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 2025-12-31 2025-03-31 N 950078184.630000000000 1012121.690000000000 949066062.940000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 903387.500000000000 0.000000000000 0.000000000000 0.000000000000 USD N Air Lease Corporation N/A AIR LEASE CORP SR UNSECURED 12/27 3.625 00912XAY0 400000 PA USD 391117.9 0.0412108193 Long DBT CORP US N 2 2027-12-01 Fixed 3.625000000000 N N N N N N Air Lease Corporation N/A AIR LEASE CORP SR UNSECURED 12/30 3.125 00914AAK8 600000 PA USD 543171.22 0.0572321824 Long DBT CORP US N 2 2030-12-01 Fixed 3.125000000000 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 660204.97 0.0695636474 Long DBT CORP US N 2 2032-11-01 Fixed 4.023000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 NETFLIX INC SR UNSECURED 04/28 4.875 64110LAS5 300000 PA USD 304324.64 0.0320656961 Long DBT CORP US N 2 2028-04-15 Fixed 4.875000000000 N N N N N N Prologis L.P. GL16H1DHB0QSHP25F723 PROLOGIS LP SR UNSECURED 01/34 5.125 74340XCH2 275000 PA USD 275712.57 0.0290509355 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 387652.88 0.0408457214 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 269274.04 0.0283725286 Long DBT CORP US N 2 2032-03-15 Fixed 3.100000000000 N N N N N N Kellanova LONOZNOJYIBXOHXWDB86 KELLANOVA SR UNSECURED 04/26 3.25 487836BP2 400000 PA USD 395571.53 0.0416800838 Long DBT CORP US N 2 2026-04-01 Fixed 3.250000000000 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 476223.66 0.0501781360 Long DBT CORP US N 2 2027-05-15 Fixed 1.850000000000 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 185195.79 0.0195134772 Long DBT CORP US N 2 2027-10-15 Fixed 1.400000000000 N N N N N N Kenvue Inc. N/A KENVUE INC COMPANY GUAR 03/33 4.9 49177JAK8 500000 PA USD 500804.71 0.0527681612 Long DBT CORP US N 2 2033-03-22 Fixed 4.900000000000 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 500463.77 0.0527322375 Long DBT CORP US N 2 2028-05-25 Fixed 4.597000000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 EVERSOURCE ENERGY SR UNSECURED 04/29 4.25 30040WAF5 300000 PA USD 294610.07 0.0310421035 Long DBT CORP US N 2 2029-04-01 Fixed 4.250000000000 N N N N N N Exelon Corporation 3SOUA6IRML7435B56G12 EXELON CORP SR UNSECURED 04/26 3.4 30161NAU5 542000 PA USD 535740.73 0.0564492558 Long DBT CORP US N 2 2026-04-15 Fixed 3.400000000000 N N N N N N Keybank National Association HUX2X73FUCYHUVH1BK78 KEYBANK NA/CLEVELAND OH SR UNSECURED 01/33 5 49327M3H5 300000 PA USD 292164.57 0.0307844292 Long DBT CORP US N 2 2033-01-26 Fixed 5.000000000000 N N N N N N Kimberly-Clark Corporation MP3J6QPYPGN75NVW2S34 KIMBERLY-CLARK CORP SR UNSECURED 07/46 3.2 494368BV4 300000 PA USD 213217.22 0.0224660040 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 212546.25 0.0223953061 Long DBT CORP US N 2 2031-12-01 Fixed 2.250000000000 N N N N N N Kinder Morgan Energy Partners L.P. 549300PDHUGWPWGOT525 KINDER MORGAN ENERGY PARTNERS COMPANY GUAR 09/39 6.5 494550BD7 180000 PA USD 189821.87 0.0200009122 Long DBT CORP US N 2 2039-09-01 Fixed 6.500000000000 N N N N N N Expedia Group Inc. CI7MUJI4USF3V0NJ1H64 EXPEDIA GROUP INC COMPANY GUAR 02/30 3.25 30212PAR6 300000 PA USD 279632.15 0.0294639289 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 308333.16 0.0324880608 Long DBT CORP US N 2 2041-11-15 Fixed 6.125000000000 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 61745.67 0.0065059401 Long DBT CORP US N 2 2041-03-01 Fixed 6.375000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 10/28 VAR 61747YEV3 1000000 PA USD 1039946.31 0.1095757556 Long DBT CORP US N 2 2028-10-18 Variable 6.296000000000 N N N N N N Exxon Mobil Corporation J3WHBG0MTS7O8ZVMDC91 EXXON MOBIL CORP SR UNSECURED 08/39 2.995 30231GAY8 400000 PA USD 311543.54 0.0328263281 Long DBT CORP US N 2 2039-08-16 Fixed 2.995000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/36 FIXED 6 31409ELR0 11107.19 PA USD 11668.49 0.0012294708 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.000000000000 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 494213.39 0.0520736553 Long DBT CORP US N 2 2026-01-15 Fixed 3.050000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/53 FIXED 4.5 3140QSPA3 990452.71 PA USD 954265.93 0.1005478931 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 02/43 FIXED 3.5 31417FQ92 2008334.16 PA USD 1870850.63 0.1971254376 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 02/41 FIXED VAR 31419BBT1 313781.07 PA USD 301968.22 0.0318174078 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/41 FIXED VAR 31419BBY0 70106.96 PA USD 69369.01 0.0073091867 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.500000000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 02/31 2.5 694308JG3 400000 PA USD 343842.28 0.0362295412 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 28845.66 0.0030393732 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 219727.55 0.0231519763 Long DBT CORP US N 2 2030-07-01 Fixed 4.550000000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/50 4.95 694308JN8 727000 PA USD 607068.95 0.0639648781 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 328169.07 0.0345781061 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 353757 0.0372742229 Long DBT NUSS PA N 2 2036-01-26 Fixed 6.700000000000 N N N N N N Salesforce Inc. RCGZFPDMRW58VJ54VR07 SALESFORCE INC SR UNSECURED 07/41 2.7 79466LAK0 400000 PA USD 285412.13 0.0300729466 Long DBT CORP US N 2 2041-07-15 Fixed 2.700000000000 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 XCEL ENERGY INC SR UNSECURED 06/32 4.6 98388MAD9 400000 PA USD 385612.08 0.0406306890 Long DBT CORP US N 2 2032-06-01 Fixed 4.600000000000 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 389877.2 0.0410800908 Long DBT CORP US N 2 2029-03-15 Fixed 3.950000000000 N 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 949473.31 0.1000429103 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 231206.95 0.0243615233 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 701161.6 0.0738791142 Long DBT CORP US N 2 2026-06-03 Fixed 2.750000000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 PARAMOUNT GLOBAL SR UNSECURED 05/50 4.95 92556HAC1 470000 PA USD 360143.38 0.0379471350 Long DBT CORP US N 2 2050-05-19 Fixed 4.950000000000 N N N N N N AutoZone Inc. GA3JGKJ41LJKXDN23E90 AUTOZONE INC SR UNSECURED 06/27 3.75 053332AV4 600000 PA USD 591153.37 0.0622879052 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 338568.29 0.0356738380 Long DBT CORP US N 2 2032-01-15 Fixed 2.050000000000 N N N N N N Avery Dennison Corporation 549300PW7VPFCYKLIV37 AVERY DENNISON CORP SR UNSECURED 04/30 2.65 053611AK5 400000 PA USD 362474.56 0.0381927638 Long DBT CORP US N 2 2030-04-30 Fixed 2.650000000000 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 300865.64 0.0317012326 Long DBT CORP CA N 2 2038-03-15 Fixed 6.250000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/30 FIXED VAR 31368HKV4 561.78 PA USD 590.2 0.0000621875 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 09/30 FIXED 8.5 31371JPX6 144.48 PA USD 152.58 0.0000160769 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 02/31 FIXED 7 31371JWB6 1189.41 PA USD 1243.23 0.0001309951 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 08/36 FIXED 6 31371MWJ2 35627.46 PA USD 37491 0.0039503046 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 7063.1 PA USD 7149.35 0.0007533037 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/31 FIXED VAR 31385HV82 1287.16 PA USD 1333.56 0.0001405129 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 1704.82 PA USD 1788.34 0.0001884316 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 03/43 FIXED 3 3138W6WK8 614432.4 PA USD 556890.62 0.0586777509 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 02/35 FIXED VAR 31402QYV7 50993.7 PA USD 52656.42 0.0055482355 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 09/33 FIXED 4.5 31402VTU4 3628.91 PA USD 3606.68 0.0003800241 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 29133.78 PA USD 29495.95 0.0031078922 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 09/34 FIXED 5.5 31405NMD4 8744.68 PA USD 8985.34 0.0009467560 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 02/36 FIXED 6 31407HRF5 22457.1 PA USD 23548.02 0.0024811782 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 02/36 FIXED 6.5 31409VX32 24017.88 PA USD 25448.65 0.0026814414 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 08/50 FIXED 2 3140KELG1 2808678.05 PA USD 2246788.52 0.2367367887 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 1135036.85 PA USD 1032137.47 0.1087529636 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 02/52 FIXED 2 3140MAEB6 12861123.61 PA USD 10336423.31 1.0891152591 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 4481880.17 PA USD 3937672.8 0.4148997582 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 2014341.24 PA USD 1981551.79 0.2087896583 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 07/50 FIXED 2.5 3140QEBH4 1805807.5 PA USD 1514378.52 0.1595651324 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 08/37 FIXED 4 3140QPWS2 512724.53 PA USD 503077.77 0.0530076661 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/55 FIXED 6 3140QWBE1 1987765.9 PA USD 2030801.03 0.2139788903 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/40 FIXED VAR 3140W0QB4 401452.19 PA USD 404433.49 0.0426138396 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/34 FIXED VAR 3140X6BM2 465870.09 PA USD 450609.35 0.0474792396 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 02/52 FIXED VAR 3140XFTG6 6578742.84 PA USD 5554042.46 0.5852113648 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 2349810.02 PA USD 2120603.91 0.2234411273 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 03/37 FIXED VAR 3140XGPQ6 2331040.78 PA USD 2124085.62 0.2238079838 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 08/53 FIXED VAR 3140XMEB8 1090023.83 PA USD 1095698.17 0.1154501475 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 01/54 FIXED VAR 3140XN3N2 931425.5 PA USD 918053.86 0.0967323452 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 02/39 FIXED 4 31412N3P9 62260.86 PA USD 60104.34 0.0063329985 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 02/38 FIXED 5.5 31414PUU1 14612.72 PA USD 15185.67 0.0016000646 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 24146.4 PA USD 24453.67 0.0025766036 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 4337.81 PA USD 4577.07 0.0004822710 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 08/39 FIXED 4.5 31416QV36 8580.06 PA USD 8493.71 0.0008949546 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 08/39 FIXED 4 31416TML0 68166.8 PA USD 65871.09 0.0069406222 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/31 FIXED 4 31417YWB9 1107569.45 PA USD 1094979.04 0.1153743752 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 08/41 FIXED 2 31418D3R1 2031879.5 PA USD 1735752.98 0.1828906383 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/35 FIXED 2 31418DLX8 661160.64 PA USD 605147.24 0.0637623938 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 2.000000000000 N N N N N N PayPal Holdings Inc. 5493005X2GO78EFZ3E94 PAYPAL HOLDINGS INC SR UNSECURED 10/29 2.85 70450YAE3 500000 PA USD 466217.42 0.0491238111 Long DBT CORP US N 2 2029-10-01 Fixed 2.850000000000 N N N N N N PayPal Holdings Inc. 5493005X2GO78EFZ3E94 PAYPAL HOLDINGS INC SR UNSECURED 06/30 2.3 70450YAH6 400000 PA USD 357832.79 0.0377036756 Long DBT CORP US N 2 2030-06-01 Fixed 2.300000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC COMPANY GUAR 03/33 5.7 29250NBR5 500000 PA USD 513170.74 0.0540711295 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 51665.37 0.0054438118 Long DBT CORP US N 2 2042-02-01 Fixed 6.500000000000 N N N N N N Entergy Texas Inc. LWXX58X12AJXISQ28573 ENTERGY TEXAS INC 1ST MORTGAGE 03/31 1.75 29365TAK0 700000 PA USD 593262.75 0.0625101637 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 145420.94 0.0153225308 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 255687.87 0.0269409981 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 461163.6 0.0485913065 Long DBT CORP US N 2 2052-02-15 Fixed 3.200000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/32 FIXED VAR 31385WWD7 911.29 PA USD 953.83 0.0001005020 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 12/42 FIXED VAR 3138EK2D6 585077.01 PA USD 561561.07 0.0591698610 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 10/33 FIXED 4.5 31402UR87 5844.86 PA USD 5808.39 0.0006120111 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 12/34 FIXED VAR 31403DBZ1 281774.28 PA USD 284852.02 0.0300139296 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.000000000000 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 31918.03 PA USD 33020.02 0.0034792120 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 09/30 FIXED 7.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 09/30 FIXED 7.5 31283HHG3 123.81 PA USD 130.52 0.0000137525 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 1057.76 PA USD 1109.21 0.0001168738 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 213338.69 PA USD 221178.46 0.0233048540 Long ABS-MBS USGSE US N 2 2037-08-01 Floating 7.587000000000 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 43360.49 PA USD 43949.61 0.0046308273 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/35 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 10/35 FIXED 4.5 3128LXC32 59160.15 PA USD 58807.14 0.0061963168 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 16657.08 PA USD 16872.77 0.0017778288 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 30647.58 PA USD 31818.78 0.0033526412 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 30135.9 PA USD 31760.62 0.0033465131 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 23826.52 PA USD 24778.63 0.0026108435 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 5562.49 PA USD 5919.68 0.0006237374 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/37 FIXED 3 3140H3ZJ8 662076.21 PA USD 617064.03 0.0650180271 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 12/49 FIXED 3 3140K5FK8 1920848.38 PA USD 1690012.54 0.1780711171 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.000000000000 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 23892.77 PA USD 24792.61 0.0026123166 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 13701.4 PA USD 14595.4 0.0015378698 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 18430.7 PA USD 18682.89 0.0019685553 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 26251.52 PA USD 27742.72 0.0029231601 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 18779.36 PA USD 19494.6 0.0020540825 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 62767.91 PA USD 62246.9 0.0065587531 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 29979.95 PA USD 30407.47 0.0032039361 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 790373.98 PA USD 733061.83 0.0772403375 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/35 FIXED 2.5 3140QFKK4 1040084.43 PA USD 969078.39 0.1021086337 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 12/36 FIXED 1.5 3140QMPF5 1199243.39 PA USD 1064326.95 0.1121446643 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 1.500000000000 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 268326.89 PA USD 260144.85 0.0274106156 Long ABS-MBS USGSE US N 2 2032-07-01 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 3128MJ5J5 218260.03 PA USD 211990.93 0.0223367939 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 23802.76 PA USD 24703.48 0.0026029252 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 33824.7 PA USD 35664.17 0.0037578174 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/37 FIXED VAR 31410GW90 13890.61 PA USD 14747.98 0.0015539466 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 12/36 FIXED 5.5 31411EE45 6298.17 PA USD 6544.16 0.0006895368 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.500000000000 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 316508.4 PA USD 281803.19 0.0296926843 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 356301.51 PA USD 342333.46 0.0360705617 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/40 FIXED 3.5 31412RMK0 364428.36 PA USD 341904.76 0.0360253910 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 10/37 FLOATING VAR 31413KDN8 1691.91 PA USD 1767.31 0.0001862157 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 7.425000000000 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 5839.8 PA USD 5883.09 0.0006198820 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 5.500000000000 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 35951.69 PA USD 35914.56 0.0037842002 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/38 FIXED 7 31415RZ80 16022.09 PA USD 17140.58 0.0018060471 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 10/40 FIXED 4 31419CAH6 150866.5 PA USD 145302.63 0.0153100649 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.000000000000 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 94428.08 PA USD 94439.29 0.0099507604 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 25914.53 PA USD 25784.83 0.0027168636 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.500000000000 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 1409.99 PA USD 1473.79 0.0001552885 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 7.000000000000 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 393.08 PA USD 415.26 0.0000437546 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 7.500000000000 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 221922.05 0.0233832036 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 100000 PA USD 97470.72 0.0102701723 Long DBT CORP US N 2 2032-09-15 Fixed 4.550000000000 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 113.51 PA USD 119.16 0.0000125555 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 07/31 FIXED 7 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 07/31 FIXED 7 31292HKL7 202.78 PA USD 213.12 0.0000224558 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 7.