 2027-08-03 Fixed 1.125000000000 N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 TRUIST FINANCIAL CORP SR UNSECURED 01/30 VAR 89788MAR3 700000 PA USD 706178.33 0.0707027283 Long DBT CORP US N 2 2030-01-24 Variable 5.435000000000 N N N N N N Tyson Foods Inc. WD6L6041MNRW1JE49D58 TYSON FOODS INC SR UNSECURED 03/29 4.35 902494BK8 400000 PA USD 388746.56 0.0389213903 Long DBT CORP US N 2 2029-03-01 Fixed 4.350000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS GROUP AG SR UNSECURED 04/26 4.55 902613BB3 800000 PA USD 797195.21 0.0798153582 Long DBT CORP CH N 2 2026-04-17 Fixed 4.550000000000 N N N N N N Uber Technologies Inc. N/A UBER TECHNOLOGIES INC SR UNSECURED 01/30 4.3 90353TAN0 300000 PA USD 290306.98 0.0290655981 Long DBT CORP US N 2 2030-01-15 Fixed 4.300000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP SR UNSECURED 10/51 3.799 907818EM6 313000 PA USD 233264.71 0.0233545136 Long DBT CORP US N 2 2051-10-01 Fixed 3.799000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP SR UNSECURED 04/71 3.799 907818FS2 800000 PA USD 542774.06 0.0543426572 Long DBT CORP US N 2 2071-04-06 Fixed 3.799000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP SR UNSECURED 01/33 4.5 907818GB8 500000 PA USD 480672.13 0.0481249984 Long DBT CORP US N 2 2033-01-20 Fixed 4.500000000000 N N N N N N United Airlines 2016-2 Class AA Pass Through Trust N/A UNITED AIRLINES 2016-2 CLASS A PASS THRU CE 04/30 2.875 90932EAA1 193509.59 PA USD 180729.56 0.0180946829 Long DBT CORP US N 2 2028-10-07 Fixed 2.875000000000 N N N N N N Mexico Government International Bond N/A MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 01/40 6.05 91086QAV0 930000 PA USD 859967.38 0.0861001215 Long DBT NUSS MX N 2 2040-01-11 Fixed 6.050000000000 N N N N N N Mexico Government International Bond N/A MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 01/28 3.75 91087BAE0 2000000 PA USD 1898753.98 0.1901036624 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.750000000000 N N N N N N United Parcel Service Inc. D01LMJZU09ULLNCY6Z23 UNITED PARCEL SERVICE INC SR UNSECURED 03/29 3.4 911312BR6 400000 PA USD 379751.99 0.0380208520 Long DBT CORP US N 2 2029-03-15 Fixed 3.400000000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 US BANCORP SR UNSECURED 07/26 2.375 91159HHN3 1000000 PA USD 966679.16 0.0967841282 Long DBT CORP US N 2 2026-07-22 Fixed 2.375000000000 N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 05/39 4.25 912810QB7 3860000 PA USD 3661148.55 0.3665549909 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 UNITED STATES TREASURY NOTE/BO 02/40 4.625 912810QE1 5000000 PA USD 4922255.1 0.4928172536 Long DBT UST US N 2 2040-02-15 Fixed 4.625000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 02/47 3 912810RV2 10905000 PA USD 8080641.1 0.8090355484 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 UNITED STATES TREASURY NOTE/BO 08/47 2.75 912810RY6 3000000 PA USD 2109788.73 0.2112325076 Long DBT UST US N 2 2047-08-15 Fixed 2.750000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 02/48 3 912810SA7 6700000 PA USD 4914793.78 0.4920702246 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 UNITED STATES TREASURY NOTE/BO 05/49 2.875 912810SH2 1500000 PA USD 1063305.98 0.1064584265 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 UNITED STATES TREASURY NOTE/BO 08/49 2.25 912810SJ8 2000000 PA USD 1238272.56 0.1239761186 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 UNITED STATES TREASURY NOTE/BO 05/50 1.25 912810SN9 8000000 PA USD 3792679.2 0.3797238683 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 UNITED STATES TREASURY NOTE/BO 08/51 2 912810SZ2 12000000 PA USD 6856917.36 0.6865160608 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 UNITED STATES TREASURY NOTE/BO 11/41 2 912810TC2 7000000 PA USD 4699938.32 0.4705588491 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 UNITED STATES TREASURY NOTE/BO 08/42 3.375 912810TK4 7500000 PA USD 6190890.83 0.6198333394 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 UNITED STATES TREASURY NOTE/BO 11/52 4 912810TL2 6000000 PA USD 5226651.84 0.5232935216 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 UNITED STATES TREASURY NOTE/BO 02/53 3.625 912810TN8 4570000 PA USD 3713081.77 0.3717545562 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 UNITED STATES TREASURY NOTE/BO 02/43 3.875 912810TQ1 3480000 PA USD 3070500.19 0.3074191483 Long DBT UST US N 2 2043-02-15 Fixed 3.875000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 05/53 3.625 912810TR9 5000000 PA USD 4064511.05 0.4069397323 Long DBT UST US N 2 2053-05-15 Fixed 3.625000000000 N N N N N N GINNIE MAE II POOL G2 02/53 FIXED 4 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 02/53 FIXED 4 36179XTA4 888767.77 PA USD 820390.6 0.0821376857 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 GINNIE MAE II POOL G2 02/53 FIXED 5 36179XTC0 1327796.35 PA USD 1289769.99 0.1291320526 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 GINNIE MAE II POOL G2 02/53 FIXED 5.5 36179XTD8 1172037.35 PA USD 1165502.54 0.1166903684 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 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 03/53 FIXED 4 36179XVQ6 1019666.2 PA USD 941537.03 0.0942668927 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 4.000000000000 N N N N N N GINNIE MAE I POOL GN 07/40 FIXED 4.5 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 07/40 FIXED 4.5 36241LUE4 113981.36 PA USD 110607.42 0.0110740390 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 GS MORTGAGE SECURITIES TRUST 2 GSMS 2016 GS4 A3 36251XAQ0 1897756.82 PA USD 1853235.26 0.1855463182 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 GS MORTGAGE SECURITIES TRUST 2 GSMS 2017 GS5 A3 36252HAC5 2742203.92 PA USD 2666334.82 0.2669540234 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 GE HEALTHCARE TECHNOLOGIES INC COMPANY GUAR 03/30 5.857 36267VAH6 225000 PA USD 233053.47 0.0233333642 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 GINNIE MAE I POOL GN 09/33 FIXED 5 36290QKC8 3305.3 PA USD 3292.71 0.0003296668 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/39 FIXED 4 31416TML0 70247.12 PA USD 66782.7 0.0066862985 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.000000000000 N N N N N N GINNIE MAE I POOL GN 08/33 FIXED 4.5 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 08/33 FIXED 4.5 36290SFJ5 3873.51 PA USD 3799.82 0.0003804388 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 GINNIE MAE I POOL GN 10/33 FIXED 5 36290SKY6 4931.63 PA USD 4913.27 0.0004919177 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/39 FIXED 5 31416TYE3 36623.78 PA USD 36575.95 0.0036619921 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/42 FIXED 4 31417BZ91 59475.03 PA USD 55994.31 0.0056061625 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.000000000000 N N N N N N GINNIE MAE I POOL GN 06/34 FIXED 5.5 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 06/34 FIXED 5.5 36291KAF4 1844.02 PA USD 1855.14 0.0001857370 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 GINNIE MAE I POOL GN 10/38 FIXED 6 36295K3P6 27358.92 PA USD 28046.33 0.0028080047 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/43 FIXED 3.5 31417FQ92 2042587.88 PA USD 1867034.81 0.1869279322 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/40 FIXED 4.5 31417VQW6 87353.62 PA USD 84970.94 0.0085073090 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.500000000000 N N N N N N GINNIE MAE I POOL GN 05/38 FIXED 6.5 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 05/38 FIXED 6.5 36295QDY3 33338.65 PA USD 34335.47 0.0034376747 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 GINNIE MAE I POOL GN 07/38 FIXED 6 36296G6H9 22908.55 PA USD 23462.71 0.0023490916 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/31 FIXED 4 31417YWB9 1185883.53 PA USD 1162551.86 0.1163949456 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/45 FIXED 4 31418BWU6 535122.08 PA USD 498049.04 0.0498647785 