NPORT-P false 0000814679 XXXXXXXX S000079726 C000241018 Advanced Series Trust 811-05186 0000814679 549300VWSUPW8FKG9V43 655 Broad Street Newark 07102-4077 1-888-778-2888 AST J.P. Morgan Fixed Income Central Portfolio S000079726 549300GMPRFOKDNCEZ38 2025-12-31 2025-12-31 N 3672002388.96 68509068.45 3603493320.51 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5416837.50000000 0.00000000 0.00000000 USD N JP Morgan Fixed Income Central Portfolio_Ex Derivatives BM N/A BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -109.00000000 NC USD -109.00000000 -0.00000302484 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Call Written BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long US TREASURY N/B United States Treasury Note/Bond 2026-03-20 0.00000000 USD 100000.00000000 135.00000000 USD 2026-01-23 XXXX 8406.63000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 1543.00000000 NC USD -877252.15000000 -0.02434449219 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-03-20 174368314.65000000 USD -877252.15000000 N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DW5 300000.00000000 PA USD 220561.63000000 0.006120772549 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GQ0 1538000.00000000 PA USD 1527132.77000000 0.042379231322 Long DBT CORP US N 2 2029-03-01 Fixed 4.20000000 N N N N N N TOTALENERGIES CAP INTL 549300U37G2I8G4RUG09 89153VAX7 1456000.00000000 PA USD 1097477.76000000 0.030455939900 Long DBT CORP FR N 2 2041-06-29 Fixed 2.98600000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AR0 202000.00000000 PA USD 202292.07000000 0.005613776744 Long DBT CORP US N 2 2029-02-01 Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GYKA6 572610.91000000 PA USD 554508.90000000 0.015388092905 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BG7 270000.00000000 PA USD 289015.02000000 0.008020412258 Long DBT CORP US N 2 2032-11-15 Fixed 6.10000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBF1 850000.00000000 PA USD 704052.28000000 0.019538048703 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGE5 7200000.00000000 PA USD 7199718.75000000 0.199798309851 Long DBT UST US N 2 2026-01-15 Fixed 3.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375YQV7 75943.87000000 PA USD 1930.17000000 0.000053563856 Long ABS-MBS USGA US N 2 2038-09-20 Floating 3.70162000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AJ9 1114000.00000000 PA USD 837794.84000000 0.023249518327 Long DBT CORP MX N 2 2051-02-09 Fixed 4.67700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VHV5 488897.48000000 PA USD 483378.84000000 0.013414173331 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375J4W2 281185.80000000 PA USD 15126.05000000 0.000419760733 Long ABS-MBS USGA US N 2 2037-05-20 Floating 2.66162000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 1690000.00000000 PA USD 1638150.85000000 0.045460077327 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJAF0 4002242.09000000 PA USD 3733828.64000000 0.103616915806 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U4B6 7259000.00000000 PA USD 7235775.67000000 0.200798920003 Long DBT CORP US N 2 2036-09-15 Fixed 4.89200000 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TT5 1760000.00000000 PA USD 1560900.00000000 0.043316300632 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ET67 55091316.88000000 PA USD 56036626.58000000 1.555063978086 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N DOLP Trust N/A 23345LAA7 2580000.00000000 PA USD 2317209.46000000 0.064304530462 Long ABS-MBS CORP US N 2 2041-05-10 Fixed 2.95600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DLG5 173959.11000000 PA USD 176506.37000000 0.004898201669 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130ALDV3 10795000.00000000 PA USD 8542811.30000000 0.237070268768 Long DBT USGSE US N 2 2036-02-22 Fixed 2.09000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAM6 328000.00000000 PA USD 206655.13000000 0.005734855364 Long DBT CORP US N 2 2051-08-15 Fixed 2.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397APP2 71278.82000000 PA USD 5009.70000000 0.000139023429 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 2.15167000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMT6 938000.00000000 PA USD 972613.49000000 0.026990850363 Long DBT CORP US N 2 2034-02-15 Fixed 5.40000000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAV6 1497000.00000000 PA USD 1521079.29000000 0.042211242111 Long DBT CORP US N 2 2036-01-16 Fixed 5.38500000 N N N N N N Lendmark Funding Trust N/A 52604DAA0 3528000.00000000 PA USD 3415070.48000000 0.094771106153 Long ABS-O CORP US N 2 2032-04-20 Fixed 2.00000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDU2 5129000.00000000 PA USD 2884341.25000000 0.080042919285 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABA2 2225000.00000000 PA USD 2377833.03000000 0.065986886016 Long DBT CORP FR N 2 2036-01-14 Fixed 6.29300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7K53 226003.27000000 PA USD 220033.44000000 0.006106114828 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FY69 169221.15000000 PA USD 156470.77000000 0.004342196754 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLH0 2094000.00000000 PA USD 2159392.33000000 0.059924971074 Long DBT CORP US N 2 2034-04-25 Fixed 5.28800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAEL8 1774931.19000000 PA USD 1804507.38000000 0.050076612317 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BS5U7 1507369.31000000 PA USD 1533169.84000000 0.042546765142 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BB2 572000.00000000 PA USD 572203.40000000 0.015879130307 Long DBT CORP US N 2 2032-03-15 Fixed 5.25000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834FB9 13080000.00000000 PA USD 6685517.63000000 0.185528792073 Long DBT UST US N 2 2040-02-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QANY2 3325.26000000 PA USD 3386.42000000 0.000093976031 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 5.00000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBA4 825000.00000000 PA USD 809990.11000000 0.022477913456 Long DBT CORP US N 2 2055-11-15 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4EM1 1591.74000000 PA USD 1618.56000000 0.000044916414 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWES8 42387881.46000000 PA USD 41575390.12000000 1.153752384758 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AT6 3078000.00000000 PA USD 3040534.56000000 0.084377416289 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N EQUINIX EU 2 FINANCING C 254900FSZR46BPMCKI50 29390XAA2 3152000.00000000 PA USD 3262204.05000000 0.090528932894 Long DBT CORP US N 2 2034-06-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QN3C4 7348347.32000000 PA USD 6557283.55000000 0.181970187447 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAH8 1409000.00000000 PA USD 1266432.81000000 0.035144586026 Long DBT CORP US N 2 2031-02-15 Fixed 2.30000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJE0 403000.00000000 PA USD 297028.95000000 0.008242805621 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAP3 883000.00000000 PA USD 772433.08000000 0.021435673977 Long DBT CORP US N 2 2044-03-15 Fixed 4.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DA4 2750000.00000000 PA USD 2866333.74000000 0.079543195589 Long DBT CORP US N 2 2032-03-01 Fixed 5.50000000 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CU3 964000.00000000 PA USD 594404.85000000 0.016495239400 Long DBT CORP US N 2 2051-10-01 Fixed 2.90000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AR6 976000.00000000 PA USD 991860.00000000 0.027524957361 Long DBT CORP FR N 2 N/A Fixed 6.70000000 N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAU8 260000.00000000 PA USD 263976.61000000 0.007325575116 Long DBT CORP US N 2 2029-01-16 Fixed 4.83300000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CF7 3826000.00000000 PA USD 3871593.68000000 0.107440012666 Long DBT CORP US N 2 2027-03-22 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXAV2 103391.27000000 PA USD 108087.81000000 0.002999528523 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCY5 1595000.00000000 PA USD 1572995.83000000 0.043651970188 Long DBT CORP US N 2 2036-02-15 Fixed 4.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4Y5 19375497.23000000 PA USD 16506173.26000000 0.458060326240 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374XPV1 193723.35000000 PA USD 8488.01000000 0.000235549486 Long ABS-MBS USGA US N 2 2037-05-20 Floating 2.95162000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BW1 1435000.00000000 PA USD 1466183.99000000 0.040687850915 Long DBT CORP LR N 2 2031-09-30 Fixed 5.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XFJ0 15187535.35000000 PA USD 15229012.66000000 0.422618034930 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 5.00000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCH6 1759000.00000000 PA USD 1799186.72000000 0.049928959483 Long DBT CORP US N 2 2028-06-01 Fixed 5.45000000 N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EH8 780000.00000000 PA USD 824123.50000000 0.022870127032 Long DBT CORP US N 2 2036-04-25 Fixed 5.66700000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMS7 8190000.00000000 PA USD 8255903.91000000 0.229108345033 Long DBT UST US N 2 2028-03-15 Fixed 3.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XDF0 1130879.80000000 PA USD 1133244.88000000 0.031448507856 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 5.00000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAE3 2095000.00000000 PA USD 2118877.25000000 0.058800643196 Long DBT CORP US N 2 2030-01-15 Fixed 6.25000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDY5 2427000.00000000 PA USD 1816378.04000000 0.050406033213 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DB92 2834498.16000000 PA USD 2650117.12000000 0.073543000757 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAU4 880000.00000000 PA USD 726966.09000000 0.020173926391 Long DBT CORP US N 2 2033-03-15 Fixed 1.90000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDZ9 2987000.00000000 PA USD 3006658.61000000 0.083437329906 Long DBT CORP US N 2 2056-02-15 Fixed 6.00000000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAC7 1351000.00000000 PA USD 1351613.92000000 0.037508434171 Long DBT CORP US N 2 2031-10-04 Fixed 4.25000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PR6 2985000.00000000 PA USD 3025513.82000000 0.083960577997 Long DBT CORP US N 2 N/A Fixed 6.75000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EF2 2155000.00000000 PA USD 2195852.34000000 0.060936767316 Long DBT CORP GB N 2 2028-05-17 Fixed 5.59700000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAU3 908000.00000000 PA USD 933919.13000000 0.025917049011 Long DBT CORP US N 2 N/A Fixed 6.87500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 12202000.00000000 PA USD 10995145.94000000 0.305124637734 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4R9 4495000.00000000 PA USD 4535091.99000000 0.125852654261 Long DBT CORP US N 2 2030-07-17 Fixed 5.03300000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 3095000.00000000 PA USD 2259896.61000000 0.062714050200 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMN8 7470000.00000000 PA USD 7584384.38000000 0.210473107771 Long DBT UST US N 2 2028-02-15 Fixed 4.25000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AM1 1625000.00000000 PA USD 1636947.24000000 0.045426676127 Long DBT CORP US N 2 2028-06-15 Fixed 4.40000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241LDX1 136916.80000000 PA USD 137398.25000000 0.003812918126 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Aqua Finance Trust N/A 03837GAA5 1819806.73000000 PA USD 1832147.75000000 0.050843656059 Long ABS-O CORP US N 2 2051-05-17 Fixed 4.79000000 N N N N N N SCF Equipment Trust Llc N/A 78439XAC8 3256000.00000000 PA USD 3265947.41000000 0.090632814314 Long ABS-O CORP US N 2 2036-06-20 Fixed 4.33000000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAK5 1446000.00000000 PA USD 1445077.85000000 0.040102137605 Long DBT CORP US N 2 2028-10-15 Fixed 4.62500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 1648000.00000000 PA USD 1688140.68000000 0.046847337565 Long DBT CORP US N 2 N/A Fixed 7.12500000 N N N N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 835495AR3 1404000.00000000 PA USD 1415672.24000000 0.039286106954 Long DBT CORP US N 2 2029-09-01 Fixed 4.60000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CR9 2473000.00000000 PA USD 1950120.60000000 0.054117502838 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DB2 2340000.00000000 PA USD 2449062.95000000 0.067963576789 Long DBT CORP US N 2 2033-02-15 Fixed 5.37500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDZ2 522000.00000000 PA USD 333505.32000000 0.009255055867 Long DBT CORP US N 2 2050-05-15 Fixed 2.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292L6T7 145341.46000000 PA USD 134531.78000000 0.003733371149 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29366WAB2 418000.00000000 PA USD 290922.49000000 0.008073346170 Long DBT CORP US N 2 2051-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XA2H4 288606.83000000 PA USD 278880.89000000 0.007739181543 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CP2 2093000.00000000 PA USD 2145093.37000000 0.059528162791 Long DBT CORP US N 2 2028-06-01 Fixed 5.20000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AL7 430000.00000000 PA USD 411015.94000000 0.011406041400 Long DBT CORP US N 2 2029-08-01 Fixed 3.00100000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAF2 5065000.00000000 PA USD 5058349.38000000 0.140373491223 Long DBT CORP US N 2 2030-05-15 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8DN2 706289.34000000 PA USD 683961.37000000 0.018980508888 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DU6 920000.00000000 PA USD 1042452.38000000 0.028928938873 Long DBT CORP US N 2 2064-05-01 Fixed 7.00800000 N N N N N N EQUINIX EU 2 FINANCING C 254900FSZR46BPMCKI50 29390XAG9 1100000.00000000 PA USD 1103539.29000000 0.030624152505 Long DBT CORP US N 2 2030-11-15 Fixed 4.60000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLG2 2446000.00000000 PA USD 2505562.25000000 0.069531480348 Long DBT CORP US N 2 2029-04-25 Fixed 5.20200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MKQH2 42579.57000000 PA USD 39396.24000000 0.001093279118 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AL5Y6 12980000.00000000 PA USD 10124657.04000000 0.280967831475 Long DBT USGSE US N 2 2036-02-11 Fixed 1.93000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AF0 905000.00000000 PA USD 934492.32000000 0.025932955520 Long DBT CORP US N 2 2031-01-25 Fixed 5.50000000 N N N N N N AMSR Trust N/A 00179UAA6 4275000.00000000 PA USD 4219007.33000000 0.117081036503 Long ABS-O CORP US N 2 2041-11-17 Fixed 4.15000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BX6 1410000.00000000 PA USD 1422600.21000000 0.039478364005 Long DBT CORP US N 2 2054-11-15 Fixed 5.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426TVH7 2589094.57000000 PA USD 2670780.97000000 0.074116440144 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 6.00000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AP8 549000.00000000 PA USD 590512.07000000 0.016387211449 Long DBT CORP US N 2 2033-04-15 Fixed 6.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296NV61 216.82000000 PA USD 220.48000000 0.000006118507 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N Progress Residential Trust N/A 74334BAA5 2375000.00000000 PA USD 2263409.68000000 0.062811540876 Long ABS-O CORP US N 2 2042-07-17 Fixed 3.39000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427Q5T5 3304000.00000000 PA USD 3364451.07000000 0.093366374535 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RGA1 201558.95000000 PA USD 194861.64000000 0.005407576001 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398LNT1 139203.12000000 PA USD 9374.62000000 0.000260153666 Long ABS-MBS USGSE US N 2 2039-12-15 Floating 2.24167000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFU4 3382000.00000000 PA USD 3422109.54000000 0.094966446046 Long DBT CORP US N 2 2030-10-18 Fixed 4.65400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BSPM1 7593322.37000000 PA USD 7616618.68000000 0.211367636971 Long ABS-MBS USGSE US N 2 2054-09-25 Floating 5.04419000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBM9 1729000.00000000 PA USD 1859210.99000000 0.051594683953 Long DBT CORP CL N 2 2055-01-13 Fixed 6.78000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WMP47 8295.89000000 PA USD 7667.32000000 0.000212774641 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HQR61 5873.58000000 PA USD 5434.80000000 0.000150820315 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAH3 2690000.00000000 PA USD 2666106.61000000 0.073986722684 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 15000000.00000000 PA USD 14718750.00000000 0.408457812762 Long DBT UST US N 2 2044-11-15 Fixed 4.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A7LX1 115153.48000000 PA USD 116709.21000000 0.003238779695 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAW0 2497000.00000000 PA USD 2524315.54000000 0.070051900072 Long DBT CORP US N 2 2034-09-01 Fixed 5.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292JAL4 272.60000000 PA USD 277.20000000 0.000007692535 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VFS4 2365158.56000000 PA USD 2341259.91000000 0.064971950875 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 4.50000000 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAK9 2367000.00000000 PA USD 2391293.66000000 0.066360429930 Long DBT CORP US N 2 2032-05-15 Fixed 4.55000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAQ9 1266000.00000000 PA USD 979344.43000000 0.027177639664 Long DBT CORP LU N 2 2052-02-02 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417Y3X3 4640.60000000 PA USD 4642.55000000 0.000128834705 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 4.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 3756000.00000000 PA USD 2337954.63000000 0.064880226548 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427Q5S7 2120000.00000000 PA USD 2159987.33000000 0.059941482830 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JPC94 72671.30000000 PA USD 74034.47000000 0.002054519418 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 5.00000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CH4 757000.00000000 PA USD 786554.31000000 0.021827550103 Long DBT CORP US N 2 N/A Fixed 6.70000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115KAJ9 2030000.00000000 PA USD 2031566.55000000 0.056377697120 Long DBT CORP CA N 2 2035-10-15 Fixed 4.92800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKF83 287849.54000000 PA USD 266218.15000000 0.007387779754 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAU0 2826000.00000000 PA USD 2946047.98000000 0.081755333449 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776696AG1 795000.00000000 PA USD 802655.07000000 0.022274359867 Long DBT CORP US N 2 2029-10-15 Fixed 4.50000000 N N N N N N PRM7 Trust N/A 74290HAA4 3257000.00000000 PA USD 3211710.11000000 0.089127683176 Long ABS-MBS CORP US N 2 2042-11-10 Variable 4.36338000 N N N N N N Educational Services of Americ N/A 28137TAA1 380722.21000000 PA USD 379591.31000000 0.010533981229 Long ABS-O CORP US N 2 2039-05-25 Floating 4.66867000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBN4 340000.00000000 PA USD 312579.46000000 0.008674345480 Long DBT CORP US N 2 2063-05-17 Fixed 5.15000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620ADCR1 448134.83000000 PA USD 458744.64000000 0.012730553360 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N ROCC Trust N/A 74970WAA8 2568100.00000000 PA USD 2638409.18000000 0.073218095479 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 5.38834000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NUH6 5690.85000000 PA USD 5838.42000000 0.000162021113 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 6.00000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AH6 915000.00000000 PA USD 958188.23000000 0.026590537147 Long DBT CORP US N 2 2036-01-25 Fixed 6.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEK43 709948.67000000 PA USD 630416.76000000 0.017494600487 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGC9 2960000.00000000 PA USD 2982200.00000000 0.082758582707 Long DBT UST US N 2 2027-12-31 Fixed 3.87500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 774000.00000000 PA USD 573934.29000000 0.015927163975 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N Bridge Trust N/A 10807GAB4 2598673.45000000 PA USD 2492168.12000000 0.069159781865 Long ABS-O CORP US N 2 2042-09-17 Fixed 4.20000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAP1 600000.00000000 PA USD 537729.18000000 0.014922441424 Long DBT CORP LU N 2 2032-05-15 Fixed 3.00000000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAS7 2830000.00000000 PA USD 2833641.93000000 0.078635970098 Long DBT CORP GB N 2 2030-11-06 Fixed 4.41200000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GMA1 30065.20000000 PA USD 27780.84000000 0.000770941903 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 2020000.00000000 PA USD 1636831.25000000 0.045423457306 Long DBT UST US N 2 2053-05-15 Fixed 3.62500000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4S7 4175000.00000000 PA USD 4192005.95000000 0.116331725277 Long DBT CORP US N 2 2035-08-22 Fixed 5.54300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMA0 18099108.00000000 PA USD 16292676.75000000 0.452135616771 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 30161MAN3 290000.00000000 PA USD 291335.86000000 0.008084817539 Long DBT CORP US N 2 2042-06-15 Fixed 5.60000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83370RAE8 3419000.00000000 PA USD 3598497.50000000 0.099861361738 Long DBT CORP FR N 2 N/A Fixed 8.12500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GD43 4350000.00000000 PA USD 4319121.81000000 0.119859298348 Long DBT CORP US N 2 2036-10-21 Fixed 4.93900000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AW9 3820000.00000000 PA USD 3231102.20000000 0.089665830143 Long DBT CORP US N 2 2032-05-18 Fixed 2.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLV2 1063000.00000000 PA USD 702434.32000000 0.019493148939 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659BF7 2000.00000000 PA USD 1686.07000000 0.000046789874 Long DBT CORP US N 2 2053-05-01 Fixed 4.60000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CF5 355000.00000000 PA USD 304228.38000000 0.008442595918 Long DBT CORP US N 2 2051-06-15 Fixed 4.66300000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 2850000.00000000 PA USD 2677009.04000000 0.074289274376 Long DBT CORP US N 2 2029-08-15 Fixed 3.87500000 N N N N N N FORTIS INC 549300MQYQ9Y065XPR71 349553AM9 454000.00000000 PA USD 450344.94000000 0.012497454551 Long DBT CORP CA N 2 2026-10-04 Fixed 3.05500000 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U8B9 1810000.00000000 PA USD 1845671.85000000 0.051218961319 Long DBT CORP US N 2 2028-05-26 Fixed 5.50400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XHX7 11199021.98000000 PA USD 10653230.92000000 0.295636205549 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDVZ6 5415526.20000000 PA USD 4879083.72000000 0.135398716912 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAW5 322000.00000000 PA USD 329255.91000000 0.009137131131 Long DBT CORP US N 2 2029-12-15 Fixed 4.85000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEN9 3205000.00000000 PA USD 3203005.76000000 0.088886130071 Long DBT CORP US N 2 2033-06-01 Fixed 4.78900000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GJ6 1189000.00000000 PA USD 1174447.23000000 0.032591908060 Long DBT CORP US N 2 2028-03-01 Fixed 3.65000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776696AH9 530000.00000000 PA USD 535363.04000000 0.014856779030 Long DBT CORP US N 2 2032-02-15 Fixed 4.