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 08/31 FIXED 7 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL FG 08/31 FIXED 7 31292HKY9 750.51 PA USD 790.13 0.0000832534 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.000000000000 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 198004.91 PA USD 190726.21 0.0200961996 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.000000000000 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 50836.41 PA USD 50402.66 0.0053107641 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 61788.48 PA USD 59597.24 0.0062795671 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.000000000000 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 5839.43 PA USD 5810.9 0.0006122756 Long ABS-MBS USGSE US N 2 2033-08-01 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 2143.4 PA USD 2133.26 0.0002247747 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 593.38 PA USD 625.17 0.0000658721 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.000000000000 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 178456.15 PA USD 176542.67 0.0186017261 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 819355.47 PA USD 743721.26 0.0783634869 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 635658.52 PA USD 602694.22 0.0635039270 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 543238.16 PA USD 483671.99 0.0509629423 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 469504.95 PA USD 456019.31 0.0480492695 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 559404.36 PA USD 511273.43 0.0538712161 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.500000000000 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 622918.26 0.0656348682 Long ABS-MBS USGSE US N 2 2031-02-25 Fixed 5.203000000000 N N N N N N Gilead Sciences Inc. 549300WTZWR07K8MNV44 GILEAD SCIENCES INC SR UNSECURED 03/26 3.65 375558BF9 600000 PA USD 595499.61 0.0627458544 Long DBT CORP US N 2 2026-03-01 Fixed 3.650000000000 N N N N N N Applied Materials Inc. 41BNNE1AFPNAZELZ6K07 APPLIED MATERIALS INC SR UNSECURED 10/35 5.1 038222AK1 470000 PA USD 479298.52 0.0505021240 Long DBT CORP US N 2 2035-10-01 Fixed 5.100000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 03/28 4.3 126650CX6 689000 PA USD 680692.88 0.0717223918 Long DBT CORP US N 2 2028-03-25 Fixed 4.300000000000 N N N N N N International Paper Company 824LMFJDH41EY779Q875 INTERNATIONAL PAPER CO SR UNSECURED 09/35 5 460146CM3 500000 PA USD 494350.67 0.0520881200 Long DBT CORP US N 2 2035-09-15 Fixed 5.000000000000 N N N N N N Viatris Inc. N/A VIATRIS INC COMPANY GUAR 06/30 2.7 92556VAD8 500000 PA USD 435436.13 0.0458804868 Long DBT CORP US N 2 2030-06-22 Fixed 2.700000000000 N N N N N N VICI Properties L.P. N/A VICI PROPERTIES LP SR UNSECURED 05/32 5.125 925650AD5 200000 PA USD 195746.76 0.0206251986 Long DBT CORP US N 2 2032-05-15 Fixed 5.125000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 AMGEN INC SR UNSECURED 05/45 4.4 031162BZ2 260000 PA USD 219915.42 0.0231717716 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 459000 PA USD 392172.12 0.0413218990 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 357984.92 0.0377197051 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 800000 PA USD 811553.69 0.0855107691 Long DBT CORP US N 2 2033-03-02 Fixed 5.250000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SUBORDINATED 09/27 4.45 172967KA8 500000 PA USD 497645.42 0.0524352771 Long DBT CORP US N 2 2027-09-29 Fixed 4.450000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 06/35 VAR 172967PL9 800000 PA USD 804513.64 0.0847689820 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 03/31 VAR 174610BJ3 200000 PA USD 201074.47 0.0211865620 Long DBT CORP US N 2 2031-03-05 Variable 5.253000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 03/48 5.05 126650CZ1 500000 PA USD 426672.19 0.0449570590 Long DBT CORP US N 2 2048-03-25 Fixed 5.050000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/30 FIXED 7.5 31371JSC9 98.71 PA USD 103.93 0.0000109508 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/28 FIXED 3 3138WAFC6 301166.18 PA USD 295197.4 0.0311039886 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.000000000000 N N N N N N DH Europe Finance II Sarl N/A DH EUROPE FINANCE II SARL COMPANY GUAR 11/39 3.25 23291KAJ4 300000 PA USD 238023.3 0.0250797399 Long DBT CORP LU N 2 2039-11-15 Fixed 3.250000000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG/NEW YORK NY 11/26 VAR 251526CE7 375000 PA USD 368264.73 0.0388028552 Long DBT CORP US N 2 2026-11-24 Variable 2.129000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/53 FIXED 6 3140A1VK0 1128340.34 PA USD 1148096.79 0.1209712195 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 11/48 FIXED VAR 3140J9ZL8 549090.1 PA USD 501193.03 0.0528090772 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.500000000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG/NEW YORK NY 02/28 VAR 251526CV9 200000 PA USD 203036.21 0.0213932642 Long DBT CORP US N 2 2028-02-08 Variable 5.706000000000 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 171337.16 0.0180532385 Long DBT CORP NL N 2 2030-06-15 Fixed 8.750000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/50 FIXED 2.5 3140KRCZ0 2381235.01 PA USD 1993220.39 0.2100191407 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 10/51 FIXED 2.5 3140QL6V3 8733926.54 PA USD 7340784.03 0.7734745047 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG/NEW YORK NY SUBORDINATED 01/33 VAR 25160PAG2 250000 PA USD 219682.47 0.0231472264 Long DBT CORP US N 2 2033-01-07 Variable 3.742000000000 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 DEVON ENERGY CORP SR UNSECURED 06/45 5 25179MAU7 885000 PA USD 750790.9 0.0791083919 Long DBT CORP US N 2 2045-06-15 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/51 FIXED 2 3140QMH80 12979339.32 PA USD 10492273.36 1.1055366712 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 11/50 FIXED VAR 3140X8KF3 3826662.75 PA USD 3065903.83 0.3230443011 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 7724998.77 PA USD 6232685.05 0.6567177242 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 11/36 FIXED VAR 3140XDK88 2019401.81 PA USD 1842638.92 0.1941528616 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 2.000000000000 N N N N N N PepsiCo Inc. FJSUNZKFNQ5YPJ5OT455 PEPSICO INC SR UNSECURED 01/40 5.5 713448BP2 280000 PA USD 288583.58 0.0304071119 Long DBT CORP US N 2 2040-01-15 Fixed 5.500000000000 N N N N N N Elevance Health Inc. 8MYN82XMYQH89CTMTH67 ELEVANCE HEALTH INC SR UNSECURED 03/28 4.101 036752AG8 350000 PA USD 346246.34 0.0364828491 Long DBT CORP US N 2 2028-03-01 Fixed 4.101000000000 N N N N N N Elevance Health Inc. 8MYN82XMYQH89CTMTH67 ELEVANCE HEALTH INC SR UNSECURED 10/52 6.1 036752AX1 333000 PA USD 340417.69 0.0358687033 Long DBT CORP US N 2 2052-10-15 Fixed 6.100000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/36 FIXED VAR 3140XHT31 889376.87 PA USD 804996.26 0.0848198341 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 1678294.97 PA USD 1612257.25 0.1698782954 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 DEVON ENERGY CORP SR UNSECURED 09/31 7.875 25179SAD2 170000 PA USD 193498.54 0.0203883109 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 264848.29 0.0279062017 Long DBT CORP GB N 2 2030-04-29 Fixed 2.000000000000 N N N N N N PepsiCo Inc. FJSUNZKFNQ5YPJ5OT455 PEPSICO INC SR UNSECURED 03/42 4 713448BZ0 270000 PA USD 229188.83 0.0241488806 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 488949.9 0.0515190585 Long DBT CORP US N 2 2026-02-24 Fixed 2.850000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/37 FIXED VAR 31410GUR2 16330.84 PA USD 17360.81 0.0018292520 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 11/38 FIXED VAR 31410KXK5 38356.58 PA USD 39874.68 0.0042014652 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.500000000000 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 286975.13 0.0302376348 Long DBT CORP US N 2 2050-05-15 Fixed 2.250000000000 N N N N N N Empire State Development Corporation 54930039Y2EMGXN6LM88 EMPIRE STATE DEVELOPMENT CORP NYSDEV 03/39 FIXED 5.77 650035TD0 235000 PA USD 240039.72 0.0252922035 Long DBT MUN US N 2 2039-03-15 Fixed 5.770000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/37 FIXED 6 31412SFF7 7364.17 PA USD 7773.34 0.0008190515 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 11/45 FIXED 4 31418BWU6 526966.78 PA USD 500813.73 0.0527691116 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.000000000000 N N N N N N Diamondback Energy Inc. 549300R22LSX6OHWEN64 DIAMONDBACK ENERGY INC COMPANY GUAR 04/54 5.75 25278XBA6 200000 PA USD 188552.05 0.0198671154 Long DBT CORP US N 2 2054-04-18 Fixed 5.750000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 04/31 VAR 6174468P7 1000000 PA USD 944210.94 0.0994884315 Long DBT CORP US N 2 2031-04-01 Variable 3.622000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/36 FIXED 1.5 31418D6F4 2340152.66 PA USD 2057137.41 0.2167538689 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 10/49 FIXED 3.5 31418DGM8 757534.36 PA USD 690034.34 0.0727066710 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.500000000000 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 389984.38 0.0410913840 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 08/49 2.25 912810SJ8 2000000 PA USD 1290156.24 0.1359395610 Long DBT UST US N 2 2049-08-15 Fixed 2.250000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 04/29 VAR 61747YFD2 1000000 PA USD 1013555.45 0.1067950367 Long DBT CORP US N 2 2029-04-20 Variable 5.164000000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 TRUIST FINANCIAL CORP SR UNSECURED 08/27 1.125 89788MAC6 500000 PA USD 463624.37 0.0488505899 Long DBT CORP US N 2 2027-08-03 Fixed 1.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 05/50 1.25 912810SN9 7000000 PA USD 3475664.08 0.3662194041 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 7146562.56 0.7530100210 Long DBT UST US N 2 2051-08-15 Fixed 2.000000000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 TRUIST FINANCIAL CORP SR UNSECURED 01/30 VAR 89788MAR3 500000 PA USD 510295.32 0.0537681559 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 394092.94 0.0415242896 Long DBT CORP US N 2 2029-03-01 Fixed 4.350000000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 STATE OF ILLINOIS ILS 06/33 FIXED 5.1 452151LF8 108235.29 PA USD 108026.76 0.0113824279 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 238599.44 0.0251404459 Long DBT MUN US N 2 2035-07-01 Fixed 7.350000000000 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 4916679.67 0.5180545235 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 11/52 4 912810TL2 6000000 PA USD 5411015.64 0.5701410946 Long DBT UST US N 2 2052-11-15 Fixed 4.000000000000 N N N N N N Keybank National Association HUX2X73FUCYHUVH1BK78 KEYBANK NA/CLEVELAND OH SR UNSECURED 11/27 5.85 49327M3F9 250000 PA USD 256831.52 0.0270615008 Long DBT CORP US N 2 2027-11-15 Fixed 5.850000000000 N N N N N N Lockheed Martin Corporation DPRBOZP0K5RM2YE8UU08 LOCKHEED MARTIN CORP SR UNSECURED 03/45 3.8 539830BD0 400000 PA USD 317292.88 0.0334321174 Long DBT CORP US N 2 2045-03-01 Fixed 3.800000000000 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 1589560.56 0.1674868191 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 1441229.3 0.1518576373 Long DBT UST US N 2 2053-11-15 Fixed 4.750000000000 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 489452.23 0.0515719874 Long DBT CORP US N 2 2027-06-15 Fixed 3.375000000000 N N N N N N TR Finance LLC N/A TR FINANCE LLC COMPANY GUAR 05/43 4.5 87268LAC1 250000 PA USD 207819.2 0.0218972322 Long DBT CORP US N 2 2043-05-23 Fixed 4.500000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/54 4.25 912810UC0 8779000 PA USD 8286552.97 0.8731270976 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 1450000 PA USD 1428703.13 0.1505377956 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 11/27 2.25 9128283F5 20595000 PA USD 19756719.24 2.0817011599 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 09/29 3.875 91282CFL0 8500000 PA USD 8476093.75 0.8930983923 Long DBT UST US N 2 2029-09-30 Fixed 3.875000000000 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 190626.17 0.0200856587 Long DBT CORP US N 2 2029-11-01 Fixed 3.800000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 09/27 4.125 91282CFM8 10000000 PA USD 10058203.1 1.0598001017 Long DBT UST US N 2 2027-09-30 Fixed 4.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 10/29 4 91282CFT3 9000000 PA USD 9020039.04 0.9504121359 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 10056640.6 1.0596354661 Long DBT UST US N 2 2027-10-31 Fixed 4.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 11/32 4.125 91282CFV8 8000000 PA USD 8011875.04 0.8441851788 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 11/33 4.5 91282CJJ1 31550000 PA USD 32304242.19 3.4037927866 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 7388103.55 0.7784604084 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 09/27 3.375 91282CLL3 3000000 PA USD 2964375 0.3123465390 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 6953515.66 0.7326692979 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 13301000 PA USD 13398679.22 1.4117751907 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 20551250 2.1654182783 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 11/34 4.25 91282CLW9 5740000 PA USD 5757040.63 0.6066006208 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 15287281.29 1.6107710398 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 4019218.76 0.4234919904 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 11/29 4.125 91282CMA6 6200000 PA USD 6247953.16 0.6583264753 Long DBT UST US N 2 2029-11-30 Fixed 4.125000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC SR UNSECURED 03/36 5.8 91324PAR3 300000 PA USD 316526.25 0.0333513401 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 43359.97 0.0045686988 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 250479.5 0.0263922091 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 252145.61 0.0265677617 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 437554 0.0461036399 Long DBT CORP US N 2 2031-05-15 Fixed 2.300000000000 N N N N N N Elevance Health Inc. 8MYN82XMYQH89CTMTH67 ELEVANCE HEALTH INC SR UNSECURED 08/44 4.65 94973VBK2 150000 PA USD 130563.08 0.0137570065 Long DBT CORP US N 2 2044-08-15 Fixed 4.650000000000 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 686598.66 0.0723446646 Long DBT CORP CA N 2 2031-11-03 Fixed 2.300000000000 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 492658.55 0.0519098269 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 508124.35 0.0535394078 Long DBT CORP US N 2 2027-11-17 Fixed 5.017000000000 N N N N N N Diamondback Energy Inc. 549300R22LSX6OHWEN64 DIAMONDBACK ENERGY INC COMPANY GUAR 01/30 5.15 25278XAY5 300000 PA USD 304549.76 0.0320894163 Long DBT CORP US N 2 2030-01-30 Fixed 5.150000000000 N N N N N N Equifax Inc. 5493004MCF8JDC86VS77 EQUIFAX INC SR UNSECURED 05/30 3.1 294429AS4 800000 PA USD 737425.72 0.0777001464 Long DBT CORP US N 2 2030-05-15 Fixed 3.100000000000 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 26001.35 PA USD 25806.12 0.0027191068 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/42 FIXED 4 3138E4AC5 28890.16 PA USD 27742.42 0.0029231284 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 01/34 FIXED 5.5 31403VPJ2 34107.87 PA USD 35219.95 0.0037110114 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 01/35 FLOATING VAR 31406BMG2 8821.46 PA USD 9013.96 0.0009497716 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 6.335000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/35 FIXED 5 31408FGD5 52345.04 PA USD 52963.55 0.0055805968 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 03/50 FIXED VAR 3140XDEL6 1942838.06 PA USD 1834880.57 0.1933353896 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 09/35 FIXED VAR 3140XDMF0 371803.56 PA USD 360149.41 0.0379477703 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 09/37 FIXED 6 31413BQR5 18939.51 PA USD 20001.17 0.0021074581 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 01/40 FIXED 4.5 31417VQW6 84335.66 PA USD 83481.78 0.0087962033 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/36 FIXED 3.5 31418BX35 712450.8 PA USD 683699.92 0.0720392338 Long ABS-MBS USGSE US N 2 2036-01-01 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 281294.85 0.0296391222 Long DBT CORP US N 2 2043-03-15 Fixed 5.450000000000 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 11728.06 PA USD 11671.26 0.0012297627 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 4.000000000000 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 3654.97 PA USD 3679.31 0.0003876769 