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.000000000000 N N N N N N GINNIE MAE I POOL GN 10/38 FIXED 6 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 10/38 FIXED 6 36296LQK9 7417.93 PA USD 7597.37 0.0007606503 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 GINNIE MAE I POOL GN 06/39 FIXED 5 36296QV55 100786.64 PA USD 100018.71 0.0100138950 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/36 FIXED 3.5 31418BX35 740592.65 PA USD 696181.23 0.0697018165 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/48 FIXED 5 31418C2E3 402867 PA USD 396220.18 0.0396696508 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.000000000000 N N N N N N GINNIE MAE I POOL GN 09/38 FIXED 6 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 09/38 FIXED 6 36296RZ34 17081.45 PA USD 17512.29 0.0017533343 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 GINNIE MAE I POOL GN 01/39 FIXED 5.5 36296XHC1 3537.72 PA USD 3559.05 0.0003563329 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/48 FIXED 4 31418CWT7 505360 PA USD 467664.14 0.0468226356 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/41 FIXED 2 31418D3R1 2075556.25 PA USD 1731114.37 0.1733195481 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 2.000000000000 N N N N N N GINNIE MAE I POOL GN 12/38 FIXED 6.5 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 12/38 FIXED 6.5 36296YTP7 21215.36 PA USD 21852.58 0.0021878851 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 6.500000000000 N N N N N N General Dynamics Corporation 9C1X8XOOTYY2FNYTVH06 GENERAL DYNAMICS CORP COMPANY GUAR 04/30 3.625 369550BM9 500000 PA USD 472104.38 0.0472671934 Long DBT CORP US N 2 2030-04-01 Fixed 3.625000000000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 GENERAL ELECTRIC CO SR UNSECURED 03/44 4.5 369604BH5 500000 PA USD 432598.95 0.0433119012 Long DBT CORP US N 2 2044-03-11 Fixed 4.500000000000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 GENERAL ELECTRIC CO SR UNSECURED 01/39 6.875 36962G4B7 168000 PA USD 190762.21 0.0190991540 Long DBT CORP US N 2 2039-01-10 Fixed 6.875000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/36 FIXED 1.5 31418D6F4 2806680.92 PA USD 2414108.21 0.2417010402 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 1.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/49 FIXED 4 31418DFS6 694348.78 PA USD 641687.91 0.0642459334 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/49 FIXED 3.5 31418DGM8 772238.61 PA USD 689972.11 0.0690801581 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/35 FIXED 2 31418DLX8 683374.92 PA USD 610867.27 0.0611601642 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 2.000000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 T-MOBILE USA INC COMPANY GUAR 04/30 3.875 87264ABF1 600000 PA USD 564592.45 0.0565271192 Long DBT CORP US N 2 2030-04-15 Fixed 3.875000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 T-MOBILE USA INC COMPANY GUAR 02/41 3 87264ABL8 400000 PA USD 285256.7 0.0285599630 Long DBT CORP US N 2 2041-02-15 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/25 FIXED VAR 31419AMS3 16620.67 PA USD 16517.9 0.0016537757 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/41 FIXED VAR 31419BBT1 322663.56 PA USD 304993.79 0.0305360447 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.000000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 T-MOBILE USA INC COMPANY GUAR 01/54 5.75 87264ADB8 700000 PA USD 682958.28 0.0683779319 Long DBT CORP US N 2 2054-01-15 Fixed 5.750000000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 TAKEDA PHARMACEUTICAL CO LTD SR UNSECURED 07/34 5.3 874060BK1 500000 PA USD 495246.74 0.0495842116 Long DBT CORP JP N 2 2034-07-05 Fixed 5.300000000000 N N N N N N Targa Resources Partners LP / Targa Resources Partners Finance Corp N/A TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/32 4 87612BBU5 500000 PA USD 454875.1 0.0455421942 Long DBT CORP US N 2 2032-01-15 Fixed 4.000000000000 N N N N N N Target Corporation 8WDDFXB5T1Z6J0XC1L66 TARGET CORP SR UNSECURED 11/47 3.9 87612EBG0 500000 PA USD 388847.61 0.0389315075 Long DBT CORP US N 2 2047-11-15 Fixed 3.900000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/41 FIXED VAR 31419BBY0 74782.5 PA USD 72672.38 0.0072759745 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/40 FIXED 4 31419CAH6 155336.1 PA USD 147004.79 0.0147181516 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.000000000000 N N N N N N Telefonica Europe B.V. N/A TELEFONICA EUROPE BV COMPANY GUAR 09/30 8.25 879385AD4 350000 PA USD 399092.67 0.0399572451 Long DBT CORP NL N 2 2030-09-15 Fixed 8.250000000000 N N N N N N Telefonica Emisiones S.A N/A TELEFONICA EMISIONES SA COMPANY GUAR 06/36 7.045 87938WAC7 230000 PA USD 252791.94 0.0253095841 Long DBT CORP ES N 2 2036-06-20 Fixed 7.045000000000 N N N N N N Texas Instruments Incorporated WDJNR2L6D8RWOEB8T652 TEXAS INSTRUMENTS INC SR UNSECURED 03/39 3.875 882508BF0 200000 PA USD 171716.88 0.0171923315 Long DBT CORP US N 2 2039-03-15 Fixed 3.875000000000 N N N N N N State of Texas 549300X9CH74QB747L76 STATE OF TEXAS TXS 04/39 FIXED 5.517 882722KF7 260000 PA USD 259921.35 0.0260233822 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 TEXAS DEPARTMENT OF TRANSPORTA TXSTRN 04/30 FIXED 5.178 88283LHU3 310000 PA USD 312919.58 0.0313295766 Long DBT MUN US N 2 2030-04-01 Fixed 5.178000000000 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 THERMO FISHER SCIENTIFIC INC SR UNSECURED 10/31 2 883556CL4 400000 PA USD 332820.48 0.0333220590 Long DBT CORP US N 2 2031-10-15 Fixed 2.000000000000 N N N N N Thomson Reuters Corporation 549300561UZND4C7B569 THOMSON REUTERS CORP SR UNSECURED 05/43 4.5 884903BM6 250000 PA USD 198625.28 0.0198864063 Long DBT CORP CA N 2 2043-05-23 Fixed 4.500000000000 N N N N N N Time Warner Cable Enterprises LLC N/A TIME WARNER CABLE ENTERPRISES SR SECURED 07/33 8.375 88731EAJ9 525000 PA USD 590574.88 0.0591284857 Long DBT CORP US N 2 2033-07-15 Fixed 8.375000000000 N N N N N N Toll Brothers Finance Corp. N/A TOLL BROTHERS FINANCE CORP COMPANY GUAR 11/29 3.8 88947EAU4 200000 PA USD 188252.41 0.0188478723 Long DBT CORP US N 2 2029-11-01 Fixed 3.800000000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 TORONTO-DOMINION BANK/THE SR UNSECURED 09/31 2 89114TZJ4 800000 PA USD 663136.66 0.0663933870 Long DBT CORP CA N 2 2031-09-10 Fixed 2.000000000000 N N N N N Global Payments Inc. 549300NOMHGVQBX6S778 GLOBAL PAYMENTS INC SR UNSECURED 06/28 4.45 891906AF6 400000 PA USD 391032.75 0.0391502842 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 TOYOTA AUTO RECEIVABLES 2023-B TAOT 2023 B A4 891941AE6 1250000 PA USD 1251363.25 0.1252867614 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.660000000000 N N N N N N Toyota Motor Credit Corporation Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/28 3.05 89236TEM3 300000 PA USD 286090.98 0.0286434913 Long DBT CORP US N 2 2028-01-11 Fixed 3.050000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 11/40 4.25 912810QL5 400000 PA USD 375944.63 0.0376396583 Long DBT UST US N 2 2040-11-15 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 02/41 4.75 912810QN1 2000000 PA USD 1990566.06 0.1992959078 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 UNITED STATES TREASURY NOTE/BO 05/41 4.375 912810QQ4 1330000 PA USD 1266553.93 0.1268076556 Long DBT UST US N 2 2041-05-15 Fixed 4.375000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 02/49 3 912810SF6 3000000 PA USD 2182624.95 0.2185248858 Long DBT UST US N 2 2049-02-15 Fixed 3.000000000000 N N N N N N GINNIE MAE I POOL GN 08/33 FIXED 5 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 08/33 FIXED 5 36202VDP3 7504.81 PA USD 7476.22 0.0007485208 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 GINNIE MAE I POOL GN 06/34 FIXED 5 36202VXU0 4157.5 PA USD 4139.77 0.0004144747 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.000000000000 N N N N N N GINNIE MAE I POOL GN 03/31 FIXED 7 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 03/31 FIXED 7 36207LH35 3720.75 PA USD 3784.87 