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374FTH7 437399.32000000 PA USD 437177.60000000 0.012132049683 Long ABS-MBS USGA US N 2 2034-03-16 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BKYQ9 17152371.50000000 PA USD 15457595.41000000 0.428961400372 Long ABS-MBS USGSE US N 2 2048-09-25 Fixed 2.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DZ0 2309000.00000000 PA USD 2241968.49000000 0.062216529644 Long DBT CORP US N 2 2053-06-01 Fixed 5.87500000 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 898813AS9 445000.00000000 PA USD 395989.13000000 0.010989034661 Long DBT CORP US N 2 2030-08-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQXX0 1733876.14000000 PA USD 1780634.25000000 0.049414112685 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFS9 1722000.00000000 PA USD 1766340.37000000 0.049017445375 Long DBT CORP US N 2 2030-07-19 Fixed 5.04200000 N N N N N N JBS USA HOLD/FOOD GRP/CO N/A 472140AE2 3845000.00000000 PA USD 3902019.34000000 0.108284350571 Long DBT CORP US N 2 2036-01-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137APLG3 12919.94000000 PA USD 90.12000000 0.000002500906 Long ABS-MBS USGSE US N 2 2027-04-15 Fixed 3.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCS8 502000.00000000 PA USD 379689.79000000 0.010536714133 Long DBT CORP US N 2 2051-02-15 Fixed 3.75000000 N N N N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAM8 553000.00000000 PA USD 504647.12000000 0.014004386164 Long DBT CORP US N 2 2031-04-15 Fixed 2.75000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAN5 600000.00000000 PA USD 589662.00000000 0.016363621285 Long DBT CORP ES N 2 2027-09-14 Fixed 1.72200000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 893526DJ9 574000.00000000 PA USD 602852.22000000 0.016729661092 Long DBT CORP CA N 2 2040-06-01 Fixed 6.10000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLS6 6008000.00000000 PA USD 6264179.65000000 0.173836305297 Long DBT CORP US N 2 2029-09-15 Fixed 5.81900000 N N N N N N SIERRA PACIFIC POWER CO QB888G5GSVGE1LD1WV84 826418BR5 975000.00000000 PA USD 969529.57000000 0.026905268964 Long DBT CORP US N 2 2055-12-15 Fixed 6.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9UC4 7469.09000000 PA USD 7316.46000000 0.000203037978 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680DC4 960000.00000000 PA USD 970522.35000000 0.026932819452 Long DBT CORP US N 2 2035-10-15 Fixed 5.40000000 N N N N N N BANNER HEALTH PLD0E0WJKFN8IZJ2WD85 06654DAB3 779000.00000000 PA USD 726678.00000000 0.020165931649 Long DBT CORP US N 2 2030-01-01 Fixed 2.33800000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CH4 1612000.00000000 PA USD 1720825.78000000 0.047754376848 Long DBT CORP US N 2 2035-11-01 Fixed 6.05000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 893526DF7 820000.00000000 PA USD 851205.84000000 0.023621684967 Long DBT CORP CA N 2 2034-03-31 Fixed 5.60000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526DB2 8010000.00000000 PA USD 8090965.08000000 0.224531152422 Long DBT CORP DE N 2 2031-08-04 Fixed 4.95000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BL7 667000.00000000 PA USD 598487.13000000 0.016608526137 Long DBT CORP US N 2 2032-12-15 Fixed 2.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396XL36 144163.58000000 PA USD 11850.88000000 0.000328871984 Long ABS-MBS USGSE US N 2 2037-11-25 Floating 2.41133000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VHA5 3924000.00000000 PA USD 3968188.22000000 0.110120593187 Long DBT CORP US N 2 2037-07-02 Fixed 5.40100000 N N N N N N OneMain Financial Issuance Tru N/A 682696AB5 2915000.00000000 PA USD 2807853.93000000 0.077920331196 Long ABS-O CORP US N 2 2035-09-14 Fixed 2.21000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBF4 943000.00000000 PA USD 940589.97000000 0.026102170486 Long DBT CORP NL N 2 2028-09-30 Fixed 4.12500000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RAF1 330000.00000000 PA USD 355815.21000000 0.009874174262 Long DBT CORP CA N 2 2037-05-15 Fixed 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJMV2 4543716.18000000 PA USD 4086397.83000000 0.113401010256 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJN1 1704000.00000000 PA USD 1816814.10000000 0.050418134249 Long DBT CORP US N 2 2034-06-12 Fixed 5.83600000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AN5 745000.00000000 PA USD 748211.04000000 0.020763491796 Long DBT CORP US N 2 2029-02-15 Fixed 4.57200000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CPC9 31220000.00000000 PA USD 31190731.25000000 0.865569281687 Long DBT UST US N 2 2028-10-15 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGM7 90000.00000000 PA USD 87496.88000000 0.002428112728 Long DBT UST US N 2 2033-02-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWD75 48136708.20000000 PA USD 44611517.94000000 1.238007510270 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFQ3 2680000.00000000 PA USD 2792352.41000000 0.077490150851 Long DBT CORP US N 2 2030-04-18 Fixed 5.65600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XHV1 9758477.36000000 PA USD 8791631.23000000 0.243975233142 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 3.00000000 N N N N N N UNITED AIR 2024-1 A PTT N/A 90932WAB9 2033387.99000000 PA USD 2082948.37000000 0.057803586262 Long DBT CORP US N 2 2037-02-15 Fixed 5.87500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06055HAH6 1207000.00000000 PA USD 1256425.31000000 0.034866869402 Long DBT CORP US N 2 N/A Fixed 6.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CPB1 430000.00000000 PA USD 430117.58000000 0.011936128132 Long DBT UST US N 2 2027-09-30 Fixed 3.50000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060BL9 329000.00000000 PA USD 330366.27000000 0.009167944564 Long DBT CORP JP N 2 2044-07-05 Fixed 5.65000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAV4 2670000.00000000 PA USD 2641750.10000000 0.073310808846 Long DBT CORP US N 2 2036-10-23 Fixed 4.96400000 N N N N N N SREIT Trust N/A 78472UAA6 2503941.89000000 PA USD 2502397.96000000 0.069443668613 Long ABS-MBS CORP US N 2 2038-11-15 Floating 4.59540000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W4AP6 16140.92000000 PA USD 14914.41000000 0.000413887543 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAH9 1085000.00000000 PA USD 1069254.13000000 0.029672710198 Long DBT CORP US N 2 2055-02-15 Fixed 5.96200000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENMU1 7490000.00000000 PA USD 6178650.80000000 0.171462807072 Long DBT USGSE US N 2 2037-02-02 Fixed 2.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 3450000.00000000 PA USD 3420071.55000000 0.094909890092 Long DBT CORP US N 2 2027-05-04 Fixed 1.59300000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 2154000.00000000 PA USD 1925903.04000000 0.053445444980 Long DBT CORP US N 2 2031-10-24 Fixed 1.92200000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DF5 2199000.00000000 PA USD 2214878.10000000 0.061464748315 Long DBT CORP CA N 2 2034-02-15 Fixed 5.30000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BT4 3870000.00000000 PA USD 3873556.14000000 0.107494472598 Long DBT CORP CH N 2 2033-11-06 Fixed 4.84400000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CS1 2130000.00000000 PA USD 2127475.46000000 0.059039250826 Long DBT CORP US N 2 2035-12-01 Fixed 5.85000000 N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AM5 2251000.00000000 PA USD 2327126.71000000 0.064579742572 Long DBT CORP US N 2 2028-04-15 Fixed 6.05000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBG2 4465000.00000000 PA USD 4437881.38000000 0.123154977275 Long DBT CORP NL N 2 2030-09-30 Fixed 4.37500000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBG0 883000.00000000 PA USD 851366.70000000 0.023626148969 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLR4 1782843.07000000 PA USD 1538032.88000000 0.042681718632 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAX0 1110000.00000000 PA USD 1109793.03000000 0.030797699101 Long DBT CORP US N 2 2032-11-15 Fixed 5.20000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GVL67 32586.24000000 PA USD 30237.11000000 0.000839105482 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.00000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAM2 636000.00000000 PA USD 427151.70000000 0.011853822444 Long DBT CORP US N 2 2051-03-15 Fixed 3.35000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCH2 2600000.00000000 PA USD 2460656.25000000 0.068285300710 Long DBT UST US N 2 2028-06-30 Fixed 1.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9NX6 51612.62000000 PA USD 47741.26000000 0.001324860510 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AZ2 1183000.00000000 PA USD 803434.94000000 0.022296001921 Long DBT CORP US N 2 2052-03-15 Fixed 3.55000000 N N N N N N BAYLOR SCOTT & WHITE HOL 549300JQDKSBWYRGGV95 072863AH6 271000.00000000 PA USD 242774.26000000 0.006737191897 Long DBT CORP US N 2 2030-11-15 Fixed 1.77700000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 700000.00000000 PA USD 636901.93000000 0.017674569462 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTKY4 11672872.93000000 PA USD 12215212.00000000 0.338982507070 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 3130000.00000000 PA USD 3076440.99000000 0.085373850216 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AD6Q6 240528.31000000 PA USD 244908.10000000 0.006796407769 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VKP4 1020460.12000000 PA USD 1008626.10000000 0.027990230875 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB37 5762000.00000000 PA USD 5917563.88000000 0.164217423307 Long DBT CORP US N 2 2035-07-23 Fixed 5.33000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJZ4 402718.85000000 PA USD 396095.86000000 0.010991996509 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.00000000 N N N N N N PIEDMONT HEALTHCARE INC 254900D1I6W7J0DSAY11 72014TAC3 980000.00000000 PA USD 848636.35000000 0.023550379437 Long DBT CORP US N 2 2032-01-01 Fixed 2.04400000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAQ3 1972000.00000000 PA USD 1874600.42000000 0.052021753705 Long DBT CORP US N 2 2054-09-15 Fixed 5.35000000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622ADJN9 12637220.26000000 PA USD 12896585.43000000 0.357891198426 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 5.50000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BH8 1130000.00000000 PA USD 1207745.26000000 0.033515956672 Long DBT CORP US N 2 2041-03-01 Fixed 6.37500000 N N N N N N Oportun Funding LLC N/A 68379HAC6 1155000.00000000 PA USD 1158643.56000000 0.032153342796 Long ABS-O CORP US N 2 2033-02-08 Fixed 5.80000000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAU5 1990000.00000000 PA USD 1985031.24000000 0.055086302746 Long DBT CORP US N 2 2035-12-01 Fixed 4.85000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CF3 439000.00000000 PA USD 289008.13000000 0.008020221054 Long DBT CORP US N 2 2050-05-15 Fixed 3.05000000 N N N N N N NMEF Funding LLC N/A 62919WAB5 2800000.00000000 PA USD 2810774.68000000 0.078001384489 Long ABS-O CORP US N 2 2033-01-18 Fixed 4.64000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WBYV1 78322.99000000 PA USD 79628.32000000 0.002209753506 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.00000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DR6 669000.00000000 PA USD 476250.20000000 0.013216347517 Long DBT CORP US N 2 2040-11-13 Fixed 2.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JMG55 3090.89000000 PA USD 3126.01000000 0.000086749432 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 5.00000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBH8 1576000.00000000 PA USD 1522317.12000000 0.042245592945 Long DBT CORP US N 2 2063-09-15 Fixed 5.70000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAY8 1260000.00000000 PA USD 1253170.92000000 0.034776557316 Long DBT CORP US N 2 2035-11-15 Fixed 5.55000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAW7 2920000.00000000 PA USD 2929667.52000000 0.081300761772 Long DBT CORP US N 2 2030-11-15 Fixed 4.10000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAJ8 343000.00000000 PA USD 302400.29000000 0.008391864868 Long DBT CORP US N 2 2032-02-01 Fixed 2.45000000 N N N N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 835495AS1 1590000.00000000 PA USD 1575078.55000000 0.043709767436 Long DBT CORP US N 2 2034-09-01 Fixed 5.00000000 N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJR2 821000.00000000 PA USD 866882.01000000 0.024056711998 Long DBT CORP US N 2 2035-01-23 Fixed 5.67800000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CN4 1430000.00000000 PA USD 1430256.81000000 0.039690841158 Long DBT CORP US Y 2 2028-03-15 Fixed 5.12500000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AX8 2461000.00000000 PA USD 2271822.93000000 0.063045015709 Long DBT CORP GB N 2 2030-09-10 Fixed 2.62500000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBN7 1152000.00000000 PA USD 1148065.36000000 0.031859788762 Long DBT CORP US N 2 2054-03-15 Fixed 5.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHCM1 10213684.49000000 PA USD 10249965.54000000 0.284445248771 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 5.07419000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CX7 408000.00000000 PA USD 340463.37000000 0.009448147664 Long DBT CORP US N 2 2052-06-01 Fixed 4.50000000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBG4 2521000.00000000 PA USD 2550925.49000000 0.070790348784 Long DBT CORP US N 2 2034-12-15 Fixed 5.00000000 N N N N N N FannieMae Whole Loan N/A 31394A7C4 91147.30000000 PA USD 77884.10000000 0.002161349919 Long ABS-MBS USGSE US N 2 2044-07-25 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417MS38 262420.50000000 PA USD 269858.19000000 0.007488793956 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776696AL0 710000.00000000 PA USD 712983.71000000 0.019785903471 Long DBT CORP US N 2 2030-09-15 Fixed 4.45000000 N N N N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 843646AX8 867000.00000000 PA USD 865614.70000000 0.024021543069 Long DBT CORP US N 2 2030-10-01 Fixed 4.25000000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBV6 1145000.00000000 PA USD 1147218.70000000 0.031836293228 Long DBT CORP US N 2 2029-03-15 Floating 4.34643400 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KC0 1151000.00000000 PA USD 1123378.23000000 0.031174699939 Long DBT CORP US N 2 2032-03-01 Fixed 4.40000000 N N N N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 843646AY6 4335000.00000000 PA USD 4291154.21000000 0.119083173696 Long DBT CORP US N 2 2035-10-01 Fixed 4.90000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KL0 1157000.00000000 PA USD 1210863.39000000 0.033602487428 Long DBT CORP US N 2 2029-01-15 Fixed 6.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AVA3 210978.59000000 PA USD 200375.83000000 0.005560599456 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452152GS4 92857.14000000 PA USD 101122.70000000 0.002806240805 Long DBT MUN US N 2 2035-07-01 Fixed 7.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETY75 236573.67000000 PA USD 230802.89000000 0.006404976212 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEF4 580000.00000000 PA USD 572863.28000000 0.015897442538 Long DBT UST US N 2 2027-03-31 Fixed 2.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EN5 2737000.00000000 PA USD 2818244.01000000 0.078208664740 Long DBT CORP GB N 2 2030-11-19 Fixed 5.28600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MGV44 336260.87000000 PA USD 330875.12000000 0.009182065583 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PK1 3378000.00000000 PA USD 3483122.71000000 0.096659613330 Long DBT CORP US N 2 N/A Fixed 7.12500000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MEN0 570000.00000000 PA USD 465466.86000000 0.012917100674 Long DBT CORP US N 2 2042-02-15 Fixed 3.70000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBD2 2163000.00000000 PA USD 2244622.86000000 0.062290190666 Long DBT CORP US N 2 2029-06-01 Fixed 5.60000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38373AMB9 13008.15000000 PA USD 13266.49000000 0.000368156364 Long ABS-MBS USGA US N 2 2039-07-16 Fixed 6.00000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBJ6 520000.00000000 PA USD 505945.75000000 0.014040424249 Long DBT CORP NL N 2 2055-09-30 Fixed 5.75000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 92735LAA0 3112000.00000000 PA USD 3130802.94000000 0.086882440496 Long DBT CORP US Y 2 2029-04-15 Fixed 6.75000000 N N N N N N BOSTON UNIVERSITY 549300M1CR2B2GU2ZU17 10115CAB0 503000.00000000 PA USD 336266.81000000 0.009331689560 Long DBT CORP US N 2 2050-10-01 Fixed 3.17300000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 2326000.00000000 PA USD 2330842.11000000 0.064682848077 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BT2 665000.00000000 PA USD 398467.19000000 0.011057802930 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MLK6 2566.31000000 PA USD 2662.63000000 0.000073890243 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179W2T4 22840623.59000000 PA USD 18922134.86000000 0.525105312456 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TX6 11362000.00000000 PA USD 10291486.56000000 0.285597492339 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ABAC5 45388.52000000 PA USD 43661.42000000 0.001211641485 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 5.50000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172AU3 344000.00000000 PA USD 283501.53000000 0.007867408228 Long DBT CORP US N 2 2042-08-21 Fixed 3.87500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBZ4 470000.00000000 PA USD 475301.69000000 0.013190025559 Long DBT CORP FR N 2 2027-02-19 Fixed 5.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 1400000.00000000 PA USD 1407044.27000000 0.039046673459 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAS5 1726000.00000000 PA USD 1749403.41000000 0.048547430351 Long DBT CORP US N 2 2030-03-01 Fixed 5.37500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAW2 7915000.00000000 PA USD 7922372.17000000 0.219852555988 Long DBT CORP US N 2 2030-11-15 Fixed 4.87500000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAY3 2795000.00000000 PA USD 2796779.09000000 0.077612994981 Long DBT CORP US N 2 2035-11-15 Fixed 4.70000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EM7 2411000.00000000 PA USD 2452295.37000000 0.068053279190 Long DBT CORP GB N 2 2028-11-19 Fixed 5.13000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664DB4 449000.00000000 PA USD 346034.51000000 0.009602751530 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWF73 10681304.87000000 PA USD 11011694.40000000 0.305583871553 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CP9 3610000.00000000 PA USD 3607147.36000000 0.100101402699 Long DBT CORP US N 2 2029-02-01 Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396V4F2 74695.70000000 PA USD 7902.21000000 0.000219293038 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 2.76133000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AY5 3673000.00000000 PA USD 3405212.59000000 0.094497541333 Long DBT CORP IT N 2 2032-06-03 Fixed 3.12700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N5KN3 1062093.52000000 PA USD 1094027.93000000 0.030360204187 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA46 12584000.00000000 PA USD 13351745.01000000 0.370522263327 Long DBT CORP US N 2 2029-10-24 Fixed 6.48400000 N N N N N N UNIVERSITY OF MIAMI 5493008ZSVWUNRYQE312 914453AA3 843000.00000000 PA USD 675897.82000000 0.018756738527 Long DBT CORP US N 2 2052-04-01 Fixed 4.06300000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCT6 733000.00000000 PA USD 669690.96000000 0.018584492891 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAG3 1810000.00000000 PA USD 1919603.41000000 0.053270624898 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 314000.00000000 PA USD 206657.09000000 0.005734909756 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XPK0 356.94000000 PA USD 355.97000000 0.000009878469 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HLM34 6786.55000000 PA USD 6284.95000000 0.000174412700 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.00000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GEG0 525000.00000000 PA USD 498406.80000000 0.013831211984 Long DBT CORP US N 2 2030-04-09 Fixed 2.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0K92 33223911.54000000 PA USD 34688945.83000000 0.962647707227 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EK1 565000.00000000 PA USD 575014.05000000 0.015957128232 Long DBT CORP US N 2 2033-07-20 Fixed 4.91800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394ERJ9 16598.42000000 PA USD 19653.23000000 0.000545393823 Long ABS-MBS USGSE US N 2 2035-07-25 Floating 6.04531500 N N N N N N JETBLUE 2019-1 CLASS AA N/A 477143AH4 898016.23000000 PA USD 805602.73000000 0.022356159935 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCG3 2424000.00000000 PA USD 2494533.66000000 0.069225427609 Long DBT CORP US N 2 2029-02-15 Fixed 5.20000000 N N N N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 471105AE6 2085000.00000000 PA USD 2218144.97000000 0.061555406731 Long DBT CORP JP N 2 2035-06-15 Fixed 5.85000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BC8 192000.00000000 PA USD 188121.13000000 0.005220521124 Long DBT CORP US N 2 N/A Fixed 3.40000000 N N N N N N AMER AIRLN 15-1 A PTT N/A 023770AA8 440425.74000000 PA USD 434732.00000000 0.012064182206 Long DBT CORP US N 2 2027-05-01 Fixed 3.37500000 N N N N N N Velocity Commercial Capital Lo N/A 92259BAN0 25477.48000000 PA USD 23829.27000000 0.000661282480 Long ABS-MBS CORP US N 2 2048-10-26 Variable 5.32000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAG4 2368000.00000000 PA USD 2135200.49000000 0.059253626969 Long DBT CORP US N 2 2031-02-01 Fixed 2.40000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAP5 595000.00000000 PA USD 597708.23000000 0.016586911001 Long DBT CORP US N 2 2029-01-26 Fixed 4.40000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CQ7 575000.00000000 PA USD 583459.12000000 0.016191486097 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CU3 378000.00000000 PA USD 227891.56000000 0.006324184332 Long DBT CORP US N 2 2051-01-15 Fixed 2.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EE30 8972073.73000000 PA USD 7960148.17000000 0.220900872070 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395B2Q5 21758.06000000 PA USD 23328.96000000 0.000647398452 Long ABS-MBS USGSE US N 2 2036-04-25 Floating 9.