Federal National Mortgage Association Fixed Rate Pass-Through Certificates

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UDTZ87G0STFETI6HGH41 Southwest Airlines Co. 844741BB3 375000.00000000 PA USD 376976.42000000 0.110520785471 Long DBT CORP US N 2 2020-11-05 Fixed 0.02650000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280AV1 625000.00000000 PA USD 634779.74000000 0.186102768618 Long DBT CORP GB N 2 2021-03-08 Fixed 0.03400000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 Union Pacific Corp. 907818108 37311.00000000 NS USD 6745455.69000000 1.977611918591 Long EC CORP US N 1 N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128285D8 2000000.00000000 PA USD 2087302.26000000 0.611948846272 Long DBT UST US N 2 2023-09-30 Fixed 0.02875000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912810QF8 3810080.00000000 PA USD 4978821.09000000 1.459675429002 Long DBT UST US N 2 2040-02-15 Fixed 0.02125000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128284N7 575000.00000000 PA USD 618500.36000000 0.181330030141 Long DBT UST US N 2 2028-05-15 Fixed 0.02875000 N N N N N N Alphabet Inc. Class A 5493006MHB84DD0ZWV18 Alphabet Inc. Class A 02079K305 4403.00000000 NS USD 5897334.17000000 1.728962264150 Long EC CORP US N 1 N N N V.F. Corp. CWAJJ9DJ5Z7P057HV541 V.F. Corp. 918204108 40023.00000000 NS USD 3988692.18000000 1.169392485440 Long EC CORP US N 1 N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128283X6 3907000.00000000 PA USD 3932819.60000000 1.153011934562 Long DBT UST US N 2 2021-02-15 Fixed 0.02250000 N N N N N N Lowe's Co. Inc. WAFCR4OKGSC504WU3E95 Lowe's Co. Inc. 548661107 50312.00000000 NS USD 6025365.12000000 1.766497983648 Long EC CORP US N 1 N N N Walmart Inc. Y87794H0US1R65VBXU25 Walmart Inc. 931142EC3 2500000.00000000 PA USD 2953525.65000000 0.865905551194 Long DBT CORP US N 2 2048-06-29 Fixed 0.04050000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810SD1 3060000.00000000 PA USD 3442158.26000000 1.009161354472 Long DBT UST US N 2 2048-08-15 Fixed 0.03000000 N N N N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Fixed Rate Pass-Through Certificates 31400Y3P9 9198.62000000 PA USD 10314.43000000 0.003023952811 Long ABS-MBS USGA US N 2 2033-05-01 Fixed 0.05500000 N N N N N N Entergy Texas Inc. LWXX58X12AJXISQ28573 Entergy Texas Inc. 29365TAE4 300000.00000000 PA USD 300126.67000000 0.087990212515 Long DBT CORP US N 2 2021-06-01 Fixed 0.02550000 N N N N N N Canadian Natural Resources Ltd. 549300T15RIMIKZC5Q38 Canadian Natural Resources Ltd. 136385101 128372.00000000 NS USD 4152834.20000000 1.217515137195 Long EC CORP CA N 1 N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128282Y5 1000000.00000000 PA USD 1019044.20000000 0.298760239205 Long DBT UST US N 2 2024-09-30 Fixed 0.02125000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828X47 200000.00000000 PA USD 201217.45000000 0.058992312104 Long DBT UST US N 2 2022-04-30 Fixed 0.01875000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 Johnson & Johnson 478160CL6 1000000.00000000 PA USD 1069974.03000000 0.313691689865 Long DBT CORP US N 2 2038-01-15 Fixed 0.03400000 N N N N N N U.S. Department of Veterans Affairs Guaranteed REMIC Pass-Through Certificates Vendee Mortgage Trust Series 1997-1 Class 3A N/A U.S. Department of Veterans Affairs Guaranteed REMIC Pass-Through Certificates Vendee Mortgage Trust Series 1997-1 Class 3A 911760KG0 23924.49000000 PA USD 26917.42000000 0.007891566271 Long ABS-MBS USGA US N 2 2026-12-15 Fixed 0.08293000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828XQ8 1045000.00000000 PA USD 1055292.12000000 0.309387292722 Long DBT UST US N 2 2022-07-31 Fixed 0.02000000 N N N N N N Goldman Sachs Group Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc. (The) 