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.000000000000 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 10195.45 PA USD 10348.77 0.0010904162 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 5.500000000000 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 2456.84 PA USD 2550.35 0.0002687221 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 7.500000000000 N N N N N N GINNIE MAE I POOL GN 11/33 FIXED 6 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 11/33 FIXED 6 36213MWX2 3361.08 PA USD 3464.31 0.0003650231 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.000000000000 N N N N N N GINNIE MAE I POOL GN 09/33 FIXED 5.5 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 09/33 FIXED 5.5 36213UZY9 7500.09 PA USD 7623.73 0.0008032876 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.500000000000 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 1361.76 PA USD 1395.42 0.0001470309 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 3971.88 PA USD 4081.64 0.0004300691 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.000000000000 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 83243.05 PA USD 80376.43 0.0084690026 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.000000000000 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 3191.43 PA USD 3212.45 0.0003384854 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.000000000000 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 4772.73 PA USD 4803.8 0.0005061608 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.000000000000 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 36295K3P6 27027.99 PA USD 28115.58 0.0029624471 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 6.000000000000 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 7303.2 PA USD 7582.44 0.0007989370 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 6.000000000000 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 16885.53 PA USD 17568.63 0.0018511493 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 6.000000000000 N N N N N N Ingersoll Rand Inc. N/A INGERSOLL RAND INC SR UNSECURED 08/33 5.7 45687VAB2 200000 PA USD 206418.21 0.0217496145 Long DBT CORP US N 2 2033-08-14 Fixed 5.700000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 ATandT INC SR UNSECURED 12/33 2.55 00206RMM1 665000 PA USD 545203.36 0.0574463023 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 427529.78 0.0450474205 Long DBT CORP US N 2 2057-12-01 Fixed 3.800000000000 N N N N N N Automatic Data Processing Inc. HGBOLILQXWER4SAL2I23 AUTOMATIC DATA PROCESSING INC SR UNSECURED 09/34 4.45 053015AH6 520000 PA USD 503492.18 0.0530513312 Long DBT CORP US N 2 2034-09-09 Fixed 4.450000000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 BANCO SANTANDER SA 09/27 VAR 05964HAN5 700000 PA USD 670109.13 0.0706072165 Long DBT CORP ES N 2 2027-09-14 Variable 1.722000000000 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 231973.83 0.0244423269 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 500000 PA USD 485286.9 0.0511331001 Long DBT CORP US N 2 2029-05-15 Fixed 4.125000000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 BRIXMOR OPERATING PARTNERSHIP SR UNSECURED 04/32 5.2 11120VAN3 250000 PA USD 249640.95 0.0263038538 Long DBT CORP US N 2 2032-04-01 Fixed 5.200000000000 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 1837437.41 0.1936047955 Long DBT USGSE US N 2 2036-07-15 Fixed 5.500000000000 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 1333846.21 0.1405430309 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 508032.15 0.0535296930 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 236787.31 0.0249495077 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 04/26 2.125 3135G0K36 1000000 PA USD 979881.48 0.1032469201 Long DBT USGSE US N 2 2026-04-24 Fixed 2.125000000000 N N N N N N FREDDIE MAC POOL FR 01/55 FIXED 6 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 01/55 FIXED 6 31425XAK5 2895755.85 PA USD 2952204.85 0.3110642099 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N ONEOK Inc. 2T3D6M0JSY48PSZI1Q41 ONEOK INC COMPANY GUAR 11/28 5.65 682680BJ1 370000 PA USD 381096.76 0.0401549244 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 376721.71 0.0396939396 Long DBT CORP US N 2 2053-09-01 Fixed 6.625000000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 FIFTH THIRD BANCORP SR UNSECURED 07/29 VAR 316773DK3 300000 PA USD 313609.38 0.0330439990 Long DBT CORP US N 2 2029-07-27 Variable 6.339000000000 N N N N N N QUALCOMM Incorporated H1J8DDZKZP6H7RWC0H53 QUALCOMM INC SR UNSECURED 05/32 1.65 747525BP7 566000 PA USD 462455.77 0.0487274583 Long DBT CORP US N 2 2032-05-20 Fixed 1.650000000000 N N N N N N ONEOK Partners L.P. T4DHW82NMF6BXJT50795 ONEOK PARTNERS LP COMPANY GUAR 10/36 6.65 68268NAC7 268000 PA USD 289196.72 0.0304717165 Long DBT CORP US N 2 2036-10-01 Fixed 6.650000000000 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 400563.67 0.0422060893 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 03/32 4.05 03027XBW9 300000 PA USD 283151.32 0.0298347324 Long DBT CORP US N 2 2032-03-15 Fixed 4.050000000000 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 488583.15 0.0514804152 Long DBT CORP US N 2 2027-12-15 Fixed 3.337000000000 N N N N N N BAKER HUGHES HOLDINGS LLC / BA SR UNSECURED 05/30 4.486 N/A BAKER HUGHES HOLDINGS LLC / BA SR UNSECURED 05/30 4.486 05724BAA7 500000 PA USD 496350.54 0.0522988398 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 589779.17 0.0621431103 Long DBT CORP US N 2 2052-06-01 Fixed 4.550000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/36 FIXED 5.5 31371MT23 10002.1 PA USD 10371.09 0.0010927680 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 06/31 FIXED VAR 31385HS94 400.5 PA USD 418.7 0.0000441171 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 04/31 FIXED 7 31386X6C5 91.02 PA USD 95.14 0.0000100246 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 660.31 PA USD 697.61 0.0000735049 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 06/41 FIXED 4.5 3138AHXY7 625460.81 PA USD 618487.8 0.0651680451 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 04/47 FIXED 4 3138WKQG3 147607.26 PA USD 139866.45 0.0147372723 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 1276966.72 PA USD 1153781.44 0.1215701925 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 06/34 FIXED 4.5 31404YHA3 1593.84 PA USD 1583.37 0.0001668345 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 04/36 FIXED 5.5 31409ECM1 21283.3 PA USD 22030.44 0.0023212757 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 04/36 FIXED 5.5 31409TRH3 16649.9 PA USD 17255.06 0.0018181095 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 04/53 FIXED 5 3140QRVZ3 894664.83 PA USD 881541.35 0.0928851409 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 780644.51 PA USD 811309.87 0.0854850786 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 500443.05 PA USD 501953.49 0.0528892044 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 04/54 FIXED 5 3140QUG59 1856291.3 PA USD 1828482.01 0.1926611941 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 04/37 FIXED VAR 3140XGNY1 2245810.3 PA USD 2093191.77 0.2205527994 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 04/53 FIXED VAR 3140XMJ64 1907998.72 PA USD 1793182.42 0.1889417913 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 04/37 FIXED 5.5 31411UMW8 3329.68 PA USD 3452.93 0.0003638240 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 37539.65 PA USD 39179.28 0.0041281931 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 04/39 FIXED 5 31416M6W9 12714.14 PA USD 12879.46 0.0013570668 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 06/39 FIXED 4.5 31416RRB1 43169.27 PA USD 42750.34 0.0045044641 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.500000000000 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 996449.54 0.1049926427 Long DBT NUSS ID N 2 2030-10-15 Fixed 3.850000000000 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 266275 0.0280565295 Long DBT NUSS PE N 2 2037-03-14 Fixed 6.550000000000 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 329302.81 0.0346975646 Long DBT CORP US N 2 2038-05-16 Fixed 6.375000000000 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 498110.6 0.0524842916 Long ABS-MBS CORP US N 2 2048-06-15 Variable 4.013000000000 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 315207.13 0.0332123487 Long DBT CORP US N 2 2033-02-01 Fixed 1.875000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/30 VAR 38141GA87 250000 PA USD 257898.03 0.0271738755 Long DBT CORP US N 2 2030-04-25 Variable 5.727000000000 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 634377.6 0.0668423016 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 02/33 VAR 38141GZM9 1000000 PA USD 881349.09 0.0928648831 Long DBT CORP US N 2 2033-02-24 Variable 3.102000000000 N N N N N N The Hartford Insurance Group Inc. IU7C3FTM7Y3BQM112U94 HARTFORD INSURANCE GROUP INC/T SR UNSECURED 10/36 5.95 416515AS3 170000 PA USD 177148.63 0.0186655742 Long DBT CORP US N 2 2036-10-15 Fixed 5.950000000000 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 299373.09 0.0315439675 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 290000 PA USD 244009.84 0.0257105221 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 600000 PA USD 550708.95 0.0580264084 Long DBT CORP US N 2 2030-04-15 Fixed 2.700000000000 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 744743.28 0.0784711738 Long DBT CORP US N 2 2031-03-15 Fixed 1.375000000000 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 KROGER CO/THE SR UNSECURED 02/26 3.5 501044DC2 500000 PA USD 496272.49 0.0522906159 Long DBT CORP US N 2 2026-02-01 Fixed 3.500000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 PNC FINANCIAL SERVICES GROUP I SR UNSECURED 01/27 VAR 693475BL8 300000 PA USD 300107.31 0.0316213298 Long DBT CORP US N 2 2027-01-26 Variable 4.758000000000 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 2193750 0.2311482926 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 08/48 3 912810SD1 1750000 PA USD 1328837.9 0.1400153216 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 08/42 3.375 912810TK4 5160000 PA USD 4423692.2 0.4661100394 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 05/53 3.625 912810TR9 4300000 PA USD 3622078.13 0.3816465757 Long DBT UST US N 2 2053-05-15 Fixed 3.625000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/26 1.375 912828YD6 1000000 PA USD 964687.5 0.1016459799 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 08/27 3.125 91282CFH9 4000000 PA USD 3929062.48 0.4139925168 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 06/27 4.625 91282CKV2 3000000 PA USD 3046054.68 0.3209528608 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 1011054.69 0.1065315397 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 06/26 4.625 91282CKY6 1000000 PA USD 1007421.88 0.1061487624 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 1010351.56 0.1064574532 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 07/26 4.375 91282CLB5 2600000 PA USD 2613000 0.2753232996 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 4900000 PA USD 4919523.46 0.5183541644 Long DBT UST US N 2 2031-07-31 Fixed 4.125000000000 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 5981718.72 0.6302742194 Long DBT UST US N 2 2026-08-31 Fixed 3.750000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC SR UNSECURED 02/33 5.35 91324PER9 700000 PA USD 717710.26 0.0756227926 Long DBT CORP US N 2 2033-02-15 Fixed 5.350000000000 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 1517928.9 0.1599392244 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.627000000000 N N N N N N Baxter International Inc. J5OIVXX3P24RJRW5CK77 BAXTER INTERNATIONAL INC SR UNSECURED 04/30 3.95 071813BY4 500000 PA USD 481322.85 0.0507154211 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 57769.85 0.0060870209 Long DBT MUN US N 2 2050-10-01 Fixed 6.907000000000 N N N N N N Boston Properties Limited Partnership BVHHEFJI6SHNOKQT2572 BOSTON PROPERTIES LP SR UNSECURED 04/32 2.55 10112RBE3 500000 PA USD 411985.2 0.0434095387 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 455596.21 0.0480046888 Long DBT CORP US N 2 2030-06-01 Fixed 2.650000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/27 FIXED 3 3138E0YE3 73696 PA USD 72764.61 0.0076669700 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.000000000000 N N N N N N Healthpeak OP LLC PZ9HF5U52KPF0MH0QN75 HEALTHPEAK OP LLC COMPANY GUAR 07/29 3.5 40414LAR0 400000 PA USD 379491.02 0.0399857328 Long DBT CORP US N 2 2029-07-15 Fixed 3.500000000000 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 423285.13 0.0446001755 Long DBT CORP US N 2 2035-10-15 Fixed 6.200000000000 N N N N N N Johnson Controls Inc. 3LB2NG8VUULSCV2NO430 JOHNSON CONTROLS INC SR UNSECURED 03/41 5.7 478366AW7 150000 PA USD 146520.71 0.0154384100 Long DBT CORP US N 2 2041-03-01 Fixed 5.700000000000 N N N N N N Kinder Morgan Inc. 549300WR7IX8XE0TBO16 KINDER MORGAN INC COMPANY GUAR 02/29 5 494553AD2 600000 PA USD 604999.25 0.0637468005 Long DBT CORP US N 2 2029-02-01 Fixed 5.000000000000 N N N N N N Kinder Morgan Inc. 549300WR7IX8XE0TBO16 KINDER MORGAN INC COMPANY GUAR 06/45 5.55 49456BAH4 375000 PA USD 351491.41 0.0370355051 Long DBT CORP US N 2 2045-06-01 Fixed 5.550000000000 N N N N N N Lennar Corporation N/A LENNAR CORP COMPANY GUAR 11/27 4.75 526057CD4 300000 PA USD 300358.47 0.0316477937 Long DBT CORP US N 2 2027-11-29 Fixed 4.750000000000 N N N N N N Ventas Realty Limited Partnership 32SXKSJ72K64GM3HOU64 VENTAS REALTY LP COMPANY GUAR 09/31 2.5 92277GAW7 200000 PA USD 172958.76 0.0182241012 Long DBT CORP US N 2 2031-09-01 Fixed 2.500000000000 N N N N N N Verisk Analytics Inc. 549300I1YSWNIRKBWP67 VERISK ANALYTICS INC SR UNSECURED 03/29 4.125 92345YAF3 600000 PA USD 588937.06 0.0620543799 Long DBT CORP US N 2 2029-03-15 Fixed 4.125000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 CENTENE CORP SR UNSECURED 12/27 4.25 15135BAR2 500000 PA USD 487888.5 0.0514072222 Long DBT CORP US N 2 2027-12-15 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 640332.62 0.0674697626 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 414289.86 0.0436523732 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 398152.16 0.0419519963 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 518033.63 0.0545835164 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 600000 PA USD 591567.99 0.0623315924 Long DBT CORP US N 2 2026-05-16 Fixed 2.954000000000 N N N N N N L3Harris Technologies Inc. 549300UTE50ZMDBG8A20 L3HARRIS TECHNOLOGIES INC SR UNSECURED 12/29 2.9 502431AF6 300000 PA USD 276587.9 0.0291431662 Long DBT CORP US N 2 2029-12-15 Fixed 2.900000000000 N N N N N N Marsh and McLennan Companies Inc. 549300XMP3KDCKJXIU47 MARSH and MCLENNAN COS INC SR UNSECURED 12/31 2.375 571748BP6 250000 PA USD 215190.21 0.0226738916 Long DBT CORP US N 2 2031-12-15 Fixed 2.375000000000 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 461379.02 0.0486140047 Long DBT CORP US N 2 2032-01-15 Fixed 4.000000000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 US BANCORP SR UNSECURED 07/26 2.375 91159HHN3 1000000 PA USD 976345.24 0.1028743180 Long DBT CORP US N 2 2026-07-22 Fixed 2.375000000000 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 153833.85 0.0162089717 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 965141.1 0.1016937743 Long DBT CORP US N 2 2033-08-03 Variable 4.420000000000 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 361359.19 0.0380752409 Long DBT CORP US N 2 2031-01-13 Fixed 2.650000000000 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 459032.47 0.0483667563 Long DBT CORP US N 2 2050-03-25 Fixed 3.600000000000 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 293559.96 0.0309314569 Long DBT CORP US N 2 2027-06-01 Fixed 3.450000000000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 SOUTHERN CO/THE SR UNSECURED 07/26 3.25 842587CV7 572000 PA USD 562991.02 0.0593205301 Long DBT CORP US N 2 2026-07-01 Fixed 3.250000000000 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 599240.83 0.0631400546 Long DBT CORP US N 2 2033-07-15 Fixed 8.375000000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 TORONTO-DOMINION BANK/THE SR UNSECURED 09/31 2 89114TZJ4 800000 PA USD 683449.68 0.0720128668 Long DBT CORP CA N 2 2031-09-10 Fixed 2.000000000000 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 241788.04 0.0254764183 Long DBT CORP US N 2 2048-03-07 Fixed 4.050000000000 N N N N N N VMware LLC 549300BUDHS3LRWBE814 VMWARE LLC SR UNSECURED 08/28 1.8 928563AK1 400000 PA USD 364669.46 0.0384240333 Long DBT CORP US N 2 2028-08-15 Fixed 1.800000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 WELLS FARGO and CO SR UNSECURED 10/26 3 949746SH5 700000 PA USD 684521.94 0.0721258474 Long DBT CORP US N 2 2026-10-23 Fixed 3.000000000000 N N N N N N Welltower OP LLC T6IZ0MBEG5ACZDTR7D06 WELLTOWER OP LLC COMPANY GUAR 01/31 2.75 95040QAL8 300000 PA USD 267576.03 0.0281936148 Long DBT CORP US N 2 2031-01-15 Fixed 2.750000000000 N N N N N N Deere and Company PWFTNG3EI0Y73OXWDH08 DEERE + CO SR UNSECURED 04/30 3.1 244199BJ3 500000 PA USD 469234.78 0.0494417405 Long DBT CORP US N 2 2030-04-15 Fixed 3.100000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/34 5.4 N/A DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/34 5.4 24703DBN0 600000 PA USD 604649.23 0.0637099201 Long DBT CORP US N 2 2034-04-15 Fixed 5.400000000000 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 99722.04 