0.0003789420 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 GINNIE MAE I POOL GN 05/28 FIXED 6.5 36209JAX9 1359.89 PA USD 1383.23 0.0001384893 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 GINNIE MAE I POOL GN 01/31 FIXED 7.5 36209Y5K0 218.28 PA USD 224.47 0.0000224740 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 GINNIE MAE I POOL GN 04/31 FIXED 6.5 36209YFQ6 799.34 PA USD 814.24 0.0000815219 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 GINNIE MAE I POOL GN 11/39 FIXED 5 3620A9V24 93743.08 PA USD 93028.81 0.0093140647 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 GINNIE MAE I POOL GN 02/41 FIXED 4 3620AR4A6 265579.28 PA USD 251775.58 0.0252078260 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 GINNIE MAE I POOL GN 06/40 FIXED 4.5 3620C0W53 100691.02 PA USD 97743.98 0.0097861486 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 GINNIE MAE I POOL GN 01/34 FIXED 6 36210RW63 1765.21 PA USD 1801.02 0.0001803185 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 GINNIE MAE I POOL GN 05/31 FIXED 6.5 36210SSG4 4340.67 PA USD 4425.01 0.0004430330 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 GINNIE MAE I POOL GN 07/29 FIXED 6 36211LJJ2 12867.04 PA USD 13045.31 0.0013060993 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 GINNIE MAE I POOL GN 09/30 FIXED 7.5 36211RXD6 2576.58 PA USD 2660.58 0.0002663778 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 7.500000000000 N N N N N N GINNIE MAE I POOL GN 08/31 FIXED 7 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 08/31 FIXED 7 36213DG44 800.15 PA USD 815.14 0.0000816120 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 GINNIE MAE I POOL GN 01/33 FIXED 6.5 36213FLD3 2939.25 PA USD 2998.58 0.0003002185 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 GINNIE MAE I POOL GN 04/33 FIXED 6 36213FQU0 3188.94 PA USD 3252.3 0.0003256210 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.000000000000 N N N N N N GINNIE MAE I POOL GN 01/32 FIXED 6.5 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 01/32 FIXED 6.5 36213GV57 2653.37 PA USD 2709.78 0.0002713038 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.500000000000 N N N N N N GINNIE MAE I POOL GN 11/33 FIXED 6 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 11/33 FIXED 6 36213MWX2 3444.53 PA USD 3515.24 0.0003519466 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.000000000000 N N N N N N GINNIE MAE I POOL GN 12/30 FIXED 7 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 12/30 FIXED 7 36225BLL0 2499.66 PA USD 2540.29 0.0002543344 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 GINNIE MAE I POOL GN 09/31 FIXED 7 36225BPM4 1461.55 PA USD 1488.92 0.0001490710 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 GINNIE MAE I POOL GN 11/32 FIXED 6 36225BVU9 4290.46 PA USD 4371.28 0.0004376535 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.000000000000 N N N N N N GINNIE MAE I POOL GN 02/38 FIXED 5.5 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 02/38 FIXED 5.5 36241KQ27 10066.51 PA USD 10128.22 0.0010140396 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 GINNIE MAE I POOL GN 10/40 FIXED 4 36241LP42 84911.59 PA USD 80599.96 0.0080696856 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.000000000000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 GENERAL ELECTRIC CO SR UNSECURED 03/32 6.75 36962GXZ2 66000 PA USD 72306.72 0.0072393646 Long DBT CORP US N 2 2032-03-15 Fixed 6.750000000000 N N N N N N General Mills Inc. 2TGYMUGI08PO8X8L6150 GENERAL MILLS INC SR UNSECURED 04/30 2.875 370334CL6 600000 PA USD 539655.15 0.0540303913 Long DBT CORP US N 2 2030-04-15 Fixed 2.875000000000 N N N N N International Bank for Reconstruction and Development ZTMSNXROF84AHWJNKQ93 INTERNATIONAL BANK FOR RECONST SR UNSECURED 07/26 0.875 459058JX2 1000000 PA USD 948570.84 0.0949711193 Long DBT NUSS US N 2 2026-07-15 Fixed 0.875000000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 INTERNATIONAL BUSINESS MACHINE SR UNSECURED 11/39 5.6 459200GS4 21000 PA USD 21042.5 0.0021067797 Long DBT CORP US N 2 2039-11-30 Fixed 5.600000000000 N N N N N N FREDDIE MAC GOLD POOL FG 07/32 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 07/32 FIXED 3 3128MFFD5 283061.9 PA USD 270950.36 0.0271276091 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 FREDDIE MAC GOLD POOL FG 01/34 FIXED 3.5 3128MFV70 416368.85 PA USD 399843.21 0.0400323893 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 FREDDIE MAC GOLD POOL FG 01/33 FIXED 3 3128MFVK1 653154.2 PA USD 624717.83 0.0625468853 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/48 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 11/48 FIXED 4.5 3128MJ5J5 224916.2 PA USD 214707.03 0.0214965146 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 FREDDIE MAC GOLD POOL FG 09/35 FIXED 5.5 3128MJCS7 25284.43 PA USD 25909.98 0.0025941128 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/36 FIXED 6 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 10/36 FIXED 6 3128MJE63 34671.05 PA USD 35998.3 0.0036041576 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 FREDDIE MAC GOLD POOL FG 08/46 FIXED 3 3128MJYM6 322457.73 PA USD 280030.19 0.0280366837 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 FREDDIE MAC GOLD POOL FG 04/31 FIXED 2.5 3128MMUV3 379156.71 PA USD 360570.94 0.0361004411 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 07/29 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 07/29 FIXED 4.5 3128P7ME0 39998 PA USD 39774.22 0.0039822036 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 FREDDIE MAC GOLD POOL FG 05/31 FIXED 4.5 3128P7QX4 101595.28 PA USD 100815.36 0.0100936558 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/25 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 12/25 FIXED 3.5 3128PTLB9 37038.32 PA USD 36828.35 0.0036872624 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 02/30 FIXED 8 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 02/30 FIXED 8 31292HAX2 207.47 PA USD 213.19 0.0000213446 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 8.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/30 FIXED 7.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 11/30 FIXED 7.5 31292HF33 410.26 PA USD 431.17 0.0000431688 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 7.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/32 FIXED 7.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 03/32 FIXED 7.5 31292HQE7 2814.67 PA USD 2988.6 0.0002992193 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 FREDDIE MAC GOLD POOL FG 12/40 FIXED 4 31292K6A0 203372.6 PA USD 192407.62 0.0192638929 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/39 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 03/39 FIXED 4.5 312932C20 26581.85 PA USD 25968.01 0.0025999228 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/33 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 10/33 FIXED 4.5 31296N6S1 2237.92 PA USD 2202.39 0.0002205038 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 FREDDIE MAC GOLD POOL FG 05/31 FIXED 7 31298NJZ9 612.24 PA USD 640.41 0.0000641180 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.000000000000 N N N N N N Federal Home Loan Banks N/A FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130B2K95 1000000 PA USD 980331.55 0.0981510085 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 FREDDIE MAC POOL FR 12/36 FIXED 1.5 3132CWUG7 1371269.87 PA USD 1192753.43 0.1194187334 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 1.500000000000 N N N N N N FREDDIE MAC POOL FR 07/35 FIXED 2 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 07/35 FIXED 2 3132D55M0 571882.04 PA USD 509059.48 0.0509671461 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 2.000000000000 N N N N N N FREDDIE MAC POOL FR 06/49 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 06/49 FIXED 3.5 3132DM5B7 2917597.54 PA USD 2592015.83 0.2595131899 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 FREDDIE MAC POOL FR 04/51 FIXED 3 