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BNG9 38583.96000000 PA USD 39619.12000000 0.001099464227 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GD35 5195000.00000000 PA USD 5184202.02000000 0.143866008866 Long DBT CORP US N 2 2031-10-21 Fixed 4.36900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBQ78 420592.88000000 PA USD 362688.31000000 0.010064908624 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBE9 459000.00000000 PA USD 464583.94000000 0.012892598894 Long DBT CORP US N 2 2027-12-15 Fixed 4.60000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CW7 1071000.00000000 PA USD 1126090.51000000 0.031249968012 Long DBT CORP US N 2 2029-11-17 Fixed 5.62500000 N N N N N N FannieMae Whole Loan N/A 31394AB70 138450.36000000 PA USD 102178.62000000 0.002835543482 Long ABS-MBS USGSE US N 2 2044-05-25 None 0.00000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBD9 2057000.00000000 PA USD 2108566.52000000 0.058514511682 Long DBT CORP NL N 2 2029-06-26 Fixed 5.12500000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BZ5 2764000.00000000 PA USD 2904485.25000000 0.080601932393 Long DBT CORP US N 2 2033-10-15 Fixed 5.25000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526DD8 865000.00000000 PA USD 862180.45000000 0.023926239715 Long DBT CORP DE N 2 2031-12-10 Fixed 4.46900000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 42250GAA1 790000.00000000 PA USD 806865.67000000 0.022391207593 Long DBT CORP US N 2 2035-02-15 Fixed 5.37500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABS3 2649000.00000000 PA USD 2530893.56000000 0.070234445713 Long DBT CORP US N 2 2029-02-15 Fixed 2.62500000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCH1 1325000.00000000 PA USD 1376080.99000000 0.038187416143 Long DBT CORP US N 2 2034-02-15 Fixed 5.45000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCU3 1003000.00000000 PA USD 928582.73000000 0.025768959379 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDT6 743000.00000000 PA USD 619130.68000000 0.017181402182 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J7EK4 321580.96000000 PA USD 297696.90000000 0.008261341801 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8J4 2448000.00000000 PA USD 1994210.43000000 0.055341033065 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM3Q6 4582627.14000000 PA USD 3957231.84000000 0.109816544337 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N Velocity Commercial Capital Lo N/A 92259BAK6 30698.34000000 PA USD 28769.85000000 0.000798387771 Long ABS-MBS CORP US N 2 2048-10-26 Variable 4.72000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38377NF41 101869.27000000 PA USD 88234.45000000 0.002448580922 Long ABS-MBS USGA US N 2 2040-12-20 None 0.00000000 N N N N N N PUBLIC SERVICE OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BS8 4600000.00000000 PA USD 4719573.64000000 0.130972176724 Long DBT CORP US N 2 2036-01-15 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GTFZ8 196430.71000000 PA USD 190220.86000000 0.005278790414 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAM5 825000.00000000 PA USD 868080.02000000 0.024089957793 Long DBT CORP US N 2 2055-05-15 Fixed 6.45000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 226373AQ1 1205000.00000000 PA USD 1205445.27000000 0.033452129996 Long DBT CORP US N 2 2027-05-01 Fixed 5.62500000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 3136FCM78 58967.99000000 PA USD 9845.81000000 0.000273229589 Long ABS-MBS USGSE US N 2 2036-05-25 Variable 5.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 234000.00000000 PA USD 221002.36000000 0.006133003181 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 3420000.00000000 PA USD 3143728.13000000 0.087241125496 Long DBT UST US N 2 2044-08-15 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPMF8 128567.70000000 PA USD 130760.45000000 0.003628713539 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 5.00000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13648TAF4 1285000.00000000 PA USD 1130663.92000000 0.031376884024 Long DBT CORP CA N 2 2048-05-01 Fixed 4.70000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBL3 4335000.00000000 PA USD 4281896.25000000 0.118826257443 Long DBT NUSS MX N 2 2035-09-22 Fixed 5.62500000 N N N N N N ANHEUSER-BUSCH INBEV FIN 5493000EYEKDT0FBSQ91 035242AM8 985000.00000000 PA USD 976250.93000000 0.027091792412 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AM34 3070000.00000000 PA USD 3234429.20000000 0.089758157219 Long DBT CORP FR N 2 N/A Fixed 7.75000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KM8 2681000.00000000 PA USD 2892696.69000000 0.080274789841 Long DBT CORP US N 2 2033-06-15 Fixed 6.40000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834JH2 6486000.00000000 PA USD 3171989.54000000 0.088025403625 Long DBT UST US N 2 2040-11-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XRGM1 2343418.25000000 PA USD 2408420.64000000 0.066835718170 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMB53 171459.20000000 PA USD 162203.73000000 0.004501291263 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BPNB3 2591363.32000000 PA USD 2656069.92000000 0.073708196013 Long ABS-MBS USGSE US N 2 2033-11-25 Fixed 5.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC93 7215000.00000000 PA USD 7449613.33000000 0.206733096675 Long DBT CORP US N 2 2031-04-23 Fixed 5.21800000 N N N N N N AMER AIRLINE 16-1 A PTT N/A 02376WAA9 665600.83000000 PA USD 656561.24000000 0.018220132010 Long DBT CORP US N 2 2028-01-15 Fixed 4.10000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAP2 3740000.00000000 PA USD 3813825.73000000 0.105836902993 Long DBT CORP FR N 2 2029-01-09 Fixed 5.23000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFBD2 362932.53000000 PA USD 330546.43000000 0.009172944157 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 226373AR9 3643000.00000000 PA USD 3686229.52000000 0.102295999801 Long DBT CORP US N 2 2029-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6S77 10106803.99000000 PA USD 9095203.06000000 0.252399609241 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRV9 34840535.16000000 PA USD 31596006.49000000 0.876816013787 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371ND69 3898.69000000 PA USD 3953.04000000 0.000109700217 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.50000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844BQ0 1030000.00000000 PA USD 890148.68000000 0.024702381850 Long DBT CORP US N 2 2045-06-15 Fixed 4.45000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADV4 1598000.00000000 PA USD 1790393.78000000 0.049684947931 Long DBT CORP US N 2 2033-12-15 Fixed 6.70000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAL7 2020000.00000000 PA USD 2127419.97000000 0.059037710931 Long DBT CORP US N 2 2035-05-15 Fixed 5.75000000 N N N N N Velocity Commercial Capital Lo N/A 92258VAF4 26115.24000000 PA USD 23941.78000000 0.000664404728 Long ABS-MBS CORP US N 2 2047-11-25 Variable 5.00000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAB2 2660000.00000000 PA USD 2199331.12000000 0.061033306416 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13648TAE7 285000.00000000 PA USD 257034.80000000 0.007132933993 Long DBT CORP CA N 2 2045-08-15 Fixed 4.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NLE6 16729.02000000 PA USD 16239.42000000 0.000450657696 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGT2 11400000.00000000 PA USD 11431171.88000000 0.317224727875 Long DBT UST US N 2 2028-03-31 Fixed 3.62500000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AT4 1000000.00000000 PA USD 993976.28000000 0.027583685928 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CNA5 6245000.00000000 PA USD 6287934.38000000 0.174495519228 Long DBT UST US N 2 2032-04-30 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMW6 2814000.00000000 PA USD 2927818.67000000 0.081249454614 Long DBT CORP US N 2 2036-05-09 Fixed 5.46400000 N N N N N Credit Acceptance Auto Loan Tr N/A 224940AC0 1254000.00000000 PA USD 1264990.68000000 0.035104565694 Long ABS-O CORP US N 2 2036-01-15 Fixed 4.87000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QAX1 1117000.00000000 PA USD 1155166.28000000 0.032056845323 Long DBT CORP US N 2 2041-06-15 Fixed 5.95000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBP2 140000.00000000 PA USD 143221.46000000 0.003974517149 Long DBT CORP US N 2 2034-09-15 Fixed 5.15000000 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 127097AN3 2697000.00000000 PA USD 2592824.57000000 0.071953083837 Long DBT CORP US N 2 2055-02-15 Fixed 5.90000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAU4 1970000.00000000 PA USD 1955394.09000000 0.054263846664 Long DBT CORP US N 2 2035-09-15 Fixed 4.80000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAP8 1315000.00000000 PA USD 1318460.20000000 0.036588390284 Long DBT CORP US N 2 2033-02-15 Fixed 4.85000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 2300000.00000000 PA USD 2342320.00000000 0.065001369273 Long DBT CORP IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SJ8 6065000.00000000 PA USD 3811473.44000000 0.105771624948 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AS4 2351000.00000000 PA USD 2426376.28000000 0.067334002430 Long DBT CORP US N 2 2033-06-01 Fixed 5.40000000 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 09031WAC7 837000.00000000 PA USD 873233.73000000 0.024232977622 Long DBT CORP US N 2 2029-01-15 Fixed 6.05000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UN6 585000.00000000 PA USD 591489.84000000 0.016414345397 Long DBT UST US N 2 2045-08-15 Fixed 4.87500000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BE9 1250000.00000000 PA USD 1312887.50000000 0.036433743127 Long DBT CORP GB N 2 2034-04-05 Fixed 5.75000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BCGU8 332094.62000000 PA USD 11244.36000000 0.000312040539 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 1.82200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WTT97 161933.94000000 PA USD 149646.26000000 0.004152810805 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAK6 628000.00000000 PA USD 647426.75000000 0.017966642155 Long DBT CORP US N 2 2030-03-18 Fixed 5.75000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AC2 2634000.00000000 PA USD 2952161.39000000 0.081924985768 Long DBT CORP US N 2 2043-08-02 Fixed 7.07900000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAT5 537000.00000000 PA USD 398580.87000000 0.011060957647 Long DBT CORP US N 2 2050-05-15 Fixed 3.75000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AD8 324000.00000000 PA USD 331622.97000000 0.009202819056 Long DBT CORP US N 2 2036-01-15 Fixed 6.75000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DP1 5228000.00000000 PA USD 5336802.56000000 0.148100803451 Long DBT CORP US N 2 2031-11-01 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NAR0 8382638.42000000 PA USD 7806975.48000000 0.216650199837 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 336000.00000000 PA USD 304974.76000000 0.008463308597 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECM1 797000.00000000 PA USD 699566.79000000 0.019413572546 Long DBT CORP US N 2 2031-09-01 Fixed 1.90000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KU4 321000.00000000 PA USD 320915.84000000 0.008905687105 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCZ0 1113000.00000000 PA USD 1015275.36000000 0.028174753487 Long DBT CORP US N 2 2042-10-01 Fixed 4.62500000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBD9 746000.00000000 PA USD 574167.49000000 0.015933635473 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMCK8 31024668.60000000 PA USD 27685058.48000000 0.768283885040 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AT2 3118000.00000000 PA USD 3252856.13000000 0.090269520176 Long DBT CORP US N 2 2034-05-09 Fixed 5.65000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEP7 874000.00000000 PA USD 926043.01000000 0.025698479992 Long DBT CORP US N 2 2034-01-07 Fixed 6.10000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AQ0 2790000.00000000 PA USD 2527806.63000000 0.070148780784 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMSR4 6390000.00000000 PA USD 5181607.50000000 0.143794008733 Long DBT USGSE US N 2 2036-03-10 Fixed 2.35000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAN7 945000.00000000 PA USD 959107.81000000 0.026616056273 Long DBT CORP DE N 2 2027-07-13 Fixed 7.14600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7R98 296108.60000000 PA USD 286747.57000000 0.007957488594 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAZ8 1160000.00000000 PA USD 1210233.80000000 0.033585015770 Long DBT CORP FR N 2 2031-01-14 Fixed 5.87600000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CL4 2560000.00000000 PA USD 2546580.59000000 0.070669774119 Long DBT CORP US N 2 2029-06-15 Fixed 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8KG9 215215.26000000 PA USD 208900.59000000 0.005797168786 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CK5 1887000.00000000 PA USD 1599364.68000000 0.044383728170 Long DBT CORP US N 2 2044-03-15 Fixed 4.30000000 N N N N N N TRANSCANADA TRUST 549300Y0MFCAXLBWUV51 89356BAB4 1060000.00000000 PA USD 1060190.80000000 0.029421195093 Long DBT CORP CA N 2 2076-08-15 Fixed 5.87500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UM8 1475000.00000000 PA USD 1453335.94000000 0.040331306616 Long DBT UST US N 2 2055-08-15 Fixed 4.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 226373AT5 4216000.00000000 PA USD 4383229.98000000 0.121638354511 Long DBT CORP US N 2 2031-02-01 Fixed 7.37500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 1800.00000000 NC USD 1800.00000000 0.000049951528 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Call Purchased BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long US TREASURY N/B United States Treasury Note/Bond 2026-03-20 0.00000000 USD 100000.00000000 130.00000000 USD 2026-01-23 XXXX -307575.01000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NU52 10427.19000000 PA USD 10571.89000000 0.000293378925 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 5.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QE1 3790000.00000000 PA USD 3834414.06000000 0.106408246635 Long DBT UST US N 2 2040-02-15 Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W4CP0 15536792.69000000 PA USD 15799247.96000000 0.438442548792 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 1938000.00000000 PA USD 1823010.42000000 0.050590087391 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EG3A0 1774.51000000 PA USD 1775.26000000 0.000049264972 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 4.50000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CU2 2155000.00000000 PA USD 2010468.55000000 0.055792209702 Long DBT CORP US N 2 2030-02-21 Fixed 2.45000000 N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BM5 200000.00000000 PA USD 149800.00000000 0.004157077221 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CQ4 543000.00000000 PA USD 559827.58000000 0.015535690792 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EF3 673000.00000000 PA USD 416844.10000000 0.011567777790 Long DBT CORP US N 2 2051-02-08 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKF78 5962360.65000000 PA USD 5342796.49000000 0.148267140099 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCK9 1072000.00000000 PA USD 1042733.19000000 0.028936731589 Long DBT CORP US N 2 2055-09-15 Fixed 5.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GSRR5 4406878.13000000 PA USD 4259839.12000000 0.118214153353 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVW83 6518279.15000000 PA USD 6674949.97000000 0.185235530533 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393WDL0 2325.39000000 PA USD 2816.36000000 0.000078156381 Long ABS-MBS USGSE US N 2 2032-03-15 Floating 18.86085200 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9CT8 430379.64000000 PA USD 416772.69000000 0.011565796102 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDB3 1219000.00000000 PA USD 1300097.71000000 0.036078815592 Long DBT CORP US N 2 2054-06-15 Fixed 6.75000000 N N N N N N Lendmark Funding Trust N/A 52604QAC7 1475000.00000000 PA USD 1500516.62000000 0.041640610555 Long ABS-O CORP US N 2 2034-09-20 Fixed 5.68000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622ADHZ4 16811120.83000000 PA USD 17151288.31000000 0.475962816758 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 5.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QH4 1247000.00000000 PA USD 1227125.94000000 0.034053787002 Long DBT UST US N 2 2040-05-15 Fixed 4.37500000 N N N N N N Mariner Finance Issuance Trust N/A 56847TAA3 2231000.00000000 PA USD 2238145.22000000 0.062110430655 Long ABS-O CORP US N 2 2038-11-22 Fixed 4.59000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAC3 1200000.00000000 PA USD 1102312.08000000 0.030590096385 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 3.95300000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECN9 2724000.00000000 PA USD 2426095.14000000 0.067326200556 Long DBT CORP US N 2 2032-03-15 Fixed 2.37500000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAT0 2208000.00000000 PA USD 2203142.40000000 0.061139072673 Long DBT CORP KY N 2 2056-02-25 Fixed 6.00000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AQ8 5128000.00000000 PA USD 4840011.86000000 0.134314439614 Long DBT CORP US N 2 2030-05-14 Fixed 2.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375XJW5 151356.02000000 PA USD 6325.30000000 0.000175532446 Long ABS-MBS USGA US N 2 2038-08-20 Floating 2.89162000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FU63 543075.96000000 PA USD 502042.81000000 0.013932114349 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BL7 566000.00000000 PA USD 373843.00000000 0.010374460745 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAN4 467000.00000000 PA USD 392512.14000000 0.010892545235 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05581KAF8 6080000.00000000 PA USD 6238508.64000000 0.173123912967 Long DBT CORP FR N 2 2029-06-12 Fixed 5.33500000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KQ9 1896000.00000000 PA USD 1957049.49000000 0.054309785420 Long DBT CORP US N 2 2029-05-15 Fixed 5.55000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CNN7 5130000.00000000 PA USD 5168475.00000000 0.143429570705 Long DBT UST US N 2 2030-07-31 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ER77 7386580.35000000 PA USD 7404807.40000000 0.205489694065 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EL4Z4 5000000.00000000 PA USD 4902112.65000000 0.136037789277 Long DBT USGSE US N 2 2026-08-26 Fixed 0.68000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBQ0 1430000.00000000 PA USD 1439105.99000000 0.039936413418 Long DBT CORP US N 2 2055-03-15 Fixed 5.80000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDE7 1855000.00000000 PA USD 1915209.42000000 0.053148687943 Long DBT CORP US N 2 2055-08-15 Fixed 6.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BDE3 314427.54000000 PA USD 314043.20000000 0.008714965508 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJMH2 730556.08000000 PA USD 651995.19000000 0.018093420245 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAV6 80000.00000000 PA USD 78991.14000000 0.002192071220 Long DBT CORP US N 2 2055-03-15 Fixed 5.55000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAM5 745000.00000000 PA USD 768482.75000000 0.021326048965 Long DBT CORP US N 2 2034-02-15 Fixed 5.50000000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAZ6 1116000.00000000 PA USD 1069654.89000000 0.029683831628 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAU9 3642000.00000000 PA USD 3681341.61000000 0.102160356147 Long DBT CORP GB N 2 2030-09-11 Fixed 4.85800000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BP9 1440000.00000000 PA USD 1485767.28000000 0.041231303844 Long DBT CORP US N 2 N/A Fixed 6.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SK5 30000.00000000 PA USD 19303.13000000 0.000535678251 Long DBT UST US N 2 2049-11-15 Fixed 2.37500000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAS0 1775000.00000000 PA USD 1778934.59000000 0.049366945676 Long DBT CORP US N 2 2036-07-30 Fixed 5.40000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F032625 5860000.00000000 PA USD 5398753.89000000 0.149820005472 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 3.50000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AU0 2728000.00000000 PA USD 2730527.45000000 0.075774455705 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAT6 440000.00000000 PA USD 443704.86000000 0.012313186692 Long DBT CORP US N 2 2054-09-15 Fixed 6.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ER85 13274478.03000000 PA USD 13508379.51000000 0.374869003727 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W0YR4 5770.15000000 PA USD 5328.72000000 0.000147876505 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CNM9 8235000.00000000 PA USD 8305126.17000000 0.230474304551 Long DBT UST US N 2 2028-07-15 Fixed 3.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375BK84 2681.18000000 PA USD 2570.15000000 0.000071323845 Long ABS-MBS USGA US N 2 2063-02-20 Fixed 1.65000000 N N N N N N SHELL FINANCE US INC N/A 822905AX3 1300000.00000000 PA USD 1267618.56000000 0.035177491596 Long DBT CORP US N 2 2041-10-15 Fixed 5.12500000 N N N N N N SOUTH BOW USA INFRA HLDS 254900Z1WAY7QFQ7O850 83007CAB8 848000.00000000 PA USD 854874.40000000 0.023723490623 Long DBT CORP US N 2 2027-09-01 Fixed 4.91100000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AD5 4150000.00000000 PA USD 4404004.70000000 0.122214870634 Long DBT CORP US N 2 2035-01-25 Fixed 6.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAE2 2875000.00000000 PA USD 2963617.61000000 0.082242905603 Long DBT CORP US N 2 2031-01-15 Fixed 5.23000000 N N N N N N UPG HI Issuer Trust N/A 90321EAA0 858000.00000000 PA USD 857632.52000000 0.023800030795 Long ABS-O CORP US N 2 2047-09-25 Fixed 5.00000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBD9 366000.00000000 PA USD 229696.27000000 0.006374266567 Long DBT CORP US N 2 2051-03-15 Fixed 2.90000000 N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAR4 2250000.00000000 PA USD 2250700.70000000 0.062458855888 Long DBT CORP US N 2 2056-06-15 Fixed 5.87500000 N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAL7 3950000.00000000 PA USD 3940042.80000000 0.109339533878 Long DBT CORP US N 2 2035-11-26 Fixed 5.30000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AX1 1660000.00000000 PA USD 1710919.18000000 0.047479460285 Long DBT CORP US N 2 2052-10-15 Fixed 6.10000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BD5 2094000.00000000 PA USD 2189259.11000000 0.060753799584 Long DBT CORP US N 2 2035-02-02 Fixed 5.70900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396X2N3 134865.15000000 PA USD 16170.79000000 0.000448753155 Long ABS-MBS USGSE US N 2 2037-12-25 Floating 2.46133000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BU8 789000.00000000 PA USD 892612.75000000 0.024770761885 Long DBT CORP US N 2 2034-10-20 Fixed 6.87500000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BN6 3950000.00000000 PA USD 4077860.03000000 0.113164079056 Long DBT CORP US N 2 2030-04-01 Fixed 5.20000000 N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABQ5 980000.00000000 PA USD 1002252.16000000 0.027813348627 Long DBT CORP US N 2 2032-06-15 Fixed 4.95000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAK0 1530000.00000000 PA USD 1109602.72000000 0.030792417837 Long DBT CORP US N 2 2041-07-15 Fixed 2.70000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PG0 1029000.00000000 PA USD 1070320.96000000 0.029702315636 Long DBT CORP US N 2 2035-02-13 Fixed 5.82700000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BC7 1203000.00000000 PA USD 1261660.14000000 0.035012140381 Long DBT CORP US N 2 2029-08-21 Fixed 6.20800000 N N N N N N AIR CANADA 2015-1A PTT N/A 009090AA9 306659.24000000 PA USD 303188.84000000 0.008413747800 Long DBT CORP CA N 2 2027-03-15 Fixed 3.60000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAU4 728000.00000000 PA USD 798839.65000000 0.022168478721 Long DBT CORP US N 2 2033-12-01 Fixed 6.55000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CNH0 9565000.00000000 PA USD 9646451.95000000 0.267697234100 Long DBT UST US N 2 2028-06-15 Fixed 3.87500000 N N N N N N KBC GROUP NV 213800X3Q9LSAKRUWY91 48241FAE4 1565000.00000000 PA USD 1558908.24000000 0.043261027601 Long DBT CORP BE N 2 2031-09-23 Fixed 4.45400000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 2908000.00000000 PA USD 2684904.35000000 0.074508375933 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427Q5M0 2800466.00000000 PA USD 2803483.11000000 0.077799037229 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.00000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 1490000.00000000 PA USD 1307017.44000000 0.036270843976 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N SOUTH BOW USA INFRA HLDS 254900Z1WAY7QFQ7O850 83007CAD4 2389000.00000000 PA USD 2420858.27000000 0.067180872966 Long DBT CORP US N 2 2029-10-01 Fixed 5.02600000 N N N N N N SCF Equipment Trust Llc N/A 78437DAD2 4316000.00000000 PA USD 4433022.73000000 0.123020145611 Long ABS-O CORP US N 2 2034-09-20 Fixed 5.23000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CT7 1327000.00000000 PA USD 1467404.58000000 0.040721723324 Long DBT CORP US N 2 2033-03-15 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWMY6 12513719.23000000 PA USD 12691470.10000000 0.352199073819 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QDZ1 1927.98000000 PA USD 1867.49000000 0.000051824433 Long ABS-MBS USGA US N 2 2044-05-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJRV4 4220.86000000 PA USD 3908.45000000 0.000108462806 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.00000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBE7 522000.00000000 PA USD 461271.82000000 0.012800684751 Long DBT CORP US N 2 2030-12-15 Fixed 1.60000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBV9 1264000.00000000 PA USD 1285164.58000000 0.035664408552 Long DBT CORP US N 2 2035-09-15 Fixed 5.15000000 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2587000.00000000 PA USD 2427333.59000000 0.067360568595 Long DBT UST US N 2 2028-07-31 Fixed 1.00000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAQ1 202000.00000000 PA USD 158171.76000000 0.004389400671 Long DBT CORP US N 2 2069-05-15 Fixed 4.45000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BW4 1378000.00000000 PA USD 1452752.00000000 0.040315101785 Long DBT CORP US N 2 2035-01-22 Fixed 5.67600000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MV0 1325000.00000000 PA USD 1321043.37000000 0.036660075446 Long DBT CORP US N 2 N/A Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FQ91 10473244.42000000 PA USD 10622028.17000000 0.294770302737 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L5TH6 3820.57000000 PA USD 3778.71000000 0.000104862411 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N KBC GROUP NV 213800X3Q9LSAKRUWY91 48241FAD6 870000.00000000 PA USD 885175.41000000 0.024564369384 Long DBT CORP BE N 2 2030-10-16 Fixed 4.93200000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAP9 380000.00000000 PA USD 368833.08000000 0.010235431210 Long DBT CORP US N 2 2054-09-15 Fixed 5.55000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 26443TAC0 2008000.00000000 PA USD 1254801.41000000 0.034821804798 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMM1 2921000.00000000 PA USD 2493781.35000000 0.069204550368 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5MS5 233412.52000000 PA USD 225673.38000000 0.006262627953 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BP1 3503000.00000000 PA USD 3502190.49000000 0.097188760419 Long DBT CORP US N 2 2035-10-01 Fixed 5.05000000 N N N N N EQUITABLE AMERICA GLOBAL 98450066CCBIACF06694 29446Q2E2 3724000.00000000 PA USD 3699192.27000000 0.102655727123 Long DBT CORP US N 2 2032-09-15 Fixed 4.70000000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 906548CU4 208000.00000000 PA USD 158981.98000000 0.004411884964 Long DBT CORP US N 2 2052-04-01 Fixed 3.90000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAK1 1505000.00000000 PA USD 1565317.37000000 0.043438886402 Long DBT CORP US N 2 2032-03-15 Fixed 5.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296NDL8 1067.58000000 PA USD 1085.58000000 0.000030125766 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329QHJ3 30210.20000000 PA USD 30601.77000000 0.000849225106 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 5.00000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AX4 1430000.00000000 PA USD 1436992.62000000 0.039877765606 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D42 1978000.00000000 PA USD 2117777.58000000 0.058770126420 Long DBT CORP US N 2 2030-06-10 Fixed 7.20000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834JP4 4164979.00000000 PA USD 2006829.12000000 0.055691212429 Long DBT UST US N 2 2041-02-15 None 0.00000000 N N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 266233AG0 286000.00000000 PA USD 281757.18000000 0.007819001034 Long DBT CORP US N 2 2027-08-01 Fixed 3.61600000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAL4 993000.00000000 PA USD 969690.78000000 0.026909742678 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N COMM Mortgage Trust N/A 12595EAH8 650000.00000000 PA USD 621017.41000000 0.017233760541 Long ABS-MBS CORP US N 2 2050-09-10 Variable 4.58687300 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J7T77 332796.81000000 PA USD 308150.57000000 0.008551440021 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585AAH5 512000.00000000 PA USD 438645.39000000 0.012172782102 Long DBT CORP US N 2 2044-09-15 Fixed 4.75000000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 69047QAC6 724000.00000000 PA USD 768426.11000000 0.021324477157 Long DBT CORP US N 2 2033-07-15 Fixed 6.25000000 N N N N N N Fannie Mae - CAS N/A 20754YAB7 1695642.12000000 PA USD 1696549.46000000 0.047080688351 Long ABS-MBS CORP US N 2 2045-09-25 Floating 4.82419000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -3491.00000000 NC USD -3491.00000000 -0.00009687821 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Call Written BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long US TREASURY N/B United States Treasury Note/Bond 2026-03-20 0.00000000 USD 100000.00000000 135.00000000 USD 2026-01-23 XXXX 269243.38000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376P4L1 625841.58000000 PA USD 1397.38000000 0.000038778481 Long ABS-MBS USGA US N 2 2038-09-20 Floating 0.45000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442RAB7 313000.00000000 PA USD 268383.36000000 0.007447866171 Long DBT CORP US N 2 2044-03-30 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XNR4 28366.34000000 PA USD 29128.50000000 0.000808340613 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QT50 135129.01000000 PA USD 130638.37000000 0.003625325715 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQM38 2344288.78000000 PA USD 2396587.03000000 0.066507325443 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPBU1 8346741.48000000 PA USD 7514243.58000000 0.208526641002 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAD9 1881000.00000000 PA USD 1945368.54000000 0.053985629137 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAR3 855000.00000000 PA USD 776577.02000000 0.021550671832 Long DBT CORP US N 2 2063-03-22 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEE9 10243504.93000000 PA USD 10270358.18000000 0.285011161850 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 512000.00000000 PA USD 343076.67000000 0.009520668958 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N UNITYPOINT HEALTH 549300M1J9QXG1NVRE79 91338CAA3 701000.00000000 PA USD 521797.02000000 0.014480310454 Long DBT CORP US N 2 2050-02-15 Fixed 3.66500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GSFK9 33475801.18000000 PA USD 34758254.77000000 0.964571089175 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAC1 2925000.00000000 PA USD 3166232.13000000 0.087865630608 Long DBT CORP US N 2 2040-01-15 Fixed 6.00000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DH9 2093000.00000000 PA USD 2168543.84000000 0.060178933249 Long DBT CORP US N 2 2031-02-13 Fixed 5.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFHS8 159297.03000000 PA USD 151219.70000000 0.004196475102 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 1148000.00000000 PA USD 1063746.26000000 0.029519862127 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABH3 720000.00000000 PA USD 747960.41000000 0.020756536601 Long DBT CORP DK N 2 2030-03-01 Fixed 5.70500000 N N N N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAL4 1980000.00000000 PA USD 2059960.11000000 0.057165642524 Long DBT CORP US N 2 2035-03-18 Fixed 6.45000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 1244000.00000000 PA USD 1203929.89000000 0.033410076914 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCM5 1006000.00000000 PA USD 1031968.55000000 0.028638003687 Long DBT CORP US N 2 2032-03-15 Fixed 5.80000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UL0 14575000.00000000 PA USD 14982644.53000000 0.415781110089 Long DBT UST US N 2 2045-05-15 Fixed 5.00000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LAZ4 362000.00000000 PA USD 289507.85000000 0.008034088709 Long DBT CORP US N 2 2046-08-01 Fixed 3.90000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UE6 12100000.00000000 PA USD 11436390.63000000 0.317369552620 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ALJW8 65113.20000000 PA USD 66960.43000000 0.001858208800 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 28370TAF6 662000.00000000 PA USD 584476.45000000 0.016219717868 Long DBT CORP US N 2 2042-11-01 Fixed 4.70000000 N N N N N N NEVADA POWER CO MJZFGXRJ52U8U4MKJ519 641423CH9 4380000.00000000 PA USD 4418960.42000000 0.122629904566 Long DBT CORP US N 2 2055-05-15 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDR1 16670287.37000000 PA USD 14167917.70000000 0.393171748629 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KX4 5000.00000000 PA USD 5252.69000000 0.000145766608 Long DBT CORP US N 2 2035-08-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MZJ4 341340.60000000 PA USD 351011.91000000 0.009740878608 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425UTB1 1450381.02000000 PA USD 1490183.42000000 0.041353855480 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W3C6 1845000.00000000 PA USD 1864228.77000000 0.051733931609 Long DBT CORP FR N 2 2029-05-09 Fixed 4.79200000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325UPM2 87046.16000000 PA USD 1327.04000000 0.000036826487 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138NYHT5 14577.62000000 PA USD 13420.19000000 0.000372421669 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2360000.00000000 PA USD 2381387.50000000 0.066085525577 Long DBT UST US N 2 2035-05-15 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWY1 548537.92000000 PA USD 512500.78000000 0.014222331898 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.00000000 N N N N N N DP WORLD CRESCENT LTD 21380096JRTWB8TL9236 000000000 270000.00000000 PA USD 262153.13000000 0.007274971997 Long DBT CORP KY N 2 2030-01-30 Fixed 3.74950000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J85F6 72965.91000000 PA USD 74156.78000000 0.002057913624 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374YRU9 58429.57000000 PA USD 4169.28000000 0.000115701060 Long ABS-MBS USGA US N 2 2039-09-20 Fixed 6.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 750000.00000000 PA USD 669626.62000000 0.018582707401 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38373MC57 111557.31000000 PA USD 3100.09000000 0.000086030130 Long ABS-MBS USGA US N 2 2037-04-20 Floating 2.80162000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAS0 1276000.00000000 PA USD 1332642.62000000 0.036981964484 Long DBT CORP US N 2 2034-08-15 Fixed 5.75000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GD0 2042000.00000000 PA USD 1174253.72000000 0.032586537994 Long DBT CORP US N 2 2050-12-15 Fixed 2.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNHU0 141535.82000000 PA USD 140458.42000000 0.003897840442 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 4.50000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BC8 1075000.00000000 PA USD 1073687.98000000 0.029795753301 Long DBT CORP US N 2 2055-05-01 Fixed 5.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398GKG3 87612.38000000 PA USD 8405.48000000 0.000233259208 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 2.26133000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GML0 1791000.00000000 PA USD 1849736.33000000 0.051331754091 Long DBT CORP US N 2 2031-01-24 Fixed 5.16200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RD89 14233.97000000 PA USD 13761.03000000 0.000381880269 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 4.00000000 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452152BM2 342307.69000000 PA USD 362279.36000000 0.010053559914 Long DBT MUN US N 2 2035-02-01 Fixed 6.63000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAZ3 3717000.00000000 PA USD 3771825.75000000 0.104671367878 Long DBT NUSS MX N 2 2036-05-07 Fixed 6.00000000 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAU1 3731000.00000000 PA USD 3550910.81000000 0.098540790676 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N TOTALENERGIES CAPITAL SA 529900QI55ZLJVCMPA71 89157XAC5 1581000.00000000 PA USD 1528919.96000000 0.042428827363 Long DBT CORP FR N 2 2064-04-05 Fixed 5.63800000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WDS9 773000.00000000 PA USD 676083.00000000 0.018761877430 Long DBT CORP US N 2 2030-08-07 Fixed 1.20000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CNT4 1880000.00000000 PA USD 1894981.25000000 0.052587339047 Long DBT UST US N 2 2035-08-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398P5R6 20300.66000000 PA USD 20241.74000000 0.000561725475 Long ABS-MBS USGSE US N 2 2040-03-25 Floating 4.68266000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641598N9 361000.00000000 PA USD 347484.92000000 0.009643001640 Long DBT CORP CA Y 2 2081-10-27 Fixed 3.62500000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAM2 3180000.00000000 PA USD 3281826.52000000 0.091073473102 Long DBT CORP US N 2 2035-06-15 Fixed 5.30000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DG9 1617000.00000000 PA USD 1619188.20000000 0.044933847685 Long DBT CORP US Y 2 2029-02-01 Fixed 5.87500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCB3 3892000.00000000 PA USD 3209771.54000000 0.089073886212 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HS5 751000.00000000 PA USD 772130.42000000 0.021427274905 Long DBT CORP US N 2 2027-11-01 Fixed 5.85000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BB0 1066000.00000000 PA USD 1075256.48000000 0.029839280508 Long DBT CORP US N 2 2045-05-01 Fixed 5.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPFQ6 3571762.03000000 PA USD 3187243.88000000 0.088448724515 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RJF7 627297.89000000 PA USD 606453.22000000 0.016829591900 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NVH5 5540.17000000 PA USD 5683.83000000 0.000157731109 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPLX4 4685408.04000000 PA USD 4459459.77000000 0.123753795924 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138NXRK5 14117.28000000 PA USD 13141.75000000 0.000364694723 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAP3 2089000.00000000 PA USD 2073543.28000000 0.057542587027 Long DBT CORP IT N 2 2054-05-15 Fixed 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EKU3 38519162.27000000 PA USD 38574461.15000000 1.070474057227 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N GS Mortgage Securities Trust N/A 36250SAE9 2975588.00000000 PA USD 2941644.28000000 0.081633127034 Long ABS-MBS CORP US N 2 2051-07-10 Variable 4.15500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPS75 7681367.89000000 PA USD 7901291.98000000 0.219267562812 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAF4 2335000.00000000 PA USD 2335710.64000000 0.064817953920 Long DBT CORP US N 2 2032-11-17 Fixed 4.99900000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BZ6 3598000.00000000 PA USD 2557803.85000000 0.070981229115 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAV3 415000.00000000 PA USD 429940.00000000 0.011931200137 Long DBT CORP KY N 2 2029-11-15 Fixed 5.75000000 N N N N N N MORGAN STANLEY PVT BANK 549300GS0W0TEUQS8571 61776NZW6 2550000.00000000 PA USD 2555385.43000000 0.070914115906 Long DBT CORP US N 2 2031-11-19 Fixed 4.46500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAB8 1910000.00000000 PA USD 1821505.96000000 0.050548337348 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EE3 4269000.00000000 PA USD 3067799.25000000 0.085134034591 Long DBT CORP US N 2 2041-09-15 Fixed 2.80000000 N N N N N N NORTHERN NATURAL GAS CO 5493007M02M6CT9EXE41 665501AM4 442000.00000000 PA USD 295797.50000000 0.008208631838 Long DBT CORP US N 2 2051-10-16 Fixed 3.40000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAW0 635000.00000000 PA USD 602529.51000000 0.016720705615 Long DBT CORP US N 2 2054-05-15 Fixed 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJ27 657317.53000000 PA USD 660574.41000000 0.018331500886 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHK0 2760000.00000000 PA USD 2792128.13000000 0.077483926891 Long DBT UST US N 2 2028-06-30 Fixed 4.00000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAX1 385000.00000000 PA USD 389326.74000000 0.010804147680 Long DBT CORP US N 2 2035-08-17 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128NGEX9 11924.83000000 PA USD 12461.51000000 0.000345817485 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 6.21800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W94U1 280.79000000 PA USD 285.55000000 0.000007924255 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 5.00000000 N N N N N N Greensky Home Improvement Issu N/A 39571VAC2 866000.00000000 PA USD 878641.00000000 0.024383033957 Long ABS-O CORP US N 2 2060-06-25 Fixed 5.02000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HV8 305000.00000000 PA USD 283489.65000000 0.007867078548 Long DBT CORP US N 2 2053-03-01 Fixed 5.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQCY9 4817860.91000000 PA USD 4270525.27000000 0.118510703091 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HEAL6 228568.12000000 PA USD 221341.87000000 0.006142424872 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBZ9 2174000.00000000 PA USD 2392268.95000000 0.066387495056 Long DBT CORP IT N 2 2033-06-20 Fixed 6.62500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CR4 248000.00000000 PA USD 175516.80000000 0.004870740261 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLR40 4053612.64000000 PA USD 3617250.72000000 0.100381779519 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 4370000.00000000 PA USD 4487708.27000000 0.124537715789 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFR0 5024000.00000000 PA USD 4420179.55000000 0.122663736459 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RNC2 1665000.00000000 PA USD 1644595.38000000 0.045638918508 Long DBT CORP US N 2 2035-11-01 Fixed 4.90000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 5775000.00000000 PA USD 3233097.66000000 0.089721205853 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AG5 2925000.00000000 PA USD 2799118.24000000 0.077677908380 Long DBT CORP US N 2 2042-01-15 Fixed 4.95000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AH5 2049000.00000000 PA USD 1892664.78000000 0.052523055037 Long DBT CORP SG N 2 2063-05-19 Fixed 5.34000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DB5 2291000.00000000 PA USD 2283255.39000000 0.063362276183 Long DBT CORP US N 2 2035-10-15 Fixed 5.40700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427D7A3 3523292.90000000 PA USD 3635228.58000000 0.100880680402 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 6.00000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAB0 1165000.00000000 PA USD 1185124.56000000 0.032888213036 Long DBT CORP ES N 2 2027-09-13 Fixed 6.68400000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EK0 4640000.00000000 PA USD 4561104.09000000 0.126574512127 Long DBT CORP US N 2 2054-02-22 Fixed 5.55000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CG5 1426000.00000000 PA USD 818105.53000000 0.022703123253 Long DBT CORP US N 2 2051-03-15 Fixed 2.37500000 N N N N N N Credit Acceptance Auto Loan Tr N/A 22536KAE2 4912000.00000000 PA USD 4983764.32000000 0.138303692465 Long ABS-O CORP US N 2 2035-07-16 Fixed 5.71000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7P91 5539.42000000 PA USD 5702.95000000 0.000158261705 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDM9 745000.00000000 PA USD 755094.82000000 0.020954522537 Long DBT CORP US N 2 2055-03-15 Fixed 5.90000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLR0 29000000.00000000 PA USD 29498437.50000000 0.818606692902 Long DBT UST US N 2 2029-10-31 Fixed 4.12500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFC1 445000.00000000 PA USD 420442.92000000 0.011667648101 Long DBT CORP US N 2 2054-04-15 Fixed 5.37500000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAQ6 3384000.00000000 PA USD 3556501.39000000 0.098695934019 Long DBT CORP US N 2 2054-12-01 Fixed 7.12500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RND0 2710000.00000000 PA USD 2610374.15000000 0.072440099587 Long DBT CORP US N 2 2045-11-01 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DC67 4129695.92000000 PA USD 3860215.54000000 0.107124259618 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAC8 1859000.00000000 PA USD 2071755.11000000 0.057492963791 Long DBT CORP ES N 2 2034-09-13 Fixed 6.84000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCU7 485000.00000000 PA USD 392852.00000000 0.010901976639 Long DBT CORP US N 2 2054-09-27 Fixed 5.37500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -678.00000000 NC USD 167759.19000000 0.004655459996 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-03-31 -74276339.01000000 USD 167759.19000000 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CY7 542000.00000000 PA USD 478168.69000000 0.013269587244 Long DBT CORP US N 2 2045-04-01 Fixed 5.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WLA60 719742.14000000 PA USD 714858.55000000 0.019837931873 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N WEST VA HEALTH SYS OBL N/A 956708AB7 608000.00000000 PA USD 382656.17000000 0.010619033697 Long DBT CORP US N 2 2050-06-01 Fixed 3.12900000 N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AQ1 790000.00000000 PA USD 883812.50000000 0.024526547474 Long DBT CORP GB N 2 N/A Fixed 8.12500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFG6 11000.00000000 PA USD 11454.61000000 0.000317875155 Long DBT CORP US N 2 2032-04-04 Fixed 5.62500000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46514Y8B6 4355000.00000000 PA USD 4538345.50000000 0.125942941927 Long DBT NUSS IL N 2 2035-02-19 Fixed 5.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV4T9 346682.31000000 PA USD 350533.11000000 0.009727591501 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 5.00000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAL5 883000.00000000 PA USD 881309.19000000 0.024457078496 Long DBT CORP US N 2 2029-02-15 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJYZ0 1006770.90000000 PA USD 960816.48000000 0.026663473317 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G49 640000.00000000 PA USD 656856.46000000 0.018228324616 Long DBT CORP US N 2 2029-11-07 Fixed 5.87500000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HX4 57000.00000000 PA USD 54679.91000000 0.001517413940 Long DBT CORP US N 2 2053-12-01 Fixed 5.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 513000.00000000 PA USD 460096.88000000 0.012768079168 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381JU59 26738.48000000 PA USD 27057.31000000 0.000750863331 Long ABS-MBS USGSE US N 2 2037-09-01 Floating 6.40600000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAV7 3450000.00000000 PA USD 3593440.31000000 0.099721020420 Long DBT CORP GB N 2 2031-04-15 Fixed 5.69400000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440CG7 2620000.00000000 PA USD 2715117.28000000 0.075346810400 Long DBT CORP US N 2 2035-04-15 Fixed 5.40000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822DN1 2765000.00000000 PA USD 2779006.94000000 0.077119802725 Long DBT CORP JP N 2 2031-09-12 Fixed 4.52700000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RNE8 4400000.00000000 PA USD 4221730.75000000 0.117156613721 Long DBT CORP US N 2 2054-11-01 Fixed 5.70000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAN1 2390000.00000000 PA USD 2205701.12000000 0.061210079326 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MN5G1 33881.84000000 PA USD 31525.80000000 0.000874867724 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H5PG6 13502230.74000000 PA USD 12267712.33000000 0.340439435815 Long ABS-MBS USGSE US N 2 2047-12-25 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AK31 176126.71000000 PA USD 167277.62000000 0.004642096019 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAH7 870000.00000000 PA USD 926295.79000000 0.025705494852 Long DBT CORP ES N 2 2035-06-15 Fixed 6.03700000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QAZ6 183000.00000000 PA USD 184088.48000000 0.005108611661 Long DBT CORP US N 2 2042-02-01 Fixed 5.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LPF0 4697.13000000 PA USD 4709.09000000 0.000130681246 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CAQ45 3455076.85000000 PA USD 3568788.78000000 0.099036919527 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BP2 1257000.00000000 PA USD 1351389.14000000 0.037502196335 Long DBT CORP US N 2 2030-10-06 Fixed 6.37500000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAK3 1352000.00000000 PA USD 1407652.70000000 0.039063557908 Long DBT CORP US N 2 2030-07-01 Fixed 5.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAS0 945000.00000000 PA USD 984595.50000000 0.027323361317 Long DBT CORP KY N 2 2028-05-04 Fixed 6.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MNJQ4 8829.49000000 PA USD 8222.13000000 0.000228171090 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XDL7 347000.00000000 PA USD 260377.93000000 0.007225708689 Long DBT CORP US N 2 2041-05-15 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPMV3 219983.75000000 PA USD 223645.84000000 0.006206361996 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 5.00000000 N N N N N N NNN REIT INC 5493008JKH5SOTI0JS97 637417AP1 1546000.00000000 PA USD 1002449.04000000 0.027818812214 Long DBT CORP US N 2 2050-04-15 Fixed 3.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397MB30 59819.01000000 PA USD 2317.44000000 0.000064310928 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 2.01133000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AR8 3236000.00000000 PA USD 2937194.94000000 0.081509654070 Long DBT CORP US N 2 2031-01-15 Fixed 2.15000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 1081000.00000000 PA USD 949677.02000000 0.026354343841 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504DAG8 1485000.00000000 PA USD 1548924.65000000 0.042983974500 Long DBT CORP FR N 2 2055-01-13 Fixed 6.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132FCFU4 401135.38000000 PA USD 388263.31000000 0.010774636594 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N NORTHERN NATURAL GAS CO 5493007M02M6CT9EXE41 665501AL6 318000.00000000 PA USD 255881.92000000 0.007100940594 Long DBT CORP US N 2 2049-01-15 Fixed 4.30000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DA7 1550000.00000000 PA USD 1549526.12000000 0.043000665803 Long DBT CORP US N 2 2030-10-15 Fixed 4.73400000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 293791AP4 1382000.00000000 PA USD 1556318.30000000 0.043189154566 Long DBT CORP US N 2 2034-10-15 Fixed 6.65000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHC8 4040000.00000000 PA USD 3885975.00000000 0.107839106510 Long DBT UST US N 2 2033-05-15 Fixed 3.37500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBS3 421000.00000000 PA USD 415863.84000000 0.011540574742 Long DBT CORP IE N 2 2035-11-15 Fixed 5.00000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GFP9 2539000.00000000 PA USD 2611088.31000000 0.072459918133 Long DBT CORP US N 2 2033-03-28 Fixed 5.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JAW68 319850.05000000 PA USD 294406.94000000 0.008170042617 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288HP53 6039.84000000 PA USD 6034.96000000 0.000167475265 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLK5 18000000.00000000 PA USD 18000000.00000000 0.499515286945 Long DBT UST US N 2 2029-08-31 Fixed 3.62500000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912833XZ8 75000000.00000000 PA USD 61559920.94000000 1.708340087370 Long DBT UST US N 2 2031-02-15 None 0.00000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BN1 217000.00000000 PA USD 168282.43000000 0.004669980350 Long DBT CORP US N 2 2045-04-01 Fixed 3.90000000 N N N N N N PORT AUTH OF NEW YORK & NEW JE 54930006MR4KZ4W74Z83 73358WJA3 415000.00000000 PA USD 343611.18000000 0.009535502065 Long DBT MUN US N 2 2062-10-01 Fixed 4.45800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHT3 15586350.93000000 PA USD 15850202.29000000 0.439856574723 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 525000.00000000 PA USD 460643.17000000 0.012783239180 Long DBT CORP US N 2 2032-04-28 Fixed 1.92800000 N N N N N N Aqua Finance Trust N/A 038394AA0 2101332.64000000 PA USD 2139802.58000000 0.059381338875 Long ABS-O CORP US N 2 2050-12-19 Fixed 5.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38385CKW7 6733837.66000000 PA USD 6511069.52000000 0.180687708866 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPLP1 1288899.83000000 PA USD 1208204.40000000 0.033528698197 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.50000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HZ9 4786000.00000000 PA USD 4811038.65000000 0.133510408431 Long DBT CORP US N 2 2034-06-01 Fixed 5.20000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 26443TAD8 1337000.00000000 PA USD 1272080.22000000 0.035301306450 Long DBT CORP US N 2 2053-04-01 Fixed 5.40000000 N N N N N N EUSHI FINANCE INC N/A 29882DAC7 1350000.00000000 PA USD 1347760.62000000 0.037401501824 Long DBT CORP US N 2 2056-04-01 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WQH88 180340.02000000 PA USD 175723.37000000 0.004876472754 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAY4 1764000.00000000 PA USD 1633269.59000000 0.045324618217 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 3996000.00000000 PA USD 3936074.76000000 0.109229417398 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BSPX4 752791.66000000 PA USD 766909.85000000 0.021282399654 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 1678000.00000000 PA USD 1773646.34000000 0.049220192248 Long DBT CORP GB N 2 2028-11-03 Fixed 7.39000000 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAY3 1030000.00000000 PA USD 1027626.59000000 0.028517510609 Long DBT CORP US N 2 2033-01-15 Fixed 4.65000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CNR8 6315000.00000000 PA USD 6351508.59000000 0.176259757548 Long DBT UST US N 2 2032-07-31 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ENL0 11944239.41000000 PA USD 12284448.49000000 0.340903878469 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NES6 811000.00000000 PA USD 799818.46000000 0.022195641530 Long DBT CORP US N 2 2037-01-15 Fixed 5.16800000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADS1 1947000.00000000 PA USD 2003135.29000000 0.055588705509 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFB2 4970000.00000000 PA USD 4913893.36000000 0.136364713985 Long DBT UST US N 2 2027-07-31 Fixed 2.75000000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AC3 1750000.00000000 PA USD 1741149.55000000 0.048318378726 Long DBT CORP AU N 2 2035-11-13 Fixed 5.75000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAS2 3452000.00000000 PA USD 3157729.15000000 0.087629665692 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PBB6 1795000.00000000 PA USD 1801511.53000000 0.049993474935 Long DBT CORP US N 2 2031-01-15 Fixed 4.40000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EH7 418000.00000000 PA USD 434689.53000000 0.012063003628 Long DBT CORP US N 2 2034-02-22 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHU0 3201148.85000000 PA USD 3296582.68000000 0.091482969074 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440CD4 4715000.00000000 PA USD 4463651.68000000 0.123870124986 Long DBT CORP US N 2 2053-04-01 Fixed 5.35000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QK7 2315000.00000000 PA USD 2145715.63000000 0.059545431034 Long DBT UST US N 2 2040-08-15 Fixed 3.87500000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912797SZ1 3798000.00000000 PA USD 3770862.93000000 0.104644648806 Long DBT UST US N 2 2026-03-17 None 0.00000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAY1 2493000.00000000 PA USD 2475674.40000000 0.068702067127 Long DBT CORP GB N 2 2036-09-22 Fixed 5.13600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396HZW2 12121.24000000 PA USD 10899.73000000 0.000302476764 Long ABS-MBS USGSE US N 2 2036-03-15 None 0.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFC5 2990000.00000000 PA USD 3113746.73000000 0.086409116183 Long DBT CORP US N 2 2035-01-07 Fixed 5.90000000 N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BBB6 930000.00000000 PA USD 961658.84000000 0.026686849522 Long DBT CORP US N 2 2030-06-01 Fixed 5.15000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AE2 651000.00000000 PA USD 657158.53000000 0.018236707315 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75000000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CP2 1933000.00000000 PA USD 1824748.66000000 0.050638325027 Long DBT CORP US N 2 2028-12-01 Fixed 2.27200000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HMWN7 20999.89000000 PA USD 19446.70000000 0.000539662440 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SP4 23334000.00000000 PA USD 11499286.88000000 0.319114976973 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAD5 328000.00000000 PA USD 293466.45000000 0.008143943221 Long DBT CORP US N 2 2043-06-01 Fixed 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNWS8 1750654.29000000 PA USD 1566820.57000000 0.043480601478 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YF28 17558.42000000 PA USD 17759.70000000 0.000492846757 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MP2W4 4664.83000000 PA USD 4326.95000000 0.000120076537 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUTE7 8265901.20000000 PA USD 8522598.10000000 0.236509335302 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398PKD0 36732.11000000 PA USD 2429.18000000 0.000067411808 Long ABS-MBS USGSE US N 2 2040-04-25 Floating 2.43133000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 3572000.00000000 PA USD 3078897.28000000 0.085442014349 Long DBT CORP US Y 2 2035-11-15 Fixed 3.13700000 N N N N N N MONONGAHELA POWER CO N/A 610202BR3 1123000.00000000 PA USD 1115968.05000000 0.030969061150 Long DBT CORP US N 2 2027-05-15 Fixed 3.55000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 2808000.00000000 PA USD 2484347.10000000 0.068942741918 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H3KC6 137389.54000000 PA USD 133929.81000000 0.003716665970 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.00000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172EA3 5000000.00000000 PA USD 4892295.14000000 0.135765345037 Long DBT CORP US N 2 2035-10-29 Fixed 4.62500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409WT43 23696.28000000 PA USD 23917.08000000 0.000663719282 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AH7 200000.00000000 PA USD 138562.00000000 0.003845213177 Long DBT NUSS BM N 2 2050-08-20 Fixed 3.37500000 N N N N N N GFL ENVIRONMENTAL INC 894500E7NLBY9VZRT696 36168QAQ7 6175000.00000000 PA USD 6465904.25000000 0.179434334266 Long DBT CORP CA Y 2 2031-01-15 Fixed 6.75000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAV4 426000.00000000 PA USD 425520.20000000 0.011808546933 Long DBT CORP US N 2 2030-10-15 Fixed 4.60000000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 906548CY6 1068000.00000000 PA USD 1100295.81000000 0.030534143180 Long DBT CORP US N 2 2034-04-01 Fixed 5.20000000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AN7 334000.00000000 PA USD 262501.04000000 0.007284626795 Long DBT CORP US N 2 2050-04-30 Fixed 4.35000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DE6 2600000.00000000 PA USD 2580522.83000000 0.071611700105 Long DBT CORP US N 2 2032-11-15 Fixed 4.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLL7 3068435.02000000 PA USD 2770168.16000000 0.076874519073 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 3.00000000 N N N N N N Bridgecrest Lending Auto Secur N/A 10807UAE7 801000.00000000 PA USD 805265.33000000 0.022346796799 Long ABS-O CORP US N 2 2031-08-15 Fixed 4.80000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LBD0 3570000.00000000 PA USD 3593611.95000000 0.099725783576 Long DBT CORP US N 2 2031-01-15 Fixed 4.75000000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AA7 1619000.00000000 PA USD 1512361.81000000 0.041969324638 Long DBT CORP AU N 2 2031-04-29 Fixed 3.64900000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLX7 46405000.00000000 PA USD 46936119.73000000 1.302517184168 Long DBT UST US N 2 2027-11-15 Fixed 4.12500000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBH6 4075000.00000000 PA USD 2691443.78000000 0.074689850670 Long DBT CORP CA N 2 2051-12-02 Fixed 3.10000000 N N N N N N MANULIFE FINANCIAL CORP 5493007GBX87QOZACS27 56501RAE6 427000.00000000 PA USD 425412.84000000 0.011805567602 Long DBT CORP CA N 2 2032-02-24 Fixed 4.06100000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 804000.00000000 PA USD 801266.72000000 0.022235831975 Long DBT CORP US N 2 N/A Fixed 3.90000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 470.00000000 NC USD -41089.57000000 -0.00114027046 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-03-31 98171948.71000000 USD -41089.57000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLB5 25265000.00000000 PA USD 25380468.95000000 0.704329568353 Long DBT UST US N 2 2026-07-31 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395MUB3 25537.23000000 PA USD 26534.32000000 0.000736349914 Long ABS-MBS USGSE US N 2 2035-02-15 Floating 6.10334000 N N N N N N Multifamily Structured Credit 529900E2V0BG2KXC9E18 35563YAA8 2007125.25000000 PA USD 2005976.37000000 0.055667547892 Long ABS-MBS USGSE US N 2 2045-07-25 Floating 5.52419000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WBPY5 398667.24000000 PA USD 365941.12000000 0.010155176864 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PT7F6 675.32000000 PA USD 674.21000000 0.000018709900 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 4.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAQ3 2969000.00000000 PA USD 2381138.00000000 0.066078601740 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BP7 2745000.00000000 PA USD 2749556.70000000 0.076302533554 Long DBT CORP NL N 2 2029-03-25 Floating 4.72950200 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576BAB8 739000.00000000 PA USD 780578.25000000 0.021661709362 Long DBT CORP US N 2 2031-06-15 Fixed 5.80000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VTV2 540833.03000000 PA USD 448340.51000000 0.012441829916 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNMM2 17252866.48000000 PA USD 15358182.73000000 0.426202614074 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N CFAMC II CO LTD 549300BHVD63HE2GHX17 000000000 340000.00000000 PA USD 340006.80000000 0.009435477459 Long DBT CORP VG N 2 2026-06-03 Fixed 4.62500000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844BM9 517000.00000000 PA USD 429581.01000000 0.011921237859 Long DBT CORP US N 2 2042-10-01 Fixed 3.95000000 N N N N N N Bridgecrest Lending Auto Secur N/A 10806HAE7 3200000.00000000 PA USD 3234728.00000000 0.089766449172 Long ABS-O CORP US N 2 2029-12-17 Fixed 5.15000000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAD6 96000.00000000 PA USD 92247.44000000 0.002559944803 Long DBT CORP US N 2 2045-06-01 Fixed 5.15000000 N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAM6 600000.00000000 PA USD 616200.00000000 0.017100073323 Long DBT CORP ES N 2 2036-07-03 Fixed 5.58100000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAW2 1029000.00000000 PA USD 1023729.40000000 0.028409360277 Long DBT CORP US N 2 2035-10-15 Fixed 5.25000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCE4 262000.00000000 PA USD 141740.81000000 0.003933427854 Long DBT CORP US N 2 2050-08-01 Fixed 2.05000000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AB5 1385000.00000000 PA USD 1507583.44000000 0.041836720812 Long DBT CORP AU N 2 2033-09-19 Fixed 6.87500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC44 112000.00000000 PA USD 116314.62000000 0.003227829488 Long DBT CORP US N 2 2036-01-28 Fixed 5.53600000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AF4 4940000.00000000 PA USD 4993381.40000000 0.138570574602 Long DBT CORP US N 2 2030-10-15 Fixed 5.50000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DF4 1462000.00000000 PA USD 1160165.00000000 0.032195564048 Long DBT CORP US N 2 2052-02-22 Fixed 4.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLA98 868427.22000000 PA USD 748854.55000000 0.020781349745 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JJ3 1173000.00000000 PA USD 1203588.18000000 0.033400594172 Long DBT CORP US N 2 2030-03-15 Fixed 5.25000000 N N N N N N MONONGAHELA POWER CO N/A 610202BP7 1117000.00000000 PA USD 1090666.99000000 0.030266935248 Long DBT CORP US N 2 2043-12-15 Fixed 5.40000000 N N N N N N Velocity Commercial Capital Lo N/A 92257NAD8 19067.40000000 PA USD 17655.85000000 0.000489964832 Long ABS-MBS CORP US N 2 2049-07-25 Variable 3.26000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308GZ4 547000.00000000 PA USD 452305.69000000 0.012551867029 Long DBT CORP US N 2 2042-04-15 Fixed 4.45000000 N N N N N N Santander Drive Auto Receivabl N/A 80288JAE3 1320000.00000000 PA USD 1328057.15000000 0.036854713797 Long ABS-O CORP US N 2 2031-09-15 Fixed 4.68000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LBB4 931000.00000000 PA USD 1023991.73000000 0.028416640157 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGF0 4943000.00000000 PA USD 4930723.88000000 0.136831775209 Long DBT CORP US N 2 2028-01-20 Fixed 3.82400000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBJ1 1200000.00000000 PA USD 1155417.80000000 0.032063825217 Long DBT CORP US N 2 2030-05-06 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEEC2 295268.19000000 PA USD 275822.13000000 0.007654298356 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGWY6 37889.02000000 PA USD 38918.42000000 0.001080019207 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GL20 171421.29000000 PA USD 158486.90000000 0.004398146073 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQEM3 5558898.82000000 PA USD 5761743.98000000 0.159893288748 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 6.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DC0 341000.00000000 PA USD 348079.07000000 0.009659489807 Long DBT CORP US N 2 2055-03-01 Fixed 6.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GULV7 363879.54000000 PA USD 361410.47000000 0.010029447479 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CA1 2009000.00000000 PA USD 2045113.75000000 0.056753643425 Long DBT CORP US N 2 2032-10-21 Fixed 4.81200000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BK3 1501000.00000000 PA USD 1538904.75000000 0.042705913765 Long DBT CORP US N 2 2028-05-08 Fixed 5.40000000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AD6 427000.00000000 PA USD 458753.74000000 0.012730805892 Long DBT CORP US N 2 2034-08-15 Fixed 6.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BBTD4 2043060.69000000 PA USD 101970.38000000 0.002829764645 Long ABS-MBS USGSE US N 2 2030-07-25 Variable 1.92700000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BC1 600000.00000000 PA USD 552417.23000000 0.015330047286 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AG2 1005000.00000000 PA USD 1040167.71000000 0.028865537340 Long DBT CORP US N 2 2029-06-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XNB8 17287954.82000000 PA USD 15568990.31000000 0.432052703452 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 3.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC53 5242000.00000000 PA USD 4991965.56000000 0.138531283840 Long DBT CORP US N 2 2030-11-05 Fixed 2.97600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W7WP5 28499.00000000 PA USD 26342.62000000 0.000731030077 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128CUMW3 6203.54000000 PA USD 6442.16000000 0.000178775411 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 6.50000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 31395QD23 300374.25000000 PA USD 5974.72000000 0.000165803554 Long ABS-MBS USGSE US N 2 2028-02-25 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EGT1 8597431.83000000 PA USD 8610661.90000000 0.238953180542 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375BXB3 203.19000000 PA USD 202.55000000 0.000005620934 Long ABS-MBS USGA US N 2 2060-04-20 Floating 4.54411000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAF1 32000.00000000 PA USD 31577.74000000 0.000876309103 Long DBT CORP US N 2 2027-12-01 Fixed 3.45000000 N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAF5 770000.00000000 PA USD 759285.37000000 0.021070813859 Long DBT CORP NL N 2 2028-04-06 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HNBV0 5675.76000000 PA USD 5254.78000000 0.000145824607 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376XA29 87268.58000000 PA USD 591.01000000 0.000016401029 Long ABS-MBS USGA US N 2 2034-11-20 Floating 2.25162000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AJCT4 755769.23000000 PA USD 691102.78000000 0.019178689081 Long DBT USGSE US N 2 2030-03-11 Fixed 1.83000000 N N N N N N COREBRIDGE GLOB FUNDING 54930057MDZ7KOVOTV71 00138CBH0 1311000.00000000 PA USD 1319381.80000000 0.036613965467 Long DBT CORP US N 2 2032-08-21 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398GKH1 133264.26000000 PA USD 14115.24000000 0.000391709897 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 2.26133000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128E6AD9 154088.45000000 PA USD 152280.44000000 0.004225911537 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CCW2 18481.57000000 PA USD 17868.85000000 0.000495875763 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7PH0 33864.09000000 PA USD 34080.23000000 0.000945755325 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 4.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBF6 1520000.00000000 PA USD 1491574.28000000 0.041392453026 Long DBT CORP US N 2 2055-04-01 Fixed 6.20000000 N N N N N N CVS PASS-THROUGH TR 2013 N/A 12665UAA2 336117.76000000 PA USD 316320.33000000 0.008778157800 Long DBT CORP US N 2 2036-01-10 Fixed 4.70400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BFDC6 977029.96000000 PA USD 991353.06000000 0.027510889346 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 1775000.00000000 PA USD 1616502.79000000 0.044859325277 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CV6 5470000.00000000 PA USD 5447152.45000000 0.151163106616 Long DBT CORP US N 2 2035-11-20 Fixed 4.65000000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AM7 1271000.00000000 PA USD 874300.79000000 0.024262589444 Long DBT CORP US N 2 2050-06-01 Fixed 3.35000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKL2 1982000.00000000 PA USD 1870441.24000000 0.051906332928 Long DBT CORP US N 2 2037-03-08 Fixed 3.84600000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FP4 435000.00000000 PA USD 390524.17000000 0.010837377379 Long DBT CORP US N 2 2043-08-15 Fixed 4.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9HK2 184572.62000000 PA USD 178337.18000000 0.004949008202 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397MPW1 3979.40000000 PA USD 3995.03000000 0.000110865475 Long ABS-MBS USGSE US N 2 2028-09-25 Fixed 5.00000000 N N N N N N GFL ENVIRONMENTAL INC 894500E7NLBY9VZRT696 36168QAM6 680000.00000000 PA USD 666284.40000000 0.018489957958 Long DBT CORP CA N 2 2028-09-01 Fixed 3.50000000 N N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518CU8 1307000.00000000 PA USD 1077730.52000000 0.029907937219 Long DBT CORP US N 2 2043-05-15 Fixed 3.95000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAF1 5075000.00000000 PA USD 5233052.76000000 0.145221658389 Long DBT CORP IE N 2 2031-05-15 Fixed 5.32000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCD7 1636000.00000000 PA USD 1866610.56000000 0.051800028305 Long DBT CORP IT N 2 2033-11-28 Fixed 7.20000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DQ0 1135000.00000000 PA USD 759986.42000000 0.021090268592 Long DBT CORP US N 2 2049-09-11 Fixed 2.95000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 1520000.00000000 PA USD 1396816.94000000 0.038762856366 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBG4 3588000.00000000 PA USD 3577811.96000000 0.099287320435 Long DBT CORP US N 2 2056-02-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8YJ7 188794.85000000 PA USD 194372.81000000 0.005394010553 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 5.00000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CD2 547000.00000000 PA USD 386397.29000000 0.010722852954 Long DBT CORP US N 2 2050-04-15 Fixed 3.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401LD42 18949.63000000 PA USD 19212.60000000 0.000533165966 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WCA6 623000.00000000 PA USD 601524.01000000 0.016692802136 Long DBT CORP GB N 2 2054-06-28 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288ENG8 15731.13000000 PA USD 15966.15000000 0.000443074222 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5.50000000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENPV6 20000000.00000000 PA USD 17445112.40000000 0.484116684793 Long DBT USGSE US N 2 2037-02-23 Fixed 3.36000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VBB2 235000.00000000 PA USD 210626.99000000 0.005845077852 Long DBT CORP US N 2 2043-01-15 Fixed 4.65000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAE4 680000.00000000 PA USD 717328.06000000 0.019906462873 Long DBT CORP IE N 2 2035-03-28 Fixed 5.87100000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAB3 354000.00000000 PA USD 367961.07000000 0.010211232192 Long DBT CORP US N 2 2028-08-15 Fixed 6.04200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCL38 371794.42000000 PA USD 375235.70000000 0.010413109353 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 2421000.00000000 PA USD 2271856.02000000 0.063045933984 Long DBT CORP US N 2 2031-01-22 Fixed 2.69900000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 1721000.00000000 PA USD 1083919.22000000 0.030079678900 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N SEKISUI HOUSE US 5299005FV4VNV75R8R35 552676AQ1 979000.00000000 PA USD 915468.43000000 0.025405026416 Long DBT CORP US N 2 2043-01-15 Fixed 6.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ME8 8137000.00000000 PA USD 8063642.88000000 0.223772938168 Long DBT CORP US N 2 2030-03-20 Fixed 3.98000000 N N N N N N DT MIDSTREAM INC N/A 23345MAB3 1435000.00000000 PA USD 1405369.98000000 0.039000210490 Long DBT CORP US N 2 2031-06-15 Fixed 4.37500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 2380000.00000000 PA USD 2473710.04000000 0.068647554469 Long DBT CORP US N 2 2034-04-24 Fixed 5.38900000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAG6 2999000.00000000 PA USD 3007892.93000000 0.083471583334 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLYK8 10950328.32000000 PA USD 11304025.35000000 0.313696303685 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DK3 3331000.00000000 PA USD 2931137.52000000 0.081341555521 Long DBT CORP US N 2 2053-03-01 Fixed 4.87500000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CC4 501000.00000000 PA USD 410140.45000000 0.011381745809 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AQ5 3060000.00000000 PA USD 3140015.84000000 0.087138106296 Long DBT CORP US N 2 2035-03-15 Fixed 5.72500000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAX8 2406000.00000000 PA USD 2289309.00000000 0.063530269002 Long DBT NUSS MX N 2 2053-05-04 Fixed 6.33800000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CE3 850000.00000000 PA USD 875400.34000000 0.024293102890 Long DBT CORP US N 2 2036-07-21 Fixed 5.37300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MRXV8 19525.80000000 PA USD 18059.73000000 0.000501172845 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWG98 37513362.83000000 PA USD 38165710.08000000 1.059130867893 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAR6 1949000.00000000 PA USD 1835197.36000000 0.050928285326 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N (PIPA070) PGIM Core Government Money Market Fund N/A 000000000 121194369.34000000 NS USD 121194369.34000000 3.363246676501 Long STIV RF US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378PJC3 900580.93000000 PA USD 703502.48000000 0.019522791286 Long ABS-MBS USGA US N 2 2043-12-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJ3E1 4377117.23000000 PA USD 4160482.14000000 0.115456912777 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MRD24 7774.18000000 PA USD 7190.24000000 0.000199535266 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109CH2 4493000.00000000 PA USD 4227757.54000000 0.117323862262 Long DBT CORP CA N 2 2032-03-15 Fixed 3.80000000 N N N N N N DT MIDSTREAM INC N/A 23345MAA5 1856000.00000000 PA USD 1833098.76000000 0.050870047394 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDF5 780000.00000000 PA USD 734845.31000000 0.020392581438 Long DBT UST US N 2 2028-10-31 Fixed 1.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296LVE8 65535.30000000 PA USD 66638.72000000 0.001849281074 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -844.00000000 NC USD 603846.87000000 0.016757263474 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-03-20 -97677038.59000000 USD 603846.87000000 N N N PALOMINO FUNDING TRUST I N/A 69754AAA8 1040000.00000000 PA USD 1099005.96000000 0.030498348747 Long DBT CORP US N 2 2028-05-17 Fixed 7.23300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FX84 496.61000000 PA USD 482.73000000 0.000013396167 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W02X6 7497.54000000 PA USD 6919.20000000 0.000192013676 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 06279JAD1 2411000.00000000 PA USD 2502286.49000000 0.069440575226 Long DBT CORP IE N 2 2030-03-20 Fixed 5.60100000 N N N N N N MASSACHUSETTS ELECTRIC 549300XN8GZY5U5O1B96 575634AU4 661000.00000000 PA USD 579150.33000000 0.016071913515 Long DBT CORP US N 2 2030-11-24 Fixed 1.72900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM2N4 6900619.33000000 PA USD 6157779.32000000 0.170883605776 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017CW7 442000.00000000 PA USD 415350.70000000 0.011526334671 Long DBT CORP US N 2 2038-11-16 Fixed 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WQQ39 38671.02000000 PA USD 35773.66000000 0.000992749446 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MMKP6 11602.18000000 PA USD 10710.68000000 0.000297230466 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CC6 1205000.00000000 PA USD 736655.72000000 0.020442821853 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAC3 638000.00000000 PA USD 543276.88000000 0.015076394811 Long DBT CORP US N 2 2049-04-01 Fixed 4.55000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SC3 65000.00000000 PA USD 49450.78000000 0.001372301142 Long DBT UST US N 2 2048-05-15 Fixed 3.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJW46 171754.32000000 PA USD 167975.98000000 0.004661476102 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 000000000 270000.00000000 PA USD 256140.90000000 0.007108127508 Long DBT CORP CL N 2 2030-01-14 Fixed 3.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC27 3887151.52000000 PA USD 3308465.71000000 0.091812733248 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WDUB5 55760.17000000 PA USD 55657.58000000 0.001544545113 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.50000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BD6 1036000.00000000 PA USD 1040626.98000000 0.028878282473 Long DBT CORP US N 2 2065-05-01 Fixed 5.80000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376JDC5 87391.69000000 PA USD 3787.36000000 0.000105102456 Long ABS-MBS USGA US N 2 2037-06-20 Floating 2.90162000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHQE0 2575388.34000000 PA USD 2336275.97000000 0.064833642307 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128CURD0 2451.39000000 PA USD 2483.21000000 0.000068911186 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.50000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAD9 813000.00000000 PA USD 827235.59000000 0.022956490172 Long DBT CORP US N 2 2031-10-01 Fixed 5.09700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297KFM9 43252.45000000 PA USD 43727.01000000 0.001213461663 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.00000000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 906548CX8 1033000.00000000 PA USD 965340.83000000 0.026789027872 Long DBT CORP US N 2 2054-01-15 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312932L53 71387.89000000 PA USD 73108.23000000 0.002028815471 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSGF3 3696849.28000000 PA USD 3825026.25000000 0.106147726935 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DH9 925000.00000000 PA USD 883178.54000000 0.024508954546 Long DBT CORP US N 2 2055-11-15 Fixed 5.70000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109CT9 530000.00000000 PA USD 539081.57000000 0.014959971395 Long DBT CORP US N 2 2035-04-15 Fixed 5.12500000 N N N N N N CHEVRON PHILLIPS CHEM CO N/A 166754AX9 2715000.00000000 PA USD 2750547.98000000 0.076330042415 Long DBT CORP US N 2 2030-05-15 Fixed 4.75000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 1316000.00000000 PA USD 989507.74000000 0.027459680148 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3F8 3608000.00000000 PA USD 3786123.47000000 0.105068141751 Long DBT CORP US N 2 2034-07-25 Fixed 5.55700000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDB8 2341000.00000000 PA USD 2068825.35000000 0.057411660463 Long DBT CORP US N 2 2055-08-03 Fixed 6.00000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BW8 691000.00000000 PA USD 706156.09000000 0.019596431218 Long DBT CORP US N 2 2056-04-01 Fixed 6.37500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHM6 4350000.00000000 PA USD 4372259.77000000 0.121333921867 Long DBT UST US N 2 2026-07-15 Fixed 4.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEV4 1894000.00000000 PA USD 1983932.41000000 0.055055809281 Long DBT CORP US N 2 2034-04-04 Fixed 5.95000000 N N N N N N EMERA US FINANCE LP N/A 29103DAT3 1797000.00000000 PA USD 1621042.79000000 0.044985314133 Long DBT CORP US N 2 2031-06-15 Fixed 2.63900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297KC91 20702.01000000 PA USD 20870.64000000 0.000579177984 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.00000000 N N N N N N CPS Auto Trust N/A 12630SAC5 2540000.00000000 PA USD 2562165.06000000 0.071102256397 Long ABS-O CORP US N 2 2031-07-15 Fixed 5.12000000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAF1 858000.00000000 PA USD 862064.76000000 0.023923029219 Long DBT CORP US N 2 2027-08-15 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WRD80 137180.76000000 PA USD 134617.67000000 0.003735754669 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.50000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAE2 2185000.00000000 PA USD 2100692.27000000 0.058295994557 Long DBT CORP US N 2 2055-11-15 Fixed 5.62500000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834KP2 7200000.00000000 PA USD 3367201.02000000 0.093442687983 Long DBT UST US N 2 2041-08-15 None 0.00000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBA8 784000.00000000 PA USD 796144.61000000 0.022093689073 Long DBT CORP US N 2 2028-01-11 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312930Q29 13536.83000000 PA USD 13923.98000000 0.000386402270 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.00000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CX6 4062000.00000000 PA USD 4373961.60000000 0.121381149095 Long DBT CORP GB N 2 2030-02-08 Fixed 7.01800000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCP4 6883000.00000000 PA USD 6767387.11000000 0.187800739673 Long DBT UST US N 2 2026-07-31 Fixed 0.62500000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAE8 1363000.00000000 PA USD 884870.82000000 0.024555916753 Long DBT CORP US N 2 2051-09-30 Fixed 3.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397PAT7 14021.22000000 PA USD 1002.29000000 0.000027814398 Long ABS-MBS USGSE US N 2 2037-11-15 Floating 1.90167000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFU0 2376000.00000000 PA USD 2402358.75000000 0.066667495575 Long DBT UST US N 2 2027-10-31 Fixed 4.12500000 N N N N N N TVA PRIN STRIP 549300HE1ISW43LNKM54 88059FBM2 600000.00000000 PA USD 384124.03000000 0.010659768059 Long DBT USGA US N 2 2035-06-15 None 0.00000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PBC5 2162000.00000000 PA USD 2242803.29000000 0.062239696053 Long DBT CORP US N 2 2035-02-19 Fixed 5.50000000 N N N N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 843646AU4 2493000.00000000 PA USD 2227579.50000000 0.061817222951 Long DBT CORP US N 2 2046-12-15 Fixed 4.95000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DF4 1210000.00000000 PA USD 1182865.34000000 0.032825517762 Long DBT CORP US N 2 2033-04-25 Fixed 4.33700000 N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBT9 1905000.00000000 PA USD 1980510.68000000 0.054960853367 Long DBT CORP US N 2 2035-02-06 Fixed 5.62500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 270000.00000000 PA USD 244409.51000000 0.006782571473 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QH7 3171000.00000000 PA USD 3204256.27000000 0.088920832786 Long DBT CORP US N 2 2036-09-11 Fixed 5.17400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXBH2 278.16000000 PA USD 282.83000000 0.000007848772 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFK6 1510000.00000000 PA USD 1550951.55000000 0.043040222696 Long DBT CORP US N 2 2030-01-16 Fixed 5.17300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FP67 2029.62000000 PA USD 1974.14000000 0.000054784061 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MFW52 8487.39000000 PA USD 7838.57000000 0.000217526974 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 6753000.00000000 PA USD 6635469.37000000 0.184139910354 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401LJ46 63978.95000000 PA USD 65043.56000000 0.001805014029 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XLH7 15878680.20000000 PA USD 15904547.36000000 0.441364696570 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMA6 97605000.00000000 PA USD 99297836.72000000 2.755599300124 Long DBT UST US N 2 2029-11-30 Fixed 4.12500000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAV9 585000.00000000 PA USD 590866.46000000 0.016397046072 Long DBT CORP US N 2 2033-01-15 Fixed 4.95000000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65557FAH9 1175000.00000000 PA USD 1173923.11000000 0.032577363285 Long DBT CORP FI N 2 2033-09-13 Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GAX4 666862.01000000 PA USD 616475.24000000 0.017107711466 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAT7 472000.00000000 PA USD 458427.35000000 0.012721748293 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292SAH3 5209.46000000 PA USD 4823.31000000 0.000133850948 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.00000000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMAG7 12090000.00000000 PA USD 9336162.74000000 0.259086445002 Long DBT USGSE US N 2 2035-09-17 Fixed 1.68000000 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 4057000.00000000 PA USD 4091650.79000000 0.113546784358 Long DBT CORP US N 2 2030-06-15 Fixed 5.87500000 N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCC2 3835000.00000000 PA USD 3863913.59000000 0.107226883646 Long DBT CORP US N 2 2035-09-15 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CVN9 86019.22000000 PA USD 88412.88000000 0.002453532506 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDD9 4197042.50000000 PA USD 3719644.11000000 0.103223283052 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C68 1121000.00000000 PA USD 1203127.38000000 0.033387806580 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N GUARDIAN LIFE GLOB FUND 635400NHILJ5JEKILC36 40139LBL6 2755000.00000000 PA USD 2772307.47000000 0.076933886743 Long DBT CORP US N 2 2032-09-05 Fixed 4.67300000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QF1 1739000.00000000 PA USD 1743698.84000000 0.048389123689 Long DBT CORP US N 2 2031-09-11 Fixed 4.50300000 N N N N N N Foundation Finance Trust N/A 35042TAA0 2439670.85000000 PA USD 2446159.89000000 0.067883014409 Long ABS-O CORP US N 2 2052-08-15 Fixed 4.56000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAN2 1000000.00000000 PA USD 991938.05000000 0.027527123315 Long DBT CORP US N 2 2036-10-22 Fixed 4.89200000 N N N N N N CRH AMERICA FINANCE INC 549300WEVUODRJ4CWK56 12636YAJ1 1185000.00000000 PA USD 1189749.09000000 0.033016547671 Long DBT CORP US N 2 2036-02-09 Fixed 5.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAX7 1412000.00000000 PA USD 1414352.92000000 0.039249494704 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BW8 2525000.00000000 PA USD 2630557.57000000 0.073000206633 Long DBT CORP US N 2 2029-02-01 Fixed 5.87500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2638000.00000000 PA USD 2049808.44000000 0.056883925060 Long DBT UST US N 2 2043-05-15 Fixed 2.87500000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 442000.00000000 PA USD 397821.12000000 0.011039873939 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 3517000.00000000 PA USD 3504494.76000000 0.097252705868 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HXS9 142.96000000 PA USD 145.37000000 0.000004034140 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WRD98 51837.91000000 PA USD 50540.93000000 0.001402553730 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.50000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAY3 1101000.00000000 PA USD 1045234.63000000 0.029006148673 Long DBT CORP US N 2 2028-03-01 Fixed 1.70000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179N5W4 1578.14000000 PA USD 1529.11000000 0.000042434101 Long ABS-MBS USGA US N 2 2044-03-20 Fixed 4.00000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAH6 8530000.00000000 PA USD 7835911.47000000 0.217453198134 Long DBT CORP US N 2 2030-05-01 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHXF9 3754109.87000000 PA USD 3234894.10000000 0.089771058588 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N EATON CORP 0NZWDMRCE180888QQE14 278062AE4 1900000.00000000 PA USD 1644391.94000000 0.045633272875 Long DBT CORP US N 2 2042-11-02 Fixed 4.15000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAV7 665000.00000000 PA USD 687736.15000000 0.019085262239 Long DBT CORP JP N 2 2035-07-16 Fixed 5.50200000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAD0 559000.00000000 PA USD 494731.39000000 0.013729216235 Long DBT CORP US N 2 2031-01-15 Fixed 1.75000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAF9 689000.00000000 PA USD 645488.74000000 0.017912860732 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CV2 812000.00000000 PA USD 814657.51000000 0.022607437770 Long DBT CORP US N 2 2027-09-11 Fixed 4.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMV4 12028996.00000000 PA USD 12553737.85000000 0.348376886909 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHQ5 6631000.00000000 PA USD 6594456.57000000 0.183001770322 Long DBT CORP US N 2 2030-02-07 Fixed 3.97400000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HD2 683000.00000000 PA USD 570610.27000000 0.015834919597 Long DBT CORP US N 2 2043-06-15 Fixed 4.60000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PER9 1128000.00000000 PA USD 1175473.34000000 0.032620383484 Long DBT CORP US N 2 2033-02-15 Fixed 5.35000000 N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABN4 2665000.00000000 PA USD 1781402.94000000 0.049435444485 Long DBT CORP US N 2 2051-02-15 Fixed 3.30000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAZ2 2920000.00000000 PA USD 3023795.07000000 0.083912881225 Long DBT CORP US N 2 2029-04-01 Fixed 6.37500000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 1500000.00000000 PA USD 1669125.04000000 0.046319637405 Long DBT CORP US N 2 2033-10-15 Fixed 6.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7LA2 2.37000000 PA USD 2.43000000 0.000000067434 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8V7 4024000.00000000 PA USD 3744132.65000000 0.103902860834 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLG93 17000141.60000000 PA USD 14497209.05000000 0.402309863250 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBS0 1885000.00000000 PA USD 1909065.10000000 0.052978177845 Long DBT CORP US N 2 2036-01-15 Fixed 5.60000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAN8 4387000.00000000 PA USD 4168888.45000000 0.115690195019 Long DBT CORP NL N 2 2028-07-12 Variable 2.12500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFH3 3709000.00000000 PA USD 3930484.81000000 0.109074291538 Long DBT CORP US N 2 2029-11-01 Fixed 6.40700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHH9 3252711.09000000 PA USD 3350386.43000000 0.092976068831 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427GLQ5 1996426.42000000 PA USD 2056419.51000000 0.057067387867 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 6.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 281.00000000 NC USD -451685.62000000 -0.01253465956 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-03-20 33609685.62000000 USD -451685.62000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHEP2 10200336.13000000 PA USD 10272127.12000000 0.285060251438 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 5.22419000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CL7 2930000.00000000 PA USD 2917191.87000000 0.080954551889 Long DBT CORP US N 2 2036-11-14 Fixed 4.91400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLRW8 182436.74000000 PA USD 164419.42000000 0.004562778542 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MR5R8 5216.53000000 PA USD 4825.41000000 0.000133909225 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397GJD3 7298.71000000 PA USD 7249.87000000 0.000201190049 Long ABS-MBS USGSE US N 2 2037-04-15 Floating 6.84833000 N N N N N N CRH AMERICA FINANCE INC 549300WEVUODRJ4CWK56 12636YAH5 605000.00000000 PA USD 605339.45000000 0.016798683837 Long DBT CORP US N 2 2031-02-09 Fixed 4.40000000 N N N N N N COLONIAL ENTERPRISES INC N/A 19565CAB6 1535000.00000000 PA USD 1548604.39000000 0.042975087013 Long DBT CORP US N 2 2035-11-15 Fixed 5.62700000 N N N N N N METLIFE CAPITAL TRUST IV N/A 591560AA5 2705000.00000000 PA USD 2999559.84000000 0.083240333010 Long DBT CORP US N 2 2037-12-15 Fixed 7.