0.0105073866 Long DBT CORP NL N 2 2038-12-15 Fixed 6.375000000000 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 582166.26 0.0613409627 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 04/30 3.875 87264ABF1 600000 PA USD 575185.16 0.0606053870 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 290202.61 0.0305777038 Long DBT CORP US N 2 2041-02-15 Fixed 3.000000000000 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 506928.76 0.0534134324 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 317771.28 0.0334825248 Long DBT CORP US N 2 2032-04-15 Fixed 3.625000000000 N N N N N American Tower Corporation 5493006ORUSIL88JOE18 AMERICAN TOWER CORP SR UNSECURED 08/29 3.8 03027XAW0 525000 PA USD 504091.25 0.0531144532 Long DBT CORP US N 2 2029-08-15 Fixed 3.800000000000 N N N N N N American Water Capital Corp. 5IDHQUFVC8Q2KIBBFF06 AMERICAN WATER CAPITAL CORP SR UNSECURED 09/45 4.3 03040WAM7 350000 PA USD 294156.12 0.0309942723 Long DBT CORP US N 2 2045-09-01 Fixed 4.300000000000 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 463486.42 0.0488360545 Long DBT CORP CA N 2 2029-11-15 Fixed 2.875000000000 N N N N N N Carrier Global Corporation N/A CARRIER GLOBAL CORP SR UNSECURED 02/27 2.493 14448CAP9 200000 PA USD 193148.67 0.0203514463 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 123800.04 0.0130444070 Long DBT CORP US N 2 2050-04-05 Fixed 3.577000000000 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 787378.51 PA USD 735052.09 0.0774500447 Long ABS-O CORP US N 2 2051-02-15 Fixed 1.680000000000 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 1256229.38 0.1323647983 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 289927.82 0.0305487501 Long DBT CORP US N 2 2028-01-11 Fixed 3.050000000000 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 464617.91 0.0489552759 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 589814.6 0.0621468434 Long DBT CORP US N 2 2031-09-12 Fixed 1.900000000000 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 373754.47 0.0393812912 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 361169.46 0.0380552497 Long DBT CORP US N 2 2045-09-15 Fixed 5.100000000000 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 179846.24 0.0189498126 Long DBT CORP US N 2 2028-06-15 Fixed 3.200000000000 N N N N N N Ameriprise Financial Inc. 6ZLKQF7QB6JAEKQS5388 AMERIPRISE FINANCIAL INC SR UNSECURED 05/33 5.15 03076CAM8 500000 PA USD 504345.46 0.0531412385 Long DBT CORP US N 2 2033-05-15 Fixed 5.150000000000 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 375121.24 0.0395253033 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 258983.12 0.0272882079 Long DBT CORP US N 2 2048-02-20 Fixed 4.550000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 BRISTOL-MYERS SQUIBB CO SR UNSECURED 02/34 5.2 110122EH7 400000 PA USD 406977.84 0.0428819295 Long DBT CORP US N 2 2034-02-22 Fixed 5.200000000000 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 301752.34 0.0317946613 Long DBT CORP US N 2 2027-01-08 Fixed 4.500000000000 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 199110.06 0.0209795785 Long DBT CORP US N 2 2032-09-30 Fixed 4.750000000000 N N N N N N Broadcom Inc. N/A BROADCOM INC SR UNSECURED 144A 11/35 3.137 11135FBP5 600000 PA USD 497312.57 0.0524002058 Long DBT CORP US N 2 2035-11-15 Fixed 3.137000000000 N N N N N N Burlington Northern Santa Fe LLC N/A BURLINGTON NORTHERN SANTA FE L SR UNSECURED 03/42 4.4 12189LAJ0 350000 PA USD 308202.68 0.0324743126 Long DBT CORP US N 2 2042-03-15 Fixed 4.400000000000 N N N N N N Eastman Chemical Company FDPVHDGJ1IQZFK9KH630 EASTMAN CHEMICAL CO SR UNSECURED 10/44 4.65 277432AP5 500000 PA USD 425164.81 0.0447982313 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 486015.87 0.0512099093 Long DBT CORP US N 2 2027-09-15 Fixed 3.103000000000 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 874711.5 0.0921655019 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 1936875.42 0.2040822547 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.750000000000 N N N N N N Valero Energy Corporation 549300XTO5VR8SKV1V74 VALERO ENERGY CORP SR UNSECURED 04/32 7.5 91913YAE0 270000 PA USD 305247.3 0.0321629138 Long DBT CORP US N 2 2032-04-15 Fixed 7.500000000000 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 416711.32 0.0439075146 Long DBT CORP US N 2 2044-06-01 Fixed 4.125000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC SR UNSECURED 09/48 4.522 92343VCX0 1260000 PA USD 1061836.46 0.1118822495 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 10/30 1.68 92343VFX7 200000 PA USD 170234.6 0.0179370654 Long DBT CORP US N 2 2030-10-30 Fixed 1.680000000000 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 783705.35 0.0825764802 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 704037.85 0.0741821752 Long DBT CORP CA N 2 2030-02-01 Fixed 4.850000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 BOEING CO/THE SR UNSECURED 02/30 2.95 097023CN3 400000 PA USD 364343.16 0.0383896521 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 280362.88 0.0295409235 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 05/27 5.04 097023CU7 200000 PA USD 200909.58 0.0211691881 Long DBT CORP US N 2 2027-05-01 Fixed 5.040000000000 N N N N N N Caterpillar Inc. WRJR7GS4GTRECRRTVX92 CATERPILLAR INC SR UNSECURED 04/30 2.6 149123CH2 560000 PA USD 515391.54 0.0543051280 Long DBT CORP US N 2 2030-04-09 Fixed 2.600000000000 N N N N N N The Cigna Group N/A CIGNA GROUP/THE COMPANY GUAR 10/28 4.375 125523AH3 500000 PA USD 496183.47 0.0522812362 Long DBT CORP US N 2 2028-10-15 Fixed 4.375000000000 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 174616.55 0.0183987772 Long DBT CORP US N 2 2039-05-15 Fixed 9.400000000000 N N N N N N Caterpillar Inc. WRJR7GS4GTRECRRTVX92 CATERPILLAR INC SR UNSECURED 04/50 3.25 149123CJ8 400000 PA USD 281724.08 0.0296843488 Long DBT CORP US N 2 2050-04-09 Fixed 3.250000000000 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 181826.12 0.0191584261 Long DBT CORP US N 2 2028-10-07 Fixed 2.875000000000 N N N N N N The Dow Chemical Company ZQUIP1CSZO8LXRBSOU78 DOW CHEMICAL CO/THE SR UNSECURED 11/42 4.375 260543CG6 390000 PA USD 320623.45 0.0337830487 Long DBT CORP US N 2 2042-11-15 Fixed 4.375000000000 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 542341.04 0.0571447090 Long DBT CORP US N 2 2030-04-15 Fixed 2.600000000000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 FISERV INC SR UNSECURED 06/27 2.25 337738BB3 600000 PA USD 572305.13 0.0603019276 Long DBT CORP US N 2 2027-06-01 Fixed 2.250000000000 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 600000 PA USD 546184.36 0.0575496671 Long DBT CORP US N 2 2030-05-15 Fixed 2.850000000000 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 1861590.13 0.1961496889 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 2689854.42 0.2834211995 Long ABS-MBS CORP US N 2 2050-03-10 Fixed 3.409000000000 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 203415.07 0.0214331834 Long DBT CORP MX N 2 2040-01-15 Fixed 6.625000000000 N N N N N N Nomura Holdings Inc. 549300B3CEAHYG7K8164 NOMURA HOLDINGS INC SR UNSECURED 01/30 3.103 65535HAQ2 1000000 PA USD 921966.14 0.0971445694 Long DBT CORP JP N 2 2030-01-16 Fixed 3.103000000000 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 290607.55 0.0306203711 Long DBT CORP US N 2 2028-01-25 Fixed 3.200000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 ATandT INC SR UNSECURED 05/46 4.75 00206RCQ3 700000 PA USD 608916.57 0.0641595558 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 382026.38 0.0402528754 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 46407.15 0.0048897703 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 07/45 4.85 00206RJL7 500000 PA USD 441729.62 0.0465436114 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 02/34 5.4 00206RMT6 800000 PA USD 812857.62 0.0856481600 Long DBT CORP US N 2 2034-02-15 Fixed 5.400000000000 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 490491.95 0.0516815393 Long DBT CORP US N 2 2026-09-06 Fixed 3.215000000000 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 531342.05 0.0559857813 Long DBT CORP US N 2 2031-03-25 Fixed 2.726000000000 N N N N N N ConocoPhillips Company 6VJJ5GQWIRDQ06DUXG89 CONOCOPHILLIPS CO COMPANY GUAR 01/35 5 20826FBL9 300000 PA USD 296991.83 0.0312930618 Long DBT CORP US N 2 2035-01-15 Fixed 5.000000000000 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 541560.54 0.0570624703 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 286881.3 0.0302277482 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 10/39 6.25 30161MAG8 160000 PA USD 167911.78 0.0176923174 Long DBT CORP US N 2 2039-10-01 Fixed 6.250000000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 SEMPRA SR UNSECURED 02/28 3.4 816851BG3 200000 PA USD 193250.24 0.0203621484 Long DBT CORP US N 2 2028-02-01 Fixed 3.400000000000 N N N N N N Texas Instruments Incorporated WDJNR2L6D8RWOEB8T652 TEXAS INSTRUMENTS INC SR UNSECURED 03/39 3.875 882508BF0 200000 PA USD 176564.04 0.0186039778 Long DBT CORP US N 2 2039-03-15 Fixed 3.875000000000 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 314893.2 0.0331792709 Long DBT MUN US N 2 2030-04-01 Fixed 5.178000000000 N N N N N N California State of N/A STATE OF CALIFORNIA CAS 04/34 FIXED 7.5 13063A5E0 80000 PA USD 92553.9 0.0097521030 Long DBT MUN US N 2 2034-04-01 Fixed 7.500000000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 INTERNATIONAL BUSINESS MACHINE SR UNSECURED 11/39 5.6 459200GS4 21000 PA USD 21414.82 0.0022564098 Long DBT CORP US N 2 2039-11-30 Fixed 5.600000000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 INTERNATIONAL BUSINESS MACHINE SR UNSECURED 06/42 4 459200HF1 210000 PA USD 173239.35 0.0182536661 Long DBT CORP US N 2 2042-06-20 Fixed 4.000000000000 N N N N N N Lincoln National Corporation EFQMQROEDSNBRIP7LE47 LINCOLN NATIONAL CORP SR UNSECURED 06/40 7 534187BA6 150000 PA USD 168944.3 0.0178011106 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 492843.86 0.0519293524 Long DBT CORP US N 2 2026-12-12 Fixed 3.625000000000 N N N N N N Mastercard Incorporated AR5L2ODV9HN37376R084 MASTERCARD INC SR UNSECURED 11/26 2.95 57636QAG9 300000 PA USD 294365.9 0.0310163762 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 298529.77 0.0314551096 Long DBT CORP US N 2 2031-11-18 Fixed 2.000000000000 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 8768998.47 0.9239608087 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 12/27 4 91282CMB4 5500000 PA USD 5516113.3 0.5812148928 Long DBT UST US N 2 2027-12-15 Fixed 4.000000000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 WALMART INC SR UNSECURED 06/48 4.05 931142EC3 500000 PA USD 414041.22 0.0436261748 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 579509.48 0.0610610265 Long DBT CORP US N 2 2029-07-08 Fixed 3.250000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 COMCAST CORP COMPANY GUAR 11/35 6.5 20030NAK7 52000 PA USD 57531.48 0.0060619047 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 01/27 2.35 20030NBW0 255000 PA USD 246421.11 0.0259645898 Long DBT CORP US N 2 2027-01-15 Fixed 2.350000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 COMCAST CORP COMPANY GUAR 11/49 3.999 20030NCE9 500000 PA USD 383590.02 0.0404176311 Long DBT CORP US N 2 2049-11-01 Fixed 3.999000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 COMCAST CORP COMPANY GUAR 11/52 4.049 20030NCG4 1000000 PA USD 759777.01 0.0800552290 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 200000 PA USD 184162.6 0.0194046134 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 346111.97 0.0364686910 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 156127.23 0.0164506177 Long DBT CORP US N 2 2051-11-01 Fixed 2.887000000000 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 249550.3 0.0262943023 Long DBT CORP US N 2 2038-11-15 Fixed 5.319000000000 N N N N N N MetLife Inc. C4BXATY60WC6XEOZDX54 METLIFE INC SR UNSECURED 05/46 4.6 59156RBR8 500000 PA USD 438092.02 0.0461603293 Long DBT CORP US N 2 2046-05-13 Fixed 4.600000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 MICRON TECHNOLOGY INC SR UNSECURED 09/33 5.875 595112CB7 250000 PA USD 260032.92 0.0273988219 Long DBT CORP US N 2 2033-09-15 Fixed 5.875000000000 N N N N N N General Dynamics Corporation 9C1X8XOOTYY2FNYTVH06 GENERAL DYNAMICS CORP COMPANY GUAR 04/30 3.625 369550BM9 500000 PA USD 480591.49 0.0506383600 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 200000 PA USD 175287.4 0.0184694624 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 03/32 6.75 36962GXZ2 66000 PA USD 73680.61 0.0077634859 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 550017.57 0.0579535600 Long DBT CORP US N 2 2030-04-15 Fixed 2.875000000000 N N N N N N General Motors Company 54930070NSV60J38I987 GENERAL MOTORS CO SR UNSECURED 04/48 5.4 37045VAQ3 300000 PA USD 256136.8 0.0269883004 Long DBT CORP US N 2 2048-04-01 Fixed 5.400000000000 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 651248.38 0.0686199207 Long DBT CORP US N 2 2026-03-01 Fixed 5.250000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 KRAFT HEINZ FOODS CO COMPANY GUAR 01/39 6.875 50076QAR7 40000 PA USD 44429.23 0.0046813633 Long DBT CORP US N 2 2039-01-26 Fixed 6.875000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 KRAFT HEINZ FOODS CO COMPANY GUAR 06/26 3 50077LAD8 458000 PA USD 449888.75 0.0474033123 Long DBT CORP US N 2 2026-06-01 Fixed 3.000000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 KRAFT HEINZ FOODS CO COMPANY GUAR 01/29 4.625 50077LAT3 250000 PA USD 250499.64 0.0263943312 Long DBT CORP US N 2 2029-01-30 Fixed 4.625000000000 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 619320.19 0.0652557513 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 643233.51 0.0677754200 Long DBT CORP US N 2 2053-02-28 Fixed 5.250000000000 N N N N N N Norfolk Southern Corporation N/A NORFOLK SOUTHERN CORP SR UNSECURED 10/41 4.837 655844BH0 240000 PA USD 220817.51 0.0232668218 Long DBT CORP US N 2 2041-10-01 Fixed 4.837000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 OCCIDENTAL PETROLEUM CORP SR UNSECURED 01/32 5.375 674599EK7 100000 PA USD 98510.27 0.0103797063 Long DBT CORP US N 2 2032-01-01 Fixed 5.375000000000 N N N N N N Uber Technologies Inc. N/A UBER TECHNOLOGIES INC SR UNSECURED 01/30 4.3 90353TAN0 500000 PA USD 491037.01 0.0517389705 Long DBT CORP US N 2 2030-01-15 Fixed 4.300000000000 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 386522.3 0.0407265959 Long DBT CORP US N 2 2029-03-15 Fixed 3.400000000000 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 1039705.33 0.1095503644 Long ABS-MBS CORP US N 2 2050-02-10 Fixed 3.631000000000 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 198659.52 0.0209321066 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 255171.14 0.0268865519 Long DBT CORP US N 2 2042-11-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 12/52 FIXED 6 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 12/52 FIXED 6 3132DPRD2 981252.18 PA USD 1002342.92 0.1056136089 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC POOL FR 08/52 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 08/52 FIXED 3 3132DTFN5 529340.43 PA USD 465231.27 0.0490199037 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 12/54 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 12/54 FIXED 5.5 3132DUY43 597818.98 PA USD 599903.57 0.0632098853 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.500000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP SR UNSECURED 10/51 3.799 907818EM6 313000 PA USD 237562.99 0.0250312385 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 552606.89 0.0582263882 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 491078.81 0.0517433748 Long DBT CORP US N 2 2033-01-20 Fixed 4.500000000000 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 1796308.6 0.1892711867 Long ABS-MBS CORP US N 2 2055-02-15 Variable 3.374000000000 N N N N N N Cenovus Energy Inc. N/A CENOVUS ENERGY INC SR UNSECURED 04/27 4.25 15135UAM1 300000 PA USD 297491.75 0.0313457368 Long DBT CORP CA N 2 2027-04-15 Fixed 4.250000000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 EUROPEAN INVESTMENT BANK SR UNSECURED 02/36 4.875 298785DV5 1000000 PA USD 1044678.93 0.1100744164 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 1510790 0.1591870217 Long DBT NUSS LU N 2 2027-03-19 Fixed 4.375000000000 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 418185.2 0.0440628125 Long DBT CORP US N 2 2032-03-15 Fixed 2.350000000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 ING GROEP NV SR UNSECURED 03/33 VAR 456837BC6 300000 PA USD 283825.65 0.0299057843 Long DBT CORP NL N 2 2033-03-28 Variable 4.252000000000 N N N N N N Ingersoll Rand Inc. N/A INGERSOLL RAND INC SR UNSECURED 08/28 5.4 45687VAA4 200000 PA USD 204835.27 0.0215828253 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 417731.08 0.0440149634 Long DBT CORP US N 2 2031-08-12 Fixed 2.000000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 INTEL CORP SR UNSECURED 02/33 5.2 458140CG3 1000000 PA USD 987368.32 0.1040357841 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 07/26 2 4581X0DJ4 1000000 PA USD 974004.07 0.1026276366 Long DBT NUSS US N 2 2026-07-23 Fixed 2.000000000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 01/31 1.125 4581X0DS4 2000000 PA USD 1694483.48 0.1785422055 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 456112.8 0.0480591202 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 387600 