3132DMUD5 4646984.76 PA USD 3980648.5 0.3985433955 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 FREDDIE MAC POOL FR 07/52 FIXED 3.5 3132DN5W9 2364797.89 PA USD 2106040.52 0.2108572359 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 07/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 07/52 FIXED 4.5 3132DNNQ2 1987229.83 PA USD 1882680.28 0.1884943600 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 FREDDIE MAC POOL FR 04/52 FIXED 2.5 3132DNPG2 7099856.12 PA USD 5831895.66 0.5838906648 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC POOL FR 03/53 FIXED 6 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 03/53 FIXED 6 3132DP2K3 1260335.6 PA USD 1273471.57 0.1275002512 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 FREDDIE MAC POOL FR 04/53 FIXED 5.5 3132DP3N6 1784452.38 PA USD 1765494.54 0.1767616982 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 FREDDIE MAC POOL FR 12/52 FIXED 6 3132DPRD2 1020029.38 PA USD 1031298.26 0.1032538066 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 FREDDIE MAC POOL FR 03/53 FIXED 5 3132DPUP1 529791.17 PA USD 513649.76 0.0514267259 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 07/53 FIXED 5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 07/53 FIXED 5 3132DQ3C8 951130.2 PA USD 922151.64 0.0923260232 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 07/53 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 07/53 FIXED 5.5 3132DQUC8 942237.45 PA USD 936585.06 0.0937711004 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 07/53 FIXED 6 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 07/53 FIXED 6 3132DQXR2 883648.52 PA USD 894515.28 0.0895590648 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 FREDDIE MAC POOL FR 09/53 FIXED 5.5 3132DSGS5 1110923.54 PA USD 1099884.96 0.1101207220 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 02/54 FIXED 6 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 02/54 FIXED 6 3132DSJF0 634892.19 PA USD 643652.18 0.0644425966 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/31 FIXED 6.5 31371J7A6 7653.5 PA USD 7893.19 0.0007902679 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/30 FIXED 8.5 31371JPX6 151.42 PA USD 159.2 0.0000159391 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 8.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/30 FIXED 7.5 31371JSC9 103.83 PA USD 108.78 0.0000108911 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 7.500000000000 N N N N N N GINNIE MAE I POOL GN 09/33 FIXED 5.5 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 09/33 FIXED 5.5 36213UZY9 7707.46 PA USD 7752.69 0.0007762010 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 GINNIE MAE I POOL GN 02/32 FIXED 6.5 36213YP63 1680.51 PA USD 1716.53 0.0001718594 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 GINNIE MAE I POOL GN 08/29 FIXED 7 36225BFR4 795.23 PA USD 807.54 0.0000808511 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.000000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 04/31 VAR 46647PBL9 391000 PA USD 344457.05 0.0344871149 Long DBT CORP US N 2 2031-04-22 Variable 2.522000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 04/51 VAR 46647PBN5 1860000 PA USD 1231072.1 0.1232552070 Long DBT CORP US N 2 2051-04-22 Variable 3.109000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 10/30 VAR 46647PEQ5 750000 PA USD 735729.83 0.0736614310 Long DBT CORP US N 2 2030-10-22 Variable 4.603000000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 JAPAN BANK FOR INTERNATIONAL C GOVT GUARANT 10/28 3.5 471048BV9 830000 PA USD 799310.53 0.0800271445 Long DBT NUSS JP N 2 2028-10-31 Fixed 3.500000000000 N N N N N N Johnson and Johnson 549300G0CFPGEF6X2043 JOHNSON and JOHNSON SR UNSECURED 07/38 5.85 478160AT1 285000 PA USD 304014.89 0.0304380371 Long DBT CORP US N 2 2038-07-15 Fixed 5.850000000000 N N N N N N Keurig Dr Pepper Inc. DYTQ8KRTKO7Y2BVU5K74 KEURIG DR PEPPER INC COMPANY GUAR 05/28 4.597 49271VAF7 500000 PA USD 495588.63 0.0496184417 Long DBT CORP US N 2 2028-05-25 Fixed 4.597000000000 N N N N N Keybank National Association HUX2X73FUCYHUVH1BK78 KEYBANK NA/CLEVELAND OH SR UNSECURED 01/33 5 49327M3H5 500000 PA USD 479558.34 0.0480134855 Long DBT CORP US N 2 2033-01-26 Fixed 5.000000000000 N N N N N Kinder Morgan Energy Partners L.P. 549300PDHUGWPWGOT525 KINDER MORGAN ENERGY PARTNERS COMPANY GUAR 09/39 6.5 494550BD7 180000 PA USD 188075.03 0.0188301130 Long DBT CORP US N 2 2039-09-01 Fixed 6.500000000000 N N N N N N Kinder Morgan Energy Partners L.P. 549300PDHUGWPWGOT525 KINDER MORGAN ENERGY PARTNERS COMPANY GUAR 03/41 6.375 494550BH8 60000 PA USD 61297.48 0.0061371171 Long DBT CORP US N 2 2041-03-01 Fixed 6.375000000000 N N N N N N Kinder Morgan Inc. 549300WR7IX8XE0TBO16 KINDER MORGAN INC COMPANY GUAR 02/29 5 494553AD2 700000 PA USD 697622.07 0.0698460737 Long DBT CORP US N 2 2029-02-01 Fixed 5.000000000000 N N N N N N NiSource Inc. N/A NISOURCE INC SR UNSECURED 06/33 5.4 65473PAP0 1000000 PA USD 1000984.81 0.1002188174 Long DBT CORP US N 2 2033-06-30 Fixed 5.400000000000 N N N N N N NiSource Inc. N/A NISOURCE INC SR UNSECURED 03/48 3.95 65473QBG7 400000 PA USD 304385.24 0.0304751166 Long DBT CORP US N 2 2048-03-30 Fixed 3.950000000000 N N N N N N Nomura Holdings Inc. 549300B3CEAHYG7K8164 NOMURA HOLDINGS INC SR UNSECURED 01/30 3.103 65535HAQ2 1000000 PA USD 902082.08 0.0903166545 Long DBT CORP JP N 2 2030-01-16 Fixed 3.103000000000 N N N N N N Norfolk Southern Corporation N/A NORFOLK SOUTHERN CORP SR UNSECURED 10/41 4.837 655844BH0 240000 PA USD 218899.48 0.0219162637 Long DBT CORP US N 2 2041-10-01 Fixed 4.837000000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 NORTHROP GRUMMAN CORP SR UNSECURED 01/28 3.25 666807BN1 300000 PA USD 286774.07 0.0287118824 Long DBT CORP US N 2 2028-01-15 Fixed 3.250000000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 NORTHROP GRUMMAN CORP SR UNSECURED 05/30 4.4 666807BS0 200000 PA USD 194737.51 0.0194971620 Long DBT CORP US N 2 2030-05-01 Fixed 4.400000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 OCCIDENTAL PETROLEUM CORP SR UNSECURED 08/29 5.2 674599EJ0 250000 PA USD 248038.34 0.0248336527 Long DBT CORP US N 2 2029-08-01 Fixed 5.200000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 OCCIDENTAL PETROLEUM CORP SR UNSECURED 01/32 5.375 674599EK7 100000 PA USD 97915.11 0.0098032822 Long DBT CORP US N 2 2032-01-01 Fixed 5.375000000000 N N N N N N Oncor Electric Delivery Company LLC 549300SP2X2BS1KERD24 ONCOR ELECTRIC DELIVERY CO LLC SR SECURED 09/38 7.5 68233JAF1 188000 PA USD 220496.97 0.0220762047 Long DBT CORP US N 2 2038-09-01 Fixed 7.500000000000 N N N N N N Oncor Electric Delivery Company LLC 549300SP2X2BS1KERD24 ONCOR ELECTRIC DELIVERY CO LLC SR SECURED 09/32 4.55 68233JCK8 200000 PA USD 192178.43 0.0192409463 Long DBT CORP US N 2 2032-09-15 Fixed 4.550000000000 N N N N N N ONEOK Inc. 2T3D6M0JSY48PSZI1Q41 ONEOK INC COMPANY GUAR 11/28 5.65 682680BJ1 370000 PA USD 377544.53 0.0377998406 Long DBT CORP US N 2 2028-11-01 Fixed 5.650000000000 N N N N N N ONEOK Inc. 2T3D6M0JSY48PSZI1Q41 ONEOK INC COMPANY GUAR 09/53 6.625 682680BN2 360000 PA USD 378511.9 0.0378966939 Long DBT CORP US N 2 2053-09-01 Fixed 6.625000000000 N N N N N N ONEOK Partners L.P. T4DHW82NMF6BXJT50795 ONEOK PARTNERS LP COMPANY GUAR 10/36 6.65 68268NAC7 268000 PA USD 284693.91 0.0285036163 Long DBT CORP US N 2 2036-10-01 Fixed 6.650000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP SR UNSECURED 05/45 4.125 68389XBF1 500000 PA USD 395106.4 0.0395581389 Long DBT CORP US N 2 2045-05-15 Fixed 4.125000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP SR UNSECURED 07/26 2.65 68389XBM6 310000 PA USD 300543.12 0.0300904427 Long DBT CORP US N 2 2026-07-15 Fixed 2.650000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP SR UNSECURED 11/27 3.25 68389XBN4 565000 PA USD 543224.45 0.0543877503 Long DBT CORP US N 2 2027-11-15 Fixed 3.250000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP SR UNSECURED 11/47 4 68389XBQ7 400000 PA USD 304864.28 0.0305230782 