NPORT-P false 0000819940 XXXXXXXX S000000307 C000000765 C000000766 BNY Mellon Investment Funds IV, Inc. 811-05202 0000819940 549300D4NK7TLHD8CY27 240 Greenwich Street New York 10286 212 495 1784 BNY Mellon Bond Market Index Fund S000000307 549300TLMPSFP953EM10 2020-10-31 2020-07-31 N 1300434804.87 96732758.52 1203702046.35 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 82963816.05 0.00 0.00 0.00 CAD USD GBP UST REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942AS1 300000.00 PA USD 479788.50 0.0398594071892 Long DBT USGSE UY N 2 2036-03-21 Fixed 7.625 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299AW4 400000.00 PA USD 616218.00 0.0511935658719 Long DBT USGSE PA N 2 2036-01-26 Fixed 6.70 N N N N N N HUNGARY 5299008DH62LEB10JK83 445545AF3 300000.00 PA USD 525637.80 0.043668431203 Long DBT USGSE HU N 2 2041-03-29 Fixed 7.625 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638AU6 370000.00 PA USD 595439.15 0.049467320572 Long DBT USGSE PE N 2 2037-03-14 Fixed 6.55 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874CU9 400000.00 PA USD 432089.40 0.0358967072715 Long DBT CORP US N 2 2022-06-01 Fixed 4.875 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAA1 400000.00 PA USD 419906.42 0.0348845813856 Long DBT CORP US N 2 2022-04-01 Fixed 3.50 N N N N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 857524AB8 650000.00 PA USD 699283.79 0.0580944256197 Long DBT USGSE PL N 2 2022-03-23 Fixed 5.00 N N N N N N KROGER CO/THE 6CPEOKI6OYJ13Q6O7870 501044BZ3 400000.00 PA USD 585658.02 0.0486547332685 Long DBT CORP US N 2 2031-04-01 Fixed 7.50 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAC7 250000.00 PA USD 381167.31 0.0316662508928 Long DBT CORP ES N 2 2036-06-20 Fixed 7.045 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 8935268Z9 300000.00 PA USD 482819.71 0.0401112311359 Long DBT CORP CA N 2 2039-01-15 Fixed 7.625 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBD9 250000.00 PA USD 289331.60 0.0240368121726 Long DBT CORP US N 2 2042-09-15 Fixed 4.50 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 21685WDF1 1000000.00 PA USD 1065982.79 0.0885586921807 Long DBT CORP NL N 2 2022-11-09 Fixed 3.95 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810FG8 7000.00 PA USD 9812.30 0.0008151768147 Long DBT UST US N 2 2029-02-15 Fixed 5.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QY7 1892000.00 PA USD 2519094.53 0.2092789106439 Long DBT UST US N 2 2042-11-15 Fixed 2.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QD3 420000.00 PA USD 677906.25 0.0563184429282 Long DBT UST US N 2 2039-11-15 Fixed 4.375 N N N N N N CALIFORNIA ST 549300X618YEC5LGBQ98 13063A5G5 300000.00 PA USD 546051.00 0.0453642993842 Long DBT MUN US N 2 2039-04-01 Fixed 7.55 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAL4 165000.00 PA USD 228147.39 0.0189538092663 Long DBT CORP US N 2 2037-06-15 Fixed 6.625 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBH3 500000.00 PA USD 637026.06 0.0529222378521 Long DBT CORP US N 2 2033-01-15 Fixed 4.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828TY6 3135000.00 PA USD 3242949.30 0.2694146204896 Long DBT UST US N 2 2022-11-15 Fixed 1.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810FP8 97000.00 PA USD 145299.18 0.0120710254203 Long DBT UST US N 2 2031-02-15 Fixed 5.375 N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 94974BFJ4 500000.00 PA USD 531340.12 0.0441421630553 Long DBT CORP US N 2 2023-02-13 Fixed 3.45 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VAZ6 600000.00 PA USD 638034.64 0.0530060276905 Long DBT CORP US N 2 2023-03-15 Fixed 3.35 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AL5 200000.00 PA USD 252604.50 0.02098563351 Long DBT CORP CA N 2 2038-03-15 Fixed 6.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QZ4 130000.00 PA USD 183091.80 0.0152107243279 Long DBT UST US N 2 2043-02-15 Fixed 3.125 N N N N N N LOEWS CORP R8V1FN4M5ITGZOG7BS19 540424AQ1 250000.00 PA USD 264270.92 0.0219548451214 Long DBT CORP US N 2 2023-05-15 Fixed 2.625 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YDU6 500000.00 PA USD 543773.44 0.0451750864467 Long DBT CORP US N 2 2023-05-22 Fixed 4.10 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828UN8 2945000.00 PA USD 3085347.66 0.2563215431389 Long DBT UST US N 2 2023-02-15 Fixed 2.00 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AC7 300000.00 PA USD 315180.58 0.0261842688525 Long DBT CORP US N 2 2023-05-01 Fixed 2.25 N N N N N N AFLAC INC 549300N0B7DOGLXWPP39 001055AL6 300000.00 PA USD 328134.53 0.027260444642 Long DBT CORP US N 2 2023-06-15 Fixed 3.625 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202FKP0 20719.55 OU Other Units USD 23572.16 0.0019583052194 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202FVG8 110077.99 OU Other Units USD 122232.62 0.010154723951 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 4.50 N N N N N N NEW JERSEY ST ECON DEV AUTH 5493006JS6QWDVU4R678 645913AA2 250000.00 PA USD 311515.00 0.0258797433255 Long DBT MUN US N 2 2029-02-15 Fixed 7.425 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828VB3 3920000.00 PA USD 4098773.44 0.3405139546309 Long DBT UST US N 2 2023-05-15 Fixed 1.75 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942AZ5 400000.00 PA USD 443650.00 0.0368571276708 Long DBT USGSE UY N 2 2024-08-14 Fixed 4.50 N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HA2 500000.00 PA USD 816379.67 0.0678224044293 Long DBT CORP US N 2 2043-09-13 Fixed 6.675 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VBR4 1000000.00 PA USD 1143206.28 0.0949741909525 Long DBT CORP US N 2 2023-09-15 Fixed 5.15 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828VS6 1440000.00 PA USD 1543696.88 0.1282457635326 Long DBT UST US N 2 2023-08-15 Fixed 2.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2567000.00 PA USD 3488111.78 0.2897819930253 Long DBT UST US N 2 2043-05-15 Fixed 2.875 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371K6B2 19880.16 OU Other Units USD 22722.69 0.0018877337684 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.00 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AB7 69000.00 PA USD 93572.28 0.0077737078111 Long DBT CORP US N 2 2036-12-01 Fixed 7.00 N N N N N N STATE OF ILLINOIS 54930048FV8RWPR02D67 452151LF8 730000.00 PA USD 766507.30 0.0636791556784 Long DBT MUN US N 2 2033-06-01 Fixed 5.10 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38141GFD1 500000.00 PA USD 753230.86 0.0625761883751 Long DBT CORP US N 2 2037-10-01 Fixed 6.75 N N N N N N JEFFERIES GROUP LLC NY9Q8VBNB6D1L6YV0J84 472319AL6 150000.00 PA USD 163685.03 0.0135984673695 Long DBT CORP US N 2 2023-01-20 Fixed 5.125 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780099CE5 300000.00 PA USD 328778.23 0.027313921331 Long DBT CORP GB N 2 2022-12-15 Fixed 6.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 3245000.00 PA USD 4919597.47 0.4087055833225 Long DBT UST US N 2 2043-08-15 Fixed 3.625 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138E0RK7 816413.18 OU Other Units USD 897853.41 0.0745910013796 Long ABS-MBS USGA US N 2 2041-12-01 Fixed 4.00 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAH6 550000.00 PA USD 752812.50 0.0625414322657 Long DBT CORP KY N 2 2036-11-21 Fixed 6.875 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BDJ2 500000.00 PA USD 540442.42 0.0448983551734 Long DBT CORP US N 2 2023-02-25 Fixed 3.75 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166BR4 500000.00 PA USD 721636.28 0.0599514042688 Long DBT CORP US N 2 2032-03-15 Fixed 7.375 N N N N N N CNOOC FINANCE 2013 LTD 5493006KAH3PSSMCES09 12625GAC8 500000.00 PA USD 525865.57 0.0436873536598 Long DBT CORP VG N 2 2023-05-09 Fixed 3.00 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GXZ2 500000.00 PA USD 630413.38 0.052372875988 Long DBT CORP US N 2 2032-03-15 Fixed 6.75 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAA2 350000.00 PA USD 389395.65 0.0323498370033 Long DBT CORP US N 2 2023-10-15 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QN1 787000.00 PA USD 1344248.26 0.1116761630568 Long DBT UST US N 2 2041-02-15 Fixed 4.75 N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HAK5 500000.00 PA USD 546635.98 0.0454128977895 Long DBT CORP CA N 2 2023-10-16 Fixed 3.75 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408GZ0 500000.00 PA USD 551477.59 0.0458151244049 Long DBT CORP US N 2 2023-11-01 Fixed 3.70 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAA5 400000.00 PA USD 438283.12 0.03641126318 Long DBT CORP US N 2 2023-10-15 Fixed 4.30 N N N N N N AMERICAN MUNICIPAL POWER INC EARKGGZJJEMVD66XQ486 02765UEK6 100000.00 PA USD 191868.00 0.0159398250241 Long DBT MUN US N 2 2050-02-15 Fixed 8.084 N N N N N N CALIFORNIA ST 549300X618YEC5LGBQ98 13063A5E0 500000.00 PA USD 841500.00 0.0699093270258 Long DBT MUN US N 2 2034-04-01 Fixed 7.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31384VTE2 3267.87 OU Other Units USD 3809.21 0.0003164578818 Long ABS-MBS USGA US N 2 2030-04-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 3128P7PH0 35567.02 OU Other Units USD 38961.34 0.0032367927028 Long ABS-MBS USGA US N 2 2030-08-01 Fixed 4.50 N N N N N N DEUTSCHE TELEKOM INT FIN 529900ERDFHS6C1M4U58 25156PAC7 300000.00 PA USD 483454.56 0.0401639725932 Long DBT CORP NL N 2 2030-06-15 Variable 8.75 N N N N N N MOSAIC CO/THE 2YD5STGSJNMUB7H76907 61945CAC7 300000.00 PA USD 321226.12 0.0266865144056 Long DBT CORP US N 2 2023-11-15 Fixed 4.25 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31403C6L0 6908.96 OU Other Units USD 7930.68 0.0006588573994 Long ABS-MBS USGA US N 2 2036-02-01 Fixed 5.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828WE6 2865000.00 PA USD 3110315.63 0.258395808118 Long DBT UST US N 2 2023-11-15 Fixed 2.75 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138E0RA9 1056773.99 OU Other Units USD 1144626.58 0.0950921852688 Long ABS-MBS USGA US N 2 2041-12-01 Fixed 3.50 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 925524AH3 150000.00 PA USD 221160.96 0.0183733973594 Long DBT CORP US N 2 2030-07-30 Fixed 7.875 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371LCD9 33300.37 OU Other Units USD 38209.05 0.0031742946783 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 5.00 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QBE7 850000.00 PA USD 1074187.50 0.0892403151807 Long DBT USGSE MX N 2 2045-01-21 Fixed 5.55 N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XAY2 250000.00 PA USD 279293.86 0.0232029064706 Long DBT CORP US N 2 2024-01-15 Fixed 4.00 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFB0 500000.00 PA USD 558135.76 0.0463682654434 Long DBT CORP US N 2 2024-01-22 Fixed 4.125 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748AK8 275000.00 PA USD 405296.91 0.033670866576 Long DBT CORP US N 2 2033-08-01 Fixed 5.875 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BQ8 500000.00 PA USD 536604.40 0.044579503842 Long DBT CORP US N 2 2023-09-01 Fixed 3.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RE0 2968000.00 PA USD 4514490.32 0.375050481445 Long DBT UST US N 2 2044-02-15 Fixed 3.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828SV3 810000.00 PA USD 833445.70 0.069240199643 Long DBT UST US N 2 2022-05-15 Fixed 1.75 N N N N N N FREDDIE MAC N/A 3128M9D25 451482.79 OU Other Units USD 517779.77 0.0430156093503 Long ABS-MBS USGA US N 2 2039-09-01 Fixed 5.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QT8 1619000.00 PA USD 2271248.29 0.1886885792781 Long DBT UST US N 2 2041-11-15 Fixed 3.125 N N N N N N FREDDIE MAC N/A 3128MB3H8 9872.99 OU Other Units USD 10435.92 0.0008669853168 Long ABS-MBS USGA US N 2 2023-05-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 3128M5R93 64771.46 OU Other Units USD 74508.54 0.0061899487689 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138A9X74 13201.39 OU Other Units USD 15189.64 0.0012619102913 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 5.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828B66 2524000.00 PA USD 2756484.08 0.2290005311828 Long DBT UST US N 2 2024-02-15 Fixed 2.75 N N N N N N HSBC HOLDINGS PLC 5493009Z5F07LWZYMK62 404280AP4 500000.00 PA USD 545729.65 0.0453376025782 Long DBT CORP GB N 2 2024-03-14 Fixed 4.25 N N N N N N FREDDIE MAC N/A 312930TR1 18426.87 OU Other Units USD 21117.14 0.0017543494309 Long ABS-MBS USGA US N 2 2039-01-01 Fixed 5.50 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887BA6 500000.00 PA USD 516119.07 0.0428776433142 Long DBT CORP US N 2 2021-11-08 Fixed 3.125 N N N N N N AT&T INC 549300Z40J86GGSTL398 04650NAB0 75000.00 PA USD 100546.38 0.0083530953781 Long DBT CORP US N 2 2040-09-01 Fixed 5.35 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAN3 500000.00 PA USD 522690.43 0.0434235724351 Long DBT CORP US N 2 2022-08-09 Fixed 2.85 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QCB2 400000.00 PA USD 418002.40 0.0347264010448 Long DBT CORP GB N 2 2022-11-06 Fixed 2.50 N N N N N N SOUTHERN COPPER CORP 2549007U6NAP46Q9TU15 84265VAG0 500000.00 PA USD 658026.60 0.0546669005004 Long DBT CORP US N 2 2042-11-08 Fixed 5.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QS0 1360000.00 PA USD 2071157.82 0.1720656558058 Long DBT UST US N 2 2041-08-15 Fixed 3.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828RR3 3730000.00 PA USD 3820554.48 0.3174003476678 Long DBT UST US N 2 2021-11-15 Fixed 2.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828RC6 3701000.00 PA USD 3777405.41 0.3138156507629 Long DBT UST US N 2 2021-08-15 Fixed 2.125 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371JNL4 165.41 OU Other Units USD 197.89 0.0000164401149 Long ABS-MBS USGA US N 2 2030-07-01 Fixed 8.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828TJ9 315000.00 PA USD 324683.79 0.0269737673857 Long DBT UST US N 2 2022-08-15 Fixed 1.625 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QBA5 500000.00 PA USD 523125.00 0.0434596752233 Long DBT USGSE MX N 2 2022-03-15 Fixed 3.625 N N N N N N STATE STREET CORP 549300NZAMSJ8FXPQQ63 857477AM5 250000.00 PA USD 277604.52 0.0230625611081 Long DBT CORP US N 2 2023-11-20 Fixed 3.70 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417Y6Q5 126715.89 OU Other Units USD 136733.98 0.011359453979 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 4.00 N N N N N N BRITISH TELECOMMUNICATIO 549300OWFMSO9NYV4H90 111021AE1 175000.00 PA USD 290653.71 0.0241466491546 Long DBT CORP GB N 2 2030-12-15 Variable 9.625 N N N N N N LEGG MASON INC 549300LH0LPNF7USIA77 524901AR6 200000.00 PA USD 270373.15 0.0224618003117 Long DBT CORP US N 2 2044-01-15 Fixed 5.625 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578DAG7 200000.00 PA USD 223611.54 0.0185769842859 Long DBT CORP FR N 2 2024-04-15 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 1635000.00 PA USD 2525627.93 0.2098216861604 Long DBT UST US N 2 2043-11-15 Fixed 3.75 N N N N N N BLACKROCK INC 549300O0XO3KDQV68404 09247XAL5 250000.00 PA USD 278478.85 0.0231351978543 Long DBT CORP US N 2 2024-03-18 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137EADB2 500000.00 PA USD 516093.69 0.042875534819 Long DBT UST US N 2 2022-01-13 Fixed 2.375 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAD9 250000.00 PA USD 287301.37 0.0238681466789 Long DBT CORP US N 2 2041-02-15 Fixed 5.60 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418ABT4 212114.12 OU Other Units USD 229154.58 0.0190374836276 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31359MEU3 540000.00 PA USD 786251.36 0.0653194336907 Long DBT UST US N 2 2029-05-15 Fixed 6.25 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJH4 1000000.00 PA USD 1068072.03 0.0887322600504 Long DBT CORP US N 2 2023-01-25 Fixed 3.20 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38141GRD8 500000.00 PA USD 537162.70 0.0446258857521 Long DBT CORP US N 2 2023-01-22 Fixed 3.625 N N N N N N COMCAST CABLE COMMUNICAT N/A 00209TAB1 304000.00 PA USD 369275.80 0.0306783394711 Long DBT CORP US N 2 2022-11-15 Fixed 9.455 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833AS9 500000.00 PA USD 554793.03 0.046090561338 Long DBT CORP US N 2 2024-05-06 Fixed 3.45 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BP0 300000.00 PA USD 361481.49 0.0300308112872 Long DBT CORP US N 2 2043-03-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134A4KX1 1000000.00 PA USD 1585562.73 0.1317238543215 Long DBT UST US N 2 2032-07-15 Fixed 6.25 N N N N N N GRUPO TELEVISA SAB 549300O4AF0C816ILN62 40049JBA4 200000.00 PA USD 231915.20 0.0192668277588 Long DBT CORP MX N 2 2045-05-13 Fixed 5.00 N N N N N N FREDDIE MAC N/A 3128P7S20 230955.19 OU Other Units USD 249547.24 0.0207316454064 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 3.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828WJ5 2590000.00 PA USD 2819103.71 0.2342027845303 Long DBT UST US N 2 2024-05-15 Fixed 2.50 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 94974BFY1 500000.00 PA USD 567323.43 0.0471315498482 Long DBT CORP US N 2 2026-06-03 Fixed 4.10 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810EQ7 1110000.00 PA USD 1316217.19 0.1093474248042 Long DBT UST US N 2 2023-08-15 Fixed 6.25 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 042735BC3 500000.00 PA USD 533399.72 0.0443132685216 Long DBT CORP US N 2 2023-03-01 Fixed 4.50 N N N N N N ORANGE SA 259400TOMPUOLS65II22 35177PAL1 300000.00 PA USD 497606.49 0.041339673012 Long DBT CORP FR N 2 2031-03-01 Variable 9.00 N N N N N N ORACLE CORP 529900MIMKY9RU60Z323 68389XAU9 500000.00 PA USD 551294.47 0.0457999113378 Long DBT CORP US N 2 2024-07-08 Fixed 3.40 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38141GGM0 700000.00 PA USD 1102613.53 0.09160186554 Long DBT CORP US N 2 2041-02-01 Fixed 6.25 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189TAZ7 300000.00 PA USD 465808.35 0.0386979777439 Long DBT CORP US N 2 2037-05-01 Fixed 6.15 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810FB9 1470000.00 PA USD 2079418.36 0.1727519169968 Long DBT UST US N 2 2027-11-15 Fixed 6.125 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MNG1 198280.92 OU Other Units USD 211776.34 0.0175937509321 Long ABS-MBS USGA US N 2 2042-09-01 Fixed 3.00 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAD5 500000.00 PA USD 531339.57 0.0441421173629 Long DBT CORP US N 2 2024-08-15 Fixed 4.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810PW2 928000.00 PA USD 1474867.50 0.1225276225517 Long DBT UST US N 2 2038-02-15 Fixed 4.375 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371K5X5 6465.56 OU Other Units USD 7067.38 0.000587136993 Long ABS-MBS USGA US N 2 2023-05-01 Fixed 5.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RG5 760000.00 PA USD 1117734.37 0.0928580601311 Long DBT UST US N 2 2044-05-15 Fixed 3.375 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAN4 250000.00 PA USD 323895.23 0.026908256157 Long DBT CORP US N 2 2042-09-30 Fixed 4.00 N N N N N N CITIGROUP COMMERCIAL MORTGAGE N/A 17322VAT3 1000000.00 OU Other Units USD 1084931.40 0.0901328865635 Long ABS-MBS CORP US N 2 2047-07-01 Fixed 3.622 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HB0 500000.00 PA USD 596929.25 0.0495911136655 Long DBT CORP US N 2 2025-09-13 Fixed 5.50 N N N N N N ALLSTATE CORP/THE OBT0W1ED8G0NWVOLOJ77 020002BB6 300000.00 PA USD 319734.16 0.0265625667888 Long DBT CORP US N 2 2053-08-15 Variable 5.75 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HA4 250000.00 PA USD 344660.59 0.0286333807477 Long DBT CORP US N 2 2054-08-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402DJS0 10016.67 OU Other Units USD 11728.78 0.0009743922954 Long ABS-MBS USGA US N 2 2034-09-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NDR6 286091.24 OU Other Units USD 309782.57 0.0257358181735 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.50 N N N N N N CNOOC PETROLEUM NORTH AM 6Q7WW7FQZR6X22IL2I79 65334HAE2 125000.00 PA USD 181387.82 0.0150691627176 Long DBT CORP CA N 2 2035-03-10 Fixed 5.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828SF8 3000000.00 PA USD 3086132.82 0.2563867719057 Long DBT UST US N 2 2022-02-15 Fixed 2.00 N N N N N RAYTHEON TECHNOLOGIES CORP 549300JUQ1YDAUW4BB42 913017BT5 380000.00 PA USD 508717.66 0.0422627560983 Long DBT CORP US N 2 2042-06-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416J5H0 118997.68 OU Other Units USD 131634.81 0.0109358300419 Long ABS-MBS USGA US N 2 2039-01-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31419GB94 810302.48 OU Other Units USD 890819.82 0.0740066715597 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 4.00 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LAU5 300000.00 PA USD 418395.45 0.0347590544743 Long DBT CORP US N 2 2044-09-01 Fixed 4.55 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ANC84 283754.35 OU Other Units USD 315649.05 0.0262231879522 Long ABS-MBS USGA US N 2 2041-08-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31419GCH5 7147.05 OU Other Units USD 7955.54 0.0006609226946 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 3128MJL24 173422.80 OU Other Units USD 192871.63 0.0160232036312 Long ABS-MBS USGA US N 2 2039-05-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31385XEC7 27721.30 OU Other Units USD 32355.40 0.0026879907779 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828D56 2385000.00 PA USD 2596249.51 0.2156887178079 Long DBT UST US N 2 2024-08-15 Fixed 2.375 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371LPJ2 19497.74 OU Other Units USD 22823.70 0.0018961253799 Long ABS-MBS USGA US N 2 2034-06-01 Fixed 5.50 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585AAH5 300000.00 PA USD 343380.26 0.0285270147243 Long DBT CORP US N 2 2044-09-15 Fixed 4.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 681000.00 PA USD 966727.38 0.0803128467656 Long DBT UST US N 2 2044-08-15 Fixed 3.125 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31419AG43 122310.58 OU Other Units USD 136115.96 0.0113081107083 Long ABS-MBS USGA US N 2 2040-08-01 Fixed 4.50 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJY7 500000.00 PA USD 559133.18 0.0464511281421 Long DBT CORP US N 2 2024-09-10 Fixed 3.875 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAL3 1000000.00 PA USD 1052375.09 0.087428204778 Long DBT CORP US N 2 2022-11-06 Fixed 2.90 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138A7NS3 85188.88 OU Other Units USD 89487.87 0.0074343871285 Long ABS-MBS USGA US N 2 2026-02-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3128PXLF1 752.39 OU Other Units USD 789.50 0.000065589321 Long ABS-MBS USGA US N 2 2021-12-01 Fixed 3.00 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAP3 250000.00 PA USD 319463.25 0.0265400603885 Long DBT CORP US N 2 2044-03-15 Fixed 4.75 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NQ68 94063.23 OU Other Units USD 103715.40 0.0086163681713 Long ABS-MBS USGA US N 2 2043-10-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402RDG1 61782.51 OU Other Units USD 72958.09 0.0060611419762 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 6.00 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 00440EAR8 250000.00 PA USD 277391.37 0.0230448532376 Long DBT CORP US N 2 2024-05-15 Fixed 3.35 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AJ2 193000.00 PA USD 198020.20 0.016450931574 Long DBT CORP US N 2 2021-09-15 Fixed 3.50 N N N N N N AON PLC 635400FALWQYX5E6QC64 00185AAG9 500000.00 PA USD 670727.57 0.0557220594609 Long DBT CORP IE N 2 2044-06-14 Fixed 4.60 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAK1 250000.00 PA USD 276935.57 0.0230069867239 Long DBT CORP US N 2 2024-03-01 Fixed 3.85 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 013817AW1 300000.00 PA USD 318955.45 0.0264978738689 Long DBT CORP US N 2 2024-10-01 Fixed 5.125 N N N N N N WPP FINANCE 2010 549300OJB3S151W7KN44 92936MAF4 350000.00 PA USD 385144.00 0.0319966225169 Long DBT CORP GB N 2 2024-09-19 Fixed 3.75 N N N N N N CLEVELAND CLINIC FOUNDATION/THE 5493005LGDPOFHUC6Z36 18600TAA0 150000.00 PA USD 233312.26 0.0193828913648 Long DBT CORP US N 2 2114-01-01 Fixed 4.858 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NQ50 270774.28 OU Other Units USD 297136.49 0.0246852193116 Long ABS-MBS USGA US N 2 2043-10-01 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828F21 2100000.00 PA USD 2148808.60 0.1785166525649 Long DBT UST US N 2 2021-09-30 Fixed 2.125 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36200QW67 6936.17 OU Other Units USD 8253.63 0.0006856871287 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 6.00 N N N N N N ANHEUSER-BUSCH INBEV FIN 5493000EYEKDT0FBSQ91 035242AB2 700000.00 PA USD 805929.43 0.0669542294493 Long DBT CORP US N 2 2043-01-17 Fixed 4.00 N N N N N N WILLIAMS COS INC/THE D71FAKCBLFS2O0RBPG08 96950FAF1 400000.00 PA USD 520157.54 0.0432131474377 Long DBT CORP US N 2 2040-04-15 Fixed 6.30 N N N N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 465410AH1 400000.00 PA USD 464992.18 0.0386301727582 Long DBT USGSE IT N 2 2023-09-27 Fixed 6.875 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 28370TAE9 300000.00 PA USD 311431.48 0.0258728047313 Long DBT CORP US N 2 2021-10-01 Fixed 5.00 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAJ7 350000.00 PA USD 484837.26 0.0402788432129 Long DBT CORP US N 2 2037-05-01 Fixed 6.55 N N N N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 69352PAF0 400000.00 PA USD 425992.18 0.0353901682971 Long DBT CORP US N 2 2023-06-01 Fixed 3.40 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887BR2 165000.00 PA USD 175098.87 0.0145466953828 Long DBT CORP US N 2 2023-01-25 Fixed 3.20 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851AT6 1000000.00 PA USD 1039812.91 0.0863845760795 Long DBT CORP US N 2 2022-10-01 Fixed 2.875 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 931427AB4 400000.00 PA USD 463247.78 0.0384852531741 Long DBT CORP US N 2 2034-11-18 Fixed 4.50 N N N N N N LOS ANGELES UNIFIED SCHOOL DISTRICT/CA N/A 544646XZ0 350000.00 PA USD 494914.00 0.0411159889194 Long DBT MUN US N 2 2034-07-01 Fixed 5.75 N N N N N N JP MORGAN CHASE COMMERCIAL MOR N/A 46639EAE1 795157.06 OU Other Units USD 819497.29 0.0680814070628 Long ABS-MBS CORP US N 2 2047-12-01 Fixed 2.84 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828G38 3260000.00 PA USD 3546841.79 0.2946611082663 Long DBT UST US N 2 2024-11-15 Fixed 2.25 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 931427AF5 400000.00 PA USD 413072.67 0.0343168536809 Long DBT CORP US N 2 2021-11-18 Fixed 3.30 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AF0 200000.00 PA USD 229590.54 0.0190737018929 Long DBT CORP US N 2 2042-07-15 Fixed 4.00 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863BW7 500000.00 PA USD 553125.00 0.0459519863472 Long DBT USGSE CL N 2 2025-03-27 Fixed 3.125 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LAH4 200000.00 PA USD 207623.40 0.0172487369801 Long DBT CORP US N 2 2022-03-15 Fixed 3.05 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RJ9 555000.00 PA USD 774073.24 0.0643077115592 Long DBT UST US N 2 2044-11-15 Fixed 3.00 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJZ4 500000.00 PA USD 586596.62 0.0487327093759 Long DBT CORP US N 2 2026-12-15 Fixed 4.125 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36225BLL0 6628.69 OU Other Units USD 7848.82 0.0006520567131 Long ABS-MBS USGA US N 2 2030-12-01 Fixed 7.00 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887BF5 386000.00 PA USD 429736.03 0.0357011962639 Long DBT CORP US N 2 2024-12-15 Fixed 3.734 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828F96 3000000.00 PA USD 3070195.32 0.2550627316211 Long DBT UST US N 2 2021-10-31 Fixed 2.00 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AE9 300000.00 PA USD 389038.50 0.0323201660394 Long DBT CORP CO N 2 2043-09-18 Fixed 7.375 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFM6 500000.00 PA USD 559131.94 0.0464510251266 Long DBT CORP US N 2 2025-01-22 Fixed 4.00 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QBF4 600000.00 PA USD 670827.00 0.0557303198108 Long DBT USGSE MX N 2 2046-01-23 Fixed 4.60 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320AN2 300000.00 PA USD 317400.41 0.0263686857526 Long DBT CORP US N 2 2044-03-15 Variable 5.20 N N N N N N PHILLIPS 66 549300TL5L4IG0H4FX64 718546AL8 202000.00 PA USD 257181.62 0.0213658870797 Long DBT CORP US N 2 2044-11-15 Fixed 4.875 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638AS1 500000.00 PA USD 650572.50 0.0540476359554 Long DBT USGSE PE N 2 2025-07-21 Fixed 7.35 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828G87 2265000.00 PA USD 2328924.32 0.1934801329832 Long DBT UST US N 2 2021-12-31 Fixed 2.125 N N N N N N FREDDIE MAC N/A 3128MJVJ6 292403.67 OU Other Units USD 316099.30 0.0262605933884 Long ABS-MBS USGA US N 2 2044-11-01 Fixed 4.00 N N N N N N NOBLE ENERGY INC 02VFQXG2D1LR5ZH3K186 655044AH8 200000.00 PA USD 222940.22 0.0185212130091 Long DBT CORP US N 2 2024-11-15 Fixed 3.90 N N N N N N FREDDIE MAC N/A 3128M7DJ2 254176.88 OU Other Units USD 291506.17 0.024217469006 Long ABS-MBS USGA US N 2 2039-01-01 Fixed 5.00 N N N N N N MEMORIAL SLOAN-KETTERING CANCER CENTER 549300IZ71UAMEHWL382 586054AC2 200000.00 PA USD 279486.11 0.0232188780311 Long DBT CORP US N 2 2055-07-01 Fixed 4.20 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810EM6 275000.00 PA USD 314955.57 0.0261655756883 Long DBT UST US N 2 2022-08-15 Fixed 7.25 N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QPK1 31649.49 OU Other Units USD 35994.24 0.0029902948249 Long ABS-MBS USGA US N 2 2044-09-01 Fixed 5.00 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YAR6 500000.00 PA USD 546228.29 0.0453790281121 Long DBT CORP US N 2 2025-02-10 Fixed 2.75 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAQ7 100000.00 PA USD 101491.46 0.0084316098246 Long DBT CORP US N 2 2022-02-01 Fixed 3.75 N N N N N N WILLIAMS COS INC/THE D71FAKCBLFS2O0RBPG08 96949LAB1 100000.00 PA USD 111903.48 0.0092966096003 Long DBT CORP US N 2 2025-09-15 Fixed 4.00 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325CU7 800000.00 PA USD 989436.00 0.0821994116401 Long DBT USGSE CO N 2 2045-06-15 Fixed 5.00 N N N N N N LYB INTL FINANCE BV 549300J6QSW38QNOJK61 50247VAA7 350000.00 PA USD 382226.08 0.0317542103678 Long DBT CORP NL N 2 2023-07-15 Fixed 4.00 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081FL6 400000.00 PA USD 539959.84 0.0448582638566 Long DBT CORP US N 2 2044-10-01 Fixed 4.05 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBN7 200000.00 PA USD 256609.51 0.0213183578758 Long DBT CORP US N 2 2045-03-01 Fixed 4.05 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816BK4 500000.00 PA USD 556812.79 0.0462583570152 Long DBT CORP US N 2 2024-12-05 Fixed 3.