0.0408401496 Long DBT CORP US N 2 2027-09-15 Fixed 3.100000000000 N N N N N N Intercontinental Exchange Inc. 5493000F4ZO33MV32P92 INTERCONTINENTAL EXCHANGE INC SR UNSECURED 03/33 4.6 45866FAW4 500000 PA USD 490122.5 0.0516426115 Long DBT CORP US N 2 2033-03-15 Fixed 4.600000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/30 6.625 674599ED3 350000 PA USD 367675.7 0.0387407910 Long DBT CORP US N 2 2030-09-01 Fixed 6.625000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 OCCIDENTAL PETROLEUM CORP SR UNSECURED 08/29 5.2 674599EJ0 250000 PA USD 249833.05 0.0263240948 Long DBT CORP US N 2 2029-08-01 Fixed 5.200000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP SR UNSECURED 05/45 4.125 68389XBF1 500000 PA USD 394767.62 0.0415953784 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 302636.38 0.0318878097 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 547720.32 0.0577115062 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 303242.47 0.0319516714 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 358126.91 0.0377346661 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 280397.58 0.0295445798 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 294256.6 0.0310048596 Long DBT CORP US N 2 2029-09-27 Fixed 4.200000000000 N N N N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 WESTPAC BANKING CORP SR UNSECURED 06/26 1.15 961214ER0 800000 PA USD 771567.17 0.0812975198 Long DBT CORP AU N 2 2026-06-03 Fixed 1.150000000000 N N N N N N The Allstate Corporation OBT0W1ED8G0NWVOLOJ77 ALLSTATE CORP/THE SR UNSECURED 12/26 3.28 020002BD2 500000 PA USD 489864.29 0.0516154048 Long DBT CORP US N 2 2026-12-15 Fixed 3.280000000000 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 427847.44 0.0450808913 Long DBT CORP US N 2 2046-02-01 Fixed 4.900000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SUBORDINATED 03/26 4.45 06051GFU8 700000 PA USD 698865.45 0.0736371763 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 424032.71 0.0446789456 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 12/28 VAR 06051GHD4 1312000 PA USD 1271492.03 0.1339729740 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 491161.35 0.0517520718 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 1946082.12 0.2050523347 Long DBT CORP US N 2 2030-02-07 Variable 3.974000000000 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 186.73 PA USD 192.42 0.0000202747 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 8.000000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 01/35 VAR 06051GMA4 560000 PA USD 568154.25 0.0598645629 Long DBT CORP US N 2 2035-01-23 Variable 5.468000000000 N N N N N N Meta Platforms Inc. BQ4BKCS1HXDV9HN80Z93 META PLATFORMS INC SR UNSECURED 05/28 4.6 30303M8L9 250000 PA USD 253015.18 0.0266593855 Long DBT CORP US N 2 2028-05-15 Fixed 4.600000000000 N N N N N N Meta Platforms Inc. BQ4BKCS1HXDV9HN80Z93 META PLATFORMS INC SR UNSECURED 05/33 4.95 30303M8N5 700000 PA USD 708670.74 0.0746703278 Long DBT CORP US N 2 2033-05-15 Fixed 4.950000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/31 FIXED 6.5 31371J7A6 7220.38 PA USD 7499 0.0007901452 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6.500000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 WELLS FARGO and CO SR UNSECURED 04/41 VAR 95000U2Q5 1100000 PA USD 819771.11 0.0863766119 Long DBT CORP US N 2 2041-04-30 Variable 3.068000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/30 FIXED VAR 31384VYZ9 172.49 PA USD 178.91 0.0000188512 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 08/31 FIXED VAR 31385HSH6 1247.24 PA USD 1303.85 0.0001373824 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.000000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 WELLS FARGO and CO SR UNSECURED 03/33 VAR 95000U2U6 1000000 PA USD 897222.07 0.0945373673 Long DBT CORP US N 2 2033-03-02 Variable 3.350000000000 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 2738.9 PA USD 2930.35 0.0003087614 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 7.500000000000 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 1247.85 PA USD 1304.32 0.0001374320 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/31 FIXED 7.5 31387SN51 6296.89 PA USD 6677.46 0.0007035822 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 07/46 FIXED 3 3138WHKG6 1428383.88 PA USD 1274584.22 0.1342987880 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 348858.45 PA USD 334489.42 0.0352440608 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 07/36 FIXED VAR 31403DPZ6 22647.01 PA USD 22931.4 0.0024162069 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.000000000000 N 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 339834.34 0.0358072376 Long DBT CORP US N 2 2031-08-23 Fixed 2.050000000000 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 305466.64 0.0321860250 Long DBT CORP US N 2 2034-03-01 Fixed 5.450000000000 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 304749 0.0321104096 Long DBT CORP LU N 2 2033-04-01 Fixed 5.750000000000 N N N N N N Fox Corporation N/A FOX CORP SR UNSECURED 04/30 3.5 35137LAL9 600000 PA USD 565945.01 0.0596317825 Long DBT CORP US N 2 2030-04-08 Fixed 3.500000000000 N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO SR UNSECURED 05/38 6.4 46625HHF0 250000 PA USD 275529.71 0.0290316682 Long DBT CORP US N 2 2038-05-15 Fixed 6.400000000000 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 811925.55 0.0855499508 Long DBT NUSS JP N 2 2028-10-31 Fixed 3.500000000000 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 769940.15 0.0811260860 Long DBT CORP JP N 2 2027-05-22 Variable 1.234000000000 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 1759636 0.1854071143 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 07/27 VAR 61747YEC5 500000 PA USD 480628.99 0.0506423113 Long DBT CORP US N 2 2027-07-20 Variable 1.512000000000 N N N N N N Nasdaq Inc. 549300L8X1Q78ERXFD06 NASDAQ INC SR UNSECURED 01/31 1.65 63111XAD3 500000 PA USD 423081.04 0.0445786712 Long DBT CORP US N 2 2031-01-15 Fixed 1.650000000000 N N N N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 ZOETIS INC SR UNSECURED 05/30 2 98978VAS2 300000 PA USD 263785.56 0.0277942253 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 08/45 FIXED 3.5 3140E0VN2 787415.3 PA USD 725126.89 0.0764042587 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 328758.35 PA USD 301827.32 0.0318025617 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 09/48 FIXED 4.5 3140HMN59 350447.61 PA USD 339943.61 0.0358187510 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 07/49 FIXED 4 3140JQQS5 751320.78 PA USD 708633.06 0.0746663576 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.000000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO SR UNSECURED 04/26 3.3 46625HQW3 700000 PA USD 692882.4 0.0730067618 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 and CO SR UNSECURED 05/28 VAR 46647PAF3 700000 PA USD 685972.12 0.0722786481 Long DBT CORP US N 2 2028-05-01 Variable 3.540000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/50 FIXED 2.5 3140QDZH0 3224228.84 PA USD 2703888.93 0.2848999701 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 06/52 FIXED 4 3140QPFQ5 3006683.45 PA USD 2806960.59 0.2957602953 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 09/49 FIXED VAR 3140X4UW4 433390.76 PA USD 394908.95 0.0416102699 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 517622.58 PA USD 488212.87 0.0514414000 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.000000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO SR UNSECURED 01/29 VAR 46647PAM8 500000 PA USD 485972.44 0.0512053332 Long DBT CORP US N 2 2029-01-23 Variable 3.509000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO SR UNSECURED 12/29 VAR 46647PAX4 600000 PA USD 595827.86 0.0627804410 Long DBT CORP US N 2 2029-12-05 Variable 4.452000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/40 FIXED VAR 3140X76Q7 1126088.5 PA USD 1000200.25 0.1053878427 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 09/37 FLOATING VAR 31410KLQ5 33752.8 PA USD 34846.17 0.0036716274 Long ABS-MBS USGSE US N 2 2037-09-01 Floating 7.088000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/34 FLOATING VAR 31410KLS1 31041.03 PA USD 31563.55 0.0033257485 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 6.238000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/33 FIXED 4.5 31416JMP3 6198.55 PA USD 6158.45 0.0006488958 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.500000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO SR UNSECURED 04/31 VAR 46647PBL9 391000 PA USD 350852.1 0.0369681431 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 and CO SR UNSECURED 04/51 VAR 46647PBN5 1860000 PA USD 1238405.17 0.1304867194 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 and CO SR UNSECURED 07/28 VAR 46647PDG8 1000000 PA USD 1006388.27 0.1060398543 Long DBT CORP US N 2 2028-07-25 Variable 4.851000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO SR UNSECURED 10/30 VAR 46647PEQ5 750000 PA USD 745044.5 0.0785029124 Long DBT CORP US N 2 2030-10-22 Variable 4.603000000000 N N N N N N Medtronic Inc. D56MRZY2INAN94ZONZ37 MEDTRONIC INC COMPANY GUAR 03/35 4.375 585055BT2 500000 PA USD 480750.49 0.0506551134 Long DBT CORP US N 2 2035-03-15 Fixed 4.375000000000 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 48619.26 0.0051228531 Long DBT MUN US N 2 2046-10-01 Fixed 7.462000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/39 FIXED 5 31416TYE3 35861.41 PA USD 36323.6 0.0038272994 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 09/48 FIXED 5 31418C2E3 390345.08 PA USD 389986.51 0.0410916084 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.000000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SUBORDINATED 05/38 7.75 59023VAA8 480000 PA USD 569084.46 0.0599625761 Long DBT CORP US N 2 2038-05-14 Fixed 7.750000000000 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 346890.54 0.0365507264 Long DBT MUN US N 2 2039-03-15 Fixed 5.628000000000 N N N N N N Newmont Corporation 549300VSP3RIX7FGDZ51 NEWMONT CORP COMPANY GUAR 03/42 4.875 651639AP1 270000 PA USD 248526.99 0.0261864795 Long DBT CORP US N 2 2042-03-15 Fixed 4.875000000000 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 350000 PA USD 300108.17 0.0316214204 Long DBT CORP US N 2 2045-02-15 Fixed 4.900000000000 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 692639.72 0.0729811914 Long DBT CORP US N 2 2054-01-15 Fixed 5.750000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSO NOTES 05/30 7.25 31359MFP3 1450000 PA USD 1662395.3 0.1751611784 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 04/27 5.25 3135GAQZ7 1000000 PA USD 1000019.9 0.1053688399 Long DBT USGSE US N 2 2027-04-02 Fixed 5.250000000000 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 622000 PA USD 589616.5 0.0621259703 Long DBT CORP IE N 2 2035-11-15 Fixed 4.418000000000 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 655552.97 PA USD 611658.59 0.0644484735 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.500000000000 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 250103.19 PA USD 237431.64 0.0250173986 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.000000000000 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 1488101.94 PA USD 1365628.92 0.1438918715 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.500000000000 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 760853.94 PA USD 765701.64 0.0806794880 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.500000000000 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 1236042.22 PA USD 1152432 0.1214280064 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.500000000000 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 296765 0.0312691615 Long DBT CORP US N 2 2026-05-03 Fixed 3.350000000000 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 494910 0.0521470548 Long DBT NUSS CL N 2 2041-05-07 Fixed 3.100000000000 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 406022.53 PA USD 366927.39 0.0386619440 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.000000000000 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 2944.4 PA USD 2989.13 0.0003149549 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.500000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 05/32 VAR 172967MY4 700000 PA USD 608082.48 0.0640716704 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 577971.19 0.0608989419 Long DBT CORP US N 2 2027-06-09 Variable 1.462000000000 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 1062.3 PA USD 1094.13 0.0001152849 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 7.000000000000 N N N N N N GINNIE MAE I POOL GN 05/32 FIXED 6.5 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 05/32 FIXED 6.5 36200Q7M0 1034.15 PA USD 1064.86 0.0001122008 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.500000000000 N N N N N N Mondelez International Inc. 549300DV9GIB88LZ5P30 MONDELEZ INTERNATIONAL INC SR UNSECURED 05/48 4.625 609207AP0 300000 PA USD 248126.65 0.0261442970 Long DBT CORP US N 2 2048-05-07 Fixed 4.625000000000 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 297947.05 0.0313937103 Long DBT CORP US N 2 2026-06-15 Fixed 3.950000000000 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 2694.81 PA USD 2787.49 0.0002937087 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 4556.43 PA USD 4624.95 0.0004873159 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.500000000000 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 1813582.33 0.1910912634 Long ABS-MBS CORP US N 2 2060-07-15 Fixed 3.254000000000 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 1756150.2 0.1850398269 Long ABS-MBS CORP US N 2 2055-02-15 Variable 2.928000000000 N N N N N N Regal Rexnord Corporation QH78R09VCJGQKPBPYU33 REGAL REXNORD CORP COMPANY GUAR 04/28 6.05 758750AM5 300000 PA USD 307762.69 0.0324279523 Long DBT CORP US N 2 2028-04-15 Fixed 6.050000000000 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 76601.34 0.0080712337 Long DBT MUN US N 2 2025-07-01 Fixed 3.539000000000 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 8276.23 PA USD 8504.94 0.0008961378 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.000000000000 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 9098.88 PA USD 9251.81 0.0009748331 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.500000000000 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 484145.1 0.0510127924 Long DBT CORP NL N 2 2030-05-01 Fixed 3.400000000000 N N N N N N Nucor Corporation 549300GGJCRSI2TIEJ46 NUCOR CORP SR UNSECURED 06/30 2.7 670346AS4 300000 PA USD 273483.35 0.0288160499 Long DBT CORP US N 2 2030-06-01 Fixed 2.700000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC SR UNSECURED 12/29 4.016 92343VEU4 500000 PA USD 486444.99 0.0512551243 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 311346.72 0.0328055898 Long DBT CORP US N 2 2050-11-20 Fixed 2.875000000000 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 7284.62 PA USD 7332.59 0.0007726111 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 4046 PA USD 4074.23 0.0004292883 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.000000000000 N N N N N N NVIDIA Corporation 549300S4KLFTLO7GSQ80 NVIDIA CORP SR UNSECURED 06/31 2 67066GAN4 400000 PA USD 348810.44 0.0367530200 Long DBT CORP US N 2 2031-06-15 Fixed 2.000000000000 N N N N N N State Street Corporation 549300ZFEEJ2IP5VME73 STATE STREET CORP SR UNSECURED 05/34 VAR 857477CC5 700000 PA USD 704071.87 0.0741857598 Long DBT CORP US N 2 2034-05-18 Variable 5.159000000000 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 3484.22 PA USD 3559.96 0.0003751014 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 1270.71 PA USD 1300.86 0.0001370674 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 205.1 PA USD 211.48 0.0000222830 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 768.04 PA USD 787.79 0.0000830069 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 90755.19 PA USD 91489.55 0.0096399559 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 257318.64 PA USD 248208.07 0.0261528759 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 99233.59 PA USD 97878.31 0.0103131187 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 1713.59 PA USD 1765.37 0.0001860113 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 4198.66 PA USD 4311.94 0.0004543351 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 12256.72 PA USD 12487.72 0.0013157904 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.000000000000 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 731.29 PA USD 749.63 0.0000789861 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 2797.63 PA USD 2876.55 0.0003030927 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 3098.94 PA USD 3190.25 0.0003361463 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 2579.35 PA USD 2656.68 0.0002799257 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.500000000000 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 1634.25 PA USD 1683.72 0.0001774081 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 683.53 PA USD 695.98 0.0000733331 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.000000000000 N N N N N N GINNIE MAE I POOL GN 12/30 FIXED 7 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL GN 12/30 FIXED 7 36225BLL0 2296.97 PA USD 2341.87 0.0002467552 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 7.000000000000 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 9778 PA