Long DBT CORP US N 2 2047-11-15 Fixed 4.000000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP SR UNSECURED 03/31 2.875 68389XCE3 400000 PA USD 351975.62 0.0352398758 Long DBT CORP US N 2 2031-03-25 Fixed 2.875000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP SR UNSECURED 02/53 5.55 68389XCQ6 300000 PA USD 283437.97 0.0283778713 Long DBT CORP US N 2 2053-02-06 Fixed 5.550000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP SR UNSECURED 09/29 4.2 68389XCS2 300000 PA USD 289791.57 0.0290139952 Long DBT CORP US N 2 2029-09-27 Fixed 4.200000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 PNC FINANCIAL SERVICES GROUP I SR UNSECURED 04/29 3.45 693475AW5 1000000 PA USD 946274.58 0.0947412172 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 PNC FINANCIAL SERVICES GROUP I SR UNSECURED 01/27 VAR 693475BL8 500000 PA USD 499318.45 0.0499918721 Long DBT CORP US N 2 2027-01-26 Variable 4.758000000000 N N N N N N PPL Electric Utilities Corporation N/A PPL ELECTRIC UTILITIES CORP 1ST MORTGAGE 05/33 5 69351UBA0 250000 PA USD 247032 0.0247328977 Long DBT CORP US N 2 2033-05-15 Fixed 5.000000000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 02/31 2.5 694308JG3 600000 PA USD 513046.59 0.0513663364 Long DBT CORP US N 2 2031-02-01 Fixed 2.500000000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/28 3.75 694308JK4 30000 PA USD 28709.3 0.0028743814 Long DBT CORP US N 2 2028-07-01 Fixed 3.750000000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/30 4.55 694308JM0 227000 PA USD 219691.18 0.0219955288 Long DBT CORP US N 2 2030-07-01 Fixed 4.550000000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 PACIFICORP 1ST MORTGAGE 01/39 6 695114CL0 335000 PA USD 341720.58 0.0342131390 Long DBT CORP US N 2 2039-01-15 Fixed 6.000000000000 N N N N N N PayPal Holdings Inc. 5493005X2GO78EFZ3E94 PAYPAL HOLDINGS INC SR UNSECURED 06/30 2.3 70450YAH6 600000 PA USD 525829.18 0.0526461321 Long DBT CORP US N 2 2030-06-01 Fixed 2.300000000000 N N N N N N PepsiCo Inc. FJSUNZKFNQ5YPJ5OT455 PEPSICO INC SR UNSECURED 01/40 5.5 713448BP2 280000 PA USD 283304.46 0.0283645043 Long DBT CORP US N 2 2040-01-15 Fixed 5.500000000000 N N N N N N Prologis L.P. GL16H1DHB0QSHP25F723 PROLOGIS LP SR UNSECURED 01/34 5.125 74340XCH2 275000 PA USD 271006.93 0.0271332729 Long DBT CORP US N 2 2034-01-15 Fixed 5.125000000000 N N N N N N Public Service Company of Colorado N/A PUBLIC SERVICE CO OF COLORADO 1ST MORTGAGE 09/42 3.6 744448CG4 500000 PA USD 382088.07 0.0382547409 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 PUBLIC SERVICE ELECTRIC AND GA 1ST MORTGAGE 03/32 3.1 74456QCJ3 300000 PA USD 265536.6 0.0265855823 Long DBT CORP US N 2 2032-03-15 Fixed 3.100000000000 N N N N N N QUALCOMM Incorporated H1J8DDZKZP6H7RWC0H53 QUALCOMM INC SR UNSECURED 05/32 1.65 747525BP7 566000 PA USD 451093.5 0.0451635796 Long DBT CORP US N 2 2032-05-20 Fixed 1.650000000000 N N N N N N The Home Depot Inc. QEKMOTMBBKA8I816DO57 HOME DEPOT INC/THE SR UNSECURED 03/31 1.375 437076CF7 895000 PA USD 724784.92 0.0725656242 Long DBT CORP US N 2 2031-03-15 Fixed 1.375000000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 HONEYWELL INTERNATIONAL INC SR UNSECURED 06/30 1.95 438516BZ8 500000 PA USD 431707 0.0432225989 Long DBT CORP US N 2 2030-06-01 Fixed 1.950000000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 HONEYWELL INTERNATIONAL INC SR UNSECURED 03/54 5.25 438516CT1 250000 PA USD 234120.43 0.0234401885 Long DBT CORP US N 2 2054-03-01 Fixed 5.250000000000 N N N N N N Humana Inc. N/A HUMANA INC SR UNSECURED 03/27 3.95 444859BF8 350000 PA USD 343306.73 0.0343719446 Long DBT CORP US N 2 2027-03-15 Fixed 3.950000000000 N N N N N N Huntsman International LLC N/A HUNTSMAN INTERNATIONAL LLC SR UNSECURED 05/29 4.5 44701QBE1 500000 PA USD 476711.63 0.0477284723 Long DBT CORP US N 2 2029-05-01 Fixed 4.500000000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 STATE OF ILLINOIS ILS 06/33 FIXED 5.1 452151LF8 108235.29 PA USD 106708.11 0.0106836392 Long DBT MUN US N 2 2033-06-01 Fixed 5.100000000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 STATE OF ILLINOIS ILS 07/35 FIXED 7.35 452152GS4 220000 PA USD 234553.15 0.0234835125 Long DBT MUN US N 2 2035-07-01 Fixed 7.350000000000 N N N N N N Illinois State Toll Highway Authority 549300ISBFGI8MJJKM98 ILLINOIS STATE TOLL HIGHWAY AU ILSTRN 01/34 FIXED 6.184 452252FH7 150000 PA USD 156164.73 0.0156352468 Long DBT MUN US N 2 2034-01-01 Fixed 6.184000000000 N N N N N N Indiana Michigan Power Company JHR9V15J0ZRG02MIRD06 INDIANA MICHIGAN POWER CO SR UNSECURED 03/37 6.05 454889AM8 187000 PA USD 192541.25 0.0192772719 Long DBT CORP US N 2 2037-03-15 Fixed 6.050000000000 N N N N N N Indiana Michigan Power Company JHR9V15J0ZRG02MIRD06 INDIANA MICHIGAN POWER CO SR UNSECURED 05/28 3.85 454889AS5 600000 PA USD 580614.21 0.0581312213 Long DBT CORP US N 2 2028-05-15 Fixed 3.850000000000 N N N N N N Indonesia Government International Bond N/A INDONESIA GOVERNMENT INTERNATI SR UNSECURED 10/30 3.85 455780CS3 1050000 PA USD 980121.37 0.0981299652 Long DBT NUSS ID N 2 2030-10-15 Fixed 3.850000000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 ING GROEP NV SR UNSECURED 03/33 VAR 456837BC6 300000 PA USD 277919 0.0278253109 Long DBT CORP NL N 2 2033-03-28 Variable 4.252000000000 N N N N N N TRANE TECHNOLOGIES GLOBAL HOLDING COMPANY LIMITED 549300UCF0D858BIOV83 TRANE TECHNOLOGIES GLOBAL HOLD COMPANY GUAR 02/48 4.3 45687AAN2 600000 PA USD 497159.39 0.0497757065 Long DBT CORP US N 2 2048-02-21 Fixed 4.300000000000 N N N N N N Ingersoll Rand Inc. N/A INGERSOLL RAND INC SR UNSECURED 08/28 5.4 45687VAA4 400000 PA USD 406366.5 0.0406855026 Long DBT CORP US N 2 2028-08-14 Fixed 5.400000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 INTEL CORP SR UNSECURED 08/31 2 458140BU3 500000 PA USD 402576.5 0.0403060469 Long DBT CORP US N 2 2031-08-12 Fixed 2.000000000000 N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 INTEL CORP SR UNSECURED 02/33 5.2 458140CG3 1000000 PA USD 966826.54 0.0967988839 Long DBT CORP US N 2 2033-02-10 Fixed 5.200000000000 N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 01/31 1.125 4581X0DS4 2000000 PA USD 1638884.68 0.1640854914 Long DBT NUSS US N 2 2031-01-13 Fixed 1.125000000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 07/28 1.125 4581X0DX3 500000 PA USD 447202.07 0.0447739687 Long DBT NUSS US N 2 2028-07-20 Fixed 1.125000000000 N N N N N N Intercontinental Exchange Inc. 5493000F4ZO33MV32P92 INTERCONTINENTAL EXCHANGE INC COMPANY GUAR 09/27 3.1 45866FAF1 400000 PA USD 383772.4 0.0384233763 Long DBT CORP US N 2 2027-09-15 Fixed 3.100000000000 N N N N N Intercontinental Exchange Inc. 5493000F4ZO33MV32P92 INTERCONTINENTAL EXCHANGE INC SR UNSECURED 03/33 4.6 45866FAW4 500000 PA USD 479540.5 0.0480116994 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 INTERNATIONAL BANK FOR RECONST SR UNSECURED 11/27 0.75 459058JN4 1000000 PA USD 902863.03 0.0903948434 Long DBT NUSS US N 2 2027-11-24 Fixed 0.750000000000 N N N N N N Johnson and Johnson 549300G0CFPGEF6X2043 JOHNSON and JOHNSON SR UNSECURED 09/40 2.1 478160CR3 500000 PA USD 332304.15 0.0332703639 Long DBT CORP US N 2 2040-09-01 Fixed 2.100000000000 N N N N N N Johnson Controls Inc. 3LB2NG8VUULSCV2NO430 JOHNSON CONTROLS INC SR UNSECURED 03/41 5.7 478366AW7 150000 PA USD 142619.57 0.0142791024 Long DBT CORP US N 2 2041-03-01 Fixed 5.700000000000 N N N N N N Kellanova LONOZNOJYIBXOHXWDB86 KELLANOVA SR UNSECURED 04/26 3.25 487836BP2 400000 PA USD 393428.88 0.0393901852 Long DBT CORP US N 2 2026-04-01 Fixed 3.250000000000 N N N N N N Kinder Morgan Inc. 549300WR7IX8XE0TBO16 KINDER MORGAN INC COMPANY GUAR 06/45 5.55 49456BAH4 375000 PA USD 350472.98 0.0350894312 Long DBT CORP US N 2 2045-06-01 Fixed 5.550000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 HJ HEINZ CO COMPANY GUAR 01/39 6.875 50076QAR7 40000 PA USD 44106.02 0.0044159043 Long DBT CORP US N 2 2039-01-26 Fixed 6.875000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 HJ HEINZ CO COMPANY GUAR 06/26 3 50077LAD8 