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HMJ47 161199.02000000 PA USD 155770.00000000 0.004322749791 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAN0 924000.00000000 PA USD 568260.00000000 0.015769697608 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAB2 828000.00000000 PA USD 886346.73000000 0.024596874509 Long DBT CORP US Y 2 2033-11-15 Fixed 6.03600000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CET4 4434000.00000000 PA USD 4380653.44000000 0.121566853338 Long DBT UST US N 2 2027-05-31 Fixed 2.62500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFG5 1571000.00000000 PA USD 1634044.66000000 0.045346127067 Long DBT CORP US N 2 2034-07-21 Fixed 5.42400000 N N N N N N Progress Residential Trust N/A 74334GAA4 3523429.92000000 PA USD 3358729.30000000 0.093207590558 Long ABS-O CORP US N 2 2042-04-17 Fixed 3.30500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MCT46 4065.22000000 PA USD 3758.07000000 0.000104289634 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAC2 2110000.00000000 PA USD 2085563.46000000 0.057876157231 Long DBT CORP IT N 2 2040-10-01 Fixed 5.70000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AJJ83 657894.74000000 PA USD 600152.84000000 0.016654751004 Long DBT USGSE US N 2 2030-04-23 Fixed 1.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQYY6 14502353.57000000 PA USD 15144019.20000000 0.420259394232 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAG8 5179000.00000000 PA USD 5355990.25000000 0.148633278144 Long DBT CORP GB N 2 2030-02-01 Fixed 5.50000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CS9 1833000.00000000 PA USD 1891572.42000000 0.052492741119 Long DBT CORP US N 2 2035-03-27 Fixed 5.80000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAV5 1906000.00000000 PA USD 1961072.04000000 0.054421414598 Long DBT CORP US N 2 N/A Fixed 6.95000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBH3 7120000.00000000 PA USD 7099418.75000000 0.197014899669 Long DBT UST US N 2 2026-01-31 Fixed 0.37500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CNE7 2807000.00000000 PA USD 2821363.95000000 0.078295245725 Long DBT UST US N 2 2027-05-31 Fixed 3.87500000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDK2 1922000.00000000 PA USD 1460138.19000000 0.040520074830 Long DBT CORP US N 2 2041-04-15 Fixed 3.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397GJE1 6420.67000000 PA USD 6341.72000000 0.000175988115 Long ABS-MBS USGSE US N 2 2037-04-15 Floating 6.30833000 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543CG6 519000.00000000 PA USD 411345.10000000 0.011415175870 Long DBT CORP US N 2 2042-11-15 Fixed 4.37500000 N N N N N N JBS USA HOLD/FOOD GRP/CO N/A 472140AJ1 1240000.00000000 PA USD 1232178.92000000 0.034194011488 Long DBT CORP US N 2 2066-04-15 Fixed 6.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HBH76 439814.00000000 PA USD 425909.58000000 0.011819352559 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401ABD2 1375000.00000000 PA USD 1366021.25000000 0.037908249814 Long DBT CORP KY N 2 2031-01-30 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NMK8 9148.01000000 PA USD 9385.23000000 0.000260448103 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 6.00000000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAA4 455000.00000000 PA USD 481650.16000000 0.013366200993 Long DBT CORP US N 2 2030-08-15 Fixed 5.92700000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 3850000.00000000 PA USD 3973202.95000000 0.110259756203 Long DBT CORP US N 2 2029-07-20 Fixed 5.44900000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401ABC4 845000.00000000 PA USD 836541.55000000 0.023214738466 Long DBT CORP KY N 2 2032-10-15 Fixed 4.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MQQ6 1109.80000000 PA USD 1078.76000000 0.000029936506 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XB4Y3 19517118.46000000 PA USD 17416201.95000000 0.483314395252 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTCE8 6824601.66000000 PA USD 7023099.91000000 0.194896987043 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DX6 1987000.00000000 PA USD 1894017.56000000 0.052560595831 Long DBT CORP US N 2 2064-09-15 Fixed 5.65000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCR9 965000.00000000 PA USD 966726.55000000 0.026827482778 Long DBT CORP US N 2 2032-12-15 Fixed 4.70000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAH6 4670000.00000000 PA USD 4874110.76000000 0.135260713049 Long DBT CORP GB N 2 2034-07-01 Fixed 5.87500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB60 1413000.00000000 PA USD 1432349.95000000 0.039748927571 Long DBT CORP US N 2 2030-10-23 Fixed 4.69200000 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 92338CAD5 1227000.00000000 PA USD 1264819.70000000 0.035099820854 Long DBT CORP US N 2 2028-09-18 Fixed 5.35000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GE7 428000.00000000 PA USD 308151.44000000 0.008551464165 Long DBT CORP US N 2 2045-02-01 Fixed 3.60000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCL3 2070000.00000000 PA USD 2112703.36000000 0.058629312505 Long DBT CORP US N 2 2032-07-15 Fixed 4.90000000 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304AY3 980000.00000000 PA USD 613913.22000000 0.017036613235 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAH6 1060000.00000000 PA USD 972860.16000000 0.026997695665 Long DBT CORP US N 2 2043-02-01 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZ98 512314.89000000 PA USD 492971.05000000 0.013680365305 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FE4 2670000.00000000 PA USD 2677206.06000000 0.074294741848 Long DBT CORP GB N 2 2031-11-06 Fixed 4.61900000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3P6 3440000.00000000 PA USD 3560495.17000000 0.098806764806 Long DBT CORP US N 2 2031-01-24 Fixed 5.24400000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 1205000.00000000 PA USD 833262.09000000 0.023123730665 Long DBT CORP US N 2 2055-05-15 Fixed 4.37500000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAM0 1563000.00000000 PA USD 1627961.66000000 0.045177318651 Long DBT CORP US N 2 2055-03-15 Fixed 7.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4MG5 50247.58000000 PA USD 51728.77000000 0.001435517299 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERH60 102977.22000000 PA USD 99053.76000000 0.002748825963 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.00000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GN8 852000.00000000 PA USD 840074.61000000 0.023312783881 Long DBT CORP US N 2 2053-08-15 Fixed 5.70000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BU6 1455000.00000000 PA USD 1489454.13000000 0.041333617063 Long DBT CORP US N 2 2037-04-15 Fixed 5.50000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDA6 4658000.00000000 PA USD 4392594.05000000 0.121898215406 Long DBT CORP US N 2 2030-02-01 Fixed 2.65000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513EAC5 383000.00000000 PA USD 257844.32000000 0.007155398860 Long DBT CORP US N 2 2050-07-01 Fixed 3.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MRK75 66239.07000000 PA USD 61441.34000000 0.001705049365 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ELY4 16064381.81000000 PA USD 16372475.61000000 0.454350102907 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N ELECTRONIC ARTS INC 549300O7A67PUEYKDL45 285512AF6 598000.00000000 PA USD 553473.71000000 0.015359365503 Long DBT CORP US N 2 2051-02-15 Fixed 2.95000000 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 5255000.00000000 PA USD 2910777.34000000 0.080776543234 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CL2 2712000.00000000 PA USD 2762939.60000000 0.076673920394 Long DBT CORP US N 2 2029-11-15 Fixed 4.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ELX6 7648748.30000000 PA USD 7659729.00000000 0.212563984964 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ACE56 105736.84000000 PA USD 2033.32000000 0.000056426356 Long ABS-MBS USGSE US N 2 2028-03-25 Fixed 2.50000000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAE0 2435000.00000000 PA USD 2441467.78000000 0.067752804371 Long DBT CORP US N 2 2038-11-15 Fixed 5.31900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JBW85 1230203.44000000 PA USD 1230219.94000000 0.034139648129 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.50000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8Q8 954000.00000000 PA USD 914219.76000000 0.025370374763 Long DBT CORP US N 2 2053-05-15 Fixed 5.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296LKE0 355.77000000 PA USD 361.78000000 0.000010039702 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 1351000.00000000 PA USD 1450038.46000000 0.040239798746 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N ALLIANT ENERGY CORP 5493009ML300G373MZ12 018802AF5 800000.00000000 PA USD 798541.03000000 0.022160191763 Long DBT CORP US N 2 2056-04-01 Fixed 5.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAT0 4624000.00000000 PA USD 4658971.83000000 0.129290425029 Long DBT CORP US N 2 2030-09-19 Fixed 4.54200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGJR1 5737929.04000000 PA USD 5123823.45000000 0.142190452271 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAJ7 883000.00000000 PA USD 900718.46000000 0.024995702222 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBA6 1379000.00000000 PA USD 1304253.00000000 0.036194128419 Long DBT CORP US N 2 2054-04-18 Fixed 5.75000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAG0 334413.38000000 PA USD 203559.87000000 0.005648959270 Long ABS-O CORP US N 2 2061-03-15 Fixed 1.98000000 N N N N N N Sierra Receivables Funding Co N/A 82653HAB6 1043637.70000000 PA USD 1046976.40000000 0.029054484270 Long ABS-O CORP US N 2 2044-04-20 Fixed 4.93000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBT1 2255000.00000000 PA USD 1823374.73000000 0.050600197303 Long DBT CORP US N 2 2040-09-25 Fixed 3.73400000 N N N N N N Lendmark Funding Trust N/A 52603GAA4 6655000.00000000 PA USD 6709211.63000000 0.186186320696 Long ABS-O CORP US N 2 2034-10-20 Fixed 4.78000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KJ5 518000.00000000 PA USD 549816.09000000 0.015257863442 Long DBT CORP US N 2 2033-01-15 Fixed 6.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEN81 830701.72000000 PA USD 716719.82000000 0.019889583697 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MPDQ5 25173.25000000 PA USD 23263.21000000 0.000645573834 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WRNS5 87128.66000000 PA USD 80526.78000000 0.002234686534 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06055HAK9 4238000.00000000 PA USD 4295357.46000000 0.119199817453 Long DBT CORP US N 2 N/A Fixed 6.25000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272CA4 3763000.00000000 PA USD 3928786.11000000 0.109027151171 Long DBT CORP US N 2 2035-04-01 Fixed 5.67300000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAD4 2860000.00000000 PA USD 2857807.21000000 0.079306577140 Long DBT CORP US N 2 2035-11-15 Fixed 4.87500000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAF7 150000.00000000 PA USD 142842.35000000 0.003963996524 Long DBT CORP US N 2 2048-11-15 Fixed 5.41900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WN5M7 80929.45000000 PA USD 74814.41000000 0.002076163415 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAC6 1644000.00000000 PA USD 1657490.38000000 0.045996765709 Long DBT CORP US N 2 2032-11-15 Fixed 4.60000000 N N N N N N AIR CANADA 2017-1B PTT N/A 00908PAC1 190462.90000000 PA USD 190303.83000000 0.005281092902 Long DBT CORP CA N 2 2026-01-15 Fixed 3.70000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 5226000.00000000 PA USD 4593616.61000000 0.127476762170 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DULR6 16596049.14000000 PA USD 16972101.34000000 0.470990226161 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7D75 3217.20000000 PA USD 3264.85000000 0.000090602360 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 5.50000000 N N N N N N STANFORD HEALTH CARE 5493005311WCPXQGDG42 85434VAB4 194000.00000000 PA USD 187576.93000000 0.005205419111 Long DBT CORP US N 2 2030-08-15 Fixed 3.31000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DH39 171391.13000000 PA USD 172950.67000000 0.004799527975 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DJ78 44499.55000000 PA USD 44911.40000000 0.001246329492 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 5.00000000 N N N N N N SDR Commercial Mortgage Trust N/A 811304AE4 1144000.00000000 PA USD 1141141.49000000 0.031667645490 Long ABS-MBS CORP US N 2 2039-05-15 Floating 5.49127000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBM4 4086000.00000000 PA USD 3158636.32000000 0.087654840430 Long DBT CORP US N 2 2041-02-04 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BRQC4 5066046.69000000 PA USD 5197887.01000000 0.144245778961 Long ABS-MBS USGSE US N 2 2046-01-25 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YX2 5696000.00000000 PA USD 5597210.00000000 0.155327331069 Long DBT UST US N 2 2026-12-31 Fixed 1.75000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401ABA8 2235000.00000000 PA USD 2246443.20000000 0.062340706647 Long DBT CORP KY N 2 2030-10-10 Fixed 4.90000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457DG0 590000.00000000 PA USD 595368.47000000 0.016521980673 Long DBT CORP US N 2 2065-10-15 Fixed 5.65000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAU6 90000.00000000 PA USD 92632.09000000 0.002570619167 Long DBT CORP US N 2 2034-12-30 Fixed 5.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W6EA1 2880180.08000000 PA USD 2966094.67000000 0.082311646121 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MQTN3 22670.90000000 PA USD 21077.84000000 0.000584927960 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAJ4 2917000.00000000 PA USD 2850009.20000000 0.079090175740 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCL5 1010000.00000000 PA USD 1027957.69000000 0.028526698915 Long DBT CORP US N 2 2036-01-15 Fixed 5.20000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CP2 2405000.00000000 PA USD 2363988.74000000 0.065602695210 Long DBT CORP DE N 2 2027-11-16 Fixed 2.31100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W02A6 2250.53000000 PA USD 2181.69000000 0.000060543750 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QED33 340808.36000000 PA USD 302524.58000000 0.008395314021 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CF0 1250000.00000000 PA USD 1003195.44000000 0.027839525448 Long DBT CORP US N 2 2045-06-15 Fixed 4.62500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEF5 510000.00000000 PA USD 344772.65000000 0.009567733844 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 1800.00000000 NC USD 1800.00000000 0.000049951528 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Call Purchased BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long US TREASURY N/B United States Treasury Note/Bond 2026-03-20 0.00000000 USD 100000.00000000 140.00000000 USD 2026-01-23 XXXX -82575.01000000 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAM1 534000.00000000 PA USD 476351.37000000 0.013219155070 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCG5 1065000.00000000 PA USD 1097814.35000000 0.030465280558 Long DBT CORP FR N 2 2031-05-22 Fixed 5.51200000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAG3 993000.00000000 PA USD 1094719.82000000 0.030379404722 Long DBT CORP US N 2 2037-12-15 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AD5W4 1799647.56000000 PA USD 1642629.10000000 0.045584352568 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNPA4 2160022.73000000 PA USD 1936108.68000000 0.053728660158 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BF4 1690000.00000000 PA USD 1852662.50000000 0.051412957794 Long DBT CORP CH Y 2 N/A Fixed 9.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MHKP7 7845.21000000 PA USD 7250.43000000 0.000201205590 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CBC6 1985000.00000000 PA USD 2029591.59000000 0.056322890303 Long DBT CORP US N 2 N/A Fixed 6.87500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CD4 1231000.00000000 PA USD 1151874.25000000 0.031965488695 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397BJ77 5819.49000000 PA USD 45.15000000 0.000001252950 Long ABS-MBS USGSE US N 2 2026-09-15 Floating 3.10167000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AZ8 1110000.00000000 PA USD 1143593.54000000 0.031735691960 Long DBT CORP US N 2 2032-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MT56 302.65000000 PA USD 306.85000000 0.000008515348 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 5.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TM0 6499000.00000000 PA USD 5964863.44000000 0.165530026267 Long DBT UST US N 2 2042-11-15 Fixed 4.00000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AJ3 1745000.00000000 PA USD 1616362.04000000 0.044855419345 Long DBT CORP US N 2 2031-04-15 Fixed 2.95000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUUQ8 9127080.54000000 PA USD 9433104.34000000 0.261776656732 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EFB1 362071.76000000 PA USD 345763.82000000 0.009595239653 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JM0 1190422.00000000 PA USD 1185687.97000000 0.032903848142 Long DBT CORP US N 2 2030-07-01 Fixed 4.55000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMD8 1990000.00000000 PA USD 2040735.62000000 0.056632146600 Long DBT CORP US N 2 2035-10-25 Fixed 5.51800000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RG5 4670000.00000000 PA USD 3859317.19000000 0.107099329643 Long DBT UST US N 2 2044-05-15 Fixed 3.37500000 N N N N N N MORGAN STANLEY PVT BANK 549300GS0W0TEUQS8571 61776NVG5 2890000.00000000 PA USD 2929245.52000000 0.081289050914 Long DBT CORP US N 2 2031-07-18 Fixed 4.73400000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E58 2445000.00000000 PA USD 2498465.47000000 0.069334538676 Long DBT CORP US N 2 2029-03-08 Fixed 5.80000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBT7 10960000.00000000 PA USD 10885078.13000000 0.302070162529 Long DBT UST US N 2 2026-03-31 Fixed 0.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XF7L9 3533283.73000000 PA USD 3152930.51000000 0.087496499356 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AL9 401000.00000000 PA USD 396685.55000000 0.011008360907 Long DBT CORP US N 2 2054-09-15 Fixed 5.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDJ9 36559816.43000000 PA USD 31082770.95000000 0.862573291674 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CK4 3391000.00000000 PA USD 3491413.95000000 0.096889702282 Long DBT CORP US N 2 2028-08-15 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393QYG1 7117.22000000 PA USD 7524.94000000 0.000208823475 Long ABS-MBS USGSE US N 2 2033-05-15 Floating 10.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374T2L7 389770.71000000 PA USD 2263.16000000 0.000062804612 Long ABS-MBS USGA US N 2 2038-09-20 Floating 1.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBZ2 1504000.00000000 PA USD 1451269.12000000 0.040273950606 Long DBT CORP US N 2 2055-04-01 Fixed 5.95000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDL2 1921000.00000000 PA USD 1114500.45000000 0.030928334004 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128E53X5 101354.59000000 PA USD 101132.95000000 0.002806525252 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 17103100.00000000 PA USD 14858318.13000000 0.412330946901 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QA2 3000000.00000000 PA USD 3063000.28000000 0.085000859098 Long DBT CORP US N 2 2031-05-07 Fixed 4.95200000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UCC1 759000.00000000 PA USD 665936.91000000 0.018480314815 Long DBT CORP US N 2 2044-12-01 Fixed 4.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7NZ2 25522.83000000 PA USD 25905.02000000 0.000718886305 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 5.00000000 N N N N N N NNN REIT INC 5493008JKH5SOTI0JS97 637417AQ9 1050000.00000000 PA USD 740475.74000000 0.020548830652 Long DBT CORP US N 2 2051-04-15 Fixed 3.50000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BG1 751000.00000000 PA USD 515648.85000000 0.014309693515 Long DBT CORP US N 2 2050-05-15 Fixed 3.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GTYG6 22786.03000000 PA USD 21105.57000000 0.000585697491 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TN8 15989000.00000000 PA USD 12968577.97000000 0.359889052553 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AC1 1570000.00000000 PA USD 1602767.38000000 0.044478155984 Long DBT CORP US N 2 2030-04-01 Fixed 4.85000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBF8 1936000.00000000 PA USD 1776071.54000000 0.049287493607 Long DBT CORP US N 2 2040-03-19 Fixed 4.22700000 N N N N N N GREAT AMERICA LEASING RECEIVAB 549300JFP7GIDD4UWO79 39154GAK2 1207000.00000000 PA USD 1226697.15000000 0.034041887715 Long ABS-O CORP US N 2 2032-01-15 Fixed 4.58000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EM5 1225000.00000000 PA USD 1188958.35000000 0.032994603964 Long DBT CORP US N 2 2053-04-15 Fixed 5.62500000 N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAU0 1045000.00000000 PA USD 976761.50000000 0.027105961163 Long DBT CORP LU N 2 2032-01-15 Fixed 3.62500000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 26443TAE6 2941000.00000000 PA USD 3043448.67000000 0.084458285316 Long DBT CORP US N 2 2034-03-01 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MJGD5 19881.88000000 PA USD 18395.32000000 0.000510485752 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CBA0 1800000.00000000 PA USD 1841149.25000000 0.051093455329 Long DBT CORP US N 2 2036-03-27 Fixed 5.33300000 N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAA8 1043000.00000000 PA USD 1068393.77000000 0.029648834477 Long DBT CORP US N 2 2032-08-15 Fixed 5.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBW0 5560000.00000000 PA USD 5508743.75000000 0.152872317499 Long DBT UST US N 2 2026-04-30 Fixed 0.75000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BN2 756000.00000000 PA USD 793171.77000000 0.022011190238 Long DBT CORP US N 2 2053-09-01 Fixed 6.62500000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AX3 3195000.00000000 PA USD 3238030.59000000 0.089858098850 Long DBT CORP US N 2 2028-03-01 Fixed 4.60000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAP7 1810000.00000000 PA USD 1815527.34000000 0.050382425566 Long DBT CORP US N 2 2035-08-09 Fixed 5.10000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDM0 1678000.00000000 PA USD 1496880.05000000 0.041539692649 Long DBT CORP US N 2 2031-01-15 Fixed 1.95000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02344AAH1 1770000.00000000 PA USD 1830316.63000000 0.050792840924 Long DBT CORP US N 2 2035-03-17 Fixed 5.50000000 N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAG0 1336000.00000000 PA USD 1349227.92000000 0.037442220645 Long DBT CORP US N 2 2027-06-30 Fixed 5.12500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CA1 1534000.00000000 PA USD 1501781.94000000 0.041675724260 Long DBT CORP US N 2 2028-11-01 Fixed 3.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HRPU8 43276.69000000 PA USD 40069.19000000 0.001111954052 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AD9 749000.00000000 PA USD 764791.15000000 0.021223603930 Long DBT CORP US N 2 2032-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BS5L7 2901738.60000000 PA USD 2950138.03000000 0.081868835810 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBZE1 498619.37000000 PA USD 452653.95000000 0.012561531540 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 1500000.00000000 PA USD 1344172.36000000 0.037301924561 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XTAN1 11252530.04000000 PA USD 10159058.34000000 0.281922496766 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 12713UAA4 1122000.00000000 PA USD 1116984.88000000 0.030997279047 Long DBT CORP US N 2 2030-10-15 Fixed 4.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BE7 790000.00000000 PA USD 926275.00000000 0.025704917911 Long DBT CORP CH N 2 N/A Fixed 9.25000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AJ4 1761000.00000000 PA USD 1815295.97000000 0.050376004852 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N NNN REIT INC 5493008JKH5SOTI0JS97 637417AR7 505000.00000000 PA USD 316189.65000000 0.008774531319 Long DBT CORP US N 2 2052-04-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418APN2 225821.00000000 PA USD 214473.33000000 0.005951817054 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJ3P6 4005717.77000000 PA USD 3748430.56000000 0.104022131487 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EW5 5130000.00000000 PA USD 5279247.60000000 0.146503604431 Long DBT CORP GB N 2 2031-05-13 Fixed 5.24000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DU1 1259000.00000000 PA USD 1229676.36000000 0.034124563323 Long DBT CORP US N 2 2063-03-02 Fixed 5.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MAY6 1779.82000000 PA USD 1730.05000000 0.000048010356 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MNG95 80045.11000000 PA USD 74305.09000000 0.002062029352 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AHQ4 111265.50000000 PA USD 109906.92000000 0.003050010371 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02344AAG3 1110000.00000000 PA USD 1139298.75000000 0.031616507890 Long DBT CORP US N 2 2030-03-17 Fixed 5.10000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397CDL0 126115.42000000 PA USD 107523.59000000 0.002983870939 Long ABS-MBS USGSE US N 2 2036-11-15 None 0.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CT4 2380000.00000000 PA USD 2612357.97000000 0.072495152277 Long DBT CORP DE N 2 2034-02-10 Fixed 7.07900000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622ADEV6 8594324.71000000 PA USD 8768220.82000000 0.243325574383 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 5.50000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140AP5 1225000.00000000 PA USD 992638.93000000 0.027546573330 Long DBT CORP US N 2 2042-12-15 Fixed 4.25000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBY0 4297000.00000000 PA USD 4556438.68000000 0.126445043038 Long DBT CORP US N 2 2031-02-20 Fixed 5.83400000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BZ5 1680000.00000000 PA USD 1786133.74000000 0.049566728203 Long DBT CORP US N 2 2033-02-09 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ABB59 56106.68000000 PA USD 55347.47000000 0.001535939297 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 5.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 416000.00000000 PA USD 364975.00000000 0.010128366214 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAY0 1200000.00000000 PA USD 1231106.80000000 0.034164259247 Long DBT CORP US N 2 2031-07-08 Fixed 5.17900000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBQ3 938000.00000000 PA USD 933090.16000000 0.025894044389 Long DBT UST US N 2 2026-02-28 Fixed 0.50000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8X3 1770000.00000000 PA USD 1720311.01000000 0.047740091544 Long DBT CORP US N 2 2045-11-15 Fixed 5.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKB6 7325000.00000000 PA USD 7334156.25000000 0.203529064651 Long DBT UST US N 2 2026-02-28 Fixed 4.62500000 N N N N N N FannieMae Whole Loan N/A 31394ACK0 137606.13000000 PA USD 102589.00000000 0.002846931876 Long ABS-MBS USGSE US N 2 2044-02-25 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KGR83 2299431.33000000 PA USD 2088067.65000000 0.057945650630 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N TRANSCANADA TRUST 549300Y0MFCAXLBWUV51 89356BAE8 2135000.00000000 PA USD 2117066.00000000 0.058750379470 Long DBT CORP CA N 2 2079-09-15 Fixed 5.50000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8W5 848000.00000000 PA USD 787732.44000000 0.021860244211 Long DBT CORP US N 2 2064-08-15 Fixed 5.55000000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BV1 1310000.00000000 PA USD 1207114.40000000 0.033498449771 Long DBT CORP US N 2 2050-12-01 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H5ZC4 2983597.77000000 PA USD 2772095.60000000 0.076928007170 Long ABS-MBS USGSE US N 2 2049-10-25 Fixed 3.00000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAN2 3010000.00000000 PA USD 3012971.10000000 0.083612506865 Long DBT CORP US N 2 2031-01-15 Fixed 4.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDX4 1015000.00000000 PA USD 987008.16000000 0.027390314681 Long DBT CORP US N 2 2064-03-15 Fixed 5.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JQ1 3237311.00000000 PA USD 2824167.27000000 0.078373040236 Long DBT CORP US N 2 2040-07-01 Fixed 4.50000000 N N N N N N Foundation Finance Trust N/A 35040WAA5 2257737.72000000 PA USD 2284801.67000000 0.063405186766 Long ABS-O CORP US N 2 2050-04-15 Fixed 4.95000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CY2 963000.00000000 PA USD 565087.88000000 0.015681668584 Long DBT CORP US N 2 2052-06-15 Fixed 2.90000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAP3 1382000.00000000 PA USD 1241431.80000000 0.034450786766 Long DBT CORP NL N 2 2031-07-12 Variable 2.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 1840000.00000000 PA USD 1590162.50000000 0.044128359859 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CW8 1766000.00000000 PA USD 1715800.33000000 0.047614916343 Long DBT CORP US N 2 2054-02-15 Fixed 5.60000000 N N N N N N TAKE-TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 874054AM1 513000.00000000 PA USD 530456.05000000 0.014720605890 Long DBT CORP US N 2 2029-06-12 Fixed 5.40000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001FAC9 500000.00000000 PA USD 454865.85000000 0.012622913643 Long ABS-MBS CORP US N 2 2060-01-15 Fixed 3.25000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAQ4 2948000.00000000 PA USD 3075021.69000000 0.085334463435 Long DBT CORP US N 2 2031-03-13 Fixed 5.45000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 1050000.00000000 PA USD 735164.06000000 0.020401427021 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBJ4 1415000.00000000 PA USD 1323908.56000000 0.036739586902 Long DBT CORP US N 2 2050-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MH39 49942.31000000 PA USD 51302.11000000 0.001423677122 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N NORTHWESTERN MUTUAL LIFE 1DU7IM20QESYGDO4HO54 668138AA8 598000.00000000 PA USD 464929.47000000 0.012902187645 Long DBT CORP US N 2 2047-09-30 Fixed 3.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL94 20046698.65000000 PA USD 17301947.57000000 0.480143739174 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LS8 339000.00000000 PA USD 336046.42000000 0.009325573550 Long DBT CORP US N 2 2028-10-27 Fixed 3.52000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAM4 3461000.00000000 PA USD 3525323.37000000 0.097830717485 Long DBT CORP US N 2 2034-01-26 Fixed 5.12200000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 1147.00000000 NC USD -1097968.68000000 -0.03046956334 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-03-20 133683999.93000000 USD -1097968.68000000 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CW1 1895000.00000000 PA USD 1795572.22000000 0.049828654039 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLJ9 2055000.00000000 PA USD 1369366.71000000 0.038001089171 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617JSTN6 149503.30000000 PA USD 152257.32000000 0.004225269938 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMLZ6 3452618.98000000 PA USD 2946128.30000000 0.081757562397 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N UNITED AIR 2016-2 AA PTT N/A 90932EAA1 590169.52000000 PA USD 568945.78000000 0.015788728586 Long DBT CORP US N 2 2028-10-07 Fixed 2.87500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBS5 5017000.00000000 PA USD 4304774.14000000 0.119461138320 Long DBT CORP IT N 2 2042-06-01 Fixed 4.95000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 900000.00000000 PA USD 793813.61000000 0.022029001843 Long DBT CORP US Y 2 2032-02-12 Fixed 3.25000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAS8 600000.00000000 PA USD 598715.88000000 0.016614874144 Long DBT CORP ES N 2 2035-11-06 Fixed 5.12700000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BZ0 780000.00000000 PA USD 800230.78000000 0.022207083760 Long DBT CORP US N 2 2030-04-01 Fixed 5.18600000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MGB4 2035000.00000000 PA USD 2050281.78000000 0.056897060647 Long DBT CORP US N 2 2031-02-12 Fixed 4.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEPE0 475786.50000000 PA USD 459777.44000000 0.012759214437 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.00000000 N N N N N N Capital One Multi-Asset Execut R42WS16M9R97TJJKGU15 14041NGH8 5840000.00000000 PA USD 5839696.32000000 0.162056532386 Long ABS-O CORP US N 2 2037-10-15 Fixed 4.65000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAZ4 4740000.00000000 PA USD 4869733.80000000 0.135139248691 Long DBT CORP KY N 2 2030-05-30 Fixed 5.37500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHX0 3680000.00000000 PA USD 3502823.31000000 0.097206321711 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N STRIPS 254900HROIFWPRGM1V77 9128337Q7 33065000.00000000 PA USD 26247082.71000000 0.728378836186 Long DBT UST US N 2 2031-11-15 None 0.00000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDH1 1717000.00000000 PA USD 1413988.99000000 0.039239395337 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMVU3 4000000.00000000 PA USD 3277814.38000000 0.090962132809 Long DBT USGSE US N 2 2036-04-14 Fixed 2.50000000 N N N N N N ENEL FINANCE AMERICA LLC 549300EGNLVUJX1DEC60 29280HAB8 800000.00000000 PA USD 576302.08000000 0.015992872158 Long DBT CORP US N 2 2041-07-12 Fixed 2.87500000 N N N N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 843646AJ9 574000.00000000 PA USD 547756.44000000 0.015200706405 Long DBT CORP US N 2 2043-07-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395BX32 72917.30000000 PA USD 6916.19000000 0.000191930146 Long ABS-MBS USGSE US N 2 2036-04-25 Floating 2.60133000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 110000.00000000 PA USD 78925.00000000 0.002190235779 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBS9 2470000.00000000 PA USD 2350938.28000000 0.065240533862 Long DBT UST US N 2 2028-03-31 Fixed 1.25000000 N N N N N N Velocity Commercial Capital Lo N/A 92259BAG5 29710.33000000 PA USD 28496.94000000 0.000790814286 Long ABS-MBS CORP US N 2 2048-10-26 Variable 4.51000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNEH2 353341.39000000 PA USD 303920.73000000 0.008434058369 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LP4 1109000.00000000 PA USD 1102177.32000000 0.030586356681 Long DBT CORP US N 2 2028-07-24 Fixed 3.66800000 N N N N N N EIDP INC GLU7INWNWH88J9XBXD45 263534CS6 1245000.00000000 PA USD 1277684.93000000 0.035456841913 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AG2 52000.00000000 PA USD 51626.28000000 0.001432673114 Long DBT CORP US N 2 2055-04-01 Fixed 5.70000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375BL75 4864.33000000 PA USD 4824.14000000 0.000133873982 Long ABS-MBS USGA US N 2 2062-02-20 Floating 4.38720000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAL6 3139000.00000000 PA USD 3224070.73000000 0.089470700879 Long DBT CORP US N 2 2034-08-09 Fixed 5.25000000 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CD6 1183000.00000000 PA USD 1182682.80000000 0.032820452122 Long DBT CORP US N 2 2041-04-15 Fixed 5.63800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNAY9 19842983.10000000 PA USD 17091423.31000000 0.474301512166 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AJX7 179304.73000000 PA USD 170296.17000000 0.004725863345 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BDXR4 260511.14000000 PA USD 15947.11000000 0.000442545845 Long ABS-MBS USGSE US N 2 2033-11-25 Variable 1.83300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WMWQ0 93784.90000000 PA USD 86698.66000000 0.002405961445 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCC3 450000.00000000 PA USD 451245.43000000 0.012522443913 Long DBT CORP US N 2 2032-02-15 Fixed 4.55000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AP9 3006000.00000000 PA USD 3136206.37000000 0.087032390268 Long DBT CORP US N 2 2029-02-15 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137GARP4 43416.24000000 PA USD 3772.05000000 0.000104677591 Long ABS-MBS USGSE US N 2 2040-10-15 Floating 1.90167000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAX9 4505000.00000000 PA USD 4586226.05000000 0.127271667853 Long DBT CORP KY N 2 2030-01-15 Fixed 5.15000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAA6 1658000.00000000 PA USD 1490862.92000000 0.041372712182 Long DBT CORP US N 2 2038-10-31 Fixed 4.01700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DT2J8 19221165.13000000 PA USD 19224992.45000000 0.533509867787 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 5.00000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAQ2 800000.00000000 PA USD 958248.00000000 0.026592195815 Long DBT CORP ES N 2 N/A Fixed 9.62500000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAR6 1232000.00000000 PA USD 1283254.24000000 0.035611394995 Long DBT CORP US N 2 2054-11-30 Fixed 6.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VSF8 348988.39000000 PA USD 289242.34000000 0.008026720581 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.00000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UBM0 1404000.00000000 PA USD 1296278.06000000 0.035972817061 Long DBT CORP US N 2 2041-08-01 Fixed 4.90000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAM4 2100000.00000000 PA USD 2093421.97000000 0.058094237557 Long DBT CORP US N 2 2031-10-22 Fixed 4.35600000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807EA1 2575000.00000000 PA USD 2613168.01000000 0.072517631575 Long DBT CORP US N 2 2035-10-01 Fixed 5.12500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CE2 2279000.00000000 PA USD 1577059.76000000 0.043764747697 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N TOTALENERGIES CAPITAL SA 529900QI55ZLJVCMPA71 89157XAE1 344000.00000000 PA USD 322790.30000000 0.008957704962 Long DBT CORP FR N 2 2054-09-10 Fixed 5.27500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XDB9 14228126.59000000 PA USD 12816249.67000000 0.355661812859 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFZ9 16722000.00000000 PA USD 16840882.97000000 0.467348804953 Long DBT UST US N 2 2027-11-30 Fixed 3.87500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEE8 358000.00000000 PA USD 271351.72000000 0.007530240682 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W1LY1 9032.31000000 PA USD 8341.07000000 0.000231471776 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDD2 6011613.98000000 PA USD 5112895.00000000 0.141887178502 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EM23 5382187.18000000 PA USD 5560189.13000000 0.154299970485 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N PGIM Institutional Money Market Fund - D N/A 000000000 57329127.60600000 NS USD 57294730.13000000 1.589977420074 Long STIV RF US N 1 N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DX3 768000.00000000 PA USD 557430.03000000 0.015469156743 Long DBT CORP US N 2 2062-03-15 Fixed 3.90000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3W1 13111000.00000000 PA USD 13527334.74000000 0.375395027458 Long DBT CORP US N 2 2031-04-23 Fixed 5.15000000 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196CF7 1651000.00000000 PA USD 1714968.38000000 0.047591829024 Long DBT CORP US N 2 2028-11-13 Fixed 5.33800000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 29286DAA3 1235000.00000000 PA USD 1273471.11000000 0.035339904829 Long DBT CORP FR N 2 2029-04-10 Fixed 5.25000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BC0 2168000.00000000 PA USD 2496255.82000000 0.069273219012 Long DBT CORP US N 2 2039-12-16 Fixed 6.85000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFK7 860000.00000000 PA USD 906882.30000000 0.025166754017 Long DBT CORP US N 2 2035-07-15 Fixed 6.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YJN8 24000.63000000 PA USD 24349.85000000 0.000675729017 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 5.00000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WEG4 822000.00000000 PA USD 721259.48000000 0.020015563117 Long DBT CORP US N 2 2031-08-01 Fixed 1.85000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AQ7 3452000.00000000 PA USD 3690382.04000000 0.102411235758 Long DBT CORP US N 2 2033-09-15 Fixed 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LSR85 11054.21000000 PA USD 10287.13000000 0.000285476594 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N EMERA US FINANCE LP N/A 29103DAM8 1475000.00000000 PA USD 1260462.58000000 0.034978907074 Long DBT CORP US N 2 2046-06-15 Fixed 4.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UB2 6120000.00000000 PA USD 6017681.25000000 0.166995765352 Long DBT UST US N 2 2044-05-15 Fixed 4.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376JFW9 141850.05000000 PA USD 3150.18000000 0.000087420170 Long ABS-MBS USGA US N 2 2038-02-20 Floating 2.15162000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394VG20 6049.47000000 PA USD 6330.46000000 0.000175675641 Long ABS-MBS USGSE US N 2 2035-12-25 Floating 8.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JT5 1925000.00000000 PA USD 1792214.17000000 0.049735465299 Long DBT CORP US N 2 2031-06-01 Fixed 3.25000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJZ6 2681000.00000000 PA USD 2106292.11000000 0.058451394873 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05602XJC3 810000.00000000 PA USD 843979.50000000 0.023421147895 Long DBT CORP FR N 2 N/A Fixed 7.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MQHG1 17871.55000000 PA USD 16791.52000000 0.000465978940 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJV3 1285000.00000000 PA USD 1324309.10000000 0.036750702227 Long DBT CORP US N 2 2031-05-15 Fixed 5.08300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375LKR0 197111.65000000 PA USD 1102.88000000 0.000030605856 Long ABS-MBS USGA US N 2 2037-10-20 Floating 2.64162000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W1MC4 11101530.27000000 PA USD 11358112.06000000 0.315197255822 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374JXM3 23293.81000000 PA USD 200.28000000 0.000005557940 Long ABS-MBS USGA US N 2 2034-09-20 Floating 2.25162000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374NEG8 100011.86000000 PA USD 699.85000000 0.000019421431 Long ABS-MBS USGA US N 2 2036-06-20 Floating 2.65162000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AS8 3705000.00000000 PA USD 3761334.19000000 0.104380218178 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWET6 26699626.06000000 PA USD 26782012.30000000 0.743223586611 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AS3 1885000.00000000 PA USD 1941702.63000000 0.053883897021 Long DBT CORP US N 2 2035-07-15 Fixed 5.45000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WMKE0 63334.55000000 PA USD 59218.60000000 0.001643366442 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 555000.00000000 PA USD 510345.59000000 0.014162523546 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327V2B9 1250000.00000000 PA USD 1226731.43000000 0.034042839014 Long DBT CORP US N 2 2029-04-13 Fixed 3.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSQ62 5333340.22000000 PA USD 5337152.54000000 0.148110515693 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TU2 8090000.00000000 PA USD 7737326.56000000 0.214717383155 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N N NORTHWESTERN MUTUAL LIFE 1DU7IM20QESYGDO4HO54 668131AA3 538000.00000000 PA USD 574677.66000000 0.015947793124 Long DBT CORP US N 2 2040-03-30 Fixed 6.06300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WPGT5 87981.81000000 PA USD 81352.43000000 0.002257599023 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NLH6 10185.75000000 PA USD 10449.88000000 0.000289993044 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 6.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280ER6 930000.00000000 PA USD 952601.88000000 0.026435511190 Long DBT CORP GB N 2 2031-03-03 Fixed 5.13000000 N N N N N N NY & PRESBYTERIAN HOSPIT 19EOSPKL8HML7MY3UE63 649322AH7 237000.00000000 PA USD 165417.97000000 0.004590489152 Long DBT CORP US N 2 2040-08-01 Fixed 2.25600000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMRX2 6800000.00000000 PA USD 5381951.15000000 0.149353715167 Long DBT USGSE US N 2 2036-02-25 Fixed 2.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q87H2 2137.31000000 PA USD 2161.67000000 0.000059988178 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 5.00000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AR5 250000.00000000 PA USD 253357.84000000 0.007030895230 Long DBT CORP US N 2 2030-07-15 Fixed 4.75000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDS7 4521000.00000000 PA USD 2646564.32000000 0.073444407540 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GFQ4 337129.46000000 PA USD 311656.36000000 0.008648728671 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAT1 3216000.00000000 PA USD 3420958.26000000 0.094934497048 Long DBT CORP US N 2 2032-03-13 Fixed 6.08200000 N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 4251000.00000000 PA USD 3818523.60000000 0.105967272875 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395NBC0 12304.75000000 PA USD 10856.86000000 0.000301287085 Long ABS-MBS USGSE US N 2 2033-12-25 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKA75 2341181.55000000 PA USD 2017472.79000000 0.055986583311 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EV98 809056.62000000 PA USD 832350.88000000 0.023098443814 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBW7 139000.00000000 PA USD 141581.55000000 0.003929008254 Long DBT CORP US N 2 2059-01-23 Fixed 5.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPDJ5 12691.71000000 PA USD 12903.12000000 0.000358072538 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 5.00000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CM3 2574000.00000000 PA USD 2691736.17000000 0.074697964741 Long DBT CORP US N 2 N/A Fixed 6.70000000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FY67 3269.15000000 PA USD 3177.75000000 0.000088185261 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWF65 6963423.09000000 PA USD 7088398.43000000 0.196709076430 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.50000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 3136FFQH5 25177.44000000 PA USD 4546.87000000 0.000126179504 Long ABS-MBS USGSE US N 2 2037-10-25 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E0EH4 148905.73000000 PA USD 144061.76000000 0.003997836188 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFZ3 2027000.00000000 PA USD 2089627.67000000 0.057988942510 Long DBT CORP US N 2 2031-04-17 Fixed 5.19200000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CL1 600000.00000000 PA USD 489542.40000000 0.013585217355 Long DBT CORP US N 2 2052-03-15 Fixed 4.62500000 N N N N N N 2026-02-26 Advanced Series Trust Christian J. Kelly Christian J. Kelly Chief Financial Officer