USD 9972.66 0.0010507867 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 5.500000000000 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 111774.49 PA USD 110221.1 0.0116136383 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.500000000000 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 234877.04 0.0247482287 Long DBT CORP US N 2 2030-03-15 Fixed 5.857000000000 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 3398.41 PA USD 3370.03 0.0003550891 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.500000000000 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 1803.75 PA USD 1835.52 0.0001934028 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.500000000000 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 32937.98 PA USD 34386 0.0036231408 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 22391.08 PA USD 23250.05 0.0024497820 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 6.000000000000 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 203596.37 0.0214522864 Long DBT CORP US N 2 2032-07-23 Variable 5.718000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP SR UNSECURED 03/33 5 55336VBV1 145000 PA USD 141533.91 0.0149129671 Long DBT CORP US N 2 2033-03-01 Fixed 5.000000000000 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 97427.97 PA USD 98215.75 0.0103486737 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 5.000000000000 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 3364.35 PA USD 3435.67 0.0003620054 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.500000000000 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 259493.41 0.0273419755 Long DBT CORP US N 2 2031-07-15 Fixed 2.400000000000 N N N N N N Mitsubishi Ufj Financial GroupInc. N/A MITSUBISHI UFJ FINANCIAL GROUP SR UNSECURED 07/27 VAR 606822BY9 1300000 PA USD 1250789.07 0.1317915706 Long DBT CORP JP N 2 2027-07-20 Variable 1.538000000000 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 20951.23 PA USD 21877.53 0.0023051641 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 6.500000000000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 GENERAL ELECTRIC CO SR UNSECURED 01/39 6.875 36962G4B7 168000 PA USD 194556.01 0.0204997331 Long DBT CORP US N 2 2039-01-10 Fixed 6.875000000000 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 384998.56 0.0405660443 Long DBT CORP US N 2 2030-06-21 Fixed 3.600000000000 N N N N N N Georgia Power Company D981X4Z4RWS7PDMJUZ03 GEORGIA POWER CO SR UNSECURED 02/39 5.95 373334JN2 335000 PA USD 345796.06 0.0364354046 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 297930.65 0.0313919822 Long DBT CORP US N 2 2033-05-17 Fixed 4.950000000000 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 462633.88 0.0487462252 Long DBT CORP US N 2 2029-12-01 Fixed 2.950000000000 N N N N N N NIKE Inc. 787RXPR0UX0O0XUXPZ81 NIKE INC SR UNSECURED 03/30 2.85 654106AK9 500000 PA USD 462855.15 0.0487695397 Long DBT CORP US N 2 2030-03-27 Fixed 2.850000000000 N N N N N N NiSource Inc. N/A NISOURCE INC SR UNSECURED 06/33 5.4 65473PAP0 900000 PA USD 903992.9 0.0952507876 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 300000 PA USD 230754.2 0.0243138185 Long DBT CORP US N 2 2048-03-30 Fixed 3.950000000000 N N N N N N Rogers Communications Inc. N/A ROGERS COMMUNICATIONS INC COMPANY GUAR 03/42 4.5 775109CJ8 700000 PA USD 592285.91 0.0624072373 Long DBT CORP CA N 2 2042-03-15 Fixed 4.500000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC COMPANY GUAR 05/43 4.5 02209SAQ6 500000 PA USD 413841.55 0.0436051363 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 293352.98 0.0309096481 Long DBT CORP US N 2 2041-02-04 Fixed 3.400000000000 N N N N N N Broadcom Inc. N/A BROADCOM INC COMPANY GUAR 11/32 4.3 11135FAS0 700000 PA USD 668208.25 0.0704069270 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 800000 PA USD 674225.6 0.0710409556 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 10/34 4.8 11135FCD1 400000 PA USD 390472.2 0.0411427840 Long DBT CORP US N 2 2034-10-15 Fixed 4.800000000000 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 494720.61 0.0521270994 Long DBT CORP US N 2 2034-12-15 Fixed 6.200000000000 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 919685.86 0.0969043037 Long DBT NUSS US N 2 2027-11-24 Fixed 0.750000000000 N N N N N N International Bank for Reconstruction and Development ZTMSNXROF84AHWJNKQ93 INTERNATIONAL BANK FOR RECONST SR UNSECURED 07/26 0.875 459058JX2 1000000 PA USD 960735.76 0.1012295980 Long DBT NUSS US N 2 2026-07-15 Fixed 0.875000000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 MICROSOFT CORP SR UNSECURED 06/50 2.525 594918CC6 1538000 PA USD 963446.86 0.1015152577 Long DBT CORP US N 2 2050-06-01 Fixed 2.525000000000 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 211598.39 0.0222954332 Long DBT CORP US N 2 2037-09-15 Fixed 6.125000000000 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 THERMO FISHER SCIENTIFIC INC SR UNSECURED 10/31 2 883556CL4 400000 PA USD 342080.37 0.0360438945 Long DBT CORP US N 2 2031-10-15 Fixed 2.000000000000 N N N N N California State of N/A STATE OF CALIFORNIA CAS 10/39 FIXED 7.3 13063A7D0 400000 PA USD 464586 0.0489519137 Long DBT MUN US N 2 2039-10-01 Fixed 7.300000000000 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 103094.57 0.0108627391 Long DBT MUN US N 2 2041-01-01 Fixed 7.102000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 11/44 4.625 912810UF3 896000 PA USD 897120 0.0945266125 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 12/28 3.75 91282CJR3 8800000 PA USD 8748093.73 0.9217581443 Long DBT UST US N 2 2028-12-31 Fixed 3.750000000000 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 317813 0.0334869207 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 276115.3 0.0290933699 Long DBT CORP GB N 2 2048-05-30 Fixed 5.250000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 WELLS FARGO and CO SR UNSECURED 02/31 VAR 95000U2J1 2000000 PA USD 1802550.8 0.1899289070 Long DBT CORP US N 2 2031-02-11 Variable 2.572000000000 N N N N N N Whirlpool Corporation WHENKOULSSK7WUM60H03 WHIRLPOOL CORP SR UNSECURED 03/43 5.15 96332HCG2 300000 PA USD 253163.47 0.0266750103 Long DBT CORP US N 2 2043-03-01 Fixed 5.150000000000 N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 CSX CORP SR UNSECURED 03/29 4.25 126408HM8 400000 PA USD 396891.5 0.0418191647 Long DBT CORP US N 2 2029-03-15 Fixed 4.250000000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 CSX CORP SR UNSECURED 04/50 3.8 126408HS5 1000000 PA USD 763479.41 0.0804453388 Long DBT CORP US N 2 2050-04-15 Fixed 3.800000000000 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 1033705.33 0.1089181639 Long DBT NUSS IT N 2 2033-06-15 Fixed 5.375000000000 N N N N N N Realty Income Corporation 549300CUWDAUZSH43859 REALTY INCOME CORP SR UNSECURED 01/31 3.25 756109AX2 200000 PA USD 183748.41 0.0193609715 Long DBT CORP US N 2 2031-01-15 Fixed 3.250000000000 N N N N N N Sysco Corporation 5RGWIFLMGH3YS7KWI652 SYSCO CORP COMPANY GUAR 04/50 6.6 871829BN6 1000000 PA USD 1085458.85 0.1143712637 Long DBT CORP US N 2 2050-04-01 Fixed 6.600000000000 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 505964.73 0.0533118557 Long DBT CORP JP N 2 2034-07-05 Fixed 5.300000000000 N N N N N N Solventum Corporation N/A SOLVENTUM CORP COMPANY GUAR 03/31 5.45 83444MAQ4 300000 PA USD 305631.97 0.0322034453 Long DBT CORP US N 2 2031-03-13 Fixed 5.450000000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 ABBOTT LABORATORIES SR UNSECURED 11/26 3.75 002824BF6 283000 PA USD 281397.8 0.0296499697 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 295288.94 0.0311136339 Long DBT CORP US N 2 2036-11-30 Fixed 4.750000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/42 4.4 00287YAM1 660000 PA USD 582715.66 0.0613988512 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 416000 PA USD 410722.71 0.0432765143 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 944632.12 0.0995328099 Long DBT CORP US N 2 2029-11-21 Fixed 3.200000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 DUKE ENERGY CORP SR UNSECURED 12/45 4.8 26441CAP0 500000 PA USD 431798.35 0.0454971858 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 08/52 5 26441CBU8 600000 PA USD 523414.45 0.0551504759 Long DBT CORP US N 2 2052-08-15 Fixed 5.000000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 DUKE ENERGY CORP SR UNSECURED 09/33 5.75 26441CBZ7 500000 PA USD 521087.64 0.0549053075 Long DBT CORP US N 2 2033-09-15 Fixed 5.750000000000 N N N N N N FREDDIE MAC POOL FR 07/53 FIXED 6 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 07/53 FIXED 6 3132DQXR2 875929.59 PA USD 899136.21 0.0947390540 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.000000000000 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 2883314.41 PA USD 2413487.55 0.2543013226 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC POOL FR 08/50 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 08/50 FIXED 3 3133KJXK3 1099829 PA USD 955972.58 0.1007277172 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.000000000000 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 20904.9 PA USD 21750.92 0.0022918236 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 7203.27 PA USD 7616.29 0.0008025037 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.000000000000 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 394726.53 PA USD 385681.88 0.0406380436 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 617331.4 PA USD 597996.09 0.0630089004 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.000000000000 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 1322395.14 PA USD 1175690.21 0.1238786483 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 1.500000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 APPLE INC SR UNSECURED 08/26 2.45 037833BZ2 560000 PA USD 547483.75 0.0576865796 Long DBT CORP US N 2 2026-08-04 Fixed 2.450000000000 N N N N N N FREDDIE MAC POOL FR 07/35 FIXED 2 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 07/35 FIXED 2 3132D55M0 551146.19 PA USD 502903.1 0.0529892617 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 2.000000000000 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 2326828.71 PA USD 2111498.4 0.2224817094 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.500000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 APPLE INC SR UNSECURED 08/62 4.1 037833ER7 700000 PA USD 561113.01 0.0591226504 Long DBT CORP US N 2 2062-08-08 Fixed 4.100000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 ARES CAPITAL CORP SR UNSECURED 03/29 5.875 04010LBF9 500000 PA USD 507617.65 0.0534860185 Long DBT CORP US N 2 2029-03-01 Fixed 5.875000000000 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 1906891.08 PA USD 1839009.38 0.1937704288 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 07/53 FIXED 5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 07/53 FIXED 5 3132DQ3C8 928055.21 PA USD 915311.99 0.0964434433 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.000000000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 DISCOVER BANK SR UNSECURED 09/28 4.65 25466AAP6 500000 PA USD 495451.66 0.0522041278 Long DBT CORP US N 2 2028-09-13 Fixed 4.650000000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 DISCOVERY COMMUNICATIONS LLC COMPANY GUAR 05/29 4.125 25470DBF5 900000 PA USD 849242.44 0.0894819100 Long DBT CORP US N 2 2029-05-15 Fixed 4.125000000000 N N N N N N FREDDIE MAC POOL FR 01/52 FIXED 2.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 01/52 FIXED 2.5 3133B2YC7 237165.18 PA USD 199483.36 0.0210189119 Long ABS-MBS USGSE US N 2 2052-01-01 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 3133KPQ27 756901.87 PA USD 726173.09 0.0765144934 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.500000000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SUBORDINATED 09/37 6.5 404280AH2 660000 PA USD 702949.04 0.0740674509 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 991124.92 0.1044316048 Long DBT CORP GB N 2 2029-06-19 Variable 4.583000000000 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 1460406.1 0.1538782343 Long DBT CORP US N 2 2028-11-07 Fixed 6.798000000000 N N N N N N Huntington Bancshares Incorporated 549300XTVCVV9I7B5T19 HUNTINGTON BANCSHARES INC/OH SUBORDINATED 11/39 VAR 446150BF0 200000 PA USD 201403.71 0.0212212530 Long DBT CORP US N 2 2039-11-18 Variable 6.141000000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR 404280CH0 1000000 PA USD 898301.38 0.0946510907 Long DBT CORP GB N 2 2031-06-04 Variable 2.848000000000 N N N N N N Humana Inc. N/A HUMANA INC SR UNSECURED 03/27 3.95 444859BF8 350000 PA USD 345191.5 0.0363717041 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 479571.23 0.0505308586 Long DBT CORP US N 2 2029-05-01 Fixed 4.500000000000 N N N N N N Booking Holdings Inc. FXM8FAOHMYDIPD38UZ17 BOOKING HOLDINGS INC SR UNSECURED 03/28 3.55 741503BC9 300000 PA USD 294031.31 0.0309811215 Long DBT CORP US N 2 2028-03-15 Fixed 3.550000000000 N N N N N N JH COLLATERAL N/A JH COLLATERAL N/A 1160333.3 NS USD 11606697.93 1.2229599586 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 250702.77 0.0264157344 Long DBT CORP US N 2 2038-11-15 Fixed 8.875000000000 N N N N N N Regeneron Pharmaceuticals Inc. 549300RCBFWIRX3HYQ56 REGENERON PHARMACEUTICALS INC SR UNSECURED 09/50 2.8 75886FAF4 1000000 PA USD 591354.5 0.0623090977 Long DBT CORP US N 2 2050-09-15 Fixed 2.800000000000 N N N N N N SandP Global Inc. Y6X4K52KMJMZE7I7MY94 SandP GLOBAL INC COMPANY GUAR 03/32 2.9 78409VBK9 600000 PA USD 534991.7 0.0563703330 Long DBT CORP US N 2 2032-03-01 Fixed 2.900000000000 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 211070.65 0.0222398269 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 12/45 4.3 92826CAF9 463000 PA USD 403659 0.0425322341 Long DBT CORP US N 2 2045-12-14 Fixed 4.300000000000 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 852853.69 0.0898624156 Long DBT CORP US N 2 2045-05-11 Fixed 4.375000000000 N N N N N N Visa Inc. 549300JZ4OKEHW3DPJ59 VISA INC SR UNSECURED 04/30 2.05 92826CAM4 600000 PA USD 538516.36 0.0567417149 Long DBT CORP US N 2 2030-04-15 Fixed 2.050000000000 N N N N N N Waste Management Inc. 549300YX8JIID70NFS41 WASTE MANAGEMENT INC COMPANY GUAR 11/50 2.5 94106LBM0 300000 PA USD 179068.66 0.0188678815 Long DBT CORP US N 2 2050-11-15 Fixed 2.500000000000 N N N N N N Federal Home Loan Banks N/A FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130B2K95 1000000 PA USD 991089.36 0.1044278579 Long DBT USGSE US N 2 2029-08-28 Fixed 4.100000000000 N N N N N N Fifth Third Bank National Association N/A FIFTH THIRD BANK NA SR UNSECURED 02/27 2.25 31677QBR9 300000 PA USD 288680.76 0.0304173515 Long DBT CORP US N 2 2027-02-01 Fixed 2.250000000000 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 600853.8 0.0633100080 Long DBT CORP US N 2 2029-01-15 Fixed 5.300000000000 N N N N N N Suncor Energy Inc. N/A SUNCOR ENERGY INC SR UNSECURED 05/35 5.95 71644EAG7 163000 PA USD 165912.32 0.0174816408 Long DBT CORP CA N 2 2035-05-15 Fixed 5.950000000000 N N N N N The Southern Company 549300FC3G3YU2FBZD92 SOUTHERN CO/THE SR UNSECURED 07/46 4.4 842587CX3 400000 PA USD 330878.57 0.0348635973 Long DBT CORP US N 2 2046-07-01 Fixed 4.400000000000 N N N N N N Stryker Corporation 5493002F0SC4JTBU5137 STRYKER CORP SR UNSECURED 03/46 4.625 863667AJ0 350000 PA USD 311771.36 0.0328503328 Long DBT CORP US N 2 2046-03-15 Fixed 4.625000000000 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 1019918.7 0.1074655116 Long DBT CORP US N 2 2033-01-15 Fixed 5.700000000000 N N N N N N Phillips 66 Company N/A PHILLIPS 66 CO COMPANY GUAR 03/28 3.75 718547AH5 200000 PA USD 195806.22 0.0206314637 Long DBT CORP US N 2 2028-03-01 Fixed 3.750000000000 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 302803.76 0.0319054460 Long DBT CORP US N 2 2047-12-01 Fixed 3.750000000000 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 399628.9 0.0421075956 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 442976.87 0.0466750300 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 1028605.6 0.1083808220 Long DBT CORP IE N 2 2028-06-06 Fixed 5.750000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 AMAZON.COM INC SR UNSECURED 08/47 4.05 023135BJ4 400000 PA USD 332693.26 0.0350548052 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 483946.06 0.0509918202 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 348670.56 0.0367382813 Long DBT CORP US N 2 2031-05-12 Fixed 2.100000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 AMAZON.COM INC SR UNSECURED 12/32 4.7 023135CR5 700000 PA USD 706023.32 0.0743913778 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 800000 PA USD 743356.39 0.0783250417 Long DBT CORP US N 2 2031-01-15 Fixed 3.500000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 HCA INC COMPANY GUAR 02/27 4.5 404119BU2 200000 PA USD 199311.15 0.0210007667 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 368352.55 0.0388121085 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 09/30 3.5 404119CA5 275000 PA USD 255024.58 0.0268711094 Long DBT CORP US N 2 2030-09-01 Fixed 3.500000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 HCA INC COMPANY GUAR 04/34 5.6 404119CU1 500000 PA USD 502771.08 0.0529753512 Long DBT CORP US N 2 2034-04-01 Fixed 5.600000000000 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 197380.68 0.0207973594 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 400000 PA USD 391027.85 0.0412013310 Long DBT CORP US N 2 2028-05-15 Fixed 3.850000000000 