458000 PA USD 447028.69 0.0447566099 Long DBT CORP US N 2 2026-06-01 Fixed 3.000000000000 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 KROGER CO/THE SR UNSECURED 02/26 3.5 501044DC2 500000 PA USD 493456.75 0.0494049974 Long DBT CORP US N 2 2026-02-01 Fixed 3.500000000000 N N N N N N L3Harris Technologies Inc. 549300UTE50ZMDBG8A20 L3HARRIS TECHNOLOGIES INC SR UNSECURED 12/29 2.9 502431AF6 300000 PA USD 271450.13 0.0271776462 Long DBT CORP US N 2 2029-12-15 Fixed 2.900000000000 N N N N N N Lyb International Finance Ii B.V. N/A LYB INTERNATIONAL FINANCE II B COMPANY GUAR 03/27 3.5 50247WAB3 400000 PA USD 388890.61 0.0389358126 Long DBT CORP NL N 2 2027-03-02 Fixed 3.500000000000 N N N N N N Laboratory Corporation of America Holdings OZ7UA8IXAIFILY2VZH07 LABORATORY CORP OF AMERICA HOL COMPANY GUAR 12/29 2.95 50540RAW2 500000 PA USD 453604.12 0.0454149434 Long DBT CORP US N 2 2029-12-01 Fixed 2.950000000000 N N N N N N Lennar Corporation N/A LENNAR CORP COMPANY GUAR 11/27 4.75 526057CD4 300000 PA USD 299050.02 0.0299409532 Long DBT CORP US N 2 2027-11-29 Fixed 4.750000000000 N N N N N N Eli Lilly and Company FRDRIPF3EKNDJ2CQJL29 ELI LILLY and CO SR UNSECURED 05/50 2.25 532457BY3 500000 PA USD 281009.45 0.0281347274 Long DBT CORP US N 2 2050-05-15 Fixed 2.250000000000 N N N N N N Lincoln National Corporation EFQMQROEDSNBRIP7LE47 LINCOLN NATIONAL CORP SR UNSECURED 06/40 7 534187BA6 150000 PA USD 163992.96 0.0164190109 Long DBT CORP US N 2 2040-06-15 Fixed 7.000000000000 N N N N N N Lincoln National Corporation EFQMQROEDSNBRIP7LE47 LINCOLN NATIONAL CORP SR UNSECURED 12/26 3.625 534187BF5 500000 PA USD 490038.93 0.0490628045 Long DBT CORP US N 2 2026-12-12 Fixed 3.625000000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC SR UNSECURED 02/26 VAR 539439AV1 900000 PA USD 897790.8 0.0898870106 Long DBT CORP GB N 2 2026-02-05 Variable 2.438000000000 N N N N N N Lockheed Martin Corporation DPRBOZP0K5RM2YE8UU08 LOCKHEED MARTIN CORP SR UNSECURED 03/45 3.8 539830BD0 400000 PA USD 315267.98 0.0315646989 Long DBT CORP US N 2 2045-03-01 Fixed 3.800000000000 N N N N N N Lockheed Martin Corporation DPRBOZP0K5RM2YE8UU08 LOCKHEED MARTIN CORP SR UNSECURED 01/33 5.25 539830BW8 475000 PA USD 480027.88 0.0480604960 Long DBT CORP US N 2 2033-01-15 Fixed 5.250000000000 N N N N N N Lowe`s Companies Inc. WAFCR4OKGSC504WU3E95 LOWE'S COS INC SR UNSECURED 04/29 3.65 548661DR5 600000 PA USD 571352.61 0.0572039479 Long DBT CORP US N 2 2029-04-05 Fixed 3.650000000000 N N N N N N Merck and Co. Inc. 4YV9Y5M8S0BRK1RP0397 MERCK and CO INC SR UNSECURED 12/31 2.15 58933YBE4 550000 PA USD 459967.5 0.0460520464 Long DBT CORP US N 2 2031-12-10 Fixed 2.150000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SUBORDINATED 05/38 7.75 59023VAA8 480000 PA USD 560704 0.0561378067 Long DBT CORP US N 2 2038-05-14 Fixed 7.750000000000 N N N N N N MetLife Inc. C4BXATY60WC6XEOZDX54 METLIFE INC SR UNSECURED 05/46 4.6 59156RBR8 500000 PA USD 434313.56 0.0434835683 Long DBT CORP US N 2 2046-05-13 Fixed 4.600000000000 N N N N N N Mondelez International Inc. 549300DV9GIB88LZ5P30 MONDELEZ INTERNATIONAL INC SR UNSECURED 05/48 4.625 609207AP0 300000 PA USD 242605.02 0.0242896675 Long DBT CORP US N 2 2048-05-07 Fixed 4.625000000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSC 2021 L5 A4 N/A MORGAN STANLEY CAPITAL I TRUST MSC 2021 L5 A4 61691YAJ0 2000000 PA USD 1733526.8 0.1735610811 Long ABS-MBS CORP US N 2 2054-05-15 Fixed 2.728000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 04/31 VAR 6174468P7 1000000 PA USD 928828.26 0.0929944879 Long DBT CORP US N 2 2031-04-01 Variable 3.622000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 01/29 VAR 61744YAP3 550000 PA USD 530399.69 0.0531037326 Long DBT CORP US N 2 2029-01-24 Variable 3.772000000000 N N N N N N Rio Tinto Finance (Usa) Plc N/A RIO TINTO FINANCE USA PLC COMPANY GUAR 03/42 4.75 76720AAD8 270000 PA USD 245720.41 0.0246015810 Long DBT CORP GB N 2 2042-03-22 Fixed 4.750000000000 N N N N N N Rogers Communications Inc N/A ROGERS COMMUNICATIONS INC COMPANY GUAR 03/42 4.5 775109CJ8 700000 PA USD 591164.97 0.0591875657 Long DBT CORP CA N 2 2042-03-15 Fixed 4.500000000000 N N N N N N Roper Technologies Inc. N/A ROPER TECHNOLOGIES INC SR UNSECURED 09/28 4.2 776743AF3 500000 PA USD 488109.64 0.0488696436 Long DBT CORP US N 2 2028-09-15 Fixed 4.200000000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 ROYAL BANK OF CANADA SR UNSECURED 11/31 2.3 78016EYH4 800000 PA USD 671785.02 0.0672592626 Long DBT CORP CA N 2 2031-11-03 Fixed 2.300000000000 N N N N N N SandP Global Inc. Y6X4K52KMJMZE7I7MY94 SandP GLOBAL INC COMPANY GUAR 03/32 2.9 78409VBK9 600000 PA USD 523515.08 0.0524144439 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 SMB PRIVATE EDUCATION LOAN TRU SMB 2021 E A1A 144A 78450MAA0 838054.58 PA USD 773193.51 0.0774123028 Long ABS-O CORP US N 2 2051-02-15 Fixed 1.680000000000 N N N N N N San Diego Gas and Electric Company KNIRVXKVNJJ4P8OTMS63 SAN DIEGO GAS and ELECTRIC CO 1ST MORTGAGE 09/37 6.125 797440BJ2 202000 PA USD 210023.76 0.0210276246 Long DBT CORP US N 2 2037-09-15 Fixed 6.125000000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 SEMPRA SR UNSECURED 02/28 3.4 816851BG3 200000 PA USD 191182.83 0.0191412666 Long DBT CORP US N 2 2028-02-01 Fixed 3.400000000000 N N N N N N Shell International Finance B.V. N/A SHELL INTERNATIONAL FINANCE BV COMPANY GUAR 12/38 6.375 822582AD4 90000 PA USD 97954.27 0.0098072029 Long DBT CORP NL N 2 2038-12-15 Fixed 6.375000000000 N N N N N N Shell Finance US Inc. N/A SHELL FINANCE US INC COMPANY GUAR 05/45 4.375 822905AA3 1000000 PA USD 836105.49 0.0837110639 Long DBT CORP US N 2 2045-05-11 Fixed 4.375000000000 N N N N N N The Sherwin-Williams Company Z15BMIOX8DDH0X2OBP21 SHERWIN-WILLIAMS CO/THE SR UNSECURED 06/27 3.45 824348AW6 300000 PA USD 291767.66 0.0292118417 Long DBT CORP US N 2 2027-06-01 Fixed 3.450000000000 N N N N N N Simon Property Group L.P. MR92GTD0MJTTTTQDVG45 SIMON PROPERTY GROUP LP SR UNSECURED 06/27 3.375 828807DC8 500000 PA USD 486163.69 0.0486748146 Long DBT CORP US N 2 2027-06-15 Fixed 3.375000000000 N N N N N N DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75 N/A DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75 830867AB3 200000 PA USD 197268.64 0.0197505792 Long DBT CORP US N 2 2028-10-20 Fixed 4.750000000000 N N N N N N Solventum Corporation N/A SOLVENTUM CORP COMPANY GUAR 144A 02/27 5.45 83444MAA9 200000 PA USD 201889.88 0.0202132588 Long DBT CORP US N 2 2027-02-25 Fixed 5.450000000000 N N N N N N Solventum Corporation N/A SOLVENTUM CORP COMPANY GUAR 144A 03/31 5.45 83444MAE1 300000 PA USD 299763.09 0.0300123459 Long DBT CORP US N 2 2031-03-13 Fixed 5.450000000000 N N N N N N Dominion Energy South Carolina Inc. 3QRVFYR22IUIEOORTK28 DOMINION ENERGY SOUTH CAROLINA 1ST MORTGAGE 06/43 4.6 837004CG3 375000 PA USD 326483.78 0.0326876272 Long DBT CORP US N 2 2043-06-15 Fixed 4.600000000000 N N N N N N GINNIE MAE II POOL G2 07/51 FIXED 3 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 07/51 FIXED 3 36179WJS8 2018744.34 PA USD 1751497.51 0.1753603125 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.000000000000 N N N N N N GINNIE MAE II POOL G2 11/51 FIXED 2.5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 11/51 FIXED 2.5 36179WR26 1942795.35 PA USD 1620906.61 0.1622855231 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 GINNIE MAE II POOL G2 01/52 FIXED 3.5 36179WVW5 2194139.64 PA USD 1964380.75 0.1966742289 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.500000000000 N N N N N N GINNIE MAE I POOL GN 05/32 FIXED 6.5 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 05/32 FIXED 6.5 36200Q7M0 1067.07 PA USD 1089.57 0.0001090880 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 GINNIE MAE I POOL GN 07/34 FIXED 6 36200R2R2 2749.29 PA USD 2811.28 0.0002814660 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 GINNIE MAE I POOL GN 03/33 FIXED 5.5 36201CYE8 4692.12 PA USD 4718.23 0.0004723902 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.500000000000 