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828J43 1500000.00 PA USD 1538496.09 0.127813697307 Long DBT UST US N 2 2022-02-28 Fixed 1.75 N N N N N N TD AMERITRADE HOLDING CORP ZI85ER3E6RXD4HPHW309 87236YAE8 200000.00 PA USD 207841.04 0.0172668178666 Long DBT CORP US N 2 2022-04-01 Fixed 2.95 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RK6 3175000.00 PA USD 4086944.33 0.3395312272163 Long DBT UST US N 2 2045-02-15 Fixed 2.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828J27 1500000.00 PA USD 1622138.67 0.1347624750592 Long DBT UST US N 2 2025-02-15 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QL66 477001.80 OU Other Units USD 520369.88 0.0432307880158 Long ABS-MBS USGA US N 2 2044-08-01 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810EP9 76000.00 PA USD 89538.98 0.0074386331959 Long DBT UST US N 2 2023-02-15 Fixed 7.125 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LAX8 250000.00 PA USD 278275.97 0.0231183431849 Long DBT CORP US N 2 2025-03-30 Fixed 3.50 N N N N N N BORGWARNER INC 549300DSFX2IE88NSX47 099724AJ5 500000.00 PA USD 542282.33 0.0450512094454 Long DBT CORP US N 2 2025-03-15 Fixed 3.375 N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DC8 500000.00 PA USD 593646.64 0.0493184041516 Long DBT CORP US N 2 2035-01-15 Fixed 3.875 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AM7 350000.00 PA USD 463135.53 0.0384759277766 Long DBT CORP US N 2 2044-10-15 Fixed 4.125 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WPLH5 713006.94 OU Other Units USD 767478.81 0.0637598658511 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451AR9 200000.00 PA USD 262912.84 0.0218420198584 Long DBT CORP AU N 2 2042-02-24 Fixed 4.125 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VCK8 400000.00 PA USD 572279.76 0.0475433070613 Long DBT CORP US N 2 2046-08-21 Fixed 4.862 N N N N N N AVALONBAY COMMUNITIES INC K9G90K85RBWD2LAGQX17 05348EAT6 400000.00 PA USD 445452.16 0.0370068457846 Long DBT CORP US N 2 2023-12-15 Fixed 4.20 N N N N N N FREDDIE MAC N/A 3128MJVV9 201899.64 OU Other Units USD 217205.37 0.0180447786608 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 3.50 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833AT7 500000.00 PA USD 702518.03 0.0583631166973 Long DBT CORP US N 2 2044-05-06 Fixed 4.45 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFC8 500000.00 PA USD 721195.49 0.0599147847415 Long DBT CORP US N 2 2044-01-21 Fixed 5.00 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 054536AA5 165000.00 PA USD 246036.92 0.0204400184203 Long DBT CORP FR N 2 2030-12-15 Fixed 8.60 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724FAC5 250000.00 PA USD 280241.27 0.0232816144867 Long DBT CORP US N 2 2025-02-01 Fixed 3.25 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QRZ6 286680.91 OU Other Units USD 311796.34 0.0259031162192 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 4.00 N N N N N N BAY AREA CA TOLL AUTH TOLL BRI 5493001FUZGUQMIP5D78 072024ND0 300000.00 PA USD 539229.00 0.0447975478346 Long DBT MUN US N 2 2049-04-01 Fixed 6.263 N N N N N N BARRICK PD AU FIN PTY LT 5493008DX0TK7OFLV260 06849UAD7 400000.00 PA USD 582591.03 0.0483999368254 Long DBT CORP AU N 2 2039-10-15 Fixed 5.95 N N N N N N AFFILIATED MANAGERS GROUP INC 2JE75BUE3T1BLCYYGK54 008252AN8 250000.00 PA USD 273417.24 0.0227146942907 Long DBT CORP US N 2 2025-08-01 Fixed 3.50 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189TAA2 100000.00 PA USD 132459.15 0.0110043137669 Long DBT CORP US N 2 2025-12-15 Fixed 7.00 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 124857AK9 240000.00 PA USD 282062.37 0.0234329060796 Long DBT CORP US N 2 2044-08-15 Fixed 4.90 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123BX8 600000.00 PA USD 621806.63 0.0516578526958 Long DBT CORP US N 2 2022-06-26 Fixed 2.60 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123CD1 200000.00 PA USD 269144.47 0.0223597252173 Long DBT CORP US N 2 2044-05-15 Fixed 4.30 N N N N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572QAG0 250000.00 PA USD 275931.18 0.0229235449783 Long DBT CORP US N 2 2025-03-15 Fixed 3.00 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YAY4 150000.00 PA USD 159710.32 0.013268260238 Long DBT CORP US N 2 2023-03-15 Fixed 3.20 N N N N N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 17275RAF9 250000.00 PA USD 390241.84 0.0324201359616 Long DBT CORP US N 2 2040-01-15 Fixed 5.50 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAD6 350000.00 PA USD 377087.15 0.0313272832877 Long DBT CORP US N 2 2022-11-15 Fixed 4.625 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NAM3 300000.00 PA USD 469014.27 0.0389643160798 Long DBT CORP US N 2 2037-03-15 Fixed 6.45 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBF7 300000.00 PA USD 320866.71 0.0266566556875 Long DBT CORP US N 2 2023-01-15 Fixed 2.85 N N N N N N FHLMC MULTIFAMILY STRUCTURED P N/A 3137BGK24 648000.00 OU Other Units USD 714434.90 0.0593531349528 Long ABS-MBS USGA US N 2 2024-12-01 Fixed 3.062 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795HK9 471000.00 PA USD 707839.23 0.0588051862291 Long DBT CORP US N 2 2036-03-15 Fixed 5.90 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543CG6 300000.00 PA USD 349596.83 0.0290434689431 Long DBT CORP US N 2 2042-11-15 Fixed 4.375 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233835AQ0 200000.00 PA USD 309324.45 0.0256977589211 Long DBT CORP US N 2 2031-01-18 Fixed 8.50 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBK6 500000.00 PA USD 706919.37 0.0587287669854 Long DBT CORP US N 2 2044-03-01 Fixed 4.75 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UBQ1 200000.00 PA USD 246698.47 0.0204949780344 Long DBT CORP US N 2 2042-09-15 Fixed 4.05 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140AJ9 850000.00 PA USD 879645.48 0.0730783404969 Long DBT CORP US N 2 2021-10-01 Fixed 3.30 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 208251AE8 125000.00 PA USD 178097.33 0.0147957985566 Long DBT CORP US N 2 2029-04-15 Fixed 6.95 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828J76 2000000.00 PA USD 2053789.06 0.1706227106805 Long DBT UST US N 2 2022-03-31 Fixed 1.75 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543BJ1 500000.00 PA USD 735729.48 0.0611222255732 Long DBT CORP US N 2 2029-11-01 Fixed 7.375 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CAN5 250000.00 PA USD 277454.23 0.0230500754602 Long DBT CORP US N 2 2024-04-15 Fixed 3.75 N N N N N N EATON CORP 0NZWDMRCE180888QQE14 278062AE4 200000.00 PA USD 255319.84 0.0212112159129 Long DBT CORP US N 2 2042-11-02 Fixed 4.15 N N N N N N DUKE REALTY LP 2549009GZDBNY1KE9O81 26441YAY3 400000.00 PA USD 445459.26 0.0370074356316 Long DBT CORP US N 2 2024-12-01 Fixed 3.75 N N N N N N ENEL GENERACION CHILE SA 549300PVHXUFEIE6LY50 29246RAA1 250000.00 PA USD 271240.94 0.0225338937341 Long DBT CORP CL N 2 2024-04-15 Fixed 4.25 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122AT5 400000.00 PA USD 412644.77 0.0342813050165 Long DBT CORP US N 2 2022-08-01 Fixed 2.00 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865AL4 164000.00 PA USD 172776.14 0.0143537298556 Long DBT CORP US N 2 2021-12-08 Fixed 4.35 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130A0F70 500000.00 PA USD 551701.26 0.0458337062459 Long DBT UST US N 2 2023-12-08 Fixed 3.375 N N N N N N EXELON GENERATION CO LLC S2PEWKCZFFECR4533P43 30161MAG8 400000.00 PA USD 510438.45 0.0424057142336 Long DBT CORP US N 2 2039-10-01 Fixed 6.25 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785GS9 1000000.00 PA USD 1071444.57 0.0890124406823 Long DBT CORP XX N 2 2025-02-10 Fixed 1.875 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154BK4 500000.00 PA USD 553288.41 0.0459655619659 Long DBT USGSE KR N 2 2024-01-14 Fixed 4.00 N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31359MGK3 1000000.00 PA USD 1556023.68 0.129269837558 Long DBT UST US N 2 2030-11-15 Fixed 6.625 N N N N N FEDERAL REALTY INVESTMENT TRUST 549300LI6XZ51GOCJ427 313747AV9 200000.00 PA USD 237396.22 0.0197221746627 Long DBT CORP US N 2 2044-12-01 Fixed 4.50 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3133XGAY0 480000.00 PA USD 764605.29 0.0635211423224 Long DBT UST US N 2 2036-07-15 Fixed 5.50 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 341099CL1 150000.00 PA USD 242942.33 0.0201829290509 Long DBT CORP US N 2 2038-06-15 Fixed 6.40 N N N N N N FIRST AMERICAN FINANCIAL CORP 549300B6VEZK3N0A1P55 31847RAF9 500000.00 PA USD 540218.39 0.0448797434247 Long DBT CORP US N 2 2024-11-15 Fixed 4.60 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAJ9 340000.00 PA USD 371024.28 0.0308235980095 Long DBT CORP US N 2 2045-04-01 Fixed 5.20 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558AX1 500000.00 PA USD 714229.99 0.059336111637 Long DBT CORP US N 2 2044-04-01 Fixed 4.80 N N N N N N GLAXOSMITHKLINE CAP INC 5493007Q8VD7Q3ZYZS59 377372AH0 300000.00 PA USD 319657.81 0.026556223857 Long DBT CORP US N 2 2023-03-18 Fixed 2.80 N N N N N N GLAXOSMITHKLINE CAPITAL 549300U0LV41VX7LEP38 377373AD7 500000.00 PA USD 522057.31 0.0433709747011 Long DBT CORP GB N 2 2022-05-08 Fixed 2.85 N N N N N N HEALTHPEAK PROPERTIES INC PZ9HF5U52KPF0MH0QN75 40414LAJ8 20000.00 PA USD 21936.38 0.001822409463 Long DBT CORP US N 2 2023-11-15 Fixed 4.25 N N N N N N HSBC HOLDINGS PLC 5493009Z5F07LWZYMK62 404280AG4 450000.00 PA USD 634482.41 0.0527109189457 Long DBT CORP GB N 2 2036-05-02 Fixed 6.50 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RAT6 500000.00 PA USD 478363.15 0.0397409933339 Long DBT CORP US N 2 2043-02-01 Fixed 5.15 N N N N N N HOME DEPOT INC/THE QEKMOTMBBKA8I816DO57 437076AS1 300000.00 PA USD 465289.01 0.0386548325153 Long DBT CORP US N 2 2036-12-16 Fixed 5.875 N N N N N N HOME DEPOT INC/THE QEKMOTMBBKA8I816DO57 437076BD3 500000.00 PA USD 713325.12 0.0592609377181 Long DBT CORP US N 2 2044-02-15 Fixed 4.875 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 428236BR3 200000.00 PA USD 248335.18 0.0206309510524 Long DBT CORP US N 2 2041-09-15 Fixed 6.00 N N N N N N ILLINOIS TOOL WORKS INC 76NA4I14SZCFAYMNSV04 452308AR0 470000.00 PA USD 618903.04 0.0514166310406 Long DBT CORP US N 2 2042-09-01 Fixed 3.90 N N N N N N INTERNATIONAL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200GS4 300000.00 PA USD 448130.74 0.0372293742757 Long DBT CORP US N 2 2039-11-30 Fixed 5.60 N N N N N N INTERNATIONAL PAPER CO 824LMFJDH41EY779Q875 460146CJ0 400000.00 PA USD 445513.24 0.0370119201301 Long DBT CORP US N 2 2024-06-15 Fixed 3.65 N N N N N N INVESCO FINANCE PLC 549300OYQ3LAJYXXO449 46132FAB6 250000.00 PA USD 273863.26 0.022751748311 Long DBT CORP GB N 2 2024-01-30 Fixed 4.00 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BD3 500000.00 PA USD 555615.93 0.0461589254321 Long DBT CORP US N 2 2024-10-01 Fixed 3.85 N N N N N N AID-ISRAEL 213800T8ZHTFZIBYPE21 46513EFF4 450000.00 PA USD 523149.06 0.0434616740568 Long DBT USGSE IL N 2 2023-09-18 Fixed 5.50 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761JZN2 500000.00 PA USD 571875.09 0.0475096882766 Long DBT CORP US N 2 2027-04-23 Fixed 3.95 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAP2 400000.00 PA USD 439739.39 0.0365322457773 Long DBT CORP IT N 2 2024-01-12 Fixed 5.25 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCP5 500000.00 PA USD 602400.71 0.0500456663529 Long DBT CORP US N 2 2035-05-15 Fixed 4.50 N N N N N N HEALTHPEAK PROPERTIES INC PZ9HF5U52KPF0MH0QN75 40414LAE9 300000.00 PA USD 453109.61 0.0376430040452 Long DBT CORP US N 2 2041-02-01 Fixed 6.75 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BC2 250000.00 PA USD 313033.17 0.0260058683915 Long DBT CORP US N 2 2035-03-01 Fixed 3.60 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BR4 400000.00 PA USD 433603.72 0.0360225124909 Long DBT CORP US N 2 2023-09-01 Fixed 3.60 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBH0 250000.00 PA USD 278232.12 0.0231147002569 Long DBT CORP US N 2 2024-04-10 Fixed 3.60 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBD3 300000.00 PA USD 316049.84 0.0262564843981 Long DBT CORP US N 2 2023-10-15 Fixed 3.85 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LAZ2 500000.00 PA USD 545712.11 0.0453361454069 Long DBT CORP US N 2 2024-05-15 Fixed 3.50 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PBK7 410000.00 PA USD 686115.98 0.057000482975 Long DBT CORP US N 2 2038-02-15 Fixed 6.875 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AD8 300000.00 PA USD 330819.28 0.0274834857183 Long DBT CORP US N 2 2023-04-15 Variable 5.625 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PCH3 350000.00 PA USD 362839.69 0.0301436465195 Long DBT CORP US N 2 2021-12-15 Fixed 2.875 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 74432QCA1 400000.00 PA USD 524487.82 0.0435728942715 Long DBT CORP US N 2 2044-05-15 Fixed 4.60 N N N N N N TRINITY HEALTH CORP TWSRHFGEDJDX0GKMGJ67 896516AA9 200000.00 PA USD 248919.61 0.0206795037654 Long DBT CORP US N 2 2045-12-01 Fixed 4.125 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 94974BGE4 500000.00 PA USD 640927.80 0.0532463828522 Long DBT CORP US N 2 2044-11-04 Fixed 4.65 N N N N N N TENNESSEE GAS PIPELINE N/A 880451AU3 70000.00 PA USD 97635.17 0.0081112406758 Long DBT CORP US N 2 2037-04-01 Fixed 7.625 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBH5 200000.00 PA USD 227685.46 0.0189154334904 Long DBT CORP US N 2 2026-02-15 Fixed 3.70 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBJ1 500000.00 PA USD 607678.79 0.0504841536028 Long DBT CORP US N 2 2046-05-15 Fixed 4.90 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828WZ9 1500000.00 PA USD 1542714.84 0.1281641785588 Long DBT UST US N 2 2022-04-30 Fixed 1.75 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAQ2 170000.00 PA USD 190458.68 0.0158227428936 Long DBT CORP US N 2 2025-05-14 Fixed 3.60 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WDKR1 25171.18 OU Other Units USD 27205.64 0.0022601639735 Long ABS-MBS USGA US N 2 2044-11-01 Fixed 4.00 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BD3 560000.00 PA USD 627296.89 0.0521139672315 Long DBT CORP NL N 2 2025-05-11 Fixed 3.25 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BE1 260000.00 PA USD 332333.10 0.0276092493991 Long DBT CORP NL N 2 2035-05-11 Fixed 4.125 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAL7 500000.00 PA USD 543150.53 0.0451233369293 Long DBT CORP US N 2 2023-09-15 Fixed 5.00 N N N N N N FREDDIE MAC N/A 3128MJV23 379066.07 OU Other Units USD 405922.32 0.033722823786 Long ABS-MBS USGA US N 2 2045-03-01 Fixed 3.50 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BC0 300000.00 PA USD 390170.14 0.032414179338 Long DBT CORP US N 2 2043-11-29 Fixed 5.40 N N N N N N ORACLE CORP 529900MIMKY9RU60Z323 68389XBG9 280000.00 PA USD 378740.23 0.0314646162767 Long DBT CORP US N 2 2055-05-15 Fixed 4.375 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418AYE2 133384.46 OU Other Units USD 144183.17 0.0119783106157 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418AXN3 31819.77 OU Other Units USD 34400.92 0.0028579265196 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 3.50 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBH4 250000.00 PA USD 242309.97 0.0201303944555 Long DBT CORP US N 2 2045-02-15 Fixed 4.90 N N N N N N XYLEM INC/NY 549300DF5MV96DRYLQ48 98419MAB6 21000.00 PA USD 22053.84 0.0018321676919 Long DBT CORP US N 2 2021-10-01 Fixed 4.875 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RBX6 18713.92 OU Other Units USD 19972.89 0.0016592885307 Long ABS-MBS USGA US N 2 2045-04-01 Fixed 3.50 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 94973VBA4 500000.00 PA USD 534106.95 0.0443720230948 Long DBT CORP US N 2 2023-01-15 Fixed 3.30 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31385JET1 1900.34 OU Other Units USD 2062.65 0.0001713588513 Long ABS-MBS USGA US N 2 2026-09-01 Fixed 7.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828G53 2800000.00 PA USD 2865132.82 0.2380267466262 Long DBT UST US N 2 2021-11-30 Fixed 1.875 N N N N N N MET TRANSPRTN AUTH NY REVENUE 5493000TKYODLXADQD60 59259NZH9 300000.00 PA USD 493005.00 0.0409573948548 Long DBT MUN US N 2 2039-11-15 Fixed 7.336 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810PT9 1700000.00 PA USD 2763230.47 0.2295610012775 Long DBT UST US N 2 2037-02-15 Fixed 4.75 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RD71 112986.84 OU Other Units USD 120598.89 0.0100189985026 Long ABS-MBS USGA US N 2 2045-05-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371KLM1 1421.52 OU Other Units USD 1582.44 0.0001314644271 Long ABS-MBS USGA US N 2 2022-03-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31407NQC0 9910.79 OU Other Units USD 10820.42 0.0008989284377 Long ABS-MBS USGA US N 2 2035-08-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417YWJ2 315844.31 OU Other Units USD 331750.04 0.0275608105017 Long ABS-MBS USGA US N 2 2026-02-01 Fixed 3.50 N N N N N N FHLMC MULTIFAMILY STRUCTURED P N/A 3137AME60 766118.20 OU Other Units USD 784841.52 0.0652023083602 Long ABS-MBS USGA US N 2 2021-12-01 Fixed 2.873 N N N N N N FREDDIE MAC N/A 3128MJVL1 265550.49 OU Other Units USD 288982.52 0.0240078116404 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MK66 328040.36 OU Other Units USD 350365.25 0.0291073070003 Long ABS-MBS USGA US N 2 2042-08-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31385XD95 7742.83 OU Other Units USD 9062.84 0.0007529138982 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 3128LXRK8 1583.51 OU Other Units USD 1736.10 0.0001442300447 Long ABS-MBS USGA US N 2 2036-03-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402DMP2 3675.48 OU Other Units USD 4017.24 0.0003337403979 Long ABS-MBS USGA US N 2 2034-09-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 312933AP9 220520.14 OU Other Units USD 242465.52 0.0201433170887 Long ABS-MBS USGA US N 2 2039-05-01 Fixed 4.00 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGA 549300G1IXWLFE766Q13 90349GBF1 412000.00 OU Other Units USD 429448.86 0.035677339031 Long ABS-MBS CORP US N 2 2046-04-01 Fixed 3.2443 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402QYV7 53799.36 OU Other Units USD 63393.40 0.0052665358667 Long ABS-MBS USGA US N 2 2035-02-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416RRB1 495898.39 OU Other Units USD 551047.65 0.0457794062634 Long ABS-MBS USGA US N 2 2039-06-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MQP8 409435.31 OU Other Units USD 443908.07 0.0368785673619 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413BWG2 63044.13 OU Other Units USD 73852.84 0.0061354751554 Long ABS-MBS USGA US N 2 2037-08-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31404JTX3 22092.53 OU Other Units USD 25116.43 0.002086598596 Long ABS-MBS USGA US N 2 2034-04-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371NV36 11975.03 OU Other Units USD 12593.05 0.0010461932866 Long ABS-MBS USGA US N 2 2023-06-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371LDG1 41506.80 OU Other Units USD 47619.48 0.0039560853239 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MVR8 424574.28 OU Other Units USD 454703.59 0.0377754271814 Long ABS-MBS USGA US N 2 2042-12-01 Fixed 3.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828XB1 140000.00 PA USD 152744.92 0.0126895954412 Long DBT UST US N 2 2025-05-15 Fixed 2.125 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402CYK2 23196.52 OU Other Units USD 26615.16 0.0022111086444 Long ABS-MBS USGA US N 2 2034-04-01 Fixed 5.00 N N N N N N JEFFERIES GROUP LLC NY9Q8VBNB6D1L6YV0J84 472319AE2 35000.00 PA USD 42202.36 0.0035060470427 Long DBT CORP US N 2 2027-06-08 Fixed 6.45 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36290N4D1 36239.92 OU Other Units USD 41332.17 0.0034337542355 Long ABS-MBS USGA US N 2 2033-07-01 Fixed 5.00 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBN0 730000.00 PA USD 822783.47 0.0683544131618 Long DBT CORP US N 2 2025-08-15 Fixed 3.375 N N N N N N KIMCO REALTY CORP 549300EA7I6T15IBYS12 49446RAK5 250000.00 PA USD 259107.36 0.0215258718538 Long DBT CORP US N 2 2023-06-01 Fixed 3.125 N N N N N N JUNIPER NETWORKS INC AUHIXNGG7U2U7JEHM527 48203RAJ3 200000.00 PA USD 226309.65 0.0188011352714 Long DBT CORP US N 2 2025-06-15 Fixed 4.35 N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202EZG7 27261.71 OU Other Units USD 31535.93 0.002619911638 Long ABS-MBS USGA US N 2 2039-01-01 Fixed 5.50 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550AJ5 350000.00 PA USD 469811.32 0.0390305326326 Long DBT CORP US N 2 2031-03-15 Fixed 7.40 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138X3XH0 397611.14 OU Other Units USD 431857.94 0.0358774782604 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417Y2J5 6203.54 OU Other Units USD 6802.60 0.000565139855 Long ABS-MBS USGA US N 2 2031-06-01 Fixed 4.50 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DD6 250000.00 PA USD 274931.19 0.0228404687716 Long DBT CORP US N 2 2024-09-15 Fixed 3.125 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414C6Y9 31747.16 OU Other Units USD 36326.86 0.0030179279091 Long ABS-MBS USGA US N 2 2038-04-01 Fixed 5.00 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 59562VBD8 250000.00 PA USD 366041.10 0.030409610178 Long DBT CORP US N 2 2043-11-15 Fixed 5.15 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BB4 250000.00 PA USD 334895.51 0.0278221268307 Long DBT CORP US N 2 2042-12-15 Fixed 4.07 N N N N N N MARRIOTT INTERNATIONAL INC/MD 225YDZ14ZO8E1TXUSU86 571903AM5 600000.00 PA USD 609299.90 0.050618830619 Long DBT CORP US N 2 2021-10-15 Fixed 3.125 N N N N N N NEW JERSEY TURNPIKE AUTHORITY 5493005YN67D71KSMI84 646139W35 400000.00 PA USD 707292.00 0.0587597239819 Long DBT MUN US N 2 2040-01-01 Fixed 7.414 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAJ7 150000.00 PA USD 235495.72 0.019564286753 Long DBT CORP US N 2 2034-06-15 Fixed 6.375 N N N N N N FREDDIE MAC N/A 3128MJCJ7 43483.69 OU Other Units USD 49924.47 0.0041475770645 Long ABS-MBS USGA US N 2 2035-08-01 Fixed 5.00 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844BH0 350000.00 PA USD 475921.64 0.0395381599161 Long DBT CORP US N 2 2041-10-01 Fixed 4.837 N N N N N N FREDDIE MAC N/A 312944PJ4 157652.09 OU Other Units USD 173150.03 0.0143847915291 Long ABS-MBS USGA US N 2 2040-12-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 3128MJV72 373604.71 OU Other Units USD 405701.53 0.0337044812069 Long ABS-MBS USGA US N 2 2045-04-01 Fixed 4.00 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844BP2 300000.00 PA USD 331222.04 0.0275169458259 Long DBT CORP US N 2 2024-01-15 Fixed 3.85 N N N N N N NEW YORK CITY NY MUNI WTR FIN N/A 64972FK88 345000.00 PA USD 560166.15 0.0465369442295 Long DBT MUN US N 2 2042-06-15 Fixed 5.952 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AP9 846000.00 PA USD 989762.41 0.0822265288159 Long DBT CORP US N 2 2025-10-30 Fixed 3.95 N N N N N N NORTHROP GRUMMAN SYSTEMS 549300KYOZYCZII5OX23 666807AW2 500000.00 PA USD 779107.35 0.0647259305043 Long DBT CORP US N 2 2031-02-15 Fixed 7.75 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233DAT4 250000.00 PA USD 382383.38 0.0317672783858 Long DBT CORP US N 2 2032-05-01 Fixed 7.00 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 66989HAH1 340000.00 PA USD 480846.69 0.0399473184795 Long DBT CORP US N 2 2044-05-06 Fixed 4.40 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286AP2 800000.00 PA USD 1148451.58 0.0954099549371 Long DBT USGSE PH N 2 2025-03-16 Fixed 10.625 N N N N N N PHILIP MORRIS INTERNATIONAL INC 315700LNPHNXCMNLQC73 718172AP4 300000.00 PA USD 389656.55 0.0323715118024 Long DBT CORP US N 2 2042-03-20 Fixed 4.50 N N N N N N PROVINCE OF QUEBEC CANADA 549300OXMGVYFCBFV096 748148PB3 200000.00 PA USD 240734.19 0.0199994833214 Long DBT USGSE CA N 2 2023-07-15 Fixed 7.50 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69349LAM0 500000.00 PA USD 545626.65 0.0453290456433 Long DBT CORP US N 2 2023-07-25 Fixed 3.80 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAD5 60000.00 PA USD 70375.18 0.0058465614653 Long DBT CORP US N 2 2037-10-15 Fixed 6.85 N N N N N N PRAXAIR INC ZU69GUVJQGZ6Z1UOOO79 74005PBA1 400000.00 PA USD 410998.66 0.0341445510744 Long DBT CORP US N 2 2022-02-15 Fixed 2.45 N N N N N N PHILIP MORRIS INTERNATIONAL INC 315700LNPHNXCMNLQC73 718172AT6 600000.00 PA USD 625729.39 0.0519837439752 Long DBT CORP US N 2 2022-08-22 Fixed 2.50 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AQ7 500000.00 PA USD 553569.48 0.0459889124288 Long DBT CORP US N 2 2024-07-15 Fixed 3.875 N N N N N N PPL ELECTRIC UTILITIES N/A 69351UAR4 200000.00 PA USD 280149.28 0.02327397223 Long DBT CORP US N 2 2043-07-15 Fixed 4.75 N N N N N N PROGRESSIVE CORP/THE 529900TACNVLY9DCR586 743315AP8 250000.00 PA USD 345841.19 0.0287314614981 Long DBT CORP US N 2 2044-04-25 Fixed 4.35 N N N N N N PROGRESS ENERGY INC 549300FBMTW0JYWMNB26 743263AE5 480000.00 PA USD 725542.92 0.0602759563465 Long DBT CORP US N 2 2031-03-01 Fixed 7.75 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 85771PAK8 500000.00 PA USD 535501.05 0.0444878407928 Long DBT CORP NO N 2 2024-01-15 Fixed 2.65 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760761AD8 500000.00 PA USD 530798.74 0.0440971868087 Long DBT CORP US N 2 2021-11-15 Fixed 5.25 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400EB5 200000.00 PA USD 254778.18 0.0211662164048 Long DBT CORP US N 2 2029-04-01 Fixed 6.65 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667AG6 250000.00 PA USD 323207.17 0.0268510941706 Long DBT CORP US N 2 2044-05-15 Fixed 4.375 N N N N N N SPECTRA ENERGY PARTNERS 2HKVXE7U4NF5B6UGSU72 84756NAE9 200000.00 PA USD 262516.43 0.02180908729 Long DBT CORP US N 2 2043-09-25 Fixed 5.95 N N N N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 867229AE6 300000.00 PA USD 408883.30 0.0339688132324 Long DBT CORP CA N 2 2038-06-15 Fixed 6.50 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 86787EAN7 500000.00 PA USD 529004.92 0.0439481615574 Long DBT CORP US N 2 2023-05-01 Fixed 2.75 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M2K9 400000.00 PA USD 448672.23 0.0372743596607 Long DBT CORP US N 2 2025-06-01 Fixed 3.30 N N N N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 413875AT2 200000.00 PA USD 285298.94 0.0237017907267 Long DBT CORP US N 2 2045-04-27 Fixed 5.054 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828XD7 1000000.00 PA USD 1032031.25 0.0857380988201 Long DBT UST US N 2 2022-05-31 Fixed 1.875 N N N N N N TAMPA ELECTRIC CO WS423EPRKJIIJUITXD73 875127BC5 250000.00 PA USD 323911.23 0.0269095853896 Long DBT CORP US N 2 2044-05-15 Fixed 4.35 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BA3 240000.00 PA USD 306746.25 0.0254835697031 Long DBT CORP US N 2 2035-08-15 Fixed 5.70 N N N N N N FREDDIE MAC N/A 3128MJV56 237094.64 OU Other Units USD 252774.34 0.020999743314 Long ABS-MBS USGA US N 2 2045-04-01 Fixed 3.00 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HAD1 75000.00 PA USD 105937.26 0.0088009537178 Long DBT CORP CA N 2 2037-10-15 Fixed 6.20 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494AY9 250000.00 PA USD 339139.21 0.0281746808546 Long DBT CORP US N 2 2044-08-15 Fixed 5.15 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HHC7 900000.00 PA USD 937202.68 0.0778600221576 Long DBT CORP US N 2 2022-03-15 Fixed 3.00 N N N N N N UNITED AIR 2013-1 A PTT N/A 909319AA3 727726.97 PA USD 682390.82 0.0566910077181 Long DBT CORP US N 2 2025-08-15 Fixed 4.30 N N N N N N UNIVERSITY OF SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AA4 40000.00 PA USD 66579.96 0.0055312658312 Long DBT CORP US N 2 2111-10-01 Fixed 5.25 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807CE5 150000.00 PA USD 221594.23 0.0184093921474 Long DBT CORP US N 2 2040-02-01 Fixed 6.75 N N N N N N RAYTHEON TECHNOLOGIES CORP 549300JUQ1YDAUW4BB42 913017BS7 300000.00 PA USD 438431.22 0.0364235668892 Long DBT CORP US N 2 2040-04-15 Fixed 5.70 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAH3 200000.00 PA USD 304735.66 0.0253165358424 Long DBT CORP US N 2 2036-07-01 Fixed 6.50 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FL3 500000.00 PA USD 643350.41 0.0534476461139 Long DBT CORP US N 2 2043-01-15 Fixed 4.00 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EH1 700000.00 PA USD 1078146.90 0.0895692504028 Long DBT UST US N 2 2039-09-15 Fixed 5.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810FE3 35000.00 PA USD 49041.02 0.0040741826558 Long DBT UST US N 2 2028-08-15 Fixed 5.50 N N N N N N SAN DIEGO COUNTY WATER AUTHORITY 549300Y0QN5OFKA1G520 79741TAR5 300000.00 PA USD 488814.00 0.0406092189908 Long DBT MUN US N 2 2049-05-01 Fixed 6.138 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556BG6 250000.00 PA USD 369665.31 0.0307106988079 Long DBT CORP US N 2 2044-02-01 Fixed 5.30 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828XG0 3380000.00 PA USD 3509390.63 0.2915497768439 Long DBT UST US N 2 2022-06-30 Fixed 2.125 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 94974BGL8 500000.00 PA USD 576243.86 0.0478726327455 Long DBT CORP US N 2 2027-07-22 Fixed 4.30 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XAZ9 500000.00 PA USD 545028.72 0.0452793713903 Long DBT CORP US N 2 2025-07-13 Fixed 4.30 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448CY2 500000.00 PA USD 571660.49 0.0474918599443 Long DBT CORP US N 2 2025-07-17 Fixed 3.50 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PCP5 330000.00 PA USD 379759.47 0.0315492917164 Long DBT CORP US N 2 2025-07-15 Fixed 3.75 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468C6 500000.00 PA USD 575479.21 0.0478091078888 Long DBT CORP US N 2 2025-07-23 Fixed 4.00 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PCR1 280000.00 PA USD 403284.18 0.0335036549304 Long DBT CORP US N 2 2045-07-15 Fixed 4.