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 496581.58 0.0523231837 Long DBT CORP US N 2 2048-02-21 Fixed 4.300000000000 N N N N N N TransCanada Pipelines Limited 5BV01I6231JPDAPMGH09 TRANSCANADA PIPELINES LTD SR UNSECURED 03/36 5.85 89352HAB5 405000 PA USD 413677.49 0.0435878498 Long DBT CORP CA N 2 2036-03-15 Fixed 5.850000000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 ALPHABET INC SR UNSECURED 08/30 1.1 02079KAD9 300000 PA USD 255565.31 0.0269280844 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 226587.99 0.0238748385 Long DBT CORP US N 2 2050-08-15 Fixed 2.050000000000 N N N N N N Athene Global Funding N/A ATHENE GLOBAL FUNDING SECURED 144A 07/31 5.526 04685A3Z2 250000 PA USD 253586.3 0.0267195625 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 197281.27 0.0207868849 Long DBT CORP US N 2 2028-01-12 Fixed 4.125000000000 N N N N N N HP Inc. WHKXQACZ14C5XRO8LW03 HP INC SR UNSECURED 09/41 6 428236BR3 500000 PA USD 503105.39 0.0530105764 Long DBT CORP US N 2 2041-09-15 Fixed 6.000000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP SR UNSECURED 03/47 5.2 55336VAL4 155000 PA USD 136353.21 0.0143670936 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 400685.2 0.0422188945 Long DBT CORP US N 2 2029-02-15 Fixed 4.800000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 01/29 VAR 61744YAP3 550000 PA USD 537971.07 0.0566842595 Long DBT CORP US N 2 2029-01-24 Variable 3.772000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 01/47 4.375 61746BEG7 1050000 PA USD 882870.88 0.0930252292 Long DBT CORP US N 2 2047-01-22 Fixed 4.375000000000 N N N N N N Berkshire Hathaway Energy Company 549300JD0S5IZJE9LY15 BERKSHIRE HATHAWAY ENERGY CO SR UNSECURED 02/45 4.5 084659AF8 400000 PA USD 345970.7 0.0364538059 Long DBT CORP US N 2 2045-02-01 Fixed 4.500000000000 N 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 552077.47 0.0581706049 Long DBT CORP US N 2 2042-05-15 Fixed 4.400000000000 N N N N N N Berry Global Inc. 549300AP2Q7ERHX6RI89 BERRY GLOBAL INC SR SECURED 04/28 5.5 08576PAL5 250000 PA USD 254995.15 0.0268680085 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 359436.35 0.0378726375 Long DBT CORP US N 2 2051-02-15 Fixed 3.250000000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 FIRSTENERGY CORP SR UNSECURED 03/30 2.65 337932AL1 225000 PA USD 202618.83 0.0213492862 Long DBT CORP US N 2 2030-03-01 Fixed 2.650000000000 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 300960.31 0.0317112077 Long DBT CORP US N 2 2037-02-01 Fixed 5.650000000000 N N N N N N Johnson and Johnson 549300G0CFPGEF6X2043 JOHNSON and JOHNSON SR UNSECURED 07/38 5.85 478160AT1 285000 PA USD 310685.63 0.0327359329 Long DBT CORP US N 2 2038-07-15 Fixed 5.850000000000 N N N N N N Johnson and Johnson 549300G0CFPGEF6X2043 JOHNSON and JOHNSON SR UNSECURED 09/40 2.1 478160CR3 500000 PA USD 344719.58 0.0363219794 Long DBT CORP US N 2 2040-09-01 Fixed 2.100000000000 N 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 991456.61 0.1044665539 Long DBT NUSS PL N 2 2034-09-18 Fixed 5.125000000000 N N N N N N Republic Services Inc. NKNQHM6BLECKVOQP7O46 REPUBLIC SERVICES INC SR UNSECURED 03/33 2.375 760759BA7 400000 PA USD 332857.02 0.0350720601 Long DBT CORP US N 2 2033-03-15 Fixed 2.375000000000 N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP SR UNSECURED 06/27 5.5 29278NAN3 600000 PA USD 609127.16 0.0641817450 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 406566.08 0.0428385437 Long DBT CORP US N 2 2030-05-15 Fixed 3.750000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/52 FIXED 4.5 3140QPPS0 241440.48 PA USD 231638.46 0.0244069901 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 1030479.77 PA USD 935760.75 0.0985980625 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 07/53 FIXED 5.5 3140QSQC8 1145246.58 PA USD 1147987.38 0.1209596913 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.500000000000 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 489182.48 PA USD 453966.72 0.0478329947 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.500000000000 N N N N N N GINNIE MAE II POOL G2 07/45 FIXED 4 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 07/45 FIXED 4 36179RJF7 227177.88 PA USD 217158.7 0.0228813049 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 89622.86 PA USD 85670.24 0.0090267942 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 711903.16 PA USD 639206.6 0.0673511176 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 350694.35 PA USD 324571.48 0.0341990397 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 554641.12 PA USD 513153.13 0.0540692740 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 520719.55 PA USD 493198.06 0.0519666733 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 433062.75 PA USD 388840.2 0.0409708254 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 1671134.4 PA USD 1498918.49 0.1579361594 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 343842.01 PA USD 326743.5 0.0344278984 Long ABS-MBS USGA US N 2 2047-09-20 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 246076.02 PA USD 239963.86 0.0252842104 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.500000000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP SR UNSECURED 05/33 VAR 14040HCT0 480000 PA USD 472605.72 0.0497969255 Long DBT CORP US N 2 2033-05-10 Variable 5.268000000000 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 957485.76 PA USD 906281.53 0.0954919331 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 9275924.55 PA USD 7590115.24 0.7997457223 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.000000000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP SR UNSECURED 02/30 VAR 14040HDE2 600000 PA USD 612901.04 0.0645793864 Long DBT CORP US N 2 2030-02-01 Variable 5.700000000000 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 365921.57 0.0385559640 Long DBT CORP US N 2 2029-09-06 Fixed 2.125000000000 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 6373829.26 PA USD 5440691.1 0.5732679012 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 633497.54 PA USD 584923.17 0.0616314494 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 3.500000000000 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 287491.64 0.0302920578 Long DBT CORP US N 2 2040-06-01 Fixed 2.500000000000 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 199018.46 0.0209699269 Long DBT CORP US N 2 2044-04-15 Fixed 4.300000000000 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 416567.11 PA USD 405439.14 0.0427198017 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 2569488.06 PA USD 2195987.79 0.2313840812 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 3373150.87 PA USD 3001292.02 0.3162363651 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 3.000000000000 N N N N N N GINNIE MAE II POOL G2 11/50 FIXED 2 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 11/50 FIXED 2 36179VXX3 1154828.38 PA USD 945310.41 0.0996042791 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.000000000000 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 814408.18 PA USD 766274.38 0.0807398357 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 1339021.6 PA USD 1233002.56 0.1299174639 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 3.500000000000 N N N N N N GINNIE MAE II POOL G2 07/51 FIXED 3 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 07/51 FIXED 3 36179WJS8 1966940.08 PA USD 1743341.68 0.1836902349 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 1902397.75 PA USD 1622694.87 0.1709780734 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.500000000000 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 882254.37 PA USD 870702.57 0.0917430940 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 893708.14 PA USD 899402.31 0.0947670921 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 838254.1 PA USD 854281.43 0.0900128519 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 732495.02 PA USD 706747.09 0.0744676390 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 1536932.69 PA USD 1482427.68 0.1561985765 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 1663739.76 PA USD 1642475.5 0.1730622940 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 800546.18 PA USD 821019.43 0.0865081433 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 6.500000000000 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 869410.07 PA USD 816463.26 0.0860280745 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 872178.05 PA USD 860758.19 0.0906952870 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 1132376.13 PA USD 1140298.69 0.1201495591 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 409911 PA USD 385075.64 0.0405741660 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 4.000000000000 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 1443604.45 PA USD 1392860.31 0.1467611544 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 481589.57 PA USD 463758.23 0.0488646943 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 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 08/53 FIXED 5 36179YDJ0 453015.23 PA USD 446800.54 0.0470779177 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.000000000000 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 657478.03 PA USD 662078.01 0.0697610036 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL G2 11/53 FIXED 5.5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 11/53 FIXED 5.5 36179YKS2 1771785.38 PA USD 1781413.08 0.1877016943 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL G2 02/54 FIXED 5 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 02/54 FIXED 5 36179YRG1 463380.06 PA USD 457167.99 0.0481703021 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 1503264.8 PA USD 1531067.53 0.1613235990 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 998771.04 PA USD 983118.7 0.1035880155 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 5.000000000000 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 289026.24 PA USD 267677.61 0.0282043180 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.500000000000 N N N N N N GINNIE MAE II POOL G2 03/55 FIXED 6 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL G2 03/55 FIXED 6 3618N5JE0 500000 PA USD 508114.65 0.0535383858 Long ABS-MBS USGA US N 2 2055-03-20 Fixed 6.000000000000 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 88241.38 PA USD 87101.96 0.0091776498 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 4528.02 PA USD 4483.79 0.0004724423 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 18885.12 PA USD 19449.5 0.0020493305 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 15507.03 PA USD 16290.73 0.0017165012 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 22837.9 PA USD 23518.99 0.0024781194 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 30644.48 PA USD 31563.87 0.0033257822 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 6019.59 PA USD 6094.86 0.0006421955 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 22840.15 PA USD 23550.02 0.0024813889 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 96020.39 PA USD 97247.09 0.0102466091 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 25080.39 PA USD 25404.53 0.0026767926 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 50491.85 PA USD 49800.54 0.0052473207 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.500000000000 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 347560.53 PA USD 336332.41 0.0354382506 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.000000000000 N N N N N N GlaxoSmithKline Capital Inc. 5493007Q8VD7Q3ZYZS59 GLAXOSMITHKLINE CAPITAL INC COMPANY GUAR 05/38 6.375 377372AE7 210000 PA USD 231633.03 0.0244064180 Long DBT CORP US N 2 2038-05-15 Fixed 6.375000000000 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 464155.05 0.0489065059 Long DBT CORP US N 2 2036-04-01 Fixed 6.125000000000 N N N N N N Stanley Black and Decker Inc. 549300DJ09SMTO561131 STANLEY BLACK and DECKER INC SR UNSECURED 11/50 2.75 854502AN1 300000 PA USD 172226.77 0.0181469738 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 288292.84 0.0303764776 Long DBT CORP US N 2 2029-08-15 Fixed 3.550000000000 N N N N N N State of Texas 549300X9CH74QB747L76 STATE OF TEXAS TXS 04/39 FIXED 5.517 882722KF7 260000 PA USD 266187.01 0.0280472583 Long DBT MUN US N 2 2039-04-01 Fixed 5.517000000000 N N N N N N Global Payments Inc. 549300NOMHGVQBX6S778 GLOBAL PAYMENTS INC SR UNSECURED 06/28 4.45 891906AF6 400000 PA USD 397407.88 0.0418735740 Long DBT CORP US N 2 2028-06-01 Fixed 4.450000000000 N N N N N N Vulcan Materials Company 549300Q8LSNHAVWBNI21 VULCAN MATERIALS CO SR UNSECURED 06/30 3.5 929160AZ2 300000 PA USD 282702.74 0.0297874670 Long DBT CORP US N 2 2030-06-01 Fixed 3.500000000000 N N N N N N NatWest Group plc N/A NATWEST GROUP PLC SR UNSECURED 03/35 VAR 639057AN8 200000 PA USD 203994.97 0.0214942856 Long DBT CORP GB N 2 2035-03-01 Variable 5.778000000000 N N N N N N NatWest Group plc N/A NATWEST GROUP PLC SR UNSECURED 08/30 VAR 639057AS7 300000 PA USD 300265.37 0.0316379841 Long DBT CORP GB N 2 2030-08-15 Variable 4.964000000000 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 960486.01 0.1012032826 Long DBT CORP US N 2 2029-04-23 Fixed 3.450000000000 N N N N N N TCI Communications Inc. N/A TCI COMMUNICATIONS INC SR UNSECURED 02/28 7.125 872287AL1 110000 PA USD 118150.21 0.0124491028 Long DBT CORP US N 2 2028-02-15 Fixed 7.125000000000 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 395205.4 0.0416415058 Long DBT CORP US N 2 2026-12-15 Fixed 4.011000000000 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 341918.07 0.0360267934 Long DBT CORP US N 2 2050-05-15 Fixed 3.350000000000 N N N N N N McDonald's Corporation UE2136O97NLB5BYP9H04 MCDONALD'S CORP SR UNSECURED 05/29 5 58013MFX7 500000 PA USD 509892.26 0.0537256867 Long DBT CORP US N 2 2029-05-17 Fixed 5.000000000000 N N N N N N McDonald's Corporation UE2136O97NLB5BYP9H04 MCDONALD'S CORP SR UNSECURED 03/35 4.95 58013MGA6 500000 PA USD 497576.21 0.0524279847 Long DBT CORP US N 2 2035-03-03 Fixed 4.950000000000 N N N N N N Merck Sharp and Dohme LLC N/A MERCK SHARP and DOHME CORP COMPANY GUAR 03/28 6.4 589331AD9 500000 PA USD 529652.16 0.0558077231 Long DBT CORP US N 2 2028-03-01 Fixed 6.400000000000 N N N N N N Merck and Co. Inc. 4YV9Y5M8S0BRK1RP0397 MERCK and CO INC SR UNSECURED 12/31 2.15 58933YBE4 350000 PA USD 301150.45 0.0317312421 Long DBT CORP US N 2 2031-12-10 Fixed 2.150000000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 NORTHROP GRUMMAN CORP SR UNSECURED 01/28 3.25 666807BN1 100000 PA USD 96812.65 0.0102008336 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 197815.92 0.0208432192 Long DBT CORP US N 2 2030-05-01 Fixed 4.400000000000 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 546584.32 0.0575918096 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 881211.96 0.0928504342 Long DBT CORP JP N 2 2027-07-12 Fixed 3.364000000000 N N N N N N Essential Utilities Inc. N/A ESSENTIAL UTILITIES INC SR UNSECURED 05/49 4.276 03836WAC7 400000 PA USD 315783.1 0.0332730368 Long DBT CORP US N 2 2049-05-01 Fixed 4.276000000000 N N N N N N Equinix Inc. 549300EVUN2BTLJ3GT74 EQUINIX INC SR UNSECURED 07/30 2.15 29444UBH8 400000 PA USD 350658.73 0.0369477683 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 200000 PA USD 184089.01 0.0193968594 Long DBT CORP US N 2 2030-01-15 Fixed 3.000000000000 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 158792.31 0.0167314285 Long DBT MUN US N 2 2034-01-01 Fixed 6.184000000000 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 183174.15 0.0193004636 Long DBT CORP US N 2 2031-01-15 Fixed 3.700000000000 N N N N N N Cisco Systems Inc. N/A CISCO SYSTEMS INC SR UNSECURED 02/39 5.9 17275RAD4 80000 PA USD 85931.08 0.0090542780 Long DBT CORP US N 2 2039-02-15 Fixed 5.900000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 04/48 VAR 172967LJ8 400000 PA USD 328283.7 0.0345901843 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 700000 PA USD 631553.21 0.0665447048 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 05/28 VAR 172967NS6 700000 PA USD 700886.42 0.0738501193 Long DBT CORP US N 2 2028-05-24 Variable 4.658000000000 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 392052.14 0.0413092571 Long DBT CORP NL N 2 2027-03-02 Fixed 3.500000000000 N N N N N N Quest Diagnostics Incorporated 8MCWUBXQ0WE04KMXBX50 QUEST DIAGNOSTICS INC SR UNSECURED 03/45 4.7 74834LAY6 300000 PA USD 263589.1 0.0277735250 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 300000 PA USD 295180.92 0.0311022522 Long DBT CORP US N 2 2029-06-30 Fixed 4.200000000000 N N N N N N Raymond James Financial Inc. RGUZHJ05YTITL6D76949 RAYMOND JAMES FINANCIAL INC SR UNSECURED 07/46 4.95 754730AF6 500000 PA USD 452621.47 0.0476912501 Long DBT CORP US N 2 2046-07-15 Fixed 4.950000000000 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 1062517.85 PA USD 1064147.54 0.1121257604 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 09/54 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 09/54 FIXED 5.5 3132DUBM8 1944666.12 PA USD 1953574.05 0.2058417350 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 09/53 FIXED 6 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 09/53 FIXED 6 3132E0NN8 897539.94 PA USD 919636.21 0.0968990722 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.000000000000 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 1277227.66 PA USD 1277216.93 0.1345761881 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.500000000000 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 1109978.25 PA USD 1075321.29 0.1133031021 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 4.500000000000 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 1640430.22 PA USD 1709099.12 0.1800822078 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.500000000000 N N N N N N DTE Electric Company N/A DTE ELECTRIC CO GENL REF MOR 08/47 3.75 23338VAG1 300000 PA USD 231465.73 0.0243887901 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 232856.33 0.0245353131 Long DBT CORP US N 2 2033-04-01 Fixed 5.200000000000 N N N N N N Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 DOMINION ENERGY INC SR UNSECURED 04/30 3.375 25746UDG1 500000 PA USD 467262.84 0.0492339636 Long DBT CORP US N 2 2030-04-01 Fixed 3.375000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 DUKE ENERGY CORP SR UNSECURED 06/30 2.45 26441CBH7 660000 PA USD 588488.28 0.0620070934 Long DBT CORP US N 2 2030-06-01 Fixed 2.450000000000 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 332535.5 0.0350381826 Long DBT CORP US N 2 2043-06-15 Fixed 4.600000000000 N N N N N N The TJX Companies Inc. V167QI9I69W364E2DY52 TJX COS INC/THE SR UNSECURED 04/30 3.875 872540AT6 400000 PA USD 388432.03 0.0409278179 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 500000 PA USD 440596.44 0.0464242119 Long DBT CORP US N 2 2050-04-15 Fixed 4.500000000000 N 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 3802401.54 0.4006466661 Long DBT UST US N 2 2039-05-15 Fixed 4.250000000000 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 505014.45 0.0532117278 Long DBT CORP US N 2 2029-01-23 Fixed 4.750000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 APPLE INC SR UNSECURED 05/30 1.65 037833DU1 900000 PA USD 790889.08 0.0833334065 Long DBT CORP US N 2 2030-05-11 Fixed 1.650000000000 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 5106250 0.5380289317 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 02/41 4.75 912810QN1 2000000 PA USD 2061562.5 0.2172201262 Long DBT UST US N 2 2041-02-15 Fixed 4.750000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 APPLE INC SR UNSECURED 05/53 4.85 037833EW6 270000 PA USD 258998.04 0.0272897799 Long DBT CORP US N 2 2053-05-10 Fixed 4.850000000000 N N N N N Cardinal Health Inc. CCU46N3GJMF4OK4N7U60 CARDINAL HEALTH INC SR UNSECURED 02/29 5.125 14149YBN7 500000 PA USD 508061.44 0.0535327792 Long DBT CORP US N 2 2029-02-15 Fixed 5.125000000000 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 1311192.98 0.1381561338 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 02/47 3 912810RV2 10905000 PA USD 8399405.91 0.8850180444 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 02/48 3 912810SA7 6700000 PA USD 5107179.65 0.5381268859 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 02/49 3 912810SF6 3000000 PA USD 2268632.82 0.2390384514 Long DBT UST US N 2 2049-02-15 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 1105605.47 0.1164940475 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 02/53 3.625 912810TN8 2520000 PA USD 2122410.93 0.2236315271 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 3185015.64 0.3355947246 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 05/43 3.875 912810TS7 2400000 PA USD 2190750 0.2308321924 Long DBT UST US N 2 2043-05-15 Fixed 3.875000000000 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 1017137.9 0.1071725078 Long ABS-O CORP US N 2 2028-07-17 Fixed 5.700000000000 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 1014877.9 0.1069343789 Long ABS-O CORP US N 2 2030-06-10 Fixed 5.210000000000 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 6274968.75 0.6611730200 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 1887244.15 0.1988527694 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 1504863.29 0.1585625436 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 02/55 4.625 912810UG1 2220000 PA USD 2234915.63 0.2354857809 Long DBT UST US N 2 2055-02-15 Fixed 4.625000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 05/28 2.875 9128284N7 4800000 PA USD 4656187.49 0.4906073109 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 01/27 1.5 912828Z78 18425000 PA USD 17641937.5 1.8588734956 Long DBT UST US N 2 2027-01-31 Fixed 1.500000000000 N N N N N N Ovintiv Inc. N/A OVINTIV INC COMPANY GUAR 08/34 6.5 292505AD6 270000 PA USD 281460.13 0.0296565372 Long DBT CORP US N 2 2034-08-15 Fixed 6.500000000000 N N N N N N Huntington Bancshares Incorporated 549300XTVCVV9I7B5T19 HUNTINGTON BANCSHARES INC/OH SR UNSECURED 01/31 VAR 446150BE3 200000 PA USD 202128.23 0.0212975933 Long DBT CORP US N 2 2031-01-15 Variable 5.272000000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 PACIFICORP 1ST MORTGAGE 01/39 6 695114CL0 335000 PA USD 345342.89 0.0363876556 Long DBT CORP US N 2 2039-01-15 Fixed 6.000000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 05/32 2.875 91282CEP2 2780000 PA USD 2571934.38 0.2709963490 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 02/30 4 91282CGQ8 8255000 PA USD 8273702.69 0.8717731055 Long DBT UST US N 2 2030-02-28 Fixed 4.000000000000 N N N N N N Target Corporation 8WDDFXB5T1Z6J0XC1L66 TARGET CORP SR UNSECURED 11/47 3.9 87612EBG0 500000 PA USD 395452.7 0.0416675630 Long DBT CORP US N 2 2047-11-15 Fixed 3.900000000000 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 349833.11 0.0368607754 Long DBT CORP US N 2 2044-12-15 Fixed 4.685000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 BOEING CO/THE SR UNSECURED 09/31 8.75 097023AE5 90000 PA USD 106602.72 0.0112323814 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 05/50 5.805 097023CW3 600000 PA USD 571188.85 0.0601843088 Long DBT CORP US N 2 2050-05-01 Fixed 5.805000000000 N N N N N N Costco Wholesale Corporation 29DX7H14B9S6O3FD6V18 COSTCO WHOLESALE CORP SR UNSECURED 04/30 1.6 22160KAP0 500000 PA USD 438390.54 0.0461917834 Long DBT CORP US N 2 2030-04-20 Fixed 1.600000000000 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 274467.31 0.0289197265 Long DBT CORP US N 2 2028-10-15 Fixed 2.400000000000 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 498680.74 0.0525443654 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 290950.77 0.0306565350 Long DBT CORP US N 2 2029-05-01 Fixed 3.900000000000 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 4256607.44 0.4485048624 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 04/31 4.625 91282CKN0 5570000 PA USD 5744497.63 0.6052790058 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 04/29 4.625 91282CKP5 6000000 PA USD 6156328.14 0.6486722453 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 4755812.5 0.5011044737 Long DBT UST US N 2 2027-05-15 Fixed 4.500000000000 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 200284.16 0.0211032896 Long DBT CORP US N 2 2029-05-30 Fixed 5.250000000000 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 616697.46 0.0649794028 Long ABS-O CORP US N 2 2031-03-17 Fixed 5.460000000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 CONSTELLATION ENERGY GENERATIO SR UNSECURED 01/34 6.125 210385AD2 185000 PA USD 194945.01 0.0205407208 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 231107.23 0.0243510161 Long DBT CORP US N 2 2032-04-05 Fixed 3.900000000000 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 299068.31 0.0315118538 Long DBT CORP US N 2 2032-01-12 Fixed 3.100000000000 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 737400.14 0.0776974511 Long DBT CORP US N 2 2042-04-22 Variable 3.210000000000 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 51643.56 0.0054415137 Long DBT CORP US N 2 2026-04-15 Fixed 7.750000000000 N 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 997572.78 0.1051109948 Long DBT CORP US N 2 2028-08-23 Variable 4.482000000000 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 127114.85 0.0133936777 Long DBT CORP US N 2 2035-07-15 Fixed 5.350000000000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 CROWN CASTLE INC SR UNSECURED 06/26 3.7 22822VAC5 400000 PA USD 395206.03 0.0416415722 Long DBT CORP US N 2 2026-06-15 Fixed 3.700000000000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 CROWN CASTLE INC SR UNSECURED 07/31 2.5 22822VAY7 300000 PA USD 256171.67 0.0269919745 Long DBT CORP US N 2 2031-07-15 Fixed 2.500000000000 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 611168.45 0.0643968290 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 400000 PA USD 428072.39 0.0451045935 Long DBT CORP US N 2 2052-11-15 Fixed 6.350000000000 N N N N N N Lockheed Martin Corporation DPRBOZP0K5RM2YE8UU08 LOCKHEED MARTIN CORP SR UNSECURED 01/33 5.25 539830BW8 475000 PA USD 487236.48 0.0513385210 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 578520.59 0.0609568304 Long DBT CORP US N 2 2029-04-05 Fixed 3.650000000000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 SOUTHWEST AIRLINES CO SR UNSECURED 06/27 5.125 844741BK3 500000 PA USD 503338.32 0.0530351194 Long DBT CORP US N 2 2027-06-15 Fixed 5.125000000000 N N N N N N Lowe`s Companies Inc. WAFCR4OKGSC504WU3E95 LOWE'S COS INC SR UNSECURED 04/32 3.75 548661EH6 500000 PA USD 463839.54 0.0488732616 Long DBT CORP US N 2 2032-04-01 Fixed 3.750000000000 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 406121.07 0.0427916544 Long DBT CORP US N 2 2034-07-15 Fixed 5.450000000000 N N N N N N Blackstone Private Credit Fund N/A BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 07/29 5.95 09261HBN6 300000 PA USD 303244.14 0.0319518474 Long DBT CORP US N 2 2029-07-16 Fixed 5.950000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP SR UNSECURED 12/45 6.125 29273RBJ7 350000 PA USD 344161.7 0.0362631974 Long DBT CORP US N 2 2045-12-15 Fixed 6.125000000000 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 2554199.23 0.2691276540 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 5723654.28 0.6030828099 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 01/28 4.25 91282CMF5 5500000 PA USD 5551562.5 0.5849500595 Long DBT UST US N 2 2028-01-15 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 01/30 4.25 91282CMG3 7013000 PA USD 7102854.06 0.7484045987 Long DBT UST US N 2 2030-01-31 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 01/32 4.375 91282CMK4 4338000 PA USD 4414592.81 0.4651512663 Long DBT UST US N 2 2032-01-31 Fixed 4.375000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 02/35 4.625 91282CMM0 4496000 PA USD 4644930 0.4894211458 Long DBT UST US N 2 2035-02-15 Fixed 4.625000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 02/28 4.25 91282CMN8 7000000 PA USD 7068906.25 0.7448276286 Long DBT UST US N 2 2028-02-15 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 02/27 4.125 91282CMP3 750000 PA USD 752841.8 0.0793244885 Long DBT UST US N 2 2027-02-28 Fixed 4.125000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 02/32 4.125 91282CMR9 1511000 PA USD 1515013.59 0.1596320477 Long DBT UST US N 2 2032-02-29 Fixed 4.125000000000 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 107018.31 0.0112761708 Long DBT CORP CA N 2 2033-12-15 Fixed 6.125000000000 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 243741.33 0.0256822301 Long DBT CORP AU N 2 2040-11-02 Fixed 5.200000000000 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 245407.07 0.0258577437 Long DBT CORP GB N 2 2042-03-22 Fixed 4.750000000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 ASTRAZENECA PLC SR UNSECURED 04/26 0.7 046353AV0 500000 PA USD 482172.62 0.0508049586 Long DBT CORP GB N 2 2026-04-08 Fixed 0.700000000000 N N N N N N Barclays PLC N/A BARCLAYS PLC SR UNSECURED 01/26 4.375 06738EAN5 500000 PA USD 499124.54 0.0525911272 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 270382.02 0.0284892728 Long DBT CORP GB N 2 2047-01-10 Fixed 4.950000000000 N N N N N N Barclays PLC N/A BARCLAYS PLC SR UNSECURED 11/33 VAR 06738ECE3 700000 PA USD 781359.76 0.0823293331 Long DBT CORP GB N 2 2033-11-02 Variable 7.437000000000 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 210099.74 0.0221375253 Long DBT CORP US N 2 2038-01-15 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/31 FIXED 7 31388UEA4 1399.68 PA USD 1469.95 0.0001548838 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 11/54 FIXED 5.5 3140QVRK2 1984680.62 PA USD 1993771.85 0.2100772462 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 12/53 FIXED VAR 3140XNHU1 1475428.78 PA USD 1529582.92 0.1611671705 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/25 FIXED VAR 31419AMS3 10336.16 PA USD 10279.31 0.0010830974 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.500000000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 HONEYWELL INTERNATIONAL INC SR UNSECURED 06/30 1.95 438516BZ8 500000 PA USD 440751.31 0.0464405300 Long DBT CORP US N 2 2030-06-01 Fixed 1.950000000000 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 249917.8 0.0263330246 Long DBT CORP US N 2 2033-05-15 Fixed 5.000000000000 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 402301.05 0.0423891514 Long DBT CORP NL N 2 2030-09-15 Fixed 8.250000000000 N N N N N N Telefonica Emisiones S.A.U. N/A TELEFONICA EMISIONES SA COMPANY GUAR 06/36 7.045 87938WAC7 230000 PA USD 255005.88 0.0268691390 Long DBT CORP ES N 2 2036-06-20 Fixed 7.045000000000 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 497589.1 0.0524293428 Long DBT NUSS CA N 2 2026-01-15 Fixed 6.500000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC COMPANY GUAR 06/44 4.5 29250NAJ4 300000 PA USD 251074.42 0.0264548939 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 300000 PA USD 294500.48 0.0310305564 Long DBT CORP CA N 2 2027-07-15 Fixed 3.700000000000 N N N N N N Exxon Mobil Corporation J3WHBG0MTS7O8ZVMDC91 EXXON MOBIL CORP SR UNSECURED 03/30 3.482 30231GBK7 500000 PA USD 480060.47 0.0505824082 Long DBT CORP US N 2 2030-03-19 Fixed 3.482000000000 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 2150932.74 PA USD 1948183.45 0.2052737450 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 4533872.09 PA USD 3966349.64 0.4179213434 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.000000000000 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 6995309.01 PA USD 5870748.03 0.6185815992 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 1210200.54 PA USD 1236034.69 0.1302369496 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 1746836.16 PA USD 1753200.23 0.1847289982 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 03/53 FIXED 5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 03/53 FIXED 5 3132DPUP1 515593.93 PA USD 509432.63 0.0536772570 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 5.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 07/53 FIXED 5.5 3132DQUC8 923831.27 PA USD 931700.65 0.0981702630 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 02/54 FIXED 6 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 02/54 FIXED 6 3132DSJF0 616412.9 PA USD 632907.68 0.0666874209 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC POOL FR 06/53 FIXED 5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 06/53 FIXED 5 3133C6BC2 1427192.15 PA USD 1403135.26 0.1478437924 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.000000000000 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 3587765.91 PA USD 2735023.2 0.2881804868 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 4747869.11 PA USD 3792100.27 0.3995612548 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 1869655.37 PA USD 1630364.91 0.1717862406 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 05/53 FIXED 5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 05/53 FIXED 5 3133KRB29 908775 PA USD 893456.6 0.0941406120 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 1001118.57 PA USD 984243.62 0.1037065446 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 05/31 FIXED VAR 31384WLP3 933.68 PA USD 976.68 0.0001029096 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 05/32 FIXED 7 31389X5W9 1006.9 PA USD 1064.06 0.0001121165 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 05/28 FIXED 2.5 3138WQRK0 120941.85 PA USD 118019.8 0.0124353619 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 05/36 FLOATING VAR 31406L5A2 27622.21 PA USD 28208.9 0.0029722799 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 05/48 FIXED 4 3140HBFK9 836519.25 PA USD 790036.47 0.0832435697 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 02/51 FIXED 1.5 3140QHJA4 1636767.7 PA USD 1247228.12 0.1314163649 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 05/38 FIXED VAR 31410KJY1 24060.23 PA USD 25388.17 0.0026750688 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 05/39 FIXED 4.5 31416PPP6 15155.95 PA USD 15010.95 0.0015816549 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 05/42 FIXED 4 31417BZ91 58663 PA USD 56311.85 0.0059333962 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.000000000000 N N N N N N Roper Technologies Inc. N/A ROPER TECHNOLOGIES INC SR UNSECURED 09/28 4.2 776743AF3 500000 PA USD 494226.99 0.0520750883 Long DBT CORP US N 2 2028-09-15 Fixed 4.200000000000 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 3021914.07 0.3184092434 Long DBT UST US N 2 2029-03-31 Fixed 4.125000000000 N N N N N N RTX Corporation I07WOS4YJ0N7YRFE7309 RTX CORP SR UNSECURED 07/38 6.125 913017BP3 225000 PA USD 240877.61 0.0253804892 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 429729.71 0.0452792199 Long DBT CORP US N 2 2048-11-16 Fixed 4.625000000000 N N N N N N 2025-04-30 John Hancock Variable Insurance Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer XXXX