N N N N N N Waste Management Inc. 549300YX8JIID70NFS41 WASTE MANAGEMENT INC COMPANY GUAR 11/50 2.5 94106LBM0 300000 PA USD 174373.33 0.0174582958 Long DBT CORP US N 2 2050-11-15 Fixed 2.500000000000 N N N N N N Elevance Health Inc. 8MYN82XMYQH89CTMTH67 ELEVANCE HEALTH INC SR UNSECURED 08/44 4.65 94973VBK2 150000 PA USD 128639.42 0.0128794068 Long DBT CORP US N 2 2044-08-15 Fixed 4.650000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 WELLS FARGO and CO SR UNSECURED 10/26 3 949746SH5 1000000 PA USD 969620.19 0.0970785848 Long DBT CORP US N 2 2026-10-23 Fixed 3.000000000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-C29 549300NYO16WLNMVJJ46 WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 C29 AS 94989KAX1 500000 PA USD 495548.7 0.0496144439 Long ABS-MBS CORP US N 2 2048-06-15 Variable 4.013000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 WELLS FARGO and CO SR UNSECURED 02/31 VAR 95000U2J1 2000000 PA USD 1763764.38 0.1765884742 Long DBT CORP US N 2 2031-02-11 Variable 2.572000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 WELLS FARGO and CO SR UNSECURED 04/41 VAR 95000U2Q5 1250000 PA USD 909446.84 0.0910540159 Long DBT CORP US N 2 2041-04-30 Variable 3.068000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 WELLS FARGO and CO SR UNSECURED 03/33 VAR 95000U2U6 1000000 PA USD 876647.35 0.0877701238 Long DBT CORP US N 2 2033-03-02 Variable 3.350000000000 N N N N N N Welltower OP LLC T6IZ0MBEG5ACZDTR7D06 WELLTOWER OP LLC COMPANY GUAR 01/31 2.75 95040QAL8 300000 PA USD 261847.22 0.0262162007 Long DBT CORP US N 2 2031-01-15 Fixed 2.750000000000 N N N N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 WESTPAC BANKING CORP SR UNSECURED 06/26 1.15 961214ER0 800000 PA USD 763305.1 0.0764222730 Long DBT CORP AU N 2 2026-06-03 Fixed 1.150000000000 N N N N N N Whirlpool Corporation WHENKOULSSK7WUM60H03 WHIRLPOOL CORP SR UNSECURED 03/43 5.15 96332HCG2 300000 PA USD 250891.54 0.0251193157 Long DBT CORP US N 2 2043-03-01 Fixed 5.150000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 WILLIAMS COS INC/THE SR UNSECURED 11/30 3.5 969457BX7 400000 PA USD 367530.99 0.0367972828 Long DBT CORP US N 2 2030-11-15 Fixed 3.500000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 WILLIAMS COS INC/THE SR UNSECURED 09/45 5.1 96949LAC9 400000 PA USD 359158.6 0.0359590373 Long DBT CORP US N 2 2045-09-15 Fixed 5.100000000000 N N N N N N Wisconsin Electric Power Company N/A WISCONSIN ELECTRIC POWER CO SR UNSECURED 09/32 4.75 976656CN6 200000 PA USD 197173.32 0.0197410358 Long DBT CORP US N 2 2032-09-30 Fixed 4.750000000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 ALPHABET INC SR UNSECURED 08/30 1.1 02079KAD9 300000 PA USD 249462.78 0.0249762679 Long DBT CORP US N 2 2030-08-15 Fixed 1.100000000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 ALPHABET INC SR UNSECURED 08/50 2.05 02079KAF4 400000 PA USD 221639.6 0.0221906051 Long DBT CORP US N 2 2050-08-15 Fixed 2.050000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC COMPANY GUAR 05/43 4.5 02209SAQ6 500000 PA USD 408051.15 0.0408541701 Long DBT CORP US N 2 2043-05-02 Fixed 4.500000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC COMPANY GUAR 02/41 3.4 02209SBM4 400000 PA USD 288813.98 0.0289161186 Long DBT CORP US N 2 2041-02-04 Fixed 3.400000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 AMAZON.COM INC SR UNSECURED 08/47 4.05 023135BJ4 600000 PA USD 495785.41 0.0496381433 Long DBT CORP US N 2 2047-08-22 Fixed 4.050000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 AMAZON.COM INC SR UNSECURED 06/50 2.5 023135BT2 800000 PA USD 477279.42 0.0477853196 Long DBT CORP US N 2 2050-06-03 Fixed 2.500000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 AMAZON.COM INC SR UNSECURED 05/31 2.1 023135BZ8 400000 PA USD 341635.19 0.0342045897 Long DBT CORP US N 2 2031-05-12 Fixed 2.100000000000 N N N N N Berkshire Hathaway Finance Corporation N/A BERKSHIRE HATHAWAY FINANCE COR COMPANY GUAR 05/42 4.4 084664BU4 600000 PA USD 545156.78 0.0545812157 Long DBT CORP US N 2 2042-05-15 Fixed 4.400000000000 N N N N N Berkshire Hathaway Inc. 5493000C01ZX7D35SD85 BERKSHIRE HATHAWAY INC SR UNSECURED 03/26 3.125 084670BS6 500000 PA USD 492327.22 0.0492919086 Long DBT CORP US N 2 2026-03-15 Fixed 3.125000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 BOEING CO/THE SR UNSECURED 09/31 8.75 097023AE5 90000 PA USD 104593.39 0.0104719130 Long DBT CORP US N 2 2031-09-15 Fixed 8.750000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 BOEING CO/THE SR UNSECURED 10/25 2.6 097023BP9 438000 PA USD 429603.36 0.0430119821 Long DBT CORP US N 2 2025-10-30 Fixed 2.600000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 BOEING CO/THE SR UNSECURED 02/30 2.95 097023CN3 400000 PA USD 357248.81 0.0357678287 Long DBT CORP US N 2 2030-02-01 Fixed 2.950000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 BOEING CO/THE SR UNSECURED 02/50 3.75 097023CQ6 400000 PA USD 272815.32 0.0273143293 Long DBT CORP US N 2 2050-02-01 Fixed 3.750000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 BOEING CO/THE SR UNSECURED 05/50 5.805 097023CW3 600000 PA USD 558092.1 0.0558763027 Long DBT CORP US N 2 2050-05-01 Fixed 5.805000000000 N N N N N N Boston Properties Limited Partnership BVHHEFJI6SHNOKQT2572 BOSTON PROPERTIES LP SR UNSECURED 04/32 2.55 10112RBE3 500000 PA USD 404788.2 0.0405274828 Long DBT CORP US N 2 2032-04-01 Fixed 2.550000000000 N N N N N N Boston Scientific Corporation Y6ZDD9FP4P8JSSJMW954 BOSTON SCIENTIFIC CORP SR UNSECURED 06/30 2.65 101137BA4 500000 PA USD 446445.49 0.0446982198 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 BP CAPITAL MARKETS AMERICA INC COMPANY GUAR 09/33 4.893 10373QBV1 500000 PA USD 483668.43 0.0484249886 Long DBT CORP US N 2 2033-09-11 Fixed 4.893000000000 N N N N N N BP Capital Markets America Inc. N/A BP CAPITAL MARKETS AMERICA INC COMPANY GUAR 11/27 5.017 10373QBY5 500000 PA USD 505483.36 0.0506091042 Long DBT CORP US N 2 2027-11-17 Fixed 5.017000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 BRISTOL-MYERS SQUIBB CO SR UNSECURED 08/42 3.25 110122AU2 500000 PA USD 367076.63 0.0367517922 Long DBT CORP US N 2 2042-08-01 Fixed 3.250000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 BRISTOL-MYERS SQUIBB CO SR UNSECURED 02/48 4.55 110122DL9 300000 PA USD 254829.07 0.0255135420 Long DBT CORP US N 2 2048-02-20 Fixed 4.550000000000 N N N N N N Province of British Columbia 54930058TO7MEKUHWL16 PROVINCE OF BRITISH COLUMBIA C SR UNSECURED 01/26 6.5 110709DL3 490000 PA USD 499203.96 0.0499804093 Long DBT NUSS CA N 2 2026-01-15 Fixed 6.500000000000 N N N N N N British Telecommunications Public Limited Company 549300OWFMSO9NYV4H90 BRITISH TELECOMMUNICATIONS PLC SR UNSECURED 12/30 9.625 111021AE1 190000 PA USD 230182.91 0.0230459631 Long DBT CORP GB N 2 2030-12-15 Fixed 9.625000000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 BRIXMOR OPERATING PARTNERSHIP SR UNSECURED 05/29 4.125 11120VAH6 700000 PA USD 671744.18 0.0672551737 Long DBT CORP US N 2 2029-05-15 Fixed 4.125000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 04/48 VAR 172967LJ8 500000 PA USD 408019.63 0.0408510143 Long DBT CORP US N 2 2048-04-24 Variable 4.281000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 01/31 VAR 172967ML2 1000000 PA USD 884751.31 0.0885814940 Long DBT CORP US N 2 2031-01-29 Variable 2.666000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 05/32 VAR 172967MY4 700000 PA USD 592482.16 0.0593194430 Long DBT CORP US N 2 2032-05-01 Variable 2.561000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 06/27 VAR 172967NA5 600000 PA USD 571283.85 0.0571970636 Long DBT CORP US N 2 2027-06-09 Variable 1.462000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 05/28 VAR 172967NS6 1000000 PA USD 993717.98 0.0994912608 Long DBT CORP US N 2 2028-05-24 Variable 4.658000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 06/35 VAR 172967PL9 800000 PA USD 793239 0.0794192616 Long DBT CORP US N 2 2035-06-11 Variable 5.449000000000 N N N N N N