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828XQ8 1210000.00 PA USD 1255516.80 0.1043046162301 Long DBT UST US N 2 2022-07-31 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WCGQ0 67343.84 OU Other Units USD 73955.65 0.0061440163057 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ENM63 121834.87 OU Other Units USD 135689.41 0.011272674198 Long ABS-MBS USGA US N 2 2044-05-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BSV9 58371.02 OU Other Units USD 61398.03 0.0051007664385 Long ABS-MBS USGA US N 2 2030-07-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EPN91 274539.95 OU Other Units USD 298508.50 0.0247992018377 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WEP86 343959.61 OU Other Units USD 361784.85 0.0300560135373 Long ABS-MBS USGA US N 2 2030-05-01 Fixed 2.50 N N N N N N FHLMC MULTIFAMILY STRUCTURED P N/A 3137BKRJ1 1000000.00 OU Other Units USD 1120794.00 0.0931122451273 Long ABS-MBS USGA US N 2 2025-05-01 Variable 3.329 N N N N N N STATE STREET CORP 549300NZAMSJ8FXPQQ63 857477AT0 290000.00 PA USD 331956.65 0.0275779750484 Long DBT CORP US N 2 2025-08-18 Fixed 3.55 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RJE0 210115.96 OU Other Units USD 224288.32 0.0186332091633 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3128MJWQ9 186415.59 OU Other Units USD 198357.00 0.0164789119202 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828K74 4765000.00 PA USD 5187335.34 0.430948452379 Long DBT UST US N 2 2025-08-15 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RLQ0 270051.89 OU Other Units USD 292336.53 0.0242864528548 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410PVC4 29075.31 OU Other Units USD 34233.08 0.0028439828696 Long ABS-MBS USGA US N 2 2036-09-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EMVC2 6082.25 OU Other Units USD 6768.70 0.0005623235434 Long ABS-MBS USGA US N 2 2044-03-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371MDT1 53911.01 OU Other Units USD 62817.89 0.0052187242009 Long ABS-MBS USGA US N 2 2035-08-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ELYV9 4741.94 OU Other Units USD 5245.07 0.0004357448768 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828L24 1000000.00 PA USD 1036523.44 0.086111296657 Long DBT UST US N 2 2022-08-31 Fixed 1.875 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DJ3 250000.00 PA USD 320761.97 0.0266479541986 Long DBT CORP US N 2 2045-09-15 Fixed 4.375 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RGB9 54496.65 OU Other Units USD 60079.31 0.0049912110876 Long ABS-MBS USGA US N 2 2045-06-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 31292SCG3 16172.17 OU Other Units USD 17455.33 0.0014501371043 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412K7M8 22535.46 OU Other Units USD 25355.56 0.002106464808 Long ABS-MBS USGA US N 2 2036-12-01 Fixed 6.00 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160AL8 170000.00 PA USD 242416.62 0.0201392546216 Long DBT CORP US N 2 2033-05-15 Fixed 4.95 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAN1 200000.00 PA USD 241978.09 0.0201028228483 Long DBT CORP US N 2 2035-04-01 Fixed 3.90 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAF0 500000.00 PA USD 578468.35 0.0480574367846 Long DBT CORP US N 2 2025-09-15 Fixed 4.05 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAE1 400000.00 PA USD 454436.96 0.0377532763509 Long DBT CORP US N 2 2026-03-13 Fixed 4.25 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BG7 190000.00 PA USD 261207.36 0.0217003336325 Long DBT CORP US N 2 2035-09-01 Fixed 4.60 N N N N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 235851AR3 250000.00 PA USD 344090.06 0.0285859828055 Long DBT CORP US N 2 2045-09-15 Fixed 4.375 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RLN7 184817.32 OU Other Units USD 197113.33 0.016375591501 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31407H6G6 1946.82 OU Other Units USD 2172.27 0.0001804657561 Long ABS-MBS USGA US N 2 2036-07-01 Fixed 6.00 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RAX2 220000.00 PA USD 373965.75 0.0310679666229 Long DBT CORP CA N 2 2115-09-15 Fixed 6.125 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BS4 550000.00 PA USD 622014.71 0.0516751393657 Long DBT CORP US N 2 2025-03-15 Fixed 3.50 N N N N N N REPUBLIC OF FINLAND 743700M6Y2OQRVSBRD14 317873AY3 25000.00 PA USD 33146.84 0.0027537412684 Long DBT USGSE FI N 2 2026-02-15 Fixed 6.95 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RJD2 209173.45 OU Other Units USD 222375.13 0.018474267006 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.00 N N N N N N MARATHON OIL CORP 1FRVQX2CRLGC1XLP5727 565849AE6 300000.00 PA USD 314844.93 0.0261563840449 Long DBT CORP US N 2 2037-10-01 Fixed 6.60 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AD5 300000.00 PA USD 372978.68 0.0309859637715 Long DBT CORP US N 2 2043-05-01 Fixed 3.625 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829AJ6 200000.00 PA USD 247485.99 0.020560402863 Long DBT CORP US N 2 2035-09-21 Fixed 5.375 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBE5 400000.00 PA USD 499108.37 0.041464444753 Long DBT CORP US N 2 2045-11-15 Fixed 4.75 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448DD7 210000.00 PA USD 300833.44 0.0249923509652 Long DBT CORP US N 2 2046-04-14 Fixed 4.45 N N N N N N TOLEDO EDISON COMPANY N/A 889175BD6 200000.00 PA USD 291243.36 0.0241956355298 Long DBT CORP US N 2 2037-05-15 Fixed 6.15 N N N N N N FREDDIE MAC N/A 3128MJWU0 758775.58 OU Other Units USD 808581.17 0.0671745281526 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 3.00 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 94974BGP9 200000.00 PA USD 225251.31 0.0187132115196 Long DBT CORP US N 2 2025-09-29 Fixed 3.55 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525AJ2 140000.00 PA USD 194201.84 0.0161337135372 Long DBT CORP US N 2 2035-05-20 Fixed 4.65 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38141GVR2 130000.00 PA USD 148594.17 0.012344763428 Long DBT CORP US N 2 2025-10-21 Fixed 4.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828L57 1200000.00 PA USD 1242234.37 0.1032011512954 Long DBT UST US N 2 2022-09-30 Fixed 1.75 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU 549300UOGMFS1M8XVM16 46640NAE8 500000.00 OU Other Units USD 543639.55 0.0451639632622 Long ABS-MBS CORP US N 2 2045-11-01 Fixed 4.131 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AM0 205000.00 PA USD 283519.72 0.0235539784001 Long DBT CORP GB N 2 2045-11-16 Fixed 4.375 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216BG5 415000.00 PA USD 449882.32 0.0373748903529 Long DBT CORP US N 2 2025-11-15 Fixed 3.80 N N N N N N CHEVRON CORP N/A 166764BD1 165000.00 PA USD 186974.31 0.0155332717566 Long DBT CORP US N 2 2025-11-17 Fixed 3.326 N N N N N N FREDDIE MAC N/A 3128MMT29 391923.93 OU Other Units USD 412388.42 0.034260008218 Long ABS-MBS USGA US N 2 2030-09-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WAXQ5 134829.79 OU Other Units USD 149990.14 0.0124607364799 Long ABS-MBS USGA US N 2 2044-01-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 3128MJW97 149275.91 OU Other Units USD 159412.40 0.013243509927 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 3.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810ET1 700000.00 PA USD 935046.88 0.0776809246802 Long DBT UST US N 2 2025-02-15 Fixed 7.625 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828M49 818000.00 PA USD 850224.73 0.0706341517469 Long DBT UST US N 2 2022-10-31 Fixed 1.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828M80 1334000.00 PA USD 1392336.45 0.115671187419 Long DBT UST US N 2 2022-11-30 Fixed 2.00 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BH1 235000.00 PA USD 270073.99 0.0224369469852 Long DBT CORP US N 2 2026-01-15 Fixed 3.55 N N N N N N FREDDIE MAC N/A 3128MMT37 392021.48 OU Other Units USD 412464.26 0.0342663087805 Long ABS-MBS USGA US N 2 2030-09-01 Fixed 3.00 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFA7 465000.00 PA USD 641155.42 0.0532652928475 Long DBT CORP US N 2 2045-12-09 Fixed 4.875 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RQ36 408063.83 OU Other Units USD 442238.94 0.0367399009863 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 4.00 N N N N N N ALIBABA GROUP HOLDING LTD 529900GE9653COPX1I86 01609WAQ5 300000.00 PA USD 332311.16 0.0276074266889 Long DBT CORP KY N 2 2024-11-28 Fixed 3.60 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RNX3 263530.01 OU Other Units USD 285101.08 0.0236853531041 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 4.00 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAE2 270000.00 PA USD 360824.74 0.0299762504428 Long DBT CORP US N 2 2035-12-14 Fixed 4.15 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810EW4 415000.00 PA USD 545854.69 0.0453479905309 Long DBT UST US N 2 2026-02-15 Fixed 6.00 N N N N N N FREDDIE MAC N/A 3128MJXE5 80479.55 OU Other Units USD 86161.27 0.0071580230557 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BVG8 143999.67 OU Other Units USD 154883.57 0.0128672681474 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 3.50 N N N N N N DEVON ENERGY CORP 54930042348RKR3ZPN35 25179MAV5 71000.00 PA USD 79264.92 0.0065850947284 Long DBT CORP US N 2 2025-12-15 Fixed 5.85 N N N N N N ENABLE MIDSTREAM PARTNERS LP 549300TLGDBYE711G509 292480AJ9 250000.00 PA USD 201484.55 0.0167387395087 Long DBT CORP US N 2 2044-05-15 Variable 5.00 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAF9 200000.00 PA USD 285919.16 0.0237533167669 Long DBT CORP US N 2 2045-12-14 Fixed 4.30 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU N/A 46645JAD4 2000000.00 OU Other Units USD 2249368.40 0.1868708628369 Long ABS-MBS CORP US N 2 2048-12-01 Fixed 3.7697 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828M56 4235000.00 PA USD 4679095.99 0.3887254328584 Long DBT UST US N 2 2025-11-15 Fixed 2.25 N N N N N N BANK OF NOVA SCOTIA/THE L3I9ZG2KFGXZ61BMYR72 064159HB5 500000.00 PA USD 579437.79 0.0481379749878 Long DBT CORP CA N 2 2025-12-16 Fixed 4.50 N N N N N N COMM MORTGAGE TRUST N/A 12591VAE1 200000.00 OU Other Units USD 220083.48 0.0182838835131 Long ABS-MBS CORP US N 2 2047-04-01 Fixed 4.051 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EPKL7 399286.22 OU Other Units USD 421897.65 0.0350500068749 Long ABS-MBS USGA US N 2 2030-04-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3128MJXA3 398522.79 OU Other Units USD 429257.73 0.0356614605168 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 31297TN82 12534.95 OU Other Units USD 13960.04 0.001159758766 Long ABS-MBS USGA US N 2 2035-09-01 Fixed 5.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828N30 2349000.00 PA USD 2462550.28 0.2045813818683 Long DBT UST US N 2 2022-12-31 Fixed 2.125 N N N N N N FREDDIE MAC N/A 3128MJAG5 4804.58 OU Other Units USD 5667.37 0.0004708283098 Long ABS-MBS USGA US N 2 2034-08-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 31283H4Z5 9707.96 OU Other Units USD 11373.02 0.0009448368086 Long ABS-MBS USGA US N 2 2034-12-01 Fixed 5.50 N N N N N N CRED SUIS GP FUN LTD 549300PXR5FKNXF0OH19 225433AC5 500000.00 PA USD 554024.68 0.0460267290962 Long DBT CORP GG N 2 2025-03-26 Fixed 3.75 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138A8SR8 12954.87 OU Other Units USD 13761.03 0.0011432256048 Long ABS-MBS USGA US N 2 2026-03-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ASXQ0 434998.24 OU Other Units USD 457166.89 0.0379800708477 Long ABS-MBS USGA US N 2 2026-10-01 Fixed 3.00 N N N N N N AMER AIRLINE 16-1 AA PTT N/A 02376UAA3 441106.32 PA USD 420469.12 0.0349313288346 Long DBT CORP US N 2 2028-01-15 Fixed 3.575 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371KMK4 8368.53 OU Other Units USD 9775.19 0.0008120938258 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 3128M1F87 112.38 OU Other Units USD 112.50 0.0000093461667 Long ABS-MBS USGA US N 2 2020-10-01 Fixed 5.50 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAN5 200000.00 PA USD 228477.00 0.0189811922886 Long DBT CORP GB N 2 2026-01-12 Fixed 4.375 N N N N N N CRED SUIS GP FUN LTD 549300PXR5FKNXF0OH19 225433AF8 280000.00 PA USD 395235.68 0.0328350093944 Long DBT CORP GG N 2 2045-05-15 Fixed 4.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RQ3 2400000.00 PA USD 3104531.26 0.2579152597948 Long DBT UST US N 2 2046-02-15 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BYU4 297436.57 OU Other Units USD 318276.85 0.0264414977913 Long ABS-MBS USGA US N 2 2046-02-01 Fixed 3.50 N N N N N N COMM MORTGAGE TRUST N/A 12593YBE2 1035000.00 OU Other Units USD 1162851.07 0.0966062219073 Long ABS-MBS CORP US N 2 2049-02-01 Fixed 3.762 N N N N N N FREDDIE MAC N/A 31335HTT0 4754.84 OU Other Units USD 5289.72 0.0004394542666 Long ABS-MBS USGA US N 2 2022-07-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 3128M6JM1 183744.91 OU Other Units USD 210691.46 0.0175036223157 Long ABS-MBS USGA US N 2 2038-07-01 Fixed 5.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828P38 2970000.00 PA USD 3090888.27 0.2567818406035 Long DBT UST US N 2 2023-01-31 Fixed 1.75 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBR1 100000.00 PA USD 106020.63 0.0088078798504 Long DBT CORP US N 2 2023-03-01 Fixed 2.75 N N N N N N OMNICOM GP/OMNICOM CAP N/A 681919AZ9 500000.00 PA USD 527480.77 0.0438215396907 Long DBT CORP US N 2 2022-05-01 Fixed 3.625 N N N N N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 17275RBC5 500000.00 PA USD 568471.98 0.0472269679796 Long DBT CORP US N 2 2026-02-28 Fixed 2.95 N N N N N N FREDDIE MAC N/A 3128MJXW5 82321.11 OU Other Units USD 87605.75 0.0072780261748 Long ABS-MBS USGA US N 2 2046-02-01 Fixed 3.00 N N N N N N STANLEY BLACK & DECKER INC 549300DJ09SMTO561131 854502AC5 400000.00 PA USD 412955.28 0.0343071012674 Long DBT CORP US N 2 2021-12-01 Fixed 3.40 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828P79 895000.00 PA USD 926866.90 0.0770013561753 Long DBT UST US N 2 2023-02-28 Fixed 1.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828P46 2785000.00 PA USD 2991590.44 0.2485324710605 Long DBT UST US N 2 2026-02-15 Fixed 1.625 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WFZB5 156742.52 OU Other Units USD 166982.01 0.0138723707005 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3.50 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAC4 500000.00 PA USD 572283.90 0.0475436510002 Long DBT CORP JP N 2 2026-03-09 Fixed 3.784 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAR7 250000.00 PA USD 393042.31 0.0326527907127 Long DBT CORP US N 2 2046-03-15 Fixed 5.95 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RXE4 339385.97 OU Other Units USD 366679.25 0.0304626257894 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 4.00 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160BY9 380000.00 PA USD 421599.01 0.0350251967485 Long DBT CORP US N 2 2026-03-01 Fixed 2.45 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NJA7 327115.66 OU Other Units USD 354471.88 0.0294484736546 Long ABS-MBS USGA US N 2 2043-07-01 Fixed 3.50 N N N N N N EXXON MOBIL CORP 549300JZNB745JT5WY51 30231GAW2 250000.00 PA USD 316008.69 0.026253065778 Long DBT CORP US N 2 2046-03-01 Fixed 4.114 N N N N N N PERRIGO FINANCE UNLIMITE 549300E86RB6YCTMRM83 71429MAB1 200000.00 PA USD 223196.42 0.0185424973461 Long DBT CORP IE N 2 2026-03-15 Fixed 4.375 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KE0 500000.00 PA USD 558985.99 0.046438900033 Long DBT CORP US N 2 2026-04-01 Fixed 3.25 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RZT9 201921.82 OU Other Units USD 217017.05 0.0180291335931 Long ABS-MBS USGA US N 2 2046-02-01 Fixed 3.50 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667AN1 250000.00 PA USD 284314.92 0.0236200412603 Long DBT CORP US N 2 2026-03-15 Fixed 3.50 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAQ9 150000.00 PA USD 182176.12 0.0151346523462 Long DBT CORP US N 2 2026-03-15 Fixed 4.95 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDF6 400000.00 PA USD 560931.75 0.0466005480094 Long DBT CORP US N 2 2040-08-15 Fixed 6.00 N N N N N N TRINITY ACQUISITION PLC 549300FJZWZN6MJNGB63 89641UAD3 500000.00 PA USD 512965.05 0.0426156166765 Long DBT CORP GB N 2 2021-09-15 Fixed 3.50 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 891906AC3 500000.00 PA USD 595379.17 0.0494623376113 Long DBT CORP US N 2 2026-04-01 Fixed 4.80 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BA8 500000.00 PA USD 589608.47 0.0489829249512 Long DBT CORP GB N 2 2026-04-05 Fixed 4.80 N N N N N N BERKSHIRE HATHAWAY INC 5493000C01ZX7D35SD85 084670BS6 500000.00 PA USD 565187.51 0.0469541039424 Long DBT CORP US N 2 2026-03-15 Fixed 3.125 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBE5 400000.00 PA USD 441127.73 0.0366475849515 Long DBT CORP US N 2 2026-04-15 Fixed 2.50 N N N N N N FREDDIE MAC N/A 3128MMUF8 23234.97 OU Other Units USD 24450.09 0.0020312410429 Long ABS-MBS USGA US N 2 2031-01-01 Fixed 2.50 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HQW3 500000.00 PA USD 562942.39 0.046767586024 Long DBT CORP US N 2 2026-04-01 Fixed 3.30 N N N N N N FREDDIE MAC N/A 3128MJXL9 417712.75 OU Other Units USD 452903.99 0.0376259217447 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RVB2 48826.03 OU Other Units USD 52120.83 0.0043300441465 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 3.50 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203BW0 500000.00 PA USD 544938.61 0.0452718853184 Long DBT CORP US N 2 2026-03-15 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WF5Y8 187780.39 OU Other Units USD 201123.19 0.0167087187904 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RNW5 153654.38 OU Other Units USD 164250.72 0.0136454632189 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 3.50 N N N N N N OHIO STATE UNIVERSITY/THE JFC10ZULKO4X2E3HBY86 677632G88 250000.00 PA USD 327150.00 0.0271786528063 Long DBT MUN US N 2 2046-12-01 Fixed 3.798 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AT9 500000.00 PA USD 552447.13 0.0458956709158 Long DBT CORP US N 2 2026-04-21 Fixed 3.125 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFX2 630000.00 PA USD 714975.29 0.059398028953 Long DBT CORP US N 2 2026-04-19 Fixed 3.50 N N N N N N CROWN CASTLE INTERNATIONAL CORP 54930012H97VSM0I2R19 22822VAC5 430000.00 PA USD 491718.24 0.0408504946461 Long DBT CORP US N 2 2026-06-15 Fixed 3.70 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BT8 185000.00 PA USD 206080.96 0.0171205956345 Long DBT CORP NL N 2 2026-05-10 Fixed 2.875 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WGHD9 434267.09 OU Other Units USD 469798.93 0.0390295033081 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828R28 1460000.00 PA USD 1520339.06 0.1263052650454 Long DBT UST US N 2 2023-04-30 Fixed 1.625 N N N N N N FREDDIE MAC N/A 3128MMUS0 188448.23 OU Other Units USD 198053.11 0.0164536656393 Long ABS-MBS USGA US N 2 2031-03-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WQAT9 18040.47 OU Other Units USD 19248.49 0.0015991075248 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 2.50 N N N N N N FREDDIE MAC N/A 3128MMUV3 241102.42 OU Other Units USD 253721.84 0.021078458807 Long ABS-MBS USGA US N 2 2031-04-01 Fixed 2.50 N N N N N N CHEVRON CORP N/A 166764BL3 295000.00 PA USD 330475.89 0.0274549578944 Long DBT CORP US N 2 2026-05-16 Fixed 2.954 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179R4D8 78483.22 OU Other Units USD 83248.09 0.0069160046917 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W9BF6 823258.94 OU Other Units USD 891290.30 0.0740457576443 Long ABS-MBS USGA US N 2 2043-07-01 Fixed 3.50 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAW9 330000.00 PA USD 423667.70 0.0351970573851 Long DBT CORP US N 2 2046-05-14 Fixed 4.45 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CU2 400000.00 PA USD 437847.02 0.0363750332839 Long DBT CORP US N 2 2026-06-01 Fixed 2.875 N N N N N N FREDDIE MAC N/A 3128MJX47 437931.54 OU Other Units USD 468908.49 0.0389555281908 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 3.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828R36 4030000.00 PA USD 4337208.79 0.3603224571356 Long DBT UST US N 2 2026-05-15 Fixed 1.625 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAR4 260000.00 PA USD 362202.94 0.0300907472159 Long DBT CORP US Y 2 2046-07-15 Fixed 8.35 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAK9 200000.00 PA USD 234640.06 0.0194932010551 Long DBT CORP US Y 2 2026-06-15 Fixed 6.02 N N N N N N SOUTHERN CO/THE 549300FC3G3YU2FBZD92 842587CU9 400000.00 PA USD 425344.16 0.0353363327153 Long DBT CORP US N 2 2023-07-01 Fixed 2.95 N N N N N N SOUTHERN CO/THE 549300FC3G3YU2FBZD92 842587CX3 400000.00 PA USD 509351.76 0.0423154352478 Long DBT CORP US N 2 2046-07-01 Fixed 4.40 N N N N N N HSBC HOLDINGS PLC 5493009Z5F07LWZYMK62 404280BB4 295000.00 PA USD 331686.77 0.0275555542175 Long DBT CORP GB N 2 2026-05-25 Fixed 3.90 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179R7J2 416356.44 OU Other Units USD 445143.40 0.0369811949186 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 3.50 N N N N N N AERCAP IRELAND CAP LTD/A N/A 00772BAR2 500000.00 PA USD 503931.54 0.0418651394278 Long DBT CORP IE N 2 2022-02-01 Fixed 3.95 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081DV2 470000.00 PA USD 527619.57 0.0438330707835 Long DBT CORP US N 2 2026-06-03 Fixed 2.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RS9 3040000.00 PA USD 3939412.52 0.3272747215098 Long DBT UST US N 2 2046-05-15 Fixed 2.50 N N N N N N BAXALTA INC 5493000JW8DCO3T45R55 07177MAN3 200000.00 PA USD 286112.42 0.0237693722352 Long DBT CORP US N 2 2045-06-23 Fixed 5.25 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAV1 235000.00 PA USD 289111.89 0.0240185593167 Long DBT CORP US N 2 2036-05-14 Fixed 4.30 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828R69 1610000.00 PA USD 1678487.89 0.1394438013202 Long DBT UST US N 2 2023-05-31 Fixed 1.625 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828S35 2035000.00 PA USD 2109166.21 0.1752232802457 Long DBT UST US N 2 2023-06-30 Fixed 1.375 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179R7H6 90823.19 OU Other Units USD 96465.96 0.0080141061729 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179R4E6 457969.01 OU Other Units USD 488894.21 0.0406158826 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 3.50 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 1100000.00 PA USD 1138214.32 0.0945594737045 Long DBT CORP IE N 2 2035-11-15 Fixed 4.418 N N N N N N AFRICAN DEVELOPMENT BANK 549300LNCLMO3ITVCU07 00828EBD0 500000.00 PA USD 512368.93 0.0425660927929 Long DBT CORP XX N 2 2021-09-23 Fixed 2.375 N N N N N MOLSON COORS BEVERAGE CO 54930073LBBH6ZCBE225 60871RAH3 150000.00 PA USD 158235.39 0.0131457274231 Long DBT CORP US N 2 2046-07-15 Fixed 4.20 N N N N N N ORACLE CORP 529900MIMKY9RU60Z323 68389XBH7 900000.00 PA USD 1109486.45 0.0921728473723 Long DBT CORP US N 2 2036-07-15 Fixed 3.85 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HBK0 750000.00 PA USD 827192.72 0.0687207205893 Long DBT CORP US N 2 2026-07-28 Fixed 3.75 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BZP4 132324.26 OU Other Units USD 140978.58 0.0117120827722 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RVA4 109767.93 OU Other Units USD 116543.49 0.0096820878849 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3128MJYH7 474433.64 OU Other Units USD 506821.06 0.0421051921891 Long ABS-MBS USGA US N 2 2046-06-01 Fixed 3.50 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAK0 230000.00 PA USD 274026.63 0.0227653206066 Long DBT CORP US N 2 2026-02-15 Fixed 4.40 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAJ0 500000.00 PA USD 548972.88 0.0456070405184 Long DBT CORP US N 2 2026-07-27 Fixed 3.45 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918BP8 575000.00 PA USD 582407.22 0.0483846664351 Long DBT CORP US N 2 2021-08-08 Fixed 1.55 N N N N N N INTERNATIONAL PAPER CO 824LMFJDH41EY779Q875 460146CQ4 250000.00 PA USD 312616.79 0.0259712767746 Long DBT CORP US N 2 2047-08-15 Fixed 4.40 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAC1 300000.00 PA USD 325076.72 0.027006410846 Long DBT CORP US N 2 2026-08-15 Fixed 1.998 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAQ8 500000.00 PA USD 513026.00 0.0426206802219 Long DBT CORP GB N 2 2021-08-10 Fixed 3.20 N N N N N N ARCHER-DANIELS-MIDLAND CO 549300LO13MQ9HYSTR83 039483BL5 350000.00 PA USD 384052.18 0.0319059173459 Long DBT CORP US N 2 2026-08-11 Fixed 2.50 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CJ7 1000000.00 PA USD 1098570.68 0.0912659975391 Long DBT CORP US N 2 2026-08-19 Fixed 2.60 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RXD6 228938.12 OU Other Units USD 244340.38 0.0202990749032 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SB89 412492.10 OU Other Units USD 440559.11 0.0366003456865 Long ABS-MBS USGA US N 2 2046-05-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SGK7 626083.32 OU Other Units USD 665168.86 0.055260258302 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 3.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828S92 870000.00 PA USD 899379.49 0.0747177835849 Long DBT UST US N 2 2023-07-31 Fixed 1.25 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MAT3 250000.00 PA USD 280695.85 0.0233193796464 Long DBT CORP US N 2 2026-08-15 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G0N82 500000.00 PA USD 505877.58 0.0420268106658 Long DBT UST US N 2 2021-08-17 Fixed 1.25 N N N N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170AS3 300000.00 PA USD 419492.63 0.0348502049383 Long DBT CORP US N 2 2045-08-15 Fixed 4.95 N N N N N N FREDDIE MAC N/A 3128MJYN4 511388.64 OU Other Units USD 547985.65 0.0455250243747 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SB71 372287.15 OU Other Units USD 395171.45 0.0328296733563 Long ABS-MBS USGA US N 2 2046-05-01 Fixed 3.00 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAA9 300000.00 PA USD 367896.30 0.0305637346979 Long DBT CORP US N 2 2046-10-01 Fixed 3.40 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RT7 3770000.00 PA USD 4676714.44 0.3885275807398 Long DBT UST US N 2 2046-08-15 Fixed 2.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128282A7 4264000.00 PA USD 4564147.48 0.3791758511867 Long DBT UST US N 2 2026-08-15 Fixed 1.50 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 830505AT0 250000.00 PA USD 254249.20 0.0211222703135 Long DBT CORP SE N 2 2021-09-13 Fixed 1.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128282D1 2180000.00 PA USD 2263539.24 0.1880481342425 Long DBT UST US N 2 2023-08-31 Fixed 1.375 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WHMS8 87695.76 OU Other Units USD 94977.36 0.0078904376949 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CBF0 333302.36 OU Other Units USD 354273.39 0.0294319836934 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 3.00 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058FP3 430000.00 PA USD 435529.22 0.0361824773265 Long DBT CORP XX N 2 2021-09-20 Fixed 1.375 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAG4 500000.00 PA USD 542284.72 0.0450514079995 Long DBT CORP JP N 2 2026-09-13 Fixed 2.839 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BK8 220000.00 PA USD 302706.44 0.0251479542564 Long DBT CORP US N 2 2047-03-01 Fixed 4.15 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YAV3 500000.00 PA USD 544723.44 0.0452540096323 Long DBT CORP US N 2 2026-09-19 Fixed 2.25 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202CZL0 305.46 OU Other Units USD 352.07 0.0000292489325 Long ABS-MBS USGA US N 2 2028-02-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140EVGJ0 293266.03 OU Other Units USD 312380.52 0.025951648163 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SJS7 528365.50 OU Other Units USD 562219.97 0.0467075695106 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417YR90 78244.19 OU Other Units USD 85806.58 0.0071285564613 Long ABS-MBS USGA US N 2 2030-09-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ENKH1 93437.79 OU Other Units USD 103163.25 0.0085704971851 Long ABS-MBS USGA US N 2 2044-08-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138XU4X7 9273.64 OU Other Units USD 10236.87 0.0008504488325 Long ABS-MBS USGA US N 2 2044-06-01 Fixed 4.50 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAD6 250000.00 PA USD 254710.82 0.0211606203356 Long DBT CORP US N 2 2021-09-16 Fixed 2.20 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38145GAG5 500000.00 PA USD 502662.48 0.0417597096826 Long DBT CORP US N 2 2021-11-15 Fixed 2.35 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAG2 250000.00 PA USD 263528.82 0.0218931936519 Long DBT CORP US N 2 2027-04-01 Fixed 4.30 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SLR6 331509.77 OU Other Units USD 351506.97 0.0292021577155 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 3.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828T34 726000.00 PA USD 734479.77 0.0610184033687 Long DBT UST US N 2 2021-09-30 Fixed 1.125 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RS91 294970.02 OU Other Units USD 314847.28 0.0261565792759 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3.50 N N N N N N NORTHWELL HEALTHCARE INC 54930073NUTKK4QD3P47 667274AA2 250000.00 PA USD 287885.92 0.0239167093611 Long DBT CORP US N 2 2046-11-01 Fixed 3.979 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAG5 500000.00 PA USD 563006.82 0.0467729386775 Long DBT CORP US N 2 2024-12-01 Fixed 4.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828T26 395000.00 PA USD 410522.44 0.0341049881276 Long DBT UST US N 2 2023-09-30 Fixed 1.375 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G0Q89 700000.00 PA USD 710025.53 0.0589868175561 Long DBT UST US N 2 2021-10-07 Fixed 1.375 N N N N N N KELLOGG CO LONOZNOJYIBXOHXWDB86 487836BS6 300000.00 PA USD 319463.91 0.0265401152194 Long DBT CORP US N 2 2023-12-01 Fixed 2.65 N N N N N N XYLEM INC/NY 549300DF5MV96DRYLQ48 98419MAK6 250000.00 PA USD 302653.44 0.0251435511734 Long DBT CORP US N 2 2046-11-01 Fixed 4.375 N N N N N N PRESIDENT AND FELLOWS OF HARVARD COLLEGE 6S3X7J22E861RNTJSA74 740816AM5 450000.00 PA USD 534954.94 0.0444424715918 Long DBT CORP US N 2 2046-07-15 Fixed 3.15 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EPAM6 9408.98 OU Other Units USD 10470.36 0.0008698464899 Long ABS-MBS USGA US N 2 2044-11-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ERDM9 108363.77 OU Other Units USD 120623.13 0.01002101229 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SEH6 101198.35 OU Other Units USD 108400.74 0.009005612338 Long ABS-MBS USGA US N 2 2046-06-01 Fixed 3.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828T67 1000000.00 PA USD 1014023.44 0.0842420633141 Long DBT UST US N 2 2021-10-31 Fixed 1.25 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410LTW2 244752.49 OU Other Units USD 260193.99 0.0216161458551 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 3.50 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FK4 450000.00 PA USD 608998.59 0.0505937986768 Long DBT CORP US N 2 2056-12-01 Fixed 4.30 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865AV2 250000.00 PA USD 282296.54 0.0234523602295 Long DBT CORP US N 2 2026-11-01 Fixed 2.70 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RU4 2320000.00 PA USD 3217685.93 0.2673158145536 Long DBT UST US N 2 2046-11-15 Fixed 2.875 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WBSL0 129631.48 OU Other Units USD 144302.76 0.0119882457986 Long ABS-MBS USGA US N 2 2044-04-01 Fixed 4.50 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRX0 500000.00 PA USD 564328.33 0.0468827258133 Long DBT CORP US N 2 2027-12-01 Fixed 3.625 N N N N N N CITIBANK CREDIT CARD ISSUANCE R8AG6FXVDQAMDKCSJJ64 17305EFR1 500000.00 OU Other Units USD 510219.10 0.0423874912855 Long ABS-MBS CORP US N 2 2023-06-07 Fixed 2.68 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SLS4 241361.10 OU Other Units USD 257788.79 0.0214163289646 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 3.50 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EA7 250000.00 PA USD 286258.97 0.023781547175 Long DBT CORP US N 2 2026-12-15 Fixed 3.00 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU N/A 46643GAE0 725000.00 OU Other Units USD 793795.69 0.0659461942768 Long ABS-MBS CORP US N 2 2047-11-01 Fixed 3.6385 N N N N N N MORGAN STANLEY BAML TRUST N/A 61764RBF4 1175000.00 OU Other Units USD 1256009.20 0.1043455233634 Long ABS-MBS CORP US N 2 2048-02-01 Fixed 3.249 N N N N N N FHLMC MULTIFAMILY STRUCTURED P N/A 3137B4GX8 207382.98 OU Other Units USD 214459.22 0.0178166366544 Long ABS-MBS USGA US N 2 2023-02-01 Fixed 3.016 N N N N N N FANNIEMAE-ACES N/A 3136AHAE0 186227.40 OU Other Units USD 192678.50 0.0160071589629 Long ABS-MBS USGA US N 2 2023-04-01 Variable 2.622839 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AM1 820000.00 PA USD 927102.55 0.0770209332792 Long DBT CORP GB N 2 2025-12-10 Fixed 4.582 N N N N N N FHLMC MULTIFAMILY STRUCTURED P N/A 3137BDCW4 1000000.00 OU Other Units USD 1100750.60 0.0914470988346 Long ABS-MBS USGA US N 2 2024-07-01 Fixed 3.303 N N N N N N FREDDIE MAC N/A 31292GY42 3068.55 OU Other Units USD 3470.23 0.0002882964277 Long ABS-MBS USGA US N 2 2029-03-01 Fixed 6.50 N N N N N N CONNECTICUT ST 5493007GRO6CU0IKP741 20772GF45 200000.00 PA USD 276938.00 0.0230071886011 Long DBT MUN US N 2 2032-03-15 Fixed 5.85 N N N N N N PROGRESSIVE CORP/THE 529900TACNVLY9DCR586 743315AJ2 100000.00 PA USD 139364.55 0.0115779939414 Long DBT CORP US N 2 2029-03-01 Fixed 6.625 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857TAH0 125000.00 PA USD 184086.89 0.0152933934571 Long DBT CORP GB N 2 2030-02-15 Fixed 7.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828U24 9920000.00 PA USD 10944937.48 0.909272981066 Long DBT UST US N 2 2026-11-15 Fixed 2.00 N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081ED1 300000.00 PA USD 412803.59 0.0342944993116 Long DBT CORP US N 2 2046-12-15 Fixed 4.125 N N N N N N HYDRO-QUEBEC 6THEVG93PYJH84S4D167 448814DC4 400000.00 PA USD 648540.21 0.053878799323 Long DBT USGSE CA N 2 2029-12-01 Fixed 8.50 N N N N N N RAYTHEON TECHNOLOGIES CORP 549300JUQ1YDAUW4BB42 913017AT6 50000.00 PA USD 68722.28 0.0057092434301 Long DBT CORP US N 2 2028-08-01 Fixed 6.70 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617446HD4 300000.00 PA USD 462726.17 0.0384419193606 Long DBT CORP US N 2 2032-04-01 Fixed 7.25 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591CP5 165000.00 PA USD 272290.33 0.0226210739464 Long DBT UST US N 2 2038-01-15 Fixed 6.15 N N N N N N UNILEVER CAPITAL CORP MYF1DAS6G5WY7PRWCU78 904764AH0 250000.00 PA USD 377328.21 0.0313473098383 Long DBT CORP US N 2 2032-11-15 Fixed 5.90 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAF5 150000.00 PA USD 217276.41 0.0180506804535 Long DBT CORP US N 2 2036-06-15 Fixed 6.625 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49306CAB7 100000.00 PA USD 131652.13 0.0109372689362 Long DBT CORP US N 2 2028-02-01 Fixed 6.95 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111EM1 200000.00 PA USD 292537.96 0.0243031870625 Long DBT CORP US N 2 2036-06-15 Fixed 6.20 N N N N N N PROVINCE OF BRITISH COLUMBIA CANADA 54930058TO7MEKUHWL16 110709DL3 925000.00 PA USD 1205503.31 0.1001496436477 Long DBT USGSE CA N 2 2026-01-15 Fixed 6.50 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAE0 170000.00 PA USD 244793.18 0.0203366921857 Long DBT CORP US N 2 2032-04-15 Fixed 7.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SNU7 598664.45 OU Other Units USD 635953.28 0.0528331144678 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.00 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 02364WAJ4 100000.00 PA USD 150247.60 0.012482125494 Long DBT CORP MX N 2 2035-03-01 Fixed 6.375 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UAN9 100000.00 PA USD 138105.08 0.0114733609051 Long DBT CORP US N 2 2033-03-15 Fixed 6.30 N N N N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346AH8 200000.00 PA USD 293095.57 0.0243495116493 Long DBT CORP US N 2 2037-12-01 Fixed 6.40 N N N N N N CHUBB CORP/THE N/A 171232AQ4 200000.00 PA USD 308030.14 0.0255902314807 Long DBT CORP US N 2 2037-05-11 Fixed 6.00 N N N N N N INDIANA MICHIGAN POWER JHR9V15J0ZRG02MIRD06 454889AM8 300000.00 PA USD 440887.88 0.0366276589241 Long DBT CORP US N 2 2037-03-15 Fixed 6.05 N N N N N N DOMINION ENERGY SOUTH 3QRVFYR22IUIEOORTK28 837004BV1 200000.00 PA USD 295460.71 0.0245460004737 Long DBT CORP US N 2 2032-02-01 Fixed 6.625 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123BN0 237000.00 PA USD 357054.15 0.0296630009961 Long DBT CORP US N 2 2036-08-15 Fixed 6.05 N N N N N N ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 775109AL5 125000.00 PA USD 200184.56 0.0166307401908 Long DBT CORP CA N 2 2038-08-15 Fixed 7.50 N N N N N N PROVINCE OF QUEBEC CANADA 549300OXMGVYFCBFV096 748148QR7 550000.00 PA USD 857779.80 0.0712618045803 Long DBT USGSE CA N 2 2029-09-15 Fixed 7.50 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AG5 200000.00 PA USD 319060.00 0.0265065595732 Long DBT CORP US N 2 2034-02-01 Fixed 6.50 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422ERH4 300000.00 PA USD 310364.69 0.0257841789786 Long DBT CORP US N 2 2021-10-15 Fixed 3.15 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216AV2 750000.00 PA USD 774731.66 0.0643624111422 Long DBT CORP US N 2 2021-09-01 Fixed 3.30 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334BJ2 300000.00 PA USD 429285.67 0.0356637816893 Long DBT CORP US N 2 2040-06-15 Fixed 5.40 N N N N N N COLGATE-PALMOLIVE CO YMEGZFW4SBUSS5BQXF88 19416QDY3 500000.00 PA USD 514076.98 0.0427079925267 Long DBT CORP US N 2 2021-11-15 Fixed 2.45 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CL2 600000.00 PA USD 627882.79 0.0521626420677 Long DBT CORP US N 2 2022-03-15 Fixed 3.50 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AM8 126000.00 PA USD 192353.90 0.0159801921566 Long DBT CORP US N 2 2039-10-01 Fixed 6.25 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400FH1 70000.00 PA USD 97547.84 0.0081039855582 Long DBT CORP US N 2 2038-02-01 Fixed 5.95 N N N N N N CLOROX CO/THE 54930044KVSC06Z79I06 189054AS8 200000.00 PA USD 208889.40 0.0173539125096 Long DBT CORP US N 2 2021-11-15 Fixed 3.80 N N N N N N DIAGEO INVESTMENT CORP S4G8DPIPDVCF6CB81Z61 25245BAA5 250000.00 PA USD 330735.36 0.0274765138933 Long DBT CORP US N 2 2042-05-11 Fixed 4.25 N N N N N N FREDDIE MAC N/A 31287NDD7 4290.19 OU Other Units USD 4995.39 0.0004150022021 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 3128E4YG1 25691.78 OU Other Units USD 28089.56 0.0023335974284 Long ABS-MBS USGA US N 2 2028-07-01 Fixed 5.00 N N N N N N EMERSON ELECTRIC CO FGLT0EWZSUIRRITFOA30 291011BE3 260000.00 PA USD 273718.34 0.0227397087867 Long DBT CORP US N 2 2023-02-15 Fixed 2.625 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 86765BAM1 200000.00 PA USD 188606.04 0.0156688310509 Long DBT CORP US N 2 2043-01-15 Fixed 4.95 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YAW8 300000.00 PA USD 348790.17 0.0289764540201 Long DBT CORP US N 2 2043-03-15 Fixed 4.60 N N N N N N SUMITOMO MITSUI BANKING 5U0XI89JRFVHWIBS4F54 865622AZ7 290000.00 PA USD 305928.22 0.0254156101942 Long DBT CORP JP N 2 2023-01-18 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3128MJAF7 29511.26 OU Other Units USD 34608.69 0.0028751874357 Long ABS-MBS USGA US N 2 2034-08-01 Fixed 5.50 N N N N N N DTE ELECTRIC CO 9N0FWODEJVKHC2DYLO03 23338VAC0 500000.00 PA USD 555116.19 0.0461174085134 Long DBT CORP US N 2 2025-03-01 Fixed 3.375 N N N N N N REINSURANCE GROUP OF AMERICA INC LORM1GNEU1DKEW527V90 759351AL3 350000.00 PA USD 386945.62 0.0321462957692 Long DBT CORP US N 2 2023-09-15 Fixed 4.70 N N N N N N INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 4581X0CM8 1000000.00 PA USD 1078439.45 0.0895935545902 Long DBT CORP XX N 2 2025-01-15 Fixed 2.125 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371GKK5 779.40 OU Other Units USD 868.26 0.0000721324685 Long ABS-MBS USGA US N 2 2028-02-01 Fixed 6.50 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 4651387M1 300000.00 PA USD 321872.40 0.0267402054333 Long DBT USGSE IL N 2 2023-06-30 Fixed 3.15 N N N N N N DIGNITY HEALTH TFVG45LTYVO3XKPZWP18 254010AE1 304000.00 PA USD 382442.85 0.0317722189772 Long DBT CORP US N 2 2064-11-01 Fixed 5.267 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167CW1 1000000.00 PA USD 1075568.10 0.0893550113386 Long DBT CORP XX N 2 2025-01-22 Fixed 2.00 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818DN5 400000.00 PA USD 422217.95 0.03507661645 Long DBT CORP US N 2 2023-04-15 Fixed 2.75 N N N N N N CAMPBELL SOUP CO 5493007JDSMX8Z5Z1902 134429BA6 400000.00 PA USD 439292.73 0.0364951385878 Long DBT CORP US N 2 2025-03-19 Fixed 3.30 N N N N N N INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 4581X0CN6 600000.00 PA USD 615742.09 0.051154028679 Long DBT CORP XX N 2 2022-04-14 Fixed 1.75 N N N N N N LABORATORY CORP OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 50540RAN2 400000.00 PA USD 439574.46 0.0365185438815 Long DBT CORP US N 2 2023-11-01 Fixed 4.00 N N N N N N KFW 549300GDPG70E3MBBU98 500769GQ1 1100000.00 PA USD 1187637.69 0.0986654208656 Long DBT CORP DE N 2 2025-05-02 Fixed 2.00 N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89233P7F7 500000.00 PA USD 525316.95 0.0436417759355 Long DBT CORP US N 2 2023-01-10 Fixed 2.625 N N N N N N JPN BANK FOR INT'L COOP 549300TJ3QFYVCTSCJ29 471048AR9 750000.00 PA USD 836930.91 0.0695297405647 Long DBT USGSE JP N 2 2026-01-21 Fixed 2.75 N N N N N N LANDWIRTSCH. RENTENBANK 529900Z3J0N6S0F7CT25 515110BP8 500000.00 PA USD 547647.38 0.0454969219052 Long DBT CORP DE N 2 2025-06-10 Fixed 2.375 N N N N N N AUTODESK INC FRKKVKAIQEF3FCSTPG55 052769AD8 250000.00 PA USD 285747.11 0.0237390233626 Long DBT CORP US N 2 2025-06-15 Fixed 4.375 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AH2 100000.00 PA USD 122334.79 0.0101632119319 Long DBT CORP US N 2 2045-06-15 Fixed 4.30 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422ETG4 500000.00 PA USD 531805.39 0.0441808163085 Long DBT CORP US N 2 2023-03-06 Fixed 2.80 N N N N N N ALIBABA GROUP HOLDING LTD 529900GE9653COPX1I86 01609WAP7 290000.00 PA USD 298738.14 0.0248182796486 Long DBT CORP KY N 2 2021-11-28 Fixed 3.125 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459056LD7 300000.00 PA USD 354158.70 0.029422455588 Long DBT CORP XX N 2 2023-01-19 Fixed 7.625 N N N N N N BROOKFIELD ASSET MANAGEMENT INC VA8DFMRI2GY8Y7V79H93 112585AH7 250000.00 PA USD 275907.21 0.0229215536217 Long DBT CORP CA N 2 2025-01-15 Fixed 4.00 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058EP4 1000000.00 PA USD 1106383.29 0.0919150460327 Long DBT CORP XX N 2 2025-07-29 Fixed 2.50 N N N N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 038222AJ4 500000.00 PA USD 578964.62 0.048098665426 Long DBT CORP US N 2 2025-10-01 Fixed 3.90 N N N N N N CALIFORNIA INSTITUTE OF TECHNOLOGY 549300CITPNHOTVPHC04 13034VAB0 110000.00 PA USD 145628.03 0.0120983453041 Long DBT CORP US N 2 2045-08-01 Fixed 4.321 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31385HSH6 5352.05 OU Other Units USD 6422.35 0.0005335498115 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 7.00 N N N N N N FREDDIE MAC N/A 31297S6L4 26222.16 OU Other Units USD 30065.03 0.0024977136236 Long ABS-MBS USGA US N 2 2035-09-01 Fixed 5.00 N N N N N N FREDDIE MAC N/A 312943DQ3 296674.19 OU Other Units USD 330061.39 0.0274205224624 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 31292GQX7 1189.04 OU Other Units USD 1360.62 0.0001130362787 Long ABS-MBS USGA US N 2 2026-08-01 Fixed 8.00 N N N N N N FREDDIE MAC N/A 312929MQ2 58765.20 OU Other Units USD 67236.11 0.0055857768293 Long ABS-MBS USGA US N 2 2038-11-01 Fixed 5.00 N N N N N N FREDDIE MAC N/A 31292GQE9 383.63 OU Other Units USD 427.44 0.0000355104488 Long ABS-MBS USGA US N 2 2026-04-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 31292GWD4 1612.60 OU Other Units USD 1821.94 0.0001513613776 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 3128K7ZV3 856.94 OU Other Units USD 982.07 0.0000815874661 Long ABS-MBS USGA US N 2 2035-09-01 Fixed 5.00 N N N N N N FREDDIE MAC N/A 31292GT71 551.66 OU Other Units USD 627.09 0.0000520967794 Long ABS-MBS USGA US N 2 2028-01-01 Fixed 7.00 N N N N N N FREDDIE MAC N/A 31292GWT9 708.34 OU Other Units USD 796.15 0.0000661417833 Long ABS-MBS USGA US N 2 2028-10-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 31292GZF6 1628.75 OU Other Units USD 1844.34 0.0001532223032 Long ABS-MBS USGA US N 2 2029-04-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 31292HEF7 1312.05 OU Other Units USD 1574.11 0.0001307723954 Long ABS-MBS USGA US N 2 2030-08-01 Fixed 8.00 N N N N N N FREDDIE MAC N/A 31292GWZ5 228.33 OU Other Units USD 236.24 0.0000196261193 Long ABS-MBS USGA US N 2 2028-09-01 Fixed 7.50 N N N N N N FREDDIE MAC N/A 31292HKY9 1894.01 OU Other Units USD 2200.91 0.0001828450825 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 7.00 N N N N N N FREDDIE MAC N/A 31292G5V4 882.50 OU Other Units USD 1002.20 0.0000832598069 Long ABS-MBS USGA US N 2 2029-09-01 Fixed 7.00 N N N N N N FREDDIE MAC N/A 31292HN34 3008.29 OU Other Units USD 3434.35 0.0002853156236 Long ABS-MBS USGA US N 2 2032-03-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 31292HQN7 4116.50 OU Other Units USD 4813.62 0.000399901289 Long ABS-MBS USGA US N 2 2032-05-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 31292HX33 12640.51 OU Other Units USD 14517.43 0.0012060650759 Long ABS-MBS USGA US N 2 2033-08-01 Fixed 5.00 N N N N N N FREDDIE MAC N/A 31292HR71 3175.17 OU Other Units USD 3733.30 0.0003101515039 Long ABS-MBS USGA US N 2 2032-10-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 31292GXF8 3447.72 OU Other Units USD 3996.91 0.0003320514418 Long ABS-MBS USGA US N 2 2028-11-01 Fixed 7.00 N N N N N N FREDDIE MAC N/A 31292HNH3 15499.97 OU Other Units USD 18147.92 0.0015076754297 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 31293FJ73 402.30 OU Other Units USD 448.24 0.0000372384512 Long ABS-MBS USGA US N 2 2028-12-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 31292HSR6 3739.34 OU Other Units USD 4351.09 0.0003614756669 Long ABS-MBS USGA US N 2 2032-11-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 31292HNB6 9613.95 OU Other Units USD 11273.47 0.0009365664895 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 31287X5B8 17531.75 OU Other Units USD 19507.52 0.0016206269698 Long ABS-MBS USGA US N 2 2032-09-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 31292HD50 1390.15 OU Other Units USD 1591.33 0.000132202982 Long ABS-MBS USGA US N 2 2030-07-01 Fixed 7.50 N N N N N N FREDDIE MAC N/A 31292SAQ3 2424693.41 OU Other Units USD 2608747.26 0.2167269938528 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 31287LXB3 2350.86 OU Other Units USD 2592.90 0.0002154104504 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 31292HZM9 68392.18 OU Other Units USD 78486.29 0.0065204084547 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 5.00 N N N N N N FREDDIE MAC N/A 3128P7TC7 182040.37 OU Other Units USD 196790.01 0.0163487310332 Long ABS-MBS USGA US N 2 2032-05-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 31356GR76 1655.98 OU Other Units USD 1699.63 0.0001412002251 Long ABS-MBS USGA US N 2 2024-06-01 Fixed 7.50 N N N N N N FREDDIE MAC N/A 31288EWB9 7058.42 OU Other Units USD 7856.32 0.0006526797909 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 31283HN43 2209.70 OU Other Units USD 2558.39 0.0002125434618 Long ABS-MBS USGA US N 2 2031-09-01 Fixed 7.00 N N N N N N FREDDIE MAC N/A 31293HJS3 3578.57 OU Other Units USD 3981.86 0.0003308011323 Long ABS-MBS USGA US N 2 2028-06-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 31283HWY7 10313.48 OU Other Units USD 12049.57 0.0010010425783 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 3128FX4E4 1227.56 OU Other Units USD 1368.17 0.0001136635103 Long ABS-MBS USGA US N 2 2028-03-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 31298VDU8 1201.37 OU Other Units USD 1338.22 0.000111175353 Long ABS-MBS USGA US N 2 2031-09-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 31283GLL9 700.59 OU Other Units USD 746.49 0.0000620161776 Long ABS-MBS USGA US N 2 2024-12-01 Fixed 7.00 N N N N N N FREDDIE MAC N/A 31283H7G4 16591.75 OU Other Units USD 18126.63 0.0015059067196 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 31283HJN6 4814.26 OU Other Units USD 5319.52 0.0004419299623 Long ABS-MBS USGA US N 2 2030-01-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 3128M6NA2 14269.83 OU Other Units USD 16498.12 0.0013706149333 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 3128M8G99 1327875.55 OU Other Units USD 1438515.36 0.1195075944551 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3128MJDX5 21607.27 OU Other Units USD 25491.82 0.0021177848851 Long ABS-MBS USGA US N 2 2036-03-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 3128MJC24 7144.48 OU Other Units USD 8368.56 0.0006952351726 Long ABS-MBS USGA US N 2 2035-10-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 3128MJAD2 14888.54 OU Other Units USD 17591.27 0.0014614305968 Long ABS-MBS USGA US N 2 2034-07-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 3128M4V67 46696.83 OU Other Units USD 53982.78 0.0044847294364 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 3128MJCK4 52014.78 OU Other Units USD 60501.81 0.005026311136 Long ABS-MBS USGA US N 2 2035-08-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 31283HWZ4 13264.64 OU Other Units USD 15532.80 0.0012904190075 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 3128MJGA2 54324.08 OU Other Units USD 62764.44 0.0052142837332 Long ABS-MBS USGA US N 2 2037-04-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 3128MJTQ3 24965.25 OU Other Units USD 27359.03 0.0022729071602 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 3128MJUX6 146564.23 OU Other Units USD 157103.64 0.0130517049859 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3128MJGU8 17858.75 OU Other Units USD 20915.57 0.0017376035924 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 3128MJHA1 25432.19 OU Other Units USD 28943.76 0.0024045618338 Long ABS-MBS USGA US N 2 2037-09-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 3128MMKT9 47872.87 OU Other Units USD 50664.77 0.0042090789953 Long ABS-MBS USGA US N 2 2024-04-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 3128MML35 83410.47 OU Other Units USD 88274.88 0.0073336155128 Long ABS-MBS USGA US N 2 2025-04-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 3128MMSG9 176596.42 OU Other Units USD 185682.74 0.0154259719473 Long ABS-MBS USGA US N 2 2029-07-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3128PTUS2 2098.16 OU Other Units USD 2199.74 0.0001827478823 Long ABS-MBS USGA US N 2 2021-01-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3128MDAY9 169093.87 OU Other Units USD 177781.18 0.0147695337512 Long ABS-MBS USGA US N 2 2026-12-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31368HKZ5 129.79 OU Other Units USD 148.73 0.0000123560477 Long ABS-MBS USGA US N 2 2031-04-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 31349TCV1 398.55 OU Other Units USD 405.28 0.0000336694617 Long ABS-MBS USGA US N 2 2034-08-01 Variable 4.334 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371JSC9 445.64 OU Other Units USD 527.03 0.000043784091 Long ABS-MBS USGA US N 2 2030-11-01 Fixed 7.50 N N N N N N FREDDIE MAC N/A 3128M86C3 1073658.38 OU Other Units USD 1176566.56 0.0977456641838 Long ABS-MBS USGA US N 2 2042-01-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371HNM6 2612.61 OU Other Units USD 2953.64 0.0002453796609 Long ABS-MBS USGA US N 2 2029-06-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371HDQ8 770.71 OU Other Units USD 871.54 0.0000724049612 Long ABS-MBS USGA US N 2 2029-01-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 3128MMQT3 33905.04 OU Other Units USD 35685.19 0.0029646198665 Long ABS-MBS USGA US N 2 2028-05-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371JWB6 2512.54 OU Other Units USD 2884.63 0.0002396465145 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 7.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371LHD4 20772.10 OU Other Units USD 24337.75 0.0020219081685 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31374F6L8 265.13 OU Other Units USD 290.62 0.0000241438486 Long ABS-MBS USGA US N 2 2026-04-01 Fixed 7.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371K6C0 56586.63 OU Other Units USD 66105.56 0.0054918540846 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31374TVR7 792.46 OU Other Units USD 891.60 0.0000740714866 Long ABS-MBS USGA US N 2 2029-05-01 Fixed 8.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371JNP5 790.23 OU Other Units USD 926.91 0.0000770049367 Long ABS-MBS USGA US N 2 2030-08-01 Fixed 8.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371HYB8 2080.72 OU Other Units USD 2447.87 0.0002033617876 Long ABS-MBS USGA US N 2 2029-10-01 Fixed 7.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31375HE34 10857.96 OU Other Units USD 11590.74 0.0009629243412 Long ABS-MBS USGA US N 2 2026-01-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371KER8 3057.29 OU Other Units USD 3403.11 0.0002827202969 Long ABS-MBS USGA US N 2 2021-10-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371LVD8 10869.12 OU Other Units USD 12816.88 0.0010647884199 Long ABS-MBS USGA US N 2 2034-10-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371LFX2 20250.14 OU Other Units USD 23234.55 0.0019302575808 Long ABS-MBS USGA US N 2 2033-12-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31384VMC3 1856.39 OU Other Units USD 2184.62 0.0001814917575 Long ABS-MBS USGA US N 2 2029-08-01 Fixed 7.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 313615MX1 274.91 OU Other Units USD 294.40 0.0000244578798 Long ABS-MBS USGA US N 2 2023-08-01 Fixed 7.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371K3A7 12006.46 OU Other Units USD 14019.25 0.0011646777574 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31378RU64 475.09 OU Other Units USD 528.42 0.0000438995681 Long ABS-MBS USGA US N 2 2024-05-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 313615ER3 559.09 OU Other Units USD 580.02 0.0000481863432 Long ABS-MBS USGA US N 2 2022-03-01 Fixed 8.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31382WKU5 4771.51 OU Other Units USD 5256.15 0.0004366653704 Long ABS-MBS USGA US N 2 2028-11-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31385JJC3 3115.95 OU Other Units USD 3667.72 0.0003047033118 Long ABS-MBS USGA US N 2 2032-07-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31388XZP2 5183.57 OU Other Units USD 5828.42 0.0004842078666 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31383HA79 441.75 OU Other Units USD 492.18 0.0000408888562 Long ABS-MBS USGA US N 2 2029-08-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31400RRY9 20475.67 OU Other Units USD 23307.57 0.001936323866 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31391AZR3 3420.51 OU Other Units USD 3442.00 0.0002859511629 Long ABS-MBS USGA US N 2 2032-07-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410FYT6 28312.00 OU Other Units USD 33408.78 0.0027755024676 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412WZK5 12060.33 OU Other Units USD 13762.72 0.001143366005 Long ABS-MBS USGA US N 2 2037-06-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416W6C1 51459.91 OU Other Units USD 54056.86 0.0044908837834 Long ABS-MBS USGA US N 2 2025-11-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31384WNM8 1303.17 OU Other Units USD 1554.02 0.0001291033777 Long ABS-MBS USGA US N 2 2031-06-01 Fixed 7.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402DJF8 17005.85 OU Other Units USD 20035.47 0.0016644874917 Long ABS-MBS USGA US N 2 2034-08-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EMY39 146669.44 OU Other Units USD 166509.56 0.0138331209542 Long ABS-MBS USGA US N 2 2044-01-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416RR47 469160.52 OU Other Units USD 515274.31 0.042807463156 Long ABS-MBS USGA US N 2 2039-07-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31401BYX7 550.95 OU Other Units USD 602.23 0.0000500314842 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31405SUH5 11341.38 OU Other Units USD 13321.81 0.0011067365084 Long ABS-MBS USGA US N 2 2035-02-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138A2BE8 204141.22 OU Other Units USD 221273.20 0.0183827219261 Long ABS-MBS USGA US N 2 2040-12-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EPJD7 245943.46 OU Other Units USD 270612.44 0.022481679816 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410FFT7 20494.23 OU Other Units USD 23730.71 0.0019714770837 Long ABS-MBS USGA US N 2 2036-08-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31385JRN0 45029.56 OU Other Units USD 52711.35 0.0043791027987 Long ABS-MBS USGA US N 2 2032-11-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W9AS9 57212.04 OU Other Units USD 61535.49 0.005112186208 Long ABS-MBS USGA US N 2 2043-07-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138LTJD1 538160.17 OU Other Units USD 592369.76 0.049212324744 Long ABS-MBS USGA US N 2 2042-05-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WCJ95 278531.51 OU Other Units USD 303454.65 0.0252101133266 Long ABS-MBS USGA US N 2 2044-08-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WCSE4 287826.08 OU Other Units USD 312781.92 0.0259849952858 Long ABS-MBS USGA US N 2 2044-09-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138M3SP0 1520066.79 OU Other Units USD 1649609.41 0.1370446627553 Long ABS-MBS USGA US N 2 2042-07-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WDTY7 148532.45 OU Other Units USD 160339.62 0.0133205406176 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138LYST5 970665.00 OU Other Units USD 1052557.28 0.0874433405834 Long ABS-MBS USGA US N 2 2042-06-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WFKJ4 140195.58 OU Other Units USD 149357.11 0.0124081462229 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WFS49 164048.89 OU Other Units USD 174781.90 0.0145203624543 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WFX84 187417.46 OU Other Units USD 199669.79 0.0165879746242 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WCCA9 65688.80 OU Other Units USD 71503.35 0.0059402864867 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y9C30 139195.52 OU Other Units USD 151393.91 0.0125773575328 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YHU24 521603.04 OU Other Units USD 556837.81 0.0462604356026 Long ABS-MBS USGA US N 2 2045-05-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140E0VP7 211843.50 OU Other Units USD 226660.28 0.0188302645731 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418AZS0 69593.67 OU Other Units USD 75251.32 0.0062516567308 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WGAQ7 232030.58 OU Other Units USD 251312.77 0.0208783204084 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BTK2 122451.27 OU Other Units USD 130159.02 0.0108132257808 Long ABS-MBS USGA US N 2 2035-08-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202EUT4 71099.79 OU Other Units USD 82245.31 0.0068326967001 Long ABS-MBS USGA US N 2 2038-07-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BL79 581816.89 OU Other Units USD 611474.25 0.0507994691754 Long ABS-MBS USGA US N 2 2030-01-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202EXT1 44260.02 OU Other Units USD 51206.85 0.0042541133958 Long ABS-MBS USGA US N 2 2038-11-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202FUH7 14176.02 OU Other Units USD 16416.82 0.0013638607701 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138X0Z35 797045.51 OU Other Units USD 838551.60 0.0696643826886 Long ABS-MBS USGA US N 2 2028-07-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138X3EH1 209273.35 OU Other Units USD 225213.55 0.0187100745307 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MX47 458646.67 OU Other Units USD 497263.52 0.0413111800804 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179ME63 99360.01 OU Other Units USD 112975.61 0.0093856789844 Long ABS-MBS USGA US N 2 2042-06-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NQ35 275962.83 OU Other Units USD 294703.06 0.0244830571563 Long ABS-MBS USGA US N 2 2043-10-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y9AR9 200562.04 OU Other Units USD 210419.01 0.0174809879768 Long ABS-MBS USGA US N 2 2029-11-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NLC0 263190.71 OU Other Units USD 280999.03 0.0233445669426 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NBB3 275005.93 OU Other Units USD 298162.21 0.0247704330904 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179M5M8 513995.62 OU Other Units USD 557274.42 0.046296707868 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NTE8 71536.44 OU Other Units USD 78186.23 0.0064954803588 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NX78 7107.89 OU Other Units USD 7838.00 0.0006511578196 Long ABS-MBS USGA US N 2 2044-01-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QL58 295757.06 OU Other Units USD 316117.63 0.0262621161905 Long ABS-MBS USGA US N 2 2044-08-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179N2L1 63284.63 OU Other Units USD 69785.30 0.0057975559825 Long ABS-MBS USGA US N 2 2044-02-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MQN3 170911.24 OU Other Units USD 182530.40 0.0151640848791 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QWF4 167449.40 OU Other Units USD 182527.73 0.0151638630634 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NND6 49787.12 OU Other Units USD 56671.86 0.0047081302363 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QRY9 262034.96 OU Other Units USD 281240.50 0.0233646275548 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NLD8 428428.06 OU Other Units USD 463255.15 0.0384858654518 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RNY1 85181.01 OU Other Units USD 93850.84 0.0077968497506 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MAX8 135196.96 OU Other Units USD 146578.86 0.0121773374436 Long ABS-MBS USGA US N 2 2042-04-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36209HB87 482.63 OU Other Units USD 531.88 0.0000441870146 Long ABS-MBS USGA US N 2 2031-05-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36209VM35 618.52 OU Other Units USD 692.56 0.000057535833 Long ABS-MBS USGA US N 2 2028-12-01 Fixed 7.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QWE7 451824.11 OU Other Units USD 482409.16 0.0400771238582 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36213CYY0 225275.41 OU Other Units USD 258597.94 0.0214835507494 Long ABS-MBS USGA US N 2 2035-11-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RBZ1 307570.72 OU Other Units USD 339138.51 0.0281746227007 Long ABS-MBS USGA US N 2 2045-04-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36224YQN2 306.81 OU Other Units USD 316.23 0.0000262714515 Long ABS-MBS USGA US N 2 2024-08-01 Fixed 8.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36213DGJ1 229.58 OU Other Units USD 255.14 0.0000211962753 Long ABS-MBS USGA US N 2 2031-11-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QT68 350353.09 OU Other Units USD 386336.30 0.0320956752687 Long ABS-MBS USGA US N 2 2044-11-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36201YQ82 17041.99 OU Other Units USD 19787.80 0.0016439118019 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36290V2U7 25857.83 OU Other Units USD 29985.94 0.0024911430607 Long ABS-MBS USGA US N 2 2035-01-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36290RRE5 15772.92 OU Other Units USD 17840.41 0.0014821284099 Long ABS-MBS USGA US N 2 2033-07-01 Fixed 5.50 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BE9 500000.00 PA USD 546186.74 0.0453755762612 Long DBT CORP US N 2 2023-11-30 Fixed 3.40 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828U65 4510000.00 PA USD 4607863.48 0.3828076469565 Long DBT UST US N 2 2021-11-30 Fixed 1.75 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620ARZF1 16343.56 OU Other Units USD 17157.42 0.0014253876241 Long ABS-MBS USGA US N 2 2026-02-01 Fixed 3.50 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAL9 500000.00 PA USD 578423.08 0.0480536758871 Long DBT CORP CA N 2 2026-12-01 Fixed 4.25 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36291AVX4 9047.30 OU Other Units USD 9966.79 0.0008280113862 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36225BPC6 2182.36 OU Other Units USD 2652.05 0.0002203244572 Long ABS-MBS USGA US N 2 2031-07-01 Fixed 7.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36225AAW0 1636.27 OU Other Units USD 1726.27 0.0001434133974 Long ABS-MBS USGA US N 2 2023-12-01 Fixed 7.50 N N N N N N PORT AUTH OF NEW YORK & NEW JE 54930006MR4KZ4W74Z83 73358WXQ2 300000.00 PA USD 434307.00 0.0360809389098 Long DBT MUN US N 2 2065-10-15 Fixed 4.81 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36210BV36 4512.28 OU Other Units USD 5002.50 0.0004155928799 Long ABS-MBS USGA US N 2 2029-08-01 Fixed 6.50 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BH2 200000.00 PA USD 304399.38 0.0252885986962 Long DBT CORP US N 2 2046-11-30 Fixed 4.90 N N N N N N HOLLYFRONTIER CORP 549300J3U2WK73C9ZK26 436106AA6 480000.00 PA USD 527364.21 0.0438118562312 Long DBT CORP US N 2 2026-04-01 Fixed 5.875 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 94974BGU8 500000.00 PA USD 660069.74 0.0548366385187 Long DBT CORP US N 2 2046-12-07 Fixed 4.75 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 510000.00 PA USD 591628.96 0.0491507812746 Long DBT CORP US N 2 2025-07-23 Fixed 4.908 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LC3 500000.00 PA USD 515681.32 0.042841276341 Long DBT CORP US N 2 2021-12-08 Fixed 2.90 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187BF5 500000.00 PA USD 559152.07 0.0464526974674 Long DBT CORP US N 2 2026-12-12 Fixed 3.625 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGC7 500000.00 PA USD 576688.35 0.0479095596579 Long DBT CORP US N 2 2027-11-25 Fixed 4.183 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828U57 2350000.00 PA USD 2505274.42 0.2081307768477 Long DBT UST US N 2 2023-11-30 Fixed 2.125 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36225AUJ7 774.27 OU Other Units USD 797.14 0.0000662240296 Long ABS-MBS USGA US N 2 2027-06-01 Fixed 8.25 N N N N N N PROV ST JOSEPH HLTH OBL N/A 743756AC2 250000.00 PA USD 304932.89 0.0253329211265 Long DBT CORP US N 2 2047-10-01 Fixed 3.744 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 500000.00 PA USD 704795.51 0.0585523229886 Long DBT CORP US N 2 2045-10-23 Fixed 6.484 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620A9PT2 35389.02 OU Other Units USD 39152.73 0.003252692817 Long ABS-MBS USGA US N 2 2039-10-01 Fixed 4.50 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AD8 500000.00 PA USD 583199.12 0.0484504551411 Long DBT CORP US N 2 2026-12-15 Fixed 3.80 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36241KA73 5216.77 OU Other Units USD 5986.41 0.0004973332078 Long ABS-MBS USGA US N 2 2034-11-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WEXS3 56864.12 OU Other Units USD 61289.56 0.0050917550722 Long ABS-MBS USGA US N 2 2045-06-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SSP3 632279.86 OU Other Units USD 670891.71 0.0557356957258 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W7GC2 91944.31 OU Other Units USD 100992.39 0.0083901485675 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138XUVB5 316479.91 OU Other Units USD 342437.90 0.0284487262473 Long ABS-MBS USGA US N 2 2044-08-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WRPB0 191604.90 OU Other Units USD 206173.01 0.0171282428758 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140EU2B4 432830.96 OU Other Units USD 469139.47 0.0389747173249 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YSGF7 12411.31 OU Other Units USD 13491.13 0.0011208031124 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 4.00 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDK5 400000.00 PA USD 490693.39 0.0407653531443 Long DBT CORP US N 2 2049-03-09 Fixed 4.55 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDJ8 341000.00 PA USD 417406.47 0.0346768929458 Long DBT CORP US N 2 2048-03-09 Fixed 4.50 N N N N N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 42824CAW9 500000.00 PA USD 578290.18 0.0480426349488 Long DBT CORP US N 2 2025-10-15 Variable 4.90 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828U81 2375000.00 PA USD 2437761.23 0.2025219810327 Long DBT UST US N 2 2021-12-31 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WHBX9 183652.11 OU Other Units USD 199663.44 0.016587447085 Long ABS-MBS USGA US N 2 2046-05-01 Fixed 4.50 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEF9 380000.00 PA USD 437187.03 0.03632020327 Long DBT CORP US N 2 2027-01-20 Fixed 3.625 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SQV2 558883.65 OU Other Units USD 592698.45 0.0492396313354 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SQW0 314382.57 OU Other Units USD 333581.23 0.0277129403419 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620A6DC8 41932.03 OU Other Units USD 47644.85 0.0039581929884 Long ABS-MBS USGA US N 2 2039-07-01 Fixed 5.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828V23 1430000.00 PA USD 1532501.96 0.1273157227444 Long DBT UST US N 2 2023-12-31 Fixed 2.25 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QPJ4 128992.82 OU Other Units USD 142243.76 0.0118171901785 Long ABS-MBS USGA US N 2 2044-09-01 Fixed 4.50 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DL6 500000.00 PA USD 545280.00 0.0453002469883 Long DBT USGSE CO N 2 2027-04-25 Fixed 3.875 N N N N N N EMERA US FINANCE LP N/A 29103DAM8 100000.00 PA USD 130268.56 0.0108223260394 Long DBT CORP US N 2 2046-06-15 Fixed 4.75 N N N N N N AERCAP IRELAND CAP LTD/A N/A 00774MAA3 500000.00 PA USD 497552.50 0.0413351876827 Long DBT CORP IE N 2 2022-05-26 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RS83 585749.09 OU Other Units USD 623031.31 0.051759595482 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3.00 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEG7 500000.00 PA USD 703898.45 0.0584777979014 Long DBT CORP US N 2 2047-01-22 Fixed 4.375 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CF5 300000.00 PA USD 425824.83 0.0353762653549 Long DBT CORP US N 2 2051-06-15 Fixed 4.663 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38141GWB6 730000.00 PA USD 831182.20 0.0690521547687 Long DBT CORP US N 2 2027-01-26 Fixed 3.85 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CA79 96696.16 OU Other Units USD 102226.54 0.0084926780933 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 3.50 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGF0 310000.00 PA USD 354893.45 0.0294834964413 Long DBT CORP US N 2 2028-01-20 Variable 3.824 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828V72 1560000.00 PA USD 1600614.85 0.1329743398587 Long DBT UST US N 2 2022-01-31 Fixed 1.875 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CH1 300000.00 PA USD 418677.05 0.0347824489681 Long DBT CORP US N 2 2047-02-09 Fixed 4.25 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDT6 360000.00 PA USD 522353.43 0.0433955754735 Long DBT CORP US N 2 2057-03-01 Fixed 5.70 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CM0 300000.00 PA USD 309894.28 0.0257450987094 Long DBT CORP US N 2 2022-02-09 Fixed 2.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828W55 600000.00 PA USD 616617.19 0.0512267293945 Long DBT UST US N 2 2022-02-28 Fixed 1.875 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CJ7 500000.00 PA USD 576986.45 0.0479343249228 Long DBT CORP US N 2 2027-02-09 Fixed 3.35 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC C3GTMMZIHMY46P4OIX74 606822AL8 500000.00 PA USD 519274.84 0.0431398153367 Long DBT CORP JP N 2 2022-02-22 Fixed 2.998 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KH3 250000.00 PA USD 276222.46 0.0229477436577 Long DBT CORP US N 2 2027-03-30 Fixed 3.25 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AK5 300000.00 PA USD 350097.08 0.0290850282311 Long DBT CORP US N 2 2028-01-15 Fixed 3.95 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CG7 350000.00 PA USD 467557.09 0.0388432578824 Long DBT CORP US N 2 2047-03-03 Fixed 3.75 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAA4 400000.00 PA USD 538857.62 0.0447666946844 Long DBT CORP US N 2 2048-02-22 Variable 4.26 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RV2 1790000.00 PA USD 2541625.19 0.2111506911288 Long DBT UST US N 2 2047-02-15 Fixed 3.00 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDU5 365000.00 PA USD 515367.55 0.042815209259 Long DBT CORP US N 2 2037-03-16 Fixed 5.25 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAC4 345000.00 PA USD 380146.88 0.0315814765915 Long DBT USGSE MX N 2 2027-03-28 Fixed 4.15 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828W89 1980000.00 PA USD 2037621.09 0.1692795236311 Long DBT UST US N 2 2022-03-31 Fixed 1.875 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CB1 400000.00 PA USD 489281.36 0.0406480458751 Long DBT USGSE PH N 2 2042-02-02 Fixed 3.70 N N N N N N CAPITAL ONE MULTI-ASSET EXECUT R42WS16M9R97TJJKGU15 14041NFM8 280000.00 OU Other Units USD 289624.22 0.0240611221753 Long ABS-MBS CORP US N 2 2025-01-15 Fixed 2.43 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828W48 2050000.00 PA USD 2194821.29 0.1823392505359 Long DBT UST US N 2 2024-02-29 Fixed 2.125 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFB9 500000.00 PA USD 517253.78 0.0429719116594 Long DBT CORP US N 2 2022-02-17 Fixed 2.625 N N N N N N JOHNSON CONTROLS INTERNATIONAL PLC 549300XQ6S1GYKGBL205 478375AS7 10000.00 PA USD 13071.40 0.0010859331875 Long DBT CORP IE N 2 2045-09-14 Fixed 5.125 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RJG5 99881.38 OU Other Units USD 110121.96 0.0091486061965 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 4.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828V80 2845000.00 PA USD 3053763.00 0.2536975831568 Long DBT UST US N 2 2024-01-31 Fixed 2.25 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAU7 300000.00 PA USD 386919.62 0.0321441357662 Long DBT CORP ES N 2 2047-03-08 Fixed 5.213 N N N N N N ING GROEP NV 259400YLRTOBISHBVX41 456837AG8 300000.00 PA USD 312407.02 0.0259538497045 Long DBT CORP NL N 2 2022-03-29 Fixed 3.15 N N N N N N PROGRESSIVE CORP/THE 529900TACNVLY9DCR586 743315AS2 70000.00 PA USD 96234.74 0.0079948971003 Long DBT CORP US N 2 2047-04-15 Fixed 4.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828V98 2000000.00 PA USD 2244570.32 0.186472252565 Long DBT UST US N 2 2027-02-15 Fixed 2.25 N N N N N N FREDDIE MAC N/A 3132L7CJ6 260415.98 OU Other Units USD 283474.80 0.0235502465796 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828W71 2624000.00 PA USD 2813061.25 0.2337007948545 Long DBT UST US N 2 2024-03-31 Fixed 2.125 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SUU9 114824.93 OU Other Units USD 121878.03 0.0101252656643 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NTF5 112260.82 OU Other Units USD 123777.53 0.0102830704969 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SUW5 240303.44 OU Other Units USD 259936.16 0.0215947261025 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y16W0 111840.56 OU Other Units USD 122786.93 0.0102007743836 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 3132QVLG4 15757.11 OU Other Units USD 17073.51 0.0014184166299 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 4.00 N N N N N N HYDRO-QUEBEC 6THEVG93PYJH84S4D167 448814DF7 20000.00 PA USD 34348.02 0.0028535317443 Long DBT USGSE CA N 2 2030-04-15 Fixed 9.375 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967AR2 100000.00 PA USD 131803.58 0.0109498509535 Long DBT CORP US N 2 2028-01-15 Fixed 6.625 N N N N N PROVINCE OF MANITOBA CANADA 5493003QILFOB3JRKE30 563469CZ6 450000.00 PA USD 491820.08 0.0408589552116 Long DBT USGSE CA N 2 2021-09-15 Fixed 8.875 N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJXN3 581157.41 OU Other Units USD 617168.12 0.0512724990267 Long ABS-MBS USGA US N 2 2047-02-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140F0JJ4 675686.61 OU Other Units USD 718357.67 0.059679027063 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CCH5 329040.50 OU Other Units USD 350075.14 0.0290832055209 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.00 N N N N N N RIO TINTO ALCAN INC 2138007ZSQ7B17SKOX77 013716AQ8 350000.00 PA USD 521766.04 0.0433467768524 Long DBT CORP CA N 2 2031-03-15 Fixed 7.25 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SGM3 260648.12 OU Other Units USD 281455.81 0.0233825148718 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 4.00 N N N N N N NATIONAL RETAIL PROPERTIES INC 5493008JKH5SOTI0JS97 637417AG1 500000.00 PA USD 543231.79 0.0451300877694 Long DBT CORP US N 2 2024-06-15 Fixed 3.90 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UBP3 200000.00 PA USD 207736.55 0.0172581371469 Long DBT CORP US N 2 2022-09-15 Fixed 2.75 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 631103AF5 250000.00 PA USD 282331.96 0.0234553028181 Long DBT CORP US N 2 2024-06-01 Fixed 4.25 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140F5AD5 111464.76 OU Other Units USD 118486.12 0.0098434758301 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SWY9 159685.17 OU Other Units USD 171607.06 0.0142566061526 Long ABS-MBS USGA US N 2 2047-02-01 Fixed 4.00 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36252RAJ8 453580.12 OU Other Units USD 484534.60 0.0402536991167 Long ABS-MBS CORP US N 2 2047-01-01 Fixed 3.801 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WGG65 197353.10 OU Other Units USD 210837.13 0.0175157241477 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJM96 328254.15 OU Other Units USD 348839.64 0.0289805638411 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 31296KAP8 6151.60 OU Other Units USD 6844.90 0.0005686540137 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 31296JP59 4362.72 OU Other Units USD 4951.67 0.000411370074 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.00 N N N N N N COMM MORTGAGE TRUST 549300BCCWSDWINK2593 12626LBP6 750000.00 OU Other Units USD 784559.93 0.0651789146972 Long ABS-MBS CORP US N 2 2050-08-01 Variable 5.112287 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WH6L1 333101.13 OU Other Units USD 354140.36 0.0294209319552 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.00 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300GADFYEKC4OLM57 92890PAF1 318222.99 OU Other Units USD 324881.42 0.0269901859006 Long ABS-MBS CORP US N 2 2046-06-01 Fixed 2.977 N N N N N N FREDDIE MAC N/A 31296MKJ7 30103.06 OU Other Units USD 33917.93 0.0028178011413 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QD24 199570.17 OU Other Units USD 220070.02 0.0182827652962 Long ABS-MBS USGA US N 2 2044-05-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 31296S3Y0 12092.00 OU Other Units USD 13488.54 0.0011205879429 Long ABS-MBS USGA US N 2 2034-02-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 31296QJY7 872.40 OU Other Units USD 874.20 0.0000726259461 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 7.50 N N N N N N FREDDIE MAC N/A 31297APS7 14951.24 OU Other Units USD 17126.23 0.0014227964513 Long ABS-MBS USGA US N 2 2034-06-01 Fixed 5.00 N N N N N N FREDDIE MAC N/A 31296XAN5 31600.51 OU Other Units USD 36923.84 0.0030675232389 Long ABS-MBS USGA US N 2 2034-04-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 31296UNQ0 13855.04 OU Other Units USD 16178.69 0.0013440776352 Long ABS-MBS USGA US N 2 2034-03-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 31296N4D6 22295.26 OU Other Units USD 24978.15 0.0020751107033 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 31297BGM8 12.84 OU Other Units USD 14.99 0.0000012453247 Long ABS-MBS USGA US N 2 2034-06-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 31297CHM5 6800.47 OU Other Units USD 7661.10 0.0006364614917 Long ABS-MBS USGA US N 2 2034-07-01 Fixed 5.00 N N N N N N FREDDIE MAC N/A 31297HCJ6 12808.17 OU Other Units USD 14024.62 0.0011651238811 Long ABS-MBS USGA US N 2 2034-12-01 Fixed 5.00 N N N N N N FREDDIE MAC N/A 3128K7Y93 9380.58 OU Other Units USD 10261.41 0.000852487543 Long ABS-MBS USGA US N 2 2035-09-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 3128K3XA0 65976.94 OU Other Units USD 76157.08 0.0063269045883 Long ABS-MBS USGA US N 2 2036-02-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 3128KCVK0 17179.09 OU Other Units USD 20233.32 0.0016809242836 Long ABS-MBS USGA US N 2 2036-07-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 31296UQJ3 19846.48 OU Other Units USD 22548.40 0.0018732542715 Long ABS-MBS USGA US N 2 2034-03-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 3128KAW49 8800.75 OU Other Units USD 10266.45 0.0008529062512 Long ABS-MBS USGA US N 2 2036-06-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 3128KDHU2 9682.44 OU Other Units USD 10679.04 0.0008871830061 Long ABS-MBS USGA US N 2 2036-08-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 3128KERU9 19004.36 OU Other Units USD 21442.31 0.0017813635911 Long ABS-MBS USGA US N 2 2036-09-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 31297NLS3 12773.40 OU Other Units USD 14904.24 0.0012382001048 Long ABS-MBS USGA US N 2 2035-01-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 3128KQEY8 16060.30 OU Other Units USD 18106.30 0.0015042177634 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 3128KGGJ1 18341.57 OU Other Units USD 21546.06 0.0017899828338 Long ABS-MBS USGA US N 2 2036-11-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 3128KU4H7 11142.18 OU Other Units USD 12397.87 0.0010299783104 Long ABS-MBS USGA US N 2 2037-08-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 3128KXUP4 8786.21 OU Other Units USD 10219.07 0.0008489700612 Long ABS-MBS USGA US N 2 2037-10-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 3128KTAF7 14253.24 OU Other Units USD 16320.45 0.001355854636 Long ABS-MBS USGA US N 2 2037-06-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 3128KQL87 6245.46 OU Other Units USD 7005.99 0.0005820368937 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 5.00 N N N N N N FREDDIE MAC N/A 3128LBC30 19311.23 OU Other Units USD 21676.63 0.0018008302026 Long ABS-MBS USGA US N 2 2038-05-01 Fixed 5.00 N N N N N N FREDDIE MAC N/A 312927ZT6 26275.99 OU Other Units USD 30533.37 0.0025366219233 Long ABS-MBS USGA US N 2 2038-09-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 312935DB2 72496.87 OU Other Units USD 81493.88 0.0067702701218 Long ABS-MBS USGA US N 2 2039-09-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 3128LCSM9 11282.13 OU Other Units USD 12985.67 0.001078810993 Long ABS-MBS USGA US N 2 2038-06-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 312936Y43 10013.26 OU Other Units USD 11487.18 0.0009543208832 Long ABS-MBS USGA US N 2 2039-11-01 Fixed 5.00 N N N N N N FREDDIE MAC N/A 3129343E0 8710.86 OU Other Units USD 10009.69 0.0008315753911 Long ABS-MBS USGA US N 2 2039-08-01 Fixed 5.00 N N N N N N FREDDIE MAC N/A 3128L8YM1 43667.13 OU Other Units USD 50006.38 0.0041543819046 Long ABS-MBS USGA US N 2 2038-04-01 Fixed 5.00 N N N N N N FREDDIE MAC N/A 3129296Q0 22277.43 OU Other Units USD 25531.55 0.0021210855358 Long ABS-MBS USGA US N 2 2038-12-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 312927GV2 29508.84 OU Other Units USD 33960.22 0.0028213144692 Long ABS-MBS USGA US N 2 2038-08-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 312938S20 375837.06 OU Other Units USD 418266.59 0.0347483491673 Long ABS-MBS USGA US N 2 2040-01-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 312942QF5 373661.35 OU Other Units USD 406787.33 0.0337946862542 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 312942XB6 322596.72 OU Other Units USD 349436.85 0.0290301782787 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 312944ZD6 308525.01 OU Other Units USD 337763.10 0.0280603577126 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 3129396Y2 446493.98 OU Other Units USD 496735.01 0.0412672730354 Long ABS-MBS USGA US N 2 2040-03-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 31292HJU9 489.56 OU Other Units USD 577.63 0.0000479877891 Long ABS-MBS USGA US N 2 2031-05-01 Fixed 7.00 N N N N N N FREDDIE MAC N/A 31292HGC2 1234.19 OU Other Units USD 1438.81 0.0001195320722 Long ABS-MBS USGA US N 2 2030-11-01 Fixed 7.00 N N N N N N FREDDIE MAC N/A 31292HJ54 872.28 OU Other Units USD 986.95 0.0000819928821 Long ABS-MBS USGA US N 2 2031-06-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 31292HJR6 1138.59 OU Other Units USD 1275.03 0.000105925715 Long ABS-MBS USGA US N 2 2031-05-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 31292HL28 2297.74 OU Other Units USD 2687.54 0.0002232728612 Long ABS-MBS USGA US N 2 2031-09-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 31292HRH9 3431.76 OU Other Units USD 4024.47 0.0003343410449 Long ABS-MBS USGA US N 2 2032-08-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 31292HS88 8332.44 OU Other Units USD 9703.42 0.0008061313868 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 31292R7M8 1229509.34 OU Other Units USD 1332559.30 0.1107050788889 Long ABS-MBS USGA US N 2 2042-06-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 31293HDX8 11607.11 OU Other Units USD 12918.43 0.001073224893 Long ABS-MBS USGA US N 2 2029-01-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 31292L5F8 456696.70 OU Other Units USD 491366.53 0.0408212756213 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 312945KW7 213129.22 OU Other Units USD 236180.08 0.0196211413543 Long ABS-MBS USGA US N 2 2041-02-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 31293KS98 194.00 OU Other Units USD 215.86 0.0000179330093 Long ABS-MBS USGA US N 2 2029-02-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 31298V7G6 2128.20 OU Other Units USD 2497.69 0.0002075006857 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 8.00 N N N N N N FREDDIE MAC N/A 31287XC53 5529.03 OU Other Units USD 6159.07 0.0005116772891 Long ABS-MBS USGA US N 2 2032-08-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 31298QCU0 595.61 OU Other Units USD 662.73 0.000055057645 Long ABS-MBS USGA US N 2 2031-06-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 31292SB41 231075.10 OU Other Units USD 256233.42 0.0212871134328 Long ABS-MBS USGA US N 2 2044-03-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 31298M3T2 2535.11 OU Other Units USD 2824.33 0.0002346369692 Long ABS-MBS USGA US N 2 2031-05-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 31292HDP6 276.39 OU Other Units USD 331.45 0.000027535884 Long ABS-MBS USGA US N 2 2030-06-01 Fixed 8.50 N N N N N N FREDDIE MAC N/A 31298TW32 875.43 OU Other Units USD 975.05 0.0000810042653 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 31288AX26 712.53 OU Other Units USD 813.34 0.0000675698776 Long ABS-MBS USGA US N 2 2032-06-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 31288HEK2 5058.62 OU Other Units USD 5902.86 0.0004903921213 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 31288DWY1 9009.68 OU Other Units USD 10473.32 0.000870092398 Long ABS-MBS USGA US N 2 2032-12-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 31287SCS4 2908.60 OU Other Units USD 3241.50 0.0002692942169 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 31288DGQ6 3450.94 OU Other Units USD 3994.36 0.0003318395953 Long ABS-MBS USGA US N 2 2032-12-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 31288BGU1 4890.85 OU Other Units USD 5446.78 0.0004525023461 Long ABS-MBS USGA US N 2 2032-11-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 31288DKG3 4645.61 OU Other Units USD 5465.27 0.0004540384405 Long ABS-MBS USGA US N 2 2032-12-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 31335GNV3 399.56 OU Other Units USD 443.75 0.0000368654353 Long ABS-MBS USGA US N 2 2026-05-01 Fixed 8.00 N N N N N N FREDDIE MAC N/A 31298XBQ5 1476.09 OU Other Units USD 1644.44 0.0001366152034 Long ABS-MBS USGA US N 2 2031-11-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 31288HNJ5 19418.45 OU Other Units USD 21410.76 0.0017787425106 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 3128P73Q4 280510.80 OU Other Units USD 300383.38 0.0249549613137 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 31335GLP8 819.72 OU Other Units USD 911.77 0.0000757471504 Long ABS-MBS USGA US N 2 2025-08-01 Fixed 7.50 N N N N N N FREDDIE MAC N/A 31335HXC2 3535.46 OU Other Units USD 3865.42 0.0003211276421 Long ABS-MBS USGA US N 2 2023-05-01 Fixed 5.00 N N N N N N FREDDIE MAC N/A 31335H7D9 8067.10 OU Other Units USD 8819.99 0.0007327386396 Long ABS-MBS USGA US N 2 2025-04-01 Fixed 5.00 N N N N N N FREDDIE MAC N/A 3128P73S0 203566.52 OU Other Units USD 218003.05 0.018111047552 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3128P8BF7 179757.72 OU Other Units USD 194333.84 0.0161446797061 Long ABS-MBS USGA US N 2 2035-06-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3128P74X8 89182.44 OU Other Units USD 96369.39 0.0080060834234 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 3128P74C4 75816.10 OU Other Units USD 81982.06 0.0068108266699 Long ABS-MBS USGA US N 2 2033-08-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3128E2B96 488.64 OU Other Units USD 543.61 0.0000451615083 Long ABS-MBS USGA US N 2 2022-06-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 3128P7ZN6 368738.39 OU Other Units USD 394885.06 0.0328058809235 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3128P8BY6 70872.74 OU Other Units USD 75317.99 0.0062571954769 Long ABS-MBS USGA US N 2 2035-11-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 31283GZR1 271.80 OU Other Units USD 307.05 0.0000255088043 Long ABS-MBS USGA US N 2 2027-08-01 Fixed 7.50 N N N N N N FREDDIE MAC N/A 31283HVL6 6638.69 OU Other Units USD 7778.64 0.0006462263666 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 3128LXDY3 3564.58 OU Other Units USD 3811.23 0.0003166256974 Long ABS-MBS USGA US N 2 2035-09-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 3128E4C26 13838.70 OU Other Units USD 15256.24 0.001267443222 Long ABS-MBS USGA US N 2 2027-05-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 3128M4S46 13820.24 OU Other Units USD 15973.21 0.0013270069655 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 3128LXML1 40629.10 OU Other Units USD 46646.01 0.0038752123203 Long ABS-MBS USGA US N 2 2036-04-01 Fixed 5.00 N N N N N N FREDDIE MAC N/A 3128M4WL3 24033.02 OU Other Units USD 27810.39 0.0023104048119 Long ABS-MBS USGA US N 2 2037-06-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 3128M5DC1 41060.70 OU Other Units USD 47154.33 0.0039174420399 Long ABS-MBS USGA US N 2 2037-09-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 3128M5NN6 30471.11 OU Other Units USD 35880.87 0.0029808763812 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 31283HMD4 2859.17 OU Other Units USD 2969.89 0.0002467296627 Long ABS-MBS USGA US N 2 2031-05-01 Fixed 7.00 N N N N N N FREDDIE MAC N/A 3128LXKW9 23230.77 OU Other Units USD 27421.38 0.0022780870135 Long ABS-MBS USGA US N 2 2036-03-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 3128M5WR7 22673.46 OU Other Units USD 26399.79 0.0021932163428 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 3128M9U91 13365.40 OU Other Units USD 14891.31 0.0012371259187 Long ABS-MBS USGA US N 2 2043-10-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 3128P76A6 121379.87 OU Other Units USD 131014.82 0.0108843231094 Long ABS-MBS USGA US N 2 2034-06-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 3128M7VA1 44466.49 OU Other Units USD 52268.98 0.0043423520096 Long ABS-MBS USGA US N 2 2038-06-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 3128M9GZ9 1915.00 OU Other Units USD 2253.64 0.0001872257347 Long ABS-MBS USGA US N 2 2039-07-01 Fixed 6.00 N N N N N N FREDDIE MAC N/A 3128M55N6 19985.77 OU Other Units USD 23070.96 0.0019166670082 Long ABS-MBS USGA US N 2 2038-03-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 3128M7E51 1454.11 OU Other Units USD 1595.23 0.0001325269824 Long ABS-MBS USGA US N 2 2039-03-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 3128MJJF8 27175.17 OU Other Units USD 31099.80 0.0025836792497 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 5.00 N N N N N N FREDDIE MAC N/A 3128MJDE7 34598.41 OU Other Units USD 40203.51 0.0033399885064 Long ABS-MBS USGA US N 2 2035-12-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 3128MJLW8 432467.17 OU Other Units USD 480620.46 0.0399285239613 Long ABS-MBS USGA US N 2 2039-04-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 3128MJB41 43102.68 OU Other Units USD 50357.69 0.0041835676987 Long ABS-MBS USGA US N 2 2035-05-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 3128MJTZ3 152242.48 OU Other Units USD 166862.30 0.0138624255484 Long ABS-MBS USGA US N 2 2044-01-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 3128MJJY7 55895.97 OU Other Units USD 64217.75 0.0053350204225 Long ABS-MBS USGA US N 2 2038-07-01 Fixed 5.50 N N N N N N FREDDIE MAC N/A 3128MJPG9 221381.22 OU Other Units USD 246328.12 0.0204642104536 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 3128MJRZ5 641159.83 OU Other Units USD 695241.32 0.057758589188 Long ABS-MBS USGA US N 2 2042-08-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3128MCJK2 21758.55 OU Other Units USD 23096.66 0.0019188020881 Long ABS-MBS USGA US N 2 2024-09-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 3128M4HW6 60254.72 OU Other Units USD 66377.88 0.0055144776235 Long ABS-MBS USGA US N 2 2037-01-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 3128MDNZ2 114344.86 OU Other Units USD 120938.65 0.0100472247568 Long ABS-MBS USGA US N 2 2028-02-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3128MJDD9 38822.31 OU Other Units USD 44508.66 0.0036976476142 Long ABS-MBS USGA US N 2 2035-12-01 Fixed 5.00 N N N N N N FREDDIE MAC N/A 3128MD5C3 192270.17 OU Other Units USD 201039.27 0.0167017469655 Long ABS-MBS USGA US N 2 2029-01-01 Fixed 2.00 N N N N N N FREDDIE MAC N/A 3128M9VU3 515780.73 OU Other Units USD 555252.59 0.0461287402213 Long ABS-MBS USGA US N 2 2043-10-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3128MMQM8 719133.19 OU Other Units USD 756862.44 0.0628778892829 Long ABS-MBS USGA US N 2 2028-03-01 Fixed 2.50 N N N N N N FREDDIE MAC N/A 3128MJU99 118902.74 OU Other Units USD 131644.34 0.010936621766 Long ABS-MBS USGA US N 2 2044-09-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 3128MMM67 183661.70 OU Other Units USD 192815.14 0.0160185106093 Long ABS-MBS USGA US N 2 2026-03-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3128MJWA4 118579.40 OU Other Units USD 126554.62 0.0105137829069 Long ABS-MBS USGA US N 2 2045-05-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3128MMSX2 575009.77 OU Other Units USD 605013.57 0.050262735021 Long ABS-MBS USGA US N 2 2029-12-01 Fixed 2.50 N N N N N N FREDDIE MAC N/A 3128MMSL8 207470.33 OU Other Units USD 218139.70 0.0181224000292 Long ABS-MBS USGA US N 2 2029-08-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3128MMSY0 129865.38 OU Other Units USD 136549.43 0.0113441221117 Long ABS-MBS USGA US N 2 2029-12-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3128MMTP8 110341.97 OU Other Units USD 116115.17 0.0096465043282 Long ABS-MBS USGA US N 2 2030-06-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3128MMUL5 185219.65 OU Other Units USD 194901.79 0.0161918633096 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 2.50 N N N N N N FREDDIE MAC N/A 31307CSY5 104324.38 OU Other Units USD 109810.16 0.0091227027762 Long ABS-MBS USGA US N 2 2028-06-01 Fixed 2.50 N N N N N N FREDDIE MAC N/A 3128PWN87 9756.18 OU Other Units USD 10237.44 0.0008504961864 Long ABS-MBS USGA US N 2 2021-09-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3128MMUM3 168181.12 OU Other Units USD 176949.48 0.0147004385791 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3128MMNY5 399342.41 OU Other Units USD 419929.14 0.0348864688959 Long ABS-MBS USGA US N 2 2026-10-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3128MMRF2 349904.29 OU Other Units USD 368274.20 0.0305951295103 Long ABS-MBS USGA US N 2 2028-10-01 Fixed 2.50 N N N N N N FREDDIE MAC N/A 31307NWQ3 40654.60 OU Other Units USD 42946.15 0.0035678389124 Long ABS-MBS USGA US N 2 2030-08-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3128PS5B9 144838.58 OU Other Units USD 151998.45 0.0126275809251 Long ABS-MBS USGA US N 2 2025-11-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3128PQVW8 99736.34 OU Other Units USD 105552.86 0.0087690189046 Long ABS-MBS USGA US N 2 2025-01-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 31307JQB2 57427.71 OU Other Units USD 60365.45 0.0050149827511 Long ABS-MBS USGA US N 2 2029-10-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 31307ERM8 19434.11 OU Other Units USD 20452.12 0.0016991015394 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 2.50 N N N N N N FREDDIE MAC N/A 3132J2KY8 273288.29 OU Other Units USD 292629.85 0.0243108210115 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3132JBBX0 265939.24 OU Other Units USD 286213.05 0.0237777322775 Long ABS-MBS USGA US N 2 2043-07-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3132JAYG4 26209.44 OU Other Units USD 28171.86 0.0023404346686 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 31307EMG6 111390.30 OU Other Units USD 116475.25 0.0096764187078 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 2.00 N N N N N N FREDDIE MAC N/A 3132GDA36 158569.48 OU Other Units USD 176223.04 0.014640088096 Long ABS-MBS USGA US N 2 2041-04-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 3132GKXV3 301709.95 OU Other Units USD 331536.75 0.0275430910004 Long ABS-MBS USGA US N 2 2041-11-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 3132JM5V7 216689.37 OU Other Units USD 234737.95 0.0195013334663 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 31307EWR1 47970.05 OU Other Units USD 50488.81 0.0041944607598 Long ABS-MBS USGA US N 2 2028-10-01 Fixed 2.50 N N N N N N FREDDIE MAC N/A 3132JNRZ2 37360.17 OU Other Units USD 40115.03 0.0033326378501 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3132JPYS5 10395.00 OU Other Units USD 11581.96 0.0009621949248 Long ABS-MBS USGA US N 2 2043-10-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 3132M3YW1 92674.77 OU Other Units USD 102045.89 0.0084776702265 Long ABS-MBS USGA US N 2 2043-12-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 3132M7MX3 91190.23 OU Other Units USD 100191.07 0.0083235772759 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 3132KETA3 41645.24 OU Other Units USD 44488.40 0.0036959644735 Long ABS-MBS USGA US N 2 2029-07-01 Fixed 2.50 N N N N N N FREDDIE MAC N/A 3132FCAC9 47221.08 OU Other Units USD 55434.43 0.0046053282179 Long ABS-MBS USGA US N 2 2036-11-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31365EJZ7 7912.91 OU Other Units USD 8462.34 0.0007030261372 Long ABS-MBS USGA US N 2 2027-04-01 Fixed 7.50 N N N N N N FREDDIE MAC N/A 3132M7VP0 182122.93 OU Other Units USD 196785.85 0.0163483854328 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371KP70 5846.86 OU Other Units USD 6637.93 0.0005514595592 Long ABS-MBS USGA US N 2 2032-06-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 3132JNFM4 675778.64 OU Other Units USD 744105.14 0.0618180505928 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371KEY3 2376.34 OU Other Units USD 2843.48 0.0002362278944 Long ABS-MBS USGA US N 2 2031-11-01 Fixed 7.00 N N N N N N FREDDIE MAC N/A 3132M75U8 314659.92 OU Other Units USD 343683.84 0.0285522352514 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371MGH4 17285.25 OU Other Units USD 20382.80 0.0016933426392 Long ABS-MBS USGA US N 2 2035-10-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31374GNC7 380.69 OU Other Units USD 426.26 0.0000354124179 Long ABS-MBS USGA US N 2 2027-09-01 Fixed 7.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371GN71 1050.22 OU Other Units USD 1196.73 0.000099420783 Long ABS-MBS USGA US N 2 2028-04-01 Fixed 7.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371KWV9 9542.41 OU Other Units USD 10831.11 0.0008998165312 Long ABS-MBS USGA US N 2 2032-11-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371LDJ5 17257.06 OU Other Units USD 20378.61 0.0016929945464 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371MRR0 8353.92 OU Other Units USD 9687.25 0.0008047880311 Long ABS-MBS USGA US N 2 2036-04-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371NVY8 68612.78 OU Other Units USD 79004.18 0.0065634332216 Long ABS-MBS USGA US N 2 2038-06-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371N5J0 64572.57 OU Other Units USD 74684.42 0.0062045603583 Long ABS-MBS USGA US N 2 2038-11-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31383CUB9 98.42 OU Other Units USD 109.53 0.0000090994279 Long ABS-MBS USGA US N 2 2029-08-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31379HCB4 1874.00 OU Other Units USD 2085.83 0.000173284577 Long ABS-MBS USGA US N 2 2028-04-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31374GJK4 1123.13 OU Other Units USD 1263.12 0.0001049362675 Long ABS-MBS USGA US N 2 2027-06-01 Fixed 8.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371MT23 21379.80 OU Other Units USD 24681.69 0.0020504816848 Long ABS-MBS USGA US N 2 2036-06-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31378FB38 677.07 OU Other Units USD 679.34 0.0000564375546 Long ABS-MBS USGA US N 2 2027-09-01 Fixed 7.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31382G5G8 502.05 OU Other Units USD 558.86 0.0000464284331 Long ABS-MBS USGA US N 2 2029-03-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31385FZ33 507.87 OU Other Units USD 536.79 0.0000445949229 Long ABS-MBS USGA US N 2 2030-06-01 Fixed 7.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31382DUA0 307.96 OU Other Units USD 342.64 0.0000284655161 Long ABS-MBS USGA US N 2 2029-01-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31383SF39 2002.82 OU Other Units USD 2109.60 0.0001752593182 Long ABS-MBS USGA US N 2 2029-10-01 Fixed 7.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31388DYZ5 2527.28 OU Other Units USD 2817.57 0.0002340753684 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31386TL78 1329.30 OU Other Units USD 1478.51 0.0001228302306 Long ABS-MBS USGA US N 2 2031-04-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31385HZE5 1253.06 OU Other Units USD 1425.90 0.0001184595477 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31385SK56 1130.17 OU Other Units USD 1272.63 0.0001057263301 Long ABS-MBS USGA US N 2 2030-09-01 Fixed 7.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31380WQZ0 4862.55 OU Other Units USD 5423.86 0.0004505982204 Long ABS-MBS USGA US N 2 2028-12-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31385JRT7 19361.94 OU Other Units USD 22674.49 0.0018837294552 Long ABS-MBS USGA US N 2 2032-11-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31388WXC5 10638.28 OU Other Units USD 12314.28 0.0010230339009 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31389HWS3 4833.05 OU Other Units USD 5658.20 0.0004700664933 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31386PZU0 4078.63 OU Other Units USD 4737.92 0.0003936123573 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31389S6V1 23225.47 OU Other Units USD 25860.78 0.0021484369889 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31389SDF8 15972.28 OU Other Units USD 18104.13 0.0015040374862 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31390DD27 149.41 OU Other Units USD 166.28 0.0000138140497 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31387BR47 529.69 OU Other Units USD 589.50 0.0000489739135 Long ABS-MBS USGA US N 2 2031-05-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31389PQV5 4296.45 OU Other Units USD 4886.14 0.0004059260358 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31390NAA0 5912.96 OU Other Units USD 6391.03 0.0005309478387 Long ABS-MBS USGA US N 2 2032-07-01 Fixed 7.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31391HDP6 13671.23 OU Other Units USD 15587.28 0.0012949450445 Long ABS-MBS USGA US N 2 2032-05-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31391TXK9 5209.83 OU Other Units USD 5802.16 0.0004820262636 Long ABS-MBS USGA US N 2 2032-12-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31390TM63 42234.68 OU Other Units USD 48783.82 0.0040528152417 Long ABS-MBS USGA US N 2 2032-08-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31390ESU7 3843.46 OU Other Units USD 4402.85 0.0003657757343 Long ABS-MBS USGA US N 2 2032-05-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31401BYN9 10534.44 OU Other Units USD 11725.89 0.0009741522028 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31390REX7 11462.12 OU Other Units USD 12890.58 0.0010709111975 Long ABS-MBS USGA US N 2 2032-08-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31401HDL3 15758.15 OU Other Units USD 18304.80 0.0015207085553 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31400JQX0 7745.45 OU Other Units USD 8805.73 0.0007315539611 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31391RL75 2864.59 OU Other Units USD 3197.27 0.0002656197195 Long ABS-MBS USGA US N 2 2032-12-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402C3J9 11043.87 OU Other Units USD 12626.18 0.0010489456288 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31401JAG3 13932.44 OU Other Units USD 16288.80 0.0013532252478 Long ABS-MBS USGA US N 2 2033-07-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31401V4E8 11834.34 OU Other Units USD 13820.30 0.0011481495808 Long ABS-MBS USGA US N 2 2033-08-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31401BLH6 14482.31 OU Other Units USD 16350.23 0.0013583286702 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402EYQ5 11838.46 OU Other Units USD 12932.76 0.001074415387 Long ABS-MBS USGA US N 2 2033-08-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402ERL4 18698.64 OU Other Units USD 21816.57 0.0018124560032 Long ABS-MBS USGA US N 2 2033-07-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31403SWD4 3266.99 OU Other Units USD 3571.49 0.0002967088085 Long ABS-MBS USGA US N 2 2033-12-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31400FXC6 13692.67 OU Other Units USD 15468.85 0.0012851062309 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402UR87 34213.96 OU Other Units USD 37340.85 0.0031021671943 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31403TRY2 1254.67 OU Other Units USD 1383.47 0.000114934589 Long ABS-MBS USGA US N 2 2034-02-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31404B3M2 21434.71 OU Other Units USD 23840.65 0.0019806105732 Long ABS-MBS USGA US N 2 2034-03-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31404FRB1 27259.28 OU Other Units USD 30576.38 0.0025401950667 Long ABS-MBS USGA US N 2 2034-04-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31403V3M9 16261.65 OU Other Units USD 19017.21 0.0015798934676 Long ABS-MBS USGA US N 2 2033-12-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402YGE8 12401.91 OU Other Units USD 14238.42 0.0011828857517 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31405X3Y7 10793.35 OU Other Units USD 12083.44 0.0010038563975 Long ABS-MBS USGA US N 2 2034-11-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31405G2Y5 11326.60 OU Other Units USD 12153.84 0.001009705021 Long ABS-MBS USGA US N 2 2033-05-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31405JRL0 18449.76 OU Other Units USD 20995.68 0.0017442588939 Long ABS-MBS USGA US N 2 2034-09-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31406EJR6 99.09 OU Other Units USD 113.65 0.0000094417053 Long ABS-MBS USGA US N 2 2034-12-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31407H6Q4 9785.06 OU Other Units USD 11232.27 0.0009331437155 Long ABS-MBS USGA US N 2 2036-08-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31404JF75 8730.41 OU Other Units USD 9722.24 0.0008076948967 Long ABS-MBS USGA US N 2 2034-02-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31406NM68 64935.43 OU Other Units USD 74514.42 0.0061904372619 Long ABS-MBS USGA US N 2 2035-05-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31404SAA3 51953.28 OU Other Units USD 60380.92 0.0050162679529 Long ABS-MBS USGA US N 2 2034-08-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31407PRA8 34723.57 OU Other Units USD 39822.97 0.0033083743706 Long ABS-MBS USGA US N 2 2035-10-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31404JGQ2 9157.77 OU Other Units USD 10194.61 0.0008469379968 Long ABS-MBS USGA US N 2 2034-03-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31408JD40 87032.44 OU Other Units USD 100993.22 0.0083902175215 Long ABS-MBS USGA US N 2 2036-02-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31407XFG1 14719.25 OU Other Units USD 16869.99 0.0014015087912 Long ABS-MBS USGA US N 2 2035-11-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31409C4M4 29813.07 OU Other Units USD 33687.44 0.0027986527149 Long ABS-MBS USGA US N 2 2036-04-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31409T7L6 11452.69 OU Other Units USD 13112.73 0.0010893667614 Long ABS-MBS USGA US N 2 2036-02-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31409AXM6 33766.00 OU Other Units USD 37673.22 0.0031297795093 Long ABS-MBS USGA US N 2 2036-02-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31409JTP5 12651.42 OU Other Units USD 14311.39 0.0011889478831 Long ABS-MBS USGA US N 2 2036-06-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31408BQ27 57790.81 OU Other Units USD 66253.65 0.0055041569631 Long ABS-MBS USGA US N 2 2035-12-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410NTX6 6264.39 OU Other Units USD 7037.94 0.000584691205 Long ABS-MBS USGA US N 2 2036-07-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410GL35 40274.25 OU Other Units USD 45376.40 0.0037697368827 Long ABS-MBS USGA US N 2 2037-10-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31409JEW6 8658.32 OU Other Units USD 10029.51 0.000833221978 Long ABS-MBS USGA US N 2 2036-05-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410FYQ2 47822.00 OU Other Units USD 55268.63 0.004591554045 Long ABS-MBS USGA US N 2 2037-03-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31408DPH1 26689.59 OU Other Units USD 30706.33 0.0025509909277 Long ABS-MBS USGA US N 2 2035-12-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410PLC5 84664.75 OU Other Units USD 94079.87 0.0078158768845 Long ABS-MBS USGA US N 2 2039-03-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410GFL2 44247.62 OU Other Units USD 50686.17 0.0042108568439 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410FST3 40231.29 OU Other Units USD 46435.89 0.0038577561731 Long ABS-MBS USGA US N 2 2036-12-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410WN46 13882.23 OU Other Units USD 15999.94 0.0013292276148 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410WF45 13223.40 OU Other Units USD 14947.26 0.001241774079 Long ABS-MBS USGA US N 2 2037-04-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410UYX4 3247.38 OU Other Units USD 3744.85 0.0003111110437 Long ABS-MBS USGA US N 2 2036-09-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410TBC8 6543.18 OU Other Units USD 7614.98 0.0006326299787 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31411JPP5 39359.61 OU Other Units USD 45327.55 0.0037656785694 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31411ECY1 126012.46 OU Other Units USD 141379.34 0.0117453767258 Long ABS-MBS USGA US N 2 2036-12-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412MFU7 147123.56 OU Other Units USD 168184.16 0.0139722417611 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31411YQF3 24478.26 OU Other Units USD 28216.50 0.0023441432276 Long ABS-MBS USGA US N 2 2037-06-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412PHD6 63584.01 OU Other Units USD 68587.31 0.0056980305224 Long ABS-MBS USGA US N 2 2034-12-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412LQX1 73169.96 OU Other Units USD 84172.06 0.006992765382 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410XGB6 12218.68 OU Other Units USD 13590.17 0.0011290310622 Long ABS-MBS USGA US N 2 2036-09-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412LBL3 32536.85 OU Other Units USD 37512.32 0.0031164124139 Long ABS-MBS USGA US N 2 2036-12-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31411YTT0 12474.45 OU Other Units USD 14383.08 0.001194903676 Long ABS-MBS USGA US N 2 2037-06-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412RE78 337343.55 OU Other Units USD 357330.31 0.0296859435508 Long ABS-MBS USGA US N 2 2025-03-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412XX33 58504.88 OU Other Units USD 68138.41 0.0056607372403 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413D3F2 13590.91 OU Other Units USD 15605.05 0.0012964213234 Long ABS-MBS USGA US N 2 2037-08-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412PFG1 80640.30 OU Other Units USD 89215.06 0.0074117228819 Long ABS-MBS USGA US N 2 2039-04-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412SY90 44314.30 OU Other Units USD 50705.21 0.0042124386307 Long ABS-MBS USGA US N 2 2038-03-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412QBG3 313858.58 OU Other Units USD 348844.07 0.0289809318724 Long ABS-MBS USGA US N 2 2039-07-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413FGG1 29216.07 OU Other Units USD 33587.99 0.0027903907035 Long ABS-MBS USGA US N 2 2037-08-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413ESZ9 11204.46 OU Other Units USD 12553.76 0.0010429291898 Long ABS-MBS USGA US N 2 2037-08-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413FHN5 3615.64 OU Other Units USD 4021.48 0.0003340926446 Long ABS-MBS USGA US N 2 2037-08-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412Q4A4 1358627.60 OU Other Units USD 1516971.20 0.126025473214 Long ABS-MBS USGA US N 2 2040-01-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414AYQ9 28931.56 OU Other Units USD 33934.94 0.0028192142817 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413RGV2 28028.42 OU Other Units USD 32202.99 0.0026753290066 Long ABS-MBS USGA US N 2 2037-10-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413UUE7 14608.97 OU Other Units USD 16396.96 0.0013622108602 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414BT83 49321.59 OU Other Units USD 56654.10 0.0047066547881 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413A3V3 6874.33 OU Other Units USD 7857.02 0.0006527379448 Long ABS-MBS USGA US N 2 2037-08-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413TJP8 13225.59 OU Other Units USD 15203.64 0.0012630733698 Long ABS-MBS USGA US N 2 2037-11-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414BZU7 51098.93 OU Other Units USD 58452.81 0.0048560862862 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414BWE6 2017.67 OU Other Units USD 2322.38 0.0001929364502 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414KPD6 7740.89 OU Other Units USD 8612.02 0.0007154611081 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414H2N6 22052.79 OU Other Units USD 25419.39 0.0021117676153 Long ABS-MBS USGA US N 2 2037-12-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414KHL7 39600.51 OU Other Units USD 43957.28 0.0036518405973 Long ABS-MBS USGA US N 2 2038-03-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414GM71 3419.52 OU Other Units USD 3936.59 0.0003270402349 Long ABS-MBS USGA US N 2 2038-03-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414DQ90 155.37 OU Other Units USD 177.79 0.0000147702664 Long ABS-MBS USGA US N 2 2038-05-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414LKW7 96126.68 OU Other Units USD 111582.47 0.0092699410405 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414K6K1 17790.64 OU Other Units USD 20083.60 0.0016684859896 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414SED1 56954.96 OU Other Units USD 65124.01 0.0054103098185 Long ABS-MBS USGA US N 2 2038-04-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414MD86 81757.07 OU Other Units USD 93635.78 0.007778983203 Long ABS-MBS USGA US N 2 2038-07-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414XU67 52163.21 OU Other Units USD 59544.57 0.0049467864726 Long ABS-MBS USGA US N 2 2038-04-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414YCJ7 38402.97 OU Other Units USD 41294.31 0.0034306089389 Long ABS-MBS USGA US N 2 2038-04-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414TCL3 79007.79 OU Other Units USD 90342.27 0.0075053681493 Long ABS-MBS USGA US N 2 2038-06-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31415AWP2 31674.44 OU Other Units USD 33390.08 0.002773948927 Long ABS-MBS USGA US N 2 2023-04-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414R6U4 60103.45 OU Other Units USD 68709.24 0.0057081601055 Long ABS-MBS USGA US N 2 2038-04-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31415A4X6 32732.81 OU Other Units USD 37497.21 0.0031151571199 Long ABS-MBS USGA US N 2 2038-05-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416LMA1 41145.16 OU Other Units USD 43780.12 0.0036371226694 Long ABS-MBS USGA US N 2 2024-04-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31415A4W8 8668.66 OU Other Units USD 9115.24 0.0007572671349 Long ABS-MBS USGA US N 2 2023-05-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31415BD48 20165.81 OU Other Units USD 22255.55 0.0018489251611 Long ABS-MBS USGA US N 2 2038-07-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31415VDT9 14742.78 OU Other Units USD 16438.49 0.0013656610495 Long ABS-MBS USGA US N 2 2038-09-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416BUF3 75887.27 OU Other Units USD 80190.29 0.0066619717265 Long ABS-MBS USGA US N 2 2023-04-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416CKH8 217390.51 OU Other Units USD 248739.84 0.0206645690064 Long ABS-MBS USGA US N 2 2039-06-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31415SPB2 64714.00 OU Other Units USD 71326.88 0.0059256258819 Long ABS-MBS USGA US N 2 2038-11-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416RAK9 215932.29 OU Other Units USD 237308.37 0.0197148763449 Long ABS-MBS USGA US N 2 2039-05-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416T5H8 706646.76 OU Other Units USD 776009.83 0.0644685977192 Long ABS-MBS USGA US N 2 2039-08-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416NBC5 16819.48 OU Other Units USD 17828.36 0.0014811273316 Long ABS-MBS USGA US N 2 2024-04-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416NB50 9942.18 OU Other Units USD 11052.36 0.0009181973257 Long ABS-MBS USGA US N 2 2039-08-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417FSA7 299338.28 OU Other Units USD 322163.87 0.0267644198975 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416XBY5 819754.43 OU Other Units USD 911989.87 0.0757654165966 Long ABS-MBS USGA US N 2 2040-11-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418T3C9 220338.40 OU Other Units USD 247797.73 0.0205863012986 Long ABS-MBS USGA US N 2 2040-06-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417F3F3 257430.07 OU Other Units USD 277030.68 0.023014888181 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417QUF9 12307.18 OU Other Units USD 13030.27 0.0010825162289 Long ABS-MBS USGA US N 2 2024-11-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417TP51 57341.65 OU Other Units USD 65971.97 0.0054807558232 Long ABS-MBS USGA US N 2 2039-12-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417GZP4 259682.30 OU Other Units USD 279475.01 0.0232179558759 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417W2V2 85510.05 OU Other Units USD 96204.32 0.0079923698968 Long ABS-MBS USGA US N 2 2040-02-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418UHM9 192019.69 OU Other Units USD 214383.43 0.0178103402457 Long ABS-MBS USGA US N 2 2040-05-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417VTQ6 55773.71 OU Other Units USD 62092.45 0.0051584567948 Long ABS-MBS USGA US N 2 2040-01-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418U2D5 246227.29 OU Other Units USD 260954.32 0.021679311819 Long ABS-MBS USGA US N 2 2025-06-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138A9C28 922524.27 OU Other Units USD 1014494.24 0.0842811759833 Long ABS-MBS USGA US N 2 2041-03-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31419E2E8 764472.14 OU Other Units USD 839393.92 0.0697343601388 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138AALD1 6481.23 OU Other Units USD 7210.27 0.0005990078709 Long ABS-MBS USGA US N 2 2041-04-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31419LZU0 8786.46 OU Other Units USD 9523.90 0.0007912173971 Long ABS-MBS USGA US N 2 2040-12-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418XGC6 9731.53 OU Other Units USD 11183.28 0.0009290737715 Long ABS-MBS USGA US N 2 2040-08-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138AT4H0 23085.70 OU Other Units USD 25417.20 0.0021115856766 Long ABS-MBS USGA US N 2 2042-06-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138E6J80 25581.67 OU Other Units USD 27668.14 0.0022985871033 Long ABS-MBS USGA US N 2 2042-01-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ABBC2 213380.17 OU Other Units USD 226608.70 0.0188259794595 Long ABS-MBS USGA US N 2 2026-03-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ECM75 1710587.92 OU Other Units USD 1838475.29 0.1527350805437 Long ABS-MBS USGA US N 2 2042-08-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EADR5 398003.31 OU Other Units USD 418317.31 0.0347525628346 Long ABS-MBS USGA US N 2 2027-03-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ELVP5 16327.08 OU Other Units USD 18117.14 0.0015051183185 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EJTK4 24883.59 OU Other Units USD 26876.71 0.0022328374435 Long ABS-MBS USGA US N 2 2042-08-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EKW68 219496.19 OU Other Units USD 237329.32 0.0197166168089 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138LR6X5 1301640.48 OU Other Units USD 1412270.12 0.1173272176683 Long ABS-MBS USGA US N 2 2042-06-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138MDTS1 387947.98 OU Other Units USD 420761.64 0.0349556305296 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138M4XT4 213896.96 OU Other Units USD 225230.13 0.018711451948 Long ABS-MBS USGA US N 2 2027-08-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138M9X97 23757.76 OU Other Units USD 25436.13 0.0021131583249 Long ABS-MBS USGA US N 2 2042-12-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138M3QJ6 1442691.54 OU Other Units USD 1516445.90 0.1259818328462 Long ABS-MBS USGA US N 2 2027-07-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138MCWG5 416667.07 OU Other Units USD 448475.78 0.0372580391767 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WAQM2 203537.36 OU Other Units USD 214929.01 0.0178556654158 Long ABS-MBS USGA US N 2 2028-12-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W9AB6 225317.79 OU Other Units USD 235540.75 0.019568027712 Long ABS-MBS USGA US N 2 2028-07-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138MCHE7 474585.30 OU Other Units USD 510699.88 0.0424274330635 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W5GH5 12763.41 OU Other Units USD 13738.52 0.0011413555407 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W62D7 23632.06 OU Other Units USD 25992.26 0.0021593599577 Long ABS-MBS USGA US N 2 2043-07-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138M5L80 281693.69 OU Other Units USD 305532.70 0.0253827515643 Long ABS-MBS USGA US N 2 2042-08-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WC2F9 158683.53 OU Other Units USD 171779.69 0.0142709477416 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138MN4K3 26414.38 OU Other Units USD 27780.86 0.0023079515469 Long ABS-MBS USGA US N 2 2027-11-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W9KR0 254889.06 OU Other Units USD 274154.80 0.0227759685905 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WDY88 381258.55 OU Other Units USD 406686.00 0.033786268058 Long ABS-MBS USGA US N 2 2045-01-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WE3S6 14245.71 OU Other Units USD 14957.34 0.0012426114955 Long ABS-MBS USGA US N 2 2030-07-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WCQG1 274531.16 OU Other Units USD 297141.10 0.0246856022967 Long ABS-MBS USGA US N 2 2044-08-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W9L99 84099.91 OU Other Units USD 88388.53 0.0073430572181 Long ABS-MBS USGA US N 2 2028-09-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W9LS7 316681.38 OU Other Units USD 331069.90 0.0275043064854 Long ABS-MBS USGA US N 2 2028-09-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WDAD3 26163.61 OU Other Units USD 27482.62 0.0022831746513 Long ABS-MBS USGA US N 2 2029-10-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WDTN1 334001.65 OU Other Units USD 356189.02 0.0295911285587 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WMFC0 200043.15 OU Other Units USD 213437.92 0.017731790076 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WQNL2 148626.13 OU Other Units USD 158578.37 0.0131742211854 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WFF27 456682.73 OU Other Units USD 480463.46 0.0399154808664 Long ABS-MBS USGA US N 2 2030-08-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WBS30 29406.25 OU Other Units USD 32549.40 0.0027041077232 Long ABS-MBS USGA US N 2 2044-05-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WTUT1 241342.52 OU Other Units USD 258829.51 0.021502788899 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WRP38 647590.86 OU Other Units USD 697057.79 0.0579094961343 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138X0XW3 30324.87 OU Other Units USD 32355.67 0.0026880132087 Long ABS-MBS USGA US N 2 2043-07-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138XCBN1 5254.21 OU Other Units USD 5753.74 0.0004780036735 Long ABS-MBS USGA US N 2 2044-01-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138X5G92 16027.59 OU Other Units USD 17210.09 0.0014297632916 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138X4CU2 93867.84 OU Other Units USD 100989.75 0.0083899292442 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138XDUX6 38019.01 OU Other Units USD 40229.04 0.0033421094632 Long ABS-MBS USGA US N 2 2029-01-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WTUP9 178649.87 OU Other Units USD 192272.68 0.0159734446396 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138X3YG1 53276.36 OU Other Units USD 56843.25 0.0047223688098 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WPGY4 653620.72 OU Other Units USD 703289.74 0.0584272280779 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y6LV4 372675.51 OU Other Units USD 399740.28 0.0332092382173 Long ABS-MBS USGA US N 2 2044-11-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138XRHX0 10269.02 OU Other Units USD 11430.86 0.0009496419844 Long ABS-MBS USGA US N 2 2044-04-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138XK4K7 201168.40 OU Other Units USD 211193.69 0.0175453460962 Long ABS-MBS USGA US N 2 2029-02-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138XJDF1 22657.49 OU Other Units USD 24725.00 0.0020540797512 Long ABS-MBS USGA US N 2 2044-02-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y5WF9 16447.00 OU Other Units USD 17922.81 0.0014889739578 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138XRGL7 149804.07 OU Other Units USD 166777.62 0.0138553905848 Long ABS-MBS USGA US N 2 2044-03-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138XDCF5 49963.13 OU Other Units USD 54987.39 0.004568189459 Long ABS-MBS USGA US N 2 2043-12-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y9EL8 7590.61 OU Other Units USD 8323.13 0.0006914609828 Long ABS-MBS USGA US N 2 2044-09-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y9EX2 7018.08 OU Other Units USD 7571.65 0.0006290302507 Long ABS-MBS USGA US N 2 2044-11-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y8QB9 40124.45 OU Other Units USD 42183.63 0.0035044910098 Long ABS-MBS USGA US N 2 2029-12-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YBSA2 12571.27 OU Other Units USD 13652.49 0.0011342084232 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y9QE1 16152.86 OU Other Units USD 16958.97 0.001408900986 Long ABS-MBS USGA US N 2 2030-01-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y9CK2 9130.00 OU Other Units USD 9581.74 0.0007960225729 Long ABS-MBS USGA US N 2 2029-12-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y2VQ3 18321.48 OU Other Units USD 19241.78 0.0015985500779 Long ABS-MBS USGA US N 2 2029-12-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YGHP0 14646.48 OU Other Units USD 15611.25 0.0012969364011 Long ABS-MBS USGA US N 2 2045-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YBSR5 187386.42 OU Other Units USD 200972.00 0.0166961583731 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140E2F48 33961.87 OU Other Units USD 36350.71 0.0030199092965 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YHV23 22938.75 OU Other Units USD 23976.23 0.0019918741579 Long ABS-MBS USGA US N 2 2030-05-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140E03P8 410197.17 OU Other Units USD 435581.73 0.0361868397018 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140E0EV3 556060.97 OU Other Units USD 590858.24 0.0490867521403 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y6ZB3 167306.39 OU Other Units USD 175672.04 0.0145943126484 Long ABS-MBS USGA US N 2 2029-11-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y9NP9 371000.36 OU Other Units USD 389947.37 0.0323956722664 Long ABS-MBS USGA US N 2 2030-01-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YLBG5 16855.93 OU Other Units USD 17724.59 0.0014725064274 Long ABS-MBS USGA US N 2 2030-03-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140E8MX3 513565.98 OU Other Units USD 546038.32 0.0453632459673 Long ABS-MBS USGA US N 2 2046-02-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140E0JE6 34550.08 OU Other Units USD 37641.78 0.0031271675672 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YNE94 22774.75 OU Other Units USD 23922.66 0.001987423721 Long ABS-MBS USGA US N 2 2030-05-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140EBDV0 627935.80 OU Other Units USD 668937.18 0.0555733191638 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418AMZ8 361708.41 OU Other Units USD 386181.95 0.032082852328 Long ABS-MBS USGA US N 2 2032-12-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418ADR6 58361.51 OU Other Units USD 62965.65 0.0052309996639 Long ABS-MBS USGA US N 2 2032-03-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418AXY9 266568.61 OU Other Units USD 296755.64 0.0246535794219 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418AKP2 178212.59 OU Other Units USD 192598.61 0.0160005219384 Long ABS-MBS USGA US N 2 2032-10-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418AXZ6 84386.37 OU Other Units USD 91064.73 0.0075653879858 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BHY5 148342.95 OU Other Units USD 157618.59 0.0130944855064 Long ABS-MBS USGA US N 2 2034-10-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418APY8 342801.17 OU Other Units USD 367026.00 0.0304914327522 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BD37 163823.53 OU Other Units USD 176988.30 0.0147036636297 Long ABS-MBS USGA US N 2 2034-06-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BJ98 66951.48 OU Other Units USD 71156.31 0.0059114554316 Long ABS-MBS USGA US N 2 2034-11-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418A6X1 481714.11 OU Other Units USD 520656.27 0.0432545804486 Long ABS-MBS USGA US N 2 2044-02-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BRH1 330043.95 OU Other Units USD 350924.92 0.0291538027258 Long ABS-MBS USGA US N 2 2035-06-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202EWD7 20792.97 OU Other Units USD 24052.42 0.0019982037974 Long ABS-MBS USGA US N 2 2038-09-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202DP96 3752.74 OU Other Units USD 4142.41 0.0003441391507 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BMN3 70129.18 OU Other Units USD 75328.72 0.0062580868935 Long ABS-MBS USGA US N 2 2035-02-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202CHP1 120.61 OU Other Units USD 131.71 0.0000109420766 Long ABS-MBS USGA US N 2 2025-07-01 Fixed 8.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417YUM7 258745.96 OU Other Units USD 279122.29 0.0231886529433 Long ABS-MBS USGA US N 2 2030-12-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MSB7 470398.56 OU Other Units USD 493383.84 0.0409888677597 Long ABS-MBS USGA US N 2 2027-11-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36178DZN4 395496.06 OU Other Units USD 426035.11 0.0353937347944 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36241LGS9 39815.69 OU Other Units USD 46058.23 0.0038263812992 Long ABS-MBS USGA US N 2 2039-09-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MXC9 204260.79 OU Other Units USD 212750.43 0.0176746754435 Long ABS-MBS USGA US N 2 2028-01-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BNE2 212985.85 OU Other Units USD 223962.06 0.0186061044491 Long ABS-MBS USGA US N 2 2030-02-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179M5L0 450195.51 OU Other Units USD 480708.74 0.0399358580022 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NDP0 269461.15 OU Other Units USD 286396.17 0.0237929453446 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NAH1 27685.87 OU Other Units USD 29013.37 0.0024103448264 Long ABS-MBS USGA US N 2 2028-04-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NMP0 52556.99 OU Other Units USD 55050.59 0.0045734399278 Long ABS-MBS USGA US N 2 2028-09-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MQS2 41887.54 OU Other Units USD 47125.26 0.0039150269905 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NTG3 43627.80 OU Other Units USD 49661.13 0.0041256995575 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NM88 21997.26 OU Other Units USD 23378.00 0.0019421749818 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NXB9 19925.43 OU Other Units USD 20871.33 0.0017339282643 Long ABS-MBS USGA US N 2 2029-01-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QL82 222499.49 OU Other Units USD 253094.65 0.0210263537199 Long ABS-MBS USGA US N 2 2044-08-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179N2K3 17389.51 OU Other Units USD 18974.97 0.0015763842935 Long ABS-MBS USGA US N 2 2044-02-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RQ51 117381.59 OU Other Units USD 133591.86 0.011098415958 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179M5P1 271149.30 OU Other Units USD 298901.38 0.0248318411442 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RTB5 13688.83 OU Other Units USD 15092.18 0.0012538136032 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36207EHF4 9689.70 OU Other Units USD 9729.40 0.0008082897283 Long ABS-MBS USGA US N 2 2026-12-01 Fixed 7.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36206JBT0 1296.19 OU Other Units USD 1301.51 0.000108125595 Long ABS-MBS USGA US N 2 2027-10-01 Fixed 7.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179N5W4 227771.59 OU Other Units USD 249040.39 0.02068953781 Long ABS-MBS USGA US N 2 2044-03-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 362191N95 481.24 OU Other Units USD 483.36 0.0000401561168 Long ABS-MBS USGA US N 2 2023-02-01 Fixed 9.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36206JBB9 178.66 OU Other Units USD 196.03 0.0000162855916 Long ABS-MBS USGA US N 2 2027-10-01 Fixed 7.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36204QDD9 1446.12 OU Other Units USD 1594.25 0.0001324455669 Long ABS-MBS USGA US N 2 2024-02-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36208TYT1 4505.69 OU Other Units USD 4952.34 0.0004114257357 Long ABS-MBS USGA US N 2 2028-01-01 Fixed 7.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36207REA9 3087.48 OU Other Units USD 3139.49 0.0002608195283 Long ABS-MBS USGA US N 2 2026-10-01 Fixed 8.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36209PQQ3 1495.62 OU Other Units USD 1647.96 0.0001369076346 Long ABS-MBS USGA US N 2 2028-11-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NF94 378891.02 OU Other Units USD 417714.71 0.0347025006118 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36211EQL5 1850.78 OU Other Units USD 2160.23 0.0001794655086 Long ABS-MBS USGA US N 2 2029-12-01 Fixed 8.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36210BYF6 89863.87 OU Other Units USD 99867.44 0.0082966910543 Long ABS-MBS USGA US N 2 2039-03-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36213CVF4 11999.94 OU Other Units USD 13885.30 0.0011535495882 Long ABS-MBS USGA US N 2 2035-08-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36212C6U0 1783.18 OU Other Units USD 1798.93 0.000149449775 Long ABS-MBS USGA US N 2 2030-11-01 Fixed 7.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36211LY48 192.49 OU Other Units USD 193.27 0.000016056299 Long ABS-MBS USGA US N 2 2030-05-01 Fixed 8.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36211DU32 1323.58 OU Other Units USD 1329.02 0.0001104110443 Long ABS-MBS USGA US N 2 2029-07-01 Fixed 7.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36213WET9 8809.65 OU Other Units USD 10034.23 0.0008336141016 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36213DG44 3079.66 OU Other Units USD 3736.65 0.000310429812 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 7.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QBG5 373933.61 OU Other Units USD 407412.34 0.0338466102334 Long ABS-MBS USGA US N 2 2044-04-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36213UZY9 27848.46 OU Other Units USD 31773.88 0.0026396798191 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36213JPM1 2918.88 OU Other Units USD 3217.02 0.000267260491 Long ABS-MBS USGA US N 2 2031-06-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36201FA56 5524.30 OU Other Units USD 6179.19 0.0005133487991 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36213FZ48 409113.73 OU Other Units USD 436649.02 0.0362755069931 Long ABS-MBS USGA US N 2 2042-01-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36201A2R8 1465.79 OU Other Units USD 1616.07 0.0001342583079 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36201GAH8 11466.09 OU Other Units USD 12921.67 0.0010734940626 Long ABS-MBS USGA US N 2 2032-10-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36201KAL0 9550.28 OU Other Units USD 10903.76 0.000905852078 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36213XCD4 8009.34 OU Other Units USD 8829.21 0.0007335046099 Long ABS-MBS USGA US N 2 2031-09-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36201QTL7 11810.00 OU Other Units USD 13144.73 0.0010920252266 Long ABS-MBS USGA US N 2 2032-10-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36200DPX5 8434.32 OU Other Units USD 9289.96 0.0007717823549 Long ABS-MBS USGA US N 2 2033-03-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36201JEQ8 2188.51 OU Other Units USD 2499.02 0.0002076111781 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36201KFA9 5819.86 OU Other Units USD 6413.57 0.0005328203951 Long ABS-MBS USGA US N 2 2032-08-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36201M4K5 11904.97 OU Other Units USD 12870.41 0.0010692355337 Long ABS-MBS USGA US N 2 2032-08-01 Fixed 7.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36200MWW9 9264.44 OU Other Units USD 10504.39 0.0008726736015 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36200NVV0 12437.43 OU Other Units USD 14670.28 0.0012187634011 Long ABS-MBS USGA US N 2 2034-10-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36200JUT5 7825.57 OU Other Units USD 8641.57 0.0007179160346 Long ABS-MBS USGA US N 2 2033-03-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36201YL53 29979.54 OU Other Units USD 34235.00 0.0028441423775 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36200NLL3 12883.05 OU Other Units USD 14787.84 0.0012285299376 Long ABS-MBS USGA US N 2 2034-05-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36290R2Q5 15534.45 OU Other Units USD 17688.24 0.0014694865771 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202SBX5 4260.49 OU Other Units USD 4750.97 0.0003946965126 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202SST6 14871.33 OU Other Units USD 17038.71 0.001415525549 Long ABS-MBS USGA US N 2 2033-03-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36290UMF0 1083.23 OU Other Units USD 1201.48 0.0000998153989 Long ABS-MBS USGA US N 2 2037-12-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36290T6V6 89306.48 OU Other Units USD 95271.08 0.0079148390823 Long ABS-MBS USGA US N 2 2042-02-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36291AES4 944.35 OU Other Units USD 1071.78 0.0000890403072 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36291FN46 33980.45 OU Other Units USD 37026.22 0.003076028666 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36290YER5 9802.90 OU Other Units USD 11341.75 0.0009422389896 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36291NTW1 26393.95 OU Other Units USD 30813.70 0.0025599109093 Long ABS-MBS USGA US N 2 2036-01-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36290VZN7 63515.31 OU Other Units USD 71273.77 0.0059212136604 Long ABS-MBS USGA US N 2 2034-11-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36290SGE5 10302.30 OU Other Units USD 12048.47 0.0010009511935 Long ABS-MBS USGA US N 2 2033-08-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36291P3M6 17349.32 OU Other Units USD 19954.46 0.0016577574209 Long ABS-MBS USGA US N 2 2038-07-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36291HUV4 2984.69 OU Other Units USD 3490.97 0.0002900194454 Long ABS-MBS USGA US N 2 2034-06-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36291XAD1 26203.51 OU Other Units USD 28831.73 0.0023952547133 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36295DX87 85355.65 OU Other Units USD 97660.73 0.0081133641249 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36291X6Q7 28075.84 OU Other Units USD 32243.19 0.0026786687035 Long ABS-MBS USGA US N 2 2035-09-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36291FVS4 857.13 OU Other Units USD 1002.28 0.0000832664531 Long ABS-MBS USGA US N 2 2034-03-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36295NM20 33021.48 OU Other Units USD 37911.01 0.003149534398 Long ABS-MBS USGA US N 2 2038-06-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36295FH49 24398.63 OU Other Units USD 26942.75 0.0022383238511 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36295EFS1 12375.27 OU Other Units USD 13644.32 0.0011335296838 Long ABS-MBS USGA US N 2 2038-07-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36295PNE8 18251.10 OU Other Units USD 20799.99 0.0017280015484 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36296HYL7 86686.46 OU Other Units USD 98280.16 0.0081648245342 Long ABS-MBS USGA US N 2 2038-09-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36296YXD9 354630.91 OU Other Units USD 394513.08 0.0327749779271 Long ABS-MBS USGA US N 2 2039-03-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36295XYV1 28605.36 OU Other Units USD 33456.88 0.0027794984731 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36296GR78 19206.67 OU Other Units USD 22133.77 0.0018388080395 Long ABS-MBS USGA US N 2 2038-06-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36297CXV6 265286.82 OU Other Units USD 303112.97 0.0251817275644 Long ABS-MBS USGA US N 2 2039-02-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36295ERB5 26284.69 OU Other Units USD 29485.93 0.0024496037112 Long ABS-MBS USGA US N 2 2037-03-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620A2XA9 35897.06 OU Other Units USD 39923.39 0.0033167169667 Long ABS-MBS USGA US N 2 2039-06-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36297CXR5 69948.34 OU Other Units USD 76984.44 0.006395639206 Long ABS-MBS USGA US N 2 2039-01-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36296XEB6 22463.52 OU Other Units USD 26280.13 0.0021832753445 Long ABS-MBS USGA US N 2 2038-11-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36296P6H9 83017.25 OU Other Units USD 95311.63 0.0079182078562 Long ABS-MBS USGA US N 2 2038-11-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36297A4A8 108869.76 OU Other Units USD 124992.41 0.0103839991282 Long ABS-MBS USGA US N 2 2039-02-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36296QV48 446198.26 OU Other Units USD 499633.15 0.0415080419207 Long ABS-MBS USGA US N 2 2039-06-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36297HQP6 1913.37 OU Other Units USD 2126.97 0.0001767023663 Long ABS-MBS USGA US N 2 2039-06-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620AQM26 135766.29 OU Other Units USD 154024.50 0.0127958991568 Long ABS-MBS USGA US N 2 2040-04-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620AWCZ1 224372.52 OU Other Units USD 239370.79 0.0198862160885 Long ABS-MBS USGA US N 2 2041-11-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620ACV84 236768.58 OU Other Units USD 263188.62 0.0218649308438 Long ABS-MBS USGA US N 2 2040-01-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620AR3D1 493436.15 OU Other Units USD 545499.65 0.0453184948595 Long ABS-MBS USGA US N 2 2041-02-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620A56D6 120624.44 OU Other Units USD 133002.01 0.0110494129675 Long ABS-MBS USGA US N 2 2039-06-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36225BPM4 6169.71 OU Other Units USD 7481.58 0.0006215475019 Long ABS-MBS USGA US N 2 2031-09-01 Fixed 7.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620AR3T6 146886.71 OU Other Units USD 157757.81 0.0131060514915 Long ABS-MBS USGA US N 2 2041-02-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36241KK56 35216.42 OU Other Units USD 41884.79 0.0034796642679 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620AR4C2 176979.29 OU Other Units USD 195218.54 0.0162181779612 Long ABS-MBS USGA US N 2 2041-02-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36241KTB4 41886.66 OU Other Units USD 48990.72 0.0040700038808 Long ABS-MBS USGA US N 2 2038-06-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36241K4Q8 86010.23 OU Other Units USD 95643.29 0.0079457611865 Long ABS-MBS USGA US N 2 2039-04-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36241KXR4 25803.60 OU Other Units USD 30193.68 0.0025084014845 Long ABS-MBS USGA US N 2 2038-11-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36177UJN5 100997.91 OU Other Units USD 106790.08 0.0088718034769 Long ABS-MBS USGA US N 2 2042-09-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179DW63 20304.06 OU Other Units USD 22098.41 0.0018358704354 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36178GHS6 54531.12 OU Other Units USD 57266.44 0.0047575261813 Long ABS-MBS USGA US N 2 2028-02-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36178WCU1 183752.65 OU Other Units USD 194783.27 0.0161820170191 Long ABS-MBS USGA US N 2 2042-09-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36178YRE7 105422.41 OU Other Units USD 112415.71 0.0093391641512 Long ABS-MBS USGA US N 2 2042-11-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36225BSS8 4924.10 OU Other Units USD 6071.84 0.0005044304791 Long ABS-MBS USGA US N 2 2032-03-01 Fixed 8.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36183BCF3 4566.38 OU Other Units USD 4818.68 0.0004003216588 Long ABS-MBS USGA US N 2 2044-09-01 Fixed 3.50 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DQ7 120000.00 PA USD 150700.39 0.0125197419458 Long DBT CORP US N 2 2047-05-03 Fixed 4.05 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36178GFP4 104216.75 OU Other Units USD 110671.73 0.0091942794594 Long ABS-MBS USGA US N 2 2042-07-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3617A4AK4 15779.29 OU Other Units USD 16821.56 0.0013974853703 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36181CXZ6 263228.97 OU Other Units USD 286437.28 0.0237963606416 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36184CR80 15250.49 OU Other Units USD 16327.68 0.001356455283 Long ABS-MBS USGA US N 2 2045-03-01 Fixed 4.00 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAE6 300000.00 PA USD 311707.83 0.0258957630707 Long DBT CORP US N 2 2023-04-25 Variable 2.776 N N N N N N SHERWIN-WILLIAMS CO/THE Z15BMIOX8DDH0X2OBP21 824348AX4 100000.00 PA USD 134187.95 0.0111479373493 Long DBT CORP US N 2 2047-06-01 Fixed 4.50 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGM5 160000.00 PA USD 201981.36 0.0167800130117 Long DBT CORP US N 2 2038-04-24 Variable 4.244 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SJT5 283551.49 OU Other Units USD 303143.12 0.0251842323371 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36184FSP4 112749.49 OU Other Units USD 119071.15 0.0098920783894 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 3.00 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140AX8 110000.00 PA USD 125084.07 0.0103916139695 Long DBT CORP US N 2 2027-05-11 Fixed 3.15 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828X47 375000.00 PA USD 386455.08 0.0321055431592 Long DBT UST US N 2 2022-04-30 Fixed 1.875 N N N N N N RAYTHEON TECHNOLOGIES CORP 549300JUQ1YDAUW4BB42 913017CR8 110000.00 PA USD 123012.99 0.0102195547787 Long DBT CORP US N 2 2027-05-04 Fixed 3.125 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36186S6R4 62086.38 OU Other Units USD 65495.94 0.0054412086611 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.00 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAC9 180000.00 PA USD 205487.47 0.0170712902435 Long DBT CORP US N 2 2025-03-31 Fixed 5.875 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140AY6 80000.00 PA USD 105280.56 0.0087463970273 Long DBT CORP US N 2 2047-05-11 Fixed 4.10 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828X70 1185000.00 PA USD 1266723.34 0.1052356223735 Long DBT UST US N 2 2024-04-30 Fixed 2.00 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBE2 420000.00 PA USD 481720.25 0.0400198912563 Long DBT CORP US N 2 2027-05-15 Fixed 3.49 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAC7 500000.00 PA USD 565314.77 0.0469646763261 Long DBT CORP US N 2 2027-05-01 Fixed 3.15 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AS5 600000.00 PA USD 686937.49 0.057068731592 Long DBT CORP US N 2 2027-03-15 Fixed 5.00 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CR9 200000.00 PA USD 229239.57 0.019044544345 Long DBT CORP US N 2 2027-05-11 Fixed 3.20 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WB4G7 10071.15 OU Other Units USD 10826.82 0.0008994601307 Long ABS-MBS USGA US N 2 2044-06-01 Fixed 4.50 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525AV5 120000.00 PA USD 161933.43 0.0134529496307 Long DBT CORP US N 2 2047-05-20 Fixed 4.30 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RX8 2465000.00 PA USD 3504247.85 0.2911225299172 Long DBT UST US N 2 2047-05-15 Fixed 3.00 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAU9 200000.00 PA USD 227323.59 0.0188853704028 Long DBT CORP GB N 2 2028-01-10 Fixed 4.337 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SGL5 457012.07 OU Other Units USD 487465.88 0.0404972211751 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3617A0DM5 96227.15 OU Other Units USD 101553.45 0.0084367597702 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FLCM8 266507.80 OU Other Units USD 279983.44 0.0232601947341 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 2.50 N N N N N N WILLIAMS COS INC/THE D71FAKCBLFS2O0RBPG08 96949LAD7 150000.00 PA USD 164521.40 0.0136679505114 Long DBT CORP US N 2 2027-06-15 Fixed 3.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828X88 4030000.00 PA USD 4570901.56 0.3797369601439 Long DBT UST US N 2 2027-05-15 Fixed 2.375 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J6GK7 267546.61 OU Other Units USD 285355.23 0.0237064671332 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SQX8 179406.92 OU Other Units USD 193713.84 0.0160931719429 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828XT2 2135000.00 PA USD 2285117.19 0.189840766403 Long DBT UST US N 2 2024-05-31 Fixed 2.00 N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FCRM2 347632.56 OU Other Units USD 369857.39 0.0307266562453 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CFD1 291479.76 OU Other Units USD 309689.13 0.0257280554551 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410LAQ5 79559.00 OU Other Units USD 83505.52 0.0069373912134 Long ABS-MBS USGA US N 2 2025-08-01 Fixed 3.50 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAE9 500000.00 PA USD 509940.82 0.0423643726075 Long DBT CORP JP N 2 2021-09-13 Fixed 2.273 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179R7K9 41375.46 OU Other Units USD 44682.19 0.0037120639725 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJQ68 110049.01 OU Other Units USD 119909.82 0.0099617526084 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CAF1 121533.99 OU Other Units USD 129054.66 0.0107214788237 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 3.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828XX3 905000.00 PA USD 969711.04 0.0805607203992 Long DBT UST US N 2 2024-06-30 Fixed 2.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828XR6 535000.00 PA USD 550882.81 0.0457657118445 Long DBT UST US N 2 2022-05-31 Fixed 1.75 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDS0 330000.00 PA USD 490681.53 0.0407643678506 Long DBT CORP US N 2 2049-04-15 Fixed 5.012 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AJ6 150000.00 PA USD 185674.12 0.0154252558233 Long DBT CORP US N 2 2047-07-15 Fixed 4.85 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FDET9 132290.35 OU Other Units USD 140725.62 0.0116910676048 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.00 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AS2 300000.00 PA USD 309116.21 0.0256804589588 Long DBT CORP US N 2 2027-07-13 Fixed 4.00 N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RZU6 332121.12 OU Other Units USD 358973.78 0.0298224781696 Long ABS-MBS USGA US N 2 2046-02-01 Fixed 4.00 N N N N N N FHLMC MULTIFAMILY STRUCTURED P N/A 3137BQYS0 1300000.00 OU Other Units USD 1424592.26 0.1183509045548 Long ABS-MBS USGA US N 2 2026-05-01 Fixed 2.525 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LM1 500000.00 PA USD 521801.43 0.0433497169488 Long DBT CORP US N 2 2023-07-24 Variable 2.876 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FRH57 373102.41 OU Other Units USD 396430.88 0.0329343030696 Long ABS-MBS USGA US N 2 2047-02-01 Fixed 3.00 N N N N N N KROGER CO/THE 6CPEOKI6OYJ13Q6O7870 501044DJ7 300000.00 PA USD 350277.42 0.0291000103441 Long DBT CORP US N 2 2027-08-01 Fixed 3.70 N N N N N N CHURCH & DWIGHT CO INC POOXSI30AWAQGYJZC921 171340AL6 300000.00 PA USD 374578.03 0.0311188330314 Long DBT CORP US N 2 2047-08-01 Fixed 3.95 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LP4 500000.00 PA USD 568863.95 0.047259531686 Long DBT CORP US N 2 2028-07-24 Variable 3.668 N N N N N N CROWN CASTLE INTERNATIONAL CORP 54930012H97VSM0I2R19 22822VAG6 270000.00 PA USD 294610.56 0.0244753725303 Long DBT CORP US N 2 2024-09-01 Fixed 3.20 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RXF1 136853.95 OU Other Units USD 150871.79 0.01253398135 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WKTU9 22577.74 OU Other Units USD 23974.80 0.0019917553577 Long ABS-MBS USGA US N 2 2047-05-01 Fixed 3.00 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAN0 180000.00 PA USD 194627.38 0.0161690661397 Long DBT CORP US N 2 2027-10-01 Fixed 4.20 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VEA8 220000.00 PA USD 288342.38 0.0239546307056 Long DBT CORP US N 2 2033-08-10 Fixed 4.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128282N9 1140000.00 PA USD 1228817.58 0.1020865241299 Long DBT UST US N 2 2024-07-31 Fixed 2.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128282P4 2300000.00 PA USD 2380455.08 0.1977611558623 Long DBT UST US N 2 2022-07-31 Fixed 1.875 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBZ3 60000.00 PA USD 77814.36 0.0064645865009 Long DBT CORP US N 2 2047-08-15 Fixed 4.00 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAP5 90000.00 PA USD 96723.56 0.0080355068177 Long DBT CORP US N 2 2038-04-01 Fixed 5.15 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAU7 300000.00 PA USD 303601.61 0.025222322328 Long DBT CORP US N 2 2023-02-10 Fixed 3.50 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAR6 110000.00 PA USD 138567.82 0.0115118039734 Long DBT CORP US N 2 2047-09-01 Fixed 3.75 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAM7 100000.00 PA USD 114249.19 0.0094914842378 Long DBT CORP US N 2 2027-05-18 Fixed 3.00 N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CM4 50000.00 PA USD 65973.83 0.0054809103465 Long DBT CORP US N 2 2048-01-15 Fixed 3.50 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAJ1 55000.00 PA USD 72843.45 0.0060516180246 Long DBT CORP US N 2 2047-09-15 Fixed 3.65 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J5LM9 82396.90 OU Other Units USD 86991.78 0.0072270193661 Long ABS-MBS USGA US N 2 2031-11-01 Fixed 3.50 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752AD5 450000.00 PA USD 596815.77 0.0495816860833 Long DBT CORP US N 2 2047-12-01 Fixed 4.375 N N N N N N BANCO SANTANDER SA 259400LGXW3K0GDAG361 05964HAF2 400000.00 PA USD 445928.08 0.0370463838083 Long DBT CORP ES N 2 2028-02-23 Fixed 3.80 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RY6 1470000.00 PA USD 2006262.89 0.1666743772749 Long DBT UST US N 2 2047-08-15 Fixed 2.75 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BP6 160000.00 PA USD 206938.10 0.0171918042864 Long DBT CORP US N 2 2047-10-15 Fixed 4.03 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CD6 300000.00 PA USD 330235.56 0.02743499199 Long DBT USGSE ID N 2 2028-01-11 Fixed 3.50 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CE4 300000.00 PA USD 361415.47 0.0300253265412 Long DBT USGSE ID N 2 2048-01-11 Fixed 4.35 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128283J7 800000.00 PA USD 866671.87 0.0720005314129 Long DBT UST US N 2 2024-11-30 Fixed 2.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128283C2 1340000.00 PA USD 1396583.59 0.1160240272279 Long DBT UST US N 2 2022-10-31 Fixed 2.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128283F5 3040000.00 PA USD 3442978.11 0.2860324214318 Long DBT UST US N 2 2027-11-15 Fixed 2.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 1445000.00 PA USD 1975670.60 0.1641328604525 Long DBT UST US N 2 2047-11-15 Fixed 2.75 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHA0 75000.00 PA USD 97286.20 0.0080822492821 Long DBT CORP US N 2 2049-01-23 Variable 3.946 N N N N N N FREDDIE MAC N/A 3128MJZ45 35426.40 OU Other Units USD 37858.67 0.0031451861459 Long ABS-MBS USGA US N 2 2047-05-01 Fixed 4.00 N N N N N N VEREIT OPERATING PARTNER 5493005TQOUJE1LCS698 92340LAC3 500000.00 PA USD 535935.20 0.0445239086886 Long DBT CORP US N 2 2027-08-15 Fixed 3.95 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAH2 300000.00 PA USD 333514.73 0.0277074157189 Long DBT CORP US N 2 2027-01-15 Fixed 3.875 N N N N N N FREDDIE MAC N/A 31335BAU0 221785.99 OU Other Units USD 242078.22 0.0201111413521 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TCX1 558629.13 OU Other Units USD 594593.60 0.0493970747829 Long ABS-MBS USGA US N 2 2047-07-01 Fixed 3.50 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCJ8 75000.00 PA USD 93975.74 0.0078072260726 Long DBT CORP US N 2 2038-03-01 Fixed 3.90 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38141GWV2 150000.00 PA USD 173401.86 0.0144057128195 Long DBT CORP US N 2 2029-04-23 Variable 3.814 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAM8 135000.00 PA USD 153739.80 0.0127722471242 Long DBT CORP US N 2 2029-01-23 Variable 3.509 N N N N N N FREDDIE MAC N/A 3128MJ3B4 488699.34 OU Other Units USD 521394.86 0.0433159403177 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 4.00 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBQ5 75000.00 PA USD 87184.52 0.0072430316343 Long DBT CORP US N 2 2048-02-15 Fixed 4.25 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 180000.00 PA USD 208920.39 0.017356487067 Long DBT CORP US N 2 2029-01-24 Variable 3.772 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TCY9 875026.85 OU Other Units USD 943184.28 0.0783569557649 Long ABS-MBS USGA US N 2 2047-07-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 3132WLAL0 158073.58 OU Other Units USD 171802.63 0.0142728535289 Long ABS-MBS USGA US N 2 2047-02-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140GQ4H6 73880.51 OU Other Units USD 78924.81 0.0065568393972 Long ABS-MBS USGA US N 2 2047-08-01 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128283U2 2055000.00 PA USD 2170513.48 0.1803198296938 Long DBT UST US N 2 2023-01-31 Fixed 2.375 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VEN0 387000.00 PA USD 434743.38 0.0361171920674 Long DBT CORP US N 2 2025-02-15 Fixed 3.376 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 105000.00 PA USD 111966.24 0.0093018235151 Long DBT CORP US N 2 2038-04-15 Fixed 4.50 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAP6 500000.00 PA USD 583859.41 0.0485053100782 Long DBT CORP US N 2 2028-03-01 Fixed 4.30 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SA7 2370000.00 PA USD 3388590.83 0.2815140873337 Long DBT UST US N 2 2048-02-15 Fixed 3.00 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AN0 250000.00 PA USD 309792.61 0.025736652267 Long DBT CORP US N 2 2048-04-15 Fixed 4.60 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CG7 110000.00 PA USD 132568.53 0.0110134007333 Long DBT CORP US N 2 2028-04-17 Fixed 4.20 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BN3 100000.00 PA USD 131294.44 0.0109075531106 Long DBT CORP US N 2 2048-04-01 Fixed 5.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128283P3 160000.00 PA USD 174453.12 0.0144930483859 Long DBT UST US N 2 2024-12-31 Fixed 2.25 N N N N N N FREDDIE MAC N/A 3128MJZZ6 85535.12 OU Other Units USD 92564.25 0.007689963665 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 4.50 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CX6 640000.00 PA USD 760802.04 0.0632051795796 Long DBT CORP US N 2 2028-03-25 Fixed 4.30 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AL4 500000.00 PA USD 585614.18 0.0486510911712 Long DBT CORP US N 2 2028-04-13 Fixed 4.00 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 550000.00 PA USD 759022.12 0.0630573090991 Long DBT CORP US N 2 2048-03-25 Fixed 5.05 N N N N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746AH1 95000.00 PA USD 113104.86 0.0093964166915 Long DBT CORP US N 2 2028-05-15 Fixed 4.20 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128284D9 2120000.00 PA USD 2254239.06 0.1872755028402 Long DBT UST US N 2 2023-03-31 Fixed 2.50 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAR7 200000.00 PA USD 235386.41 0.019555205602 Long DBT CORP US N 2 2029-04-23 Variable 4.005 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DL8 460000.00 PA USD 598422.83 0.0497151958671 Long DBT CORP US N 2 2048-04-01 Fixed 4.75 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BD3 105000.00 PA USD 146400.98 0.0121625597002 Long DBT USGSE UY N 2 2055-04-20 Fixed 4.975 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CW8 400000.00 PA USD 454882.34 0.0377902772018 Long DBT CORP US N 2 2025-03-25 Fixed 4.10 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38141GWZ3 200000.00 PA USD 236758.95 0.019669232159 Long DBT CORP US N 2 2029-05-01 Variable 4.223 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 500000.00 PA USD 643495.88 0.0534597313306 Long DBT CORP US N 2 2038-03-25 Fixed 4.78 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHG7 150000.00 PA USD 174821.42 0.0145236456588 Long DBT CORP US N 2 2029-03-05 Variable 3.97 N N N N N N FANNIEMAE-ACES N/A 3136AY7L1 1000000.00 OU Other Units USD 1137033.40 0.0944613663695 Long ABS-MBS USGA US N 2 2027-12-01 Variable 2.984706 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128284M9 1500000.00 PA USD 1688701.17 0.1402922903654 Long DBT UST US N 2 2025-04-30 Fixed 2.875 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TV51 398961.80 OU Other Units USD 423581.98 0.0351899360214 Long ABS-MBS USGA US N 2 2048-04-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TNR2 579887.65 OU Other Units USD 617484.75 0.0512988037091 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TUA1 399585.05 OU Other Units USD 424849.01 0.0352951971202 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.50 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 86765BAV1 110000.00 PA USD 110658.36 0.0091931687194 Long DBT CORP US N 2 2047-10-01 Fixed 5.40 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128282Y5 950000.00 PA USD 1026797.85 0.0853033234523 Long DBT UST US N 2 2024-09-30 Fixed 2.125 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TLS2 937617.28 OU Other Units USD 994964.43 0.0826586972263 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 3.50 N N N N N N CORNING INC 549300X2937PB0CJ7I56 219350BF1 50000.00 PA USD 62628.63 0.0052030010408 Long DBT CORP US N 2 2057-11-15 Fixed 4.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128282S8 2375000.00 PA USD 2449589.84 0.2035046669088 Long DBT UST US N 2 2022-08-31 Fixed 1.625 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TG66 84657.78 OU Other Units USD 92326.28 0.0076701938224 Long ABS-MBS USGA US N 2 2047-09-01 Fixed 4.50 N N N N N N CAMPBELL SOUP CO 5493007JDSMX8Z5Z1902 134429BG3 80000.00 PA USD 94081.00 0.0078159707616 Long DBT CORP US N 2 2028-03-15 Fixed 4.15 N N N N N N CONCHO RESOURCES INC SYHS7HRDXLL4I0IQ8776 20605PAJ0 60000.00 PA USD 72444.67 0.0060184885636 Long DBT CORP US N 2 2047-10-01 Fixed 4.875 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAP5 115000.00 PA USD 124734.04 0.0103625345141 Long DBT CORP US N 2 2058-04-15 Fixed 4.90 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DK0 90000.00 PA USD 106239.71 0.0088260803678 Long DBT CORP US N 2 2028-04-01 Fixed 4.20 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508BD5 80000.00 PA USD 111488.85 0.0092621633682 Long DBT CORP US N 2 2048-05-15 Fixed 4.15 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LW9 100000.00 PA USD 116788.63 0.0097024533898 Long DBT CORP US N 2 2029-04-23 Variable 4.075 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAR0 350000.00 PA USD 400823.04 0.0332991907104 Long DBT CORP US N 2 2028-03-20 Fixed 3.95 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128284A5 2105000.00 PA USD 2240838.28 0.1861622057381 Long DBT UST US N 2 2023-02-28 Fixed 2.625 N N N N N N GLAXOSMITHKLINE CAP INC 5493007Q8VD7Q3ZYZS59 377372AN7 125000.00 PA USD 150944.58 0.0125400285276 Long DBT CORP US N 2 2028-05-15 Fixed 3.875 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FPFH7 313383.24 OU Other Units USD 331664.78 0.0275537273535 Long ABS-MBS USGA US N 2 2047-07-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TUC7 124208.02 OU Other Units USD 133744.71 0.0111111142832 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TJZ9 40772.52 OU Other Units USD 44223.88 0.0036739889355 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 4.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SC3 1475000.00 PA USD 2157562.02 0.1792438607662 Long DBT UST US N 2 2048-05-15 Fixed 3.125 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CM43 29630.36 OU Other Units USD 31473.14 0.0026146952308 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 3.00 N N N N N N WELLS FARGO COMMERCIAL MORTGAG 549300AGZIS1CJS4RM30 95001JAX5 900000.00 OU Other Units USD 1068211.26 0.0887438268663 Long ABS-MBS CORP US N 2 2051-05-01 Fixed 4.212 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CP99 110098.72 OU Other Units USD 116622.54 0.0096886551247 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 3.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128284N7 3981000.00 PA USD 4725260.37 0.3925606327852 Long DBT UST US N 2 2028-05-15 Fixed 2.875 N N N N N N GLAXOSMITHKLINE CAP INC 5493007Q8VD7Q3ZYZS59 377372AL1 140000.00 PA USD 151583.37 0.0125930973083 Long DBT CORP US N 2 2023-05-15 Fixed 3.375 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TG41 265616.24 OU Other Units USD 282519.99 0.0234709237935 Long ABS-MBS USGA US N 2 2047-09-01 Fixed 3.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128284L1 2110000.00 PA USD 2262068.35 0.1879259370588 Long DBT UST US N 2 2023-04-30 Fixed 2.75 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CUB8 269082.84 OU Other Units USD 286388.82 0.0237923347283 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CR89 528636.58 OU Other Units USD 559279.55 0.0464632881281 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CU69 94649.77 OU Other Units USD 100354.53 0.0083371570484 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3128MJ3X6 31127.69 OU Other Units USD 32837.90 0.0027280754485 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140H5ZC8 336955.86 OU Other Units USD 356921.95 0.0296520182118 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CVZ4 284203.18 OU Other Units USD 301043.44 0.0250097971431 Long ABS-MBS USGA US N 2 2048-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CXF6 283072.70 OU Other Units USD 299845.98 0.0249103157138 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HEDV1 33565.90 OU Other Units USD 35254.77 0.002928861848 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3132XWY88 133832.34 OU Other Units USD 141630.24 0.0117662207545 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 3.50 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBM1 180000.00 PA USD 244979.87 0.0203522018378 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TQN8 313425.83 OU Other Units USD 331939.81 0.0275765760311 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TNQ4 245178.62 OU Other Units USD 259661.25 0.0215718873941 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TNS0 462342.00 OU Other Units USD 496160.72 0.0412195627235 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TLT0 478790.83 OU Other Units USD 515314.90 0.042810835253 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TQQ1 233730.75 OU Other Units USD 250756.79 0.0208321312371 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 4.00 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HAY5 60000.00 PA USD 80938.54 0.0067241341198 Long DBT CORP CA N 2 2048-05-15 Fixed 4.875 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHC6 744000.00 PA USD 784587.54 0.0651812084542 Long DBT CORP US N 2 2023-12-20 Variable 3.004 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128284S6 1500000.00 PA USD 1611298.83 0.1338619332654 Long DBT UST US N 2 2023-05-31 Fixed 2.75 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TEZ4 172521.61 OU Other Units USD 183383.09 0.0152349238381 Long ABS-MBS USGA US N 2 2047-08-01 Fixed 3.50 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBK5 225000.00 PA USD 273295.81 0.022704606246 Long DBT CORP GB N 2 2028-05-30 Fixed 4.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128284R8 810000.00 PA USD 913496.49 0.0758905821228 Long DBT UST US N 2 2025-05-31 Fixed 2.875 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818EY0 105000.00 PA USD 126489.92 0.0105084078226 Long DBT CORP US N 2 2028-09-10 Fixed 3.95 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBL3 60000.00 PA USD 77859.38 0.0064683266291 Long DBT CORP GB N 2 2038-05-30 Fixed 5.00 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BF2 195000.00 PA USD 253492.44 0.0210594009346 Long DBT CORP US N 2 2037-08-22 Fixed 3.875 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BG4 120000.00 PA USD 150507.83 0.0125037446315 Long DBT CORP US N 2 2047-12-08 Fixed 3.734 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TV44 191978.93 OU Other Units USD 203319.07 0.0168911459955 Long ABS-MBS USGA US N 2 2048-04-01 Fixed 3.00 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDL3 80000.00 PA USD 109860.40 0.0091268765665 Long DBT CORP US N 2 2048-06-15 Fixed 4.25 N N N N N N ORACLE CORP 529900MIMKY9RU60Z323 68389XBQ7 160000.00 PA USD 202111.07 0.0167907889342 Long DBT CORP US N 2 2047-11-15 Fixed 4.00 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BC9 650000.00 PA USD 752467.25 0.0625127499186 Long DBT CORP US N 2 2027-08-22 Fixed 3.15 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCK5 60000.00 PA USD 78404.88 0.0065136451531 Long DBT CORP US N 2 2048-03-01 Fixed 4.00 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EC3 180000.00 PA USD 251440.29 0.0208889143922 Long DBT CORP US N 2 2048-06-29 Fixed 4.05 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TSF3 405467.47 OU Other Units USD 429418.32 0.0356748018583 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 3.00 N N N N N N CONCHO RESOURCES INC SYHS7HRDXLL4I0IQ8776 20605PAK7 200000.00 PA USD 227140.56 0.0188701648126 Long DBT CORP US N 2 2028-08-15 Fixed 4.30 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TXW0 176067.68 OU Other Units USD 189937.02 0.0157794049263 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TQP3 380792.95 OU Other Units USD 404407.53 0.0335969795204 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 3.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128284U1 2170000.00 PA USD 2327960.74 0.1934000816114 Long DBT UST US N 2 2023-06-30 Fixed 2.625 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135AW6 210000.00 PA USD 220988.97 0.0183591089398 Long DBT CORP US N 2 2023-02-22 Fixed 2.40 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CXN9 456757.75 OU Other Units USD 484451.69 0.0402468111995 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Y20 1409000.00 PA USD 1442436.23 0.119833328719 Long DBT UST US N 2 2021-07-15 Fixed 2.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828XZ8 828000.00 PA USD 930351.80 0.0772908713432 Long DBT UST US N 2 2025-06-30 Fixed 2.75 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAV8 150000.00 PA USD 179222.62 0.0148892843161 Long DBT CORP US N 2 2029-07-23 Variable 4.203 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHM4 180000.00 PA USD 214487.94 0.0178190226269 Long DBT CORP US N 2 2029-07-23 Variable 4.271 N N N N N N ALIBABA GROUP HOLDING LTD 529900GE9653COPX1I86 01609WAU6 400000.00 PA USD 495163.17 0.0411366892248 Long DBT CORP KY N 2 2037-12-06 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TT96 354775.12 OU Other Units USD 375731.59 0.0312146673788 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TUD5 136446.95 OU Other Units USD 149272.05 0.0124010796901 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 5.00 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MD0 150000.00 PA USD 211074.65 0.0175354566057 Long DBT CORP US N 2 2048-07-23 Fixed 4.65 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DG2 90000.00 PA USD 116547.58 0.0096824276699 Long DBT CORP US N 2 2047-11-13 Fixed 3.75 N N N N N N FREDDIE MAC N/A 3128MJ4B3 171381.49 OU Other Units USD 181887.82 0.0151107012363 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 3128MJ2R0 282250.73 OU Other Units USD 299020.13 0.0248417065424 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179T4P7 344497.13 OU Other Units USD 367154.86 0.0305021380592 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 4.00 N N N N N N ALLEGION US HOLDING CO 5493002B66JX7J7SXI33 01748NAD6 400000.00 PA USD 425827.48 0.0353764855091 Long DBT CORP US N 2 2024-10-01 Fixed 3.20 N N N N N N APTIV PLC N/A 03835VAD8 400000.00 PA USD 460627.48 0.0382675664128 Long DBT CORP JE N 2 2026-01-15 Fixed 4.25 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 05531FBE2 300000.00 PA USD 343345.95 0.0285241643512 Long DBT CORP US N 2 2025-06-05 Fixed 3.70 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392FR4 200000.00 PA USD 254068.93 0.021107294016 Long DBT CORP US N 2 2047-12-01 Fixed 3.70 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167EG4 90000.00 PA USD 104129.43 0.0086507645572 Long DBT CORP XX N 2 2028-01-19 Fixed 2.75 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TZ40 72315.12 OU Other Units USD 76772.52 0.0063780335202 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 3.50 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167EH2 500000.00 PA USD 533147.04 0.0442922766158 Long DBT CORP XX N 2 2023-03-17 Fixed 2.75 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAR0 110000.00 PA USD 119503.21 0.0099279726542 Long DBT CORP US N 2 2028-01-15 Fixed 3.50 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAE3 300000.00 PA USD 311439.75 0.0258734917784 Long DBT CORP US N 2 2027-03-15 Fixed 3.90 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DE7 160000.00 PA USD 167832.15 0.0139429978131 Long DBT CORP US N 2 2023-01-13 Fixed 2.40 N N N N N N BMW VEHICLE OWNER TRUST N/A 09659QAE7 1000000.00 OU Other Units USD 1024247.80 0.0850914728529 Long ABS-MBS CORP US N 2 2024-06-25 Fixed 2.51 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CRC0 256976.65 OU Other Units USD 271935.04 0.0225915575058 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 3.50 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAD1 760000.00 PA USD 781473.31 0.0649224874519 Long DBT CORP US N 2 2022-01-15 Fixed 3.00 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LU3 60000.00 PA USD 73417.34 0.0060992951056 Long DBT CORP US N 2 2039-01-24 Variable 3.878 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659AP6 445000.00 PA USD 567122.20 0.047114832256 Long DBT CORP US N 2 2048-07-15 Fixed 3.80 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HK2 50000.00 PA USD 67216.30 0.0055841310732 Long DBT CORP US N 2 2048-03-01 Fixed 4.30 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAL0 200000.00 PA USD 259838.88 0.0215866443683 Long DBT CORP US N 2 2048-11-15 Variable 3.964 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Y61 2180000.00 PA USD 2351164.05 0.1953277438656 Long DBT UST US N 2 2023-07-31 Fixed 2.75 N N N N N N PROVINCE OF ALBERTA CANADA LQPXMHHNJKIPJYE53543 013051EA1 80