38141GWM2 2000000.00000000 PA USD 2035343.38000000 0.596715701903 Long DBT CORP US N 2 2023-07-24 Fixed 0.02905000 N N N N N N PPG Industries Inc. 549300BKPEP01R3V6C59 PPG Industries Inc. 693506107 42898.00000000 NS USD 5726454.02000000 1.678864148200 Long EC CORP US N 1 N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128285C0 900000.00000000 PA USD 960399.71000000 0.281567028291 Long DBT UST US N 2 2025-09-30 Fixed 0.03000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128283D0 3635000.00000000 PA USD 3726614.07000000 1.092557232530 Long DBT UST US N 2 2024-10-31 Fixed 0.02250000 N N N N N N Keysight Technologies Inc. 549300GLKVIO8YRCYN02 Keysight Technologies Inc. 49338LAE3 500000.00000000 PA USD 553976.28000000 0.162413059145 Long DBT CORP US N 2 2027-04-06 Fixed 0.04600000 N N N N N N Constellation Brands Inc. 5493005GKEG8QCVY7037 Constellation Brands Inc. 21036P108 26993.00000000 NS USD 5121921.75000000 1.501629239653 Long EC CORP US N 1 N N N QUALCOMM Inc. H1J8DDZKZP6H7RWC0H53 QUALCOMM Inc. 747525103 75843.00000000 NS USD 6691627.89000000 1.961830850013 Long EC CORP US N 1 N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 U.S. Bancorp 91159HHM5 400000.00000000 PA USD 415996.55000000 0.121960586975 Long DBT CORP US N 2 2026-04-27 Fixed 0.03100000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828WE6 500000.00000000 PA USD 520011.90000000 0.152455486850 Long DBT UST US N 2 2023-11-15 Fixed 0.02750000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 Micron Technology Inc. 595112103 108695.00000000 NS USD 5845617.10000000 1.713800012891 Long EC CORP US N 1 N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128285T3 800000.00000000 PA USD 838137.83000000 0.245722666963 Long DBT UST US N 2 2025-12-31 Fixed 0.02625000 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 Las Vegas Sands Corp. 517834AE7 350000.00000000 PA USD 359691.72000000 0.105453310373 Long DBT CORP US N 2 2026-08-18 Fixed 0.03500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46625H100 43142.00000000 NS USD 6013994.80000000 1.763164468259 Long EC CORP US N 1 N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 Northrop Grumman Corp. 666807BN1 1500000.00000000 PA USD 1563533.93000000 0.458392060846 Long DBT CORP US N 2 2028-01-15 Fixed 0.03250000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128285L0 750000.00000000 PA USD 767504.98000000 0.225014745597 Long DBT UST US N 2 2021-11-15 Fixed 0.02875000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128283W8 250000.00000000 PA USD 266188.82000000 0.078040418204 Long DBT UST US N 2 2028-02-15 Fixed 0.02750000 N N N N N N State Street Institutional U.S. Government Money Market Fund - Premier Class N/A State Street Institutional U.S. Government Money Market Fund - Premier Class N/A 845203.80000000 PA USD 845203.80000000 0.247794246280 Long STIV CORP US N 1 N N N Northwestern Mutual Life Insurance Co. (The) 1DU7IM20QESYGDO4HO54 Northwestern Mutual Life Insurance Co. (The) 668138AA8 1000000.00000000 PA USD 1050680.44000000 0.308035254587 Long DBT CORP US N 2 2047-09-30 Fixed 0.03850000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828X88 340000.00000000 PA USD 352250.78000000 0.103271798507 Long DBT UST US N 2 2027-05-15 Fixed 0.02375000 N N N N N N Colorado Interstate Gas Co. N/A Colorado Interstate Gas Co. 196500AA0 800000.00000000 PA USD 838809.72000000 0.245919649603 Long DBT CORP US N 2 2026-08-15 Fixed 0.04150000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 Amazon.com Inc. 023135AZ9 1000000.00000000 PA USD 1034522.74000000 0.303298189877 Long DBT CORP US N 2 2024-08-22 Fixed 0.02800000 N N N N N N Goldman Sachs Group Inc. (The) (3-Month U.S. LIBOR plus 388.4 bps) 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc. (The) (3-Month U.S. LIBOR plus 388.4 bps) 38148BAA6 66000.00000000 PA USD 66330.00000000 0.019446425058 Long DBT CORP US N 2 2049-12-29 Variable 0.05784600 N N N N N N Dynacast International LLC (ICE LIBOR plus 850 bps) X7KHAIMGSSPZ1XIJIL51 Dynacast International LLC (ICE LIBOR plus 850 bps) 26779LAB3 1100000.00000000 PA USD 1036750.00000000 0.303951171103 Long LON CORP US N 2 2023-01-30 Variable 0.10444600 N N N N N N PNC Bank N.A. AD6GFRVSDT01YPT1CS68 PNC Bank N.A. 69353REQ7 600000.00000000 PA USD 629088.80000000 0.184434316361 Long DBT CORP US N 2 2025-06-01 Fixed 0.03250000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912810RR1 2606640.00000000 PA USD 2865722.53000000 0.840163702966 Long DBT UST US N 2 2046-02-15 Fixed 0.01000000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810QS0 650000.00000000 PA USD 806002.06000000 0.236301200914 Long DBT UST US N 2 2041-08-15 Fixed 0.03750000 N N N N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Fixed Rate Pass-Through Certificates 31387BRK1 27106.79000000 PA USD 30298.62000000 0.008882856071 Long ABS-MBS USGA US N 2 2031-04-01 Fixed 0.07500000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810QK7 225000.00000000 PA USD 283251.48000000 0.083042796298 Long DBT UST US N 2 2040-08-15 Fixed 0.03875000 N N N N N N PNC Financial Services Group Inc. (The) CFGNEKW0P8842LEUIA51 PNC Financial Services Group Inc. (The) 693475105 36261.00000000 NS USD 5788343.43000000 1.697008694762 Long EC CORP US N 1 N N N Federal National Mortgage Association Agency REMIC/CMO N/A Federal National Mortgage Association Agency REMIC/CMO 3136ASNS1 460511.96000000 PA USD 482202.67000000 0.141370693277 Long ABS-MBS USGA US N 2 2029-06-25 Fixed 0.03500000 N N N N N N Berkshire Hathaway Inc. Class B 5493000C01ZX7D35SD85 Berkshire Hathaway Inc. Class B 084670702 21026.00000000 NS USD 4762389.00000000 1.396222535614 Long EC CORP US N 1 N N N Waste Management Inc. (GTD by Waste Management Holdings Inc.) 549300YX8JIID70NFS41 Waste Management Inc. (GTD by Waste Management Holdings Inc.) 94106LBE8 1000000.00000000 PA USD 1042261.35000000 0.305566971717 Long DBT CORP US N 2 2027-11-15 Fixed 0.03150000 N N N N N N Zimmer Holdings Inc. 2P2YLDVPES3BXQ1FRB91 Zimmer Holdings Inc. 98956P102 43980.00000000 NS USD 6582926.40000000 1.929962082050 Long EC CORP US N 1 N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 Microsoft Corp. 594918104 44350.00000000 NS USD 6993995.00000000 2.050477907826 Long EC CORP US N 1 N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828N30 6300000.00000000 PA USD 6392290.09000000 1.874071915974 Long DBT UST US N 2 2022-12-31 Fixed 0.02125000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828YV6 1700000.00000000 PA USD 1684586.39000000 0.493881848145 Long DBT UST US N 2 2024-11-30 Fixed 0.01500000 N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 U.S. Bancorp 902973304 63021.00000000 NS USD 3736515.09000000 1.095459983072 Long EC CORP US N 1 N N N Zimmer Holdings Inc. 2P2YLDVPES3BXQ1FRB91 Zimmer Holdings Inc. 98956PAK8 350000.00000000 PA USD 350227.04000000 0.102678484649 Long DBT CORP US N 2 2020-04-01 Fixed 0.02700000 N N N N N N Sumitomo Life Insurance Co. 549300I5OQCDADQSPI57 Sumitomo Life Insurance Co. 86564CAB6 1000000.00000000 PA USD 1056250.00000000 0.309668121029 Long DBT CORP JP N 2 2077-09-14 Fixed 0.04000000 N N N N N N Electronic Arts Inc. 549300O7A67PUEYKDL45 Electronic Arts Inc. 285512109 53229.00000000 NS USD 5722649.79000000 1.677748835768 Long EC CORP US N 1 N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128284V9 1987000.00000000 PA USD 2140120.68000000 0.627433987931 Long DBT UST US N 2 2028-08-15 Fixed 0.02875000 N N N N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Fixed Rate Pass-Through Certificates 31389UHE2 33569.57000000 PA USD 39638.36000000 0.011621052271 Long ABS-MBS USGA US N 2 2032-03-01 Fixed 0.07000000 N N N N N N Arista Networks Inc. 635400H1WKBLOQERUU95 Arista Networks Inc. 040413106 3488.00000000 NS USD 709459.20000000 0.207997062637 Long EC CORP US N 1 N N N American Tower Corp. 5493006ORUSIL88JOE18 American Tower Corp. 03027XAL4 1200000.00000000 PA USD 1203421.30000000 0.352815349375 Long DBT CORP US N 2 2022-01-15 Fixed 0.02250000 N N N N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Fixed Rate Pass-Through Certificates 31371HAR9 56896.99000000 PA USD 61950.81000000 0.018162547625 Long ABS-MBS USGA US N 2 2028-10-01 Fixed 0.06500000 N N N N N N General Motors Financial Co. Inc. (GTD by AmeriCredit Financial Services Inc.) 5493008B6JBRUJ90QL97 General Motors Financial Co. Inc. (GTD by AmeriCredit Financial Services Inc.) 37045XBK1 150000.00000000 PA USD 154585.96000000 0.045321035522 Long DBT CORP US N 2 2023-05-09 Fixed 0.03700000 N N N N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Fixed Rate Pass-Through Certificates 31371K6C0 32185.95000000 PA USD 36059.29000000 0.010571751555 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 0.05500000 N N N N N N Comcast Corp. (GTD by Comcast Cable Communications and NBCUniversal) 51M0QTTNCGUN7KFCFZ59 Comcast Corp. (GTD by Comcast Cable Communications and NBCUniversal) 20030NCU3 450000.00000000 PA USD 513762.26000000 0.150623236648 Long DBT CORP US N 2 2030-10-15 Fixed 0.04250000 N N N N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Fixed Rate Pass-Through Certificates 31400TW37 20686.92000000 PA USD 22783.01000000 0.006679452684 Long ABS-MBS USGA US N 2 2033-05-01 Fixed 0.05500000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128285M8 700000.00000000 PA USD 769141.58000000 0.225494558943 Long DBT UST US N 2 2028-11-15 Fixed 0.03125000 N N N N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Fixed Rate Pass-Through Certificates 3138EPKX1 457589.02200000 PA USD 507279.21000000 0.148722556021 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 0.04500000 N N N N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 Pfizer Inc. 717081103 44763.00000000 NS USD 1753814.34000000 0.514177885257 Long EC CORP US N 1 N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128285F3 8195000.00000000 PA USD 8376861.39000000 2.455902415875 Long DBT UST US N 2 2021-10-15 Fixed 0.02875000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128283V0 1250000.00000000 PA USD 1297765.63000000 0.380474929400 Long DBT UST US N 2 2025-01-31 Fixed 0.02500000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810QA9 4000000.00000000 PA USD 4788149.64000000 1.403774960689 Long DBT UST US N 2 2039-02-15 Fixed 0.03500000 N N N N N N Emerson Electric Co. FGLT0EWZSUIRRITFOA30 Emerson Electric Co. 291011104 34320.00000000 NS USD 2617243.20000000 0.767315298482 Long EC CORP US N 1 N N N Ecolab Inc. 82DYEISM090VG8LTLS26 Ecolab Inc. 278865BD1 1000000.00000000 PA USD 1057268.42000000 0.309966698267 Long DBT CORP US N 2 2027-12-01 Fixed 0.03250000 N N N N N N IPG Photonics Corp. 5493002KZ51CADQ94G15 IPG Photonics Corp. 44980X109 25838.00000000 NS USD 3744442.96000000 1.097784251575 Long EC CORP US N 1 N N N Forest Laboratories Inc. 254900TUPGX2F5Y3AU71 Forest Laboratories Inc. 345838AA4 1258000.00000000 PA USD 1315429.21000000 0.385653483368 Long DBT CORP US N 2 2021-12-15 Fixed 0.05000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122BP2 500000.00000000 PA USD 534447.90000000 0.156687788858 Long DBT CORP US N 2 2027-11-15 Fixed 0.03450000 N N N N N N Nabors Industries Ltd. Convertible 549300VFQWRKICUFNU92 Nabors Industries Ltd. 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