Citizens Financial Group Inc. N/A CITIZENS FINANCIAL GROUP INC SR UNSECURED 07/32 VAR 174610BH7 200000 PA USD 200696.51 0.0200937783 Long DBT CORP US N 2 2032-07-23 Variable 5.718000000000 N N N N N N The Coca-Cola Company UWJKFUJFZ02DKWI3RY53 COCA-COLA CO/THE SR UNSECURED 09/29 2.125 191216CM0 400000 PA USD 358411.02 0.0358841895 Long DBT CORP US N 2 2029-09-06 Fixed 2.125000000000 N N N N N N The Coca-Cola Company UWJKFUJFZ02DKWI3RY53 COCA-COLA CO/THE SR UNSECURED 06/40 2.5 191216CW8 400000 PA USD 280113.65 0.0280450397 Long DBT CORP US N 2 2040-06-01 Fixed 2.500000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 COMCAST CORP COMPANY GUAR 11/35 6.5 20030NAK7 52000 PA USD 56457.85 0.0056525722 Long DBT CORP US N 2 2035-11-15 Fixed 6.500000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 COMCAST CORP COMPANY GUAR 11/52 4.049 20030NCG4 1000000 PA USD 751508.06 0.0752411508 Long DBT CORP US N 2 2052-11-01 Fixed 4.049000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 COMCAST CORP COMPANY GUAR 10/38 4.6 20030NCL3 400000 PA USD 362172.76 0.0362608157 Long DBT CORP US N 2 2038-10-15 Fixed 4.600000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 COMCAST CORP COMPANY GUAR 02/50 3.45 20030NCZ2 500000 PA USD 342325.24 0.0342736777 Long DBT CORP US N 2 2050-02-01 Fixed 3.450000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 COMCAST CORP COMPANY GUAR 11/51 2.887 20030NDS7 256000 PA USD 153970.59 0.0154155690 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 CONNECTICUT LIGHT AND POWER CO 1ST REF MORT 04/44 4.3 207597EG6 235000 PA USD 196420.07 0.0196656202 Long DBT CORP US N 2 2044-04-15 Fixed 4.300000000000 N N N N N N Consolidated Edison Company of New York Inc. VZFZPMWDHTQCFKYOBP05 CONSOLIDATED EDISON CO OF NEW SR UNSECURED 04/50 3.95 209111FY4 700000 PA USD 544905.25 0.0545560324 Long DBT CORP US N 2 2050-04-01 Fixed 3.950000000000 N N N N N N Constellation Brands Inc. 5493005GKEG8QCVY7037 CONSTELLATION BRANDS INC COMPANY GUAR 05/47 4.5 21036PAT5 350000 PA USD 290954.9 0.0291304680 Long DBT CORP US N 2 2047-05-09 Fixed 4.500000000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 CONSTELLATION ENERGY GENERATIO SR UNSECURED 01/34 6.125 210385AD2 185000 PA USD 193651.12 0.0193883923 Long DBT CORP US N 2 2034-01-15 Fixed 6.125000000000 N N N N N N Corebridge Financial Inc. N/A COREBRIDGE FINANCIAL INC SR UNSECURED 04/32 3.9 21871XAH2 250000 PA USD 227538.93 0.0227812473 Long DBT CORP US N 2 2032-04-05 Fixed 3.900000000000 N N N N N N GINNIE MAE II POOL MBS 30YR TBA 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL MBS 30YR TBA 21H052611 1250000 PA USD 1238811 0.1240300274 Long ABS-MBS USGA US N 2 N/A Fixed 5.500000000000 N N N N N N Costco Wholesale Corporation 29DX7H14B9S6O3FD6V18 COSTCO WHOLESALE CORP SR UNSECURED 04/30 1.6 22160KAP0 500000 PA USD 427923.36 0.0428437801 Long DBT CORP US N 2 2030-04-20 Fixed 1.600000000000 N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 CROWN CASTLE INC SR UNSECURED 06/26 3.7 22822VAC5 400000 PA USD 393467.51 0.0393940529 Long DBT CORP US N 2 2026-06-15 Fixed 3.700000000000 N N N N N N TWDC Enterprises 18 Corp. 7260JQNI6SCF9FIV2392 TWDC ENTERPRISES 18 CORP COMPANY GUAR 06/44 4.125 25468PDB9 500000 PA USD 411104.93 0.0411599152 Long DBT CORP US N 2 2044-06-01 Fixed 4.125000000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 DISCOVERY COMMUNICATIONS LLC COMPANY GUAR 05/29 4.125 25470DBF5 900000 PA USD 838513.12 0.0839521164 Long DBT CORP US N 2 2029-05-15 Fixed 4.125000000000 N N N N N N Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 DOMINION ENERGY INC SR UNSECURED 04/30 3.375 25746UDG1 600000 PA USD 551894.5 0.0552557976 Long DBT CORP US N 2 2030-04-01 Fixed 3.375000000000 N N N N N N The Dow Chemical Company ZQUIP1CSZO8LXRBSOU78 DOW CHEMICAL CO/THE SR UNSECURED 05/39 9.4 260543BY8 130000 PA USD 172398.92 0.0172606175 Long DBT CORP US N 2 2039-05-15 Fixed 9.400000000000 N N N N N N FREDDIE MAC POOL FR 09/54 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 09/54 FIXED 5.5 3132DUBM8 1950541.32 PA USD 1932257.14 0.1934580061 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 08/53 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 08/53 FIXED 4.5 3132E0E65 1025571 PA USD 970653.52 0.0971820420 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 09/53 FIXED 6 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 09/53 FIXED 6 3132E0NN8 1709822.63 PA USD 1730849.34 0.1732930132 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 FREDDIE MAC GOLD POOL FG 11/41 FIXED 4.5 3132GK5A0 180488.18 PA USD 175366.85 0.0175577672 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 FREDDIE MAC GOLD POOL FG 10/42 FIXED 3 3132HM4M0 838866.79 PA USD 746079.06 0.0746975981 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 FREDDIE MAC GOLD POOL FG 09/47 FIXED 4 3132L8YS0 645270.72 PA USD 599150.45 0.0599870737 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 FREDDIE MAC GOLD POOL FG 07/46 FIXED 3 3132WFG52 553410.8 PA USD 480595.5 0.0481173262 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 FREDDIE MAC GOLD POOL FG 11/48 FIXED 4.5 3132Y33P7 477699.15 PA USD 456015.91 0.0456564123 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 FREDDIE MAC GOLD POOL FG 06/48 FIXED 3.5 31335BRF5 568826 PA USD 510696.31 0.0511310259 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 FREDDIE MAC POOL FR 08/50 FIXED 2.5 3133A86T9 2986136.87 PA USD 2450977.55 0.2453924066 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC POOL FR 07/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 07/52 FIXED 4.5 3133BGCX4 859898.1 PA USD 814712 0.0815691430 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 06/53 FIXED 5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 06/53 FIXED 5 3133C6BC2 1447265.21 PA USD 1398059.93 0.1399740649 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/30 FIXED VAR 31384VYZ9 180.78 PA USD 186.67 0.0000186894 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 8.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/31 FIXED VAR 31384WLP3 981.84 PA USD 1020.9 0.0001022127 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/31 FIXED VAR 31385HS94 453.55 PA USD 472.31 0.0000472878 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/31 FIXED VAR 31385HSH6 1320.68 PA USD 1372.53 0.0001374180 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.000000000000 N N N N N N GE Capital International Funding Company Unlimited Company 549300G6UZOB126GBY72 GE CAPITAL INTERNATIONAL FUNDI COMPANY GUAR 11/35 4.418 36164QNA2 822000 PA USD 758825.31 0.0759737555 Long DBT CORP IE N 2 2035-11-15 Fixed 4.418000000000 N N N N N N GINNIE MAE I POOL GN 11/26 FIXED 4 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 11/26 FIXED 4 36176WXU0 17488.24 PA USD 17387.56 0.0017408463 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 GINNIE MAE I POOL GN 04/42 FIXED 3.5 36176XKS7 671233.55 PA USD 614246.56 0.0614984995 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.500000000000 N N N N N N GINNIE MAE II POOL G2 07/45 FIXED 3.5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 07/45 FIXED 3.5 36179RJE0 501217.57 PA USD 454528 0.0455074424 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.500000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 GENERAL MOTORS FINANCIAL CO IN COMPANY GUAR 03/26 5.25 37045XBG0 650000 PA USD 651797.56 0.0652581138 Long DBT CORP US N 2 2026-03-01 Fixed 5.250000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 06/30 3.6 37045XCY0 420000 PA USD 385006.98 0.0385469828 Long DBT CORP US N 2 2030-06-21 Fixed 3.600000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 10/28 2.4 37045XDP8 300000 PA USD 271972.46 0.0272299420 Long DBT CORP US N 2 2028-10-15 Fixed 2.400000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 01/32 3.1 37045XDS2 350000 PA USD 299609.96 0.0299970145 Long DBT CORP US N 2 2032-01-12 Fixed 3.100000000000 N N N N N N 2025-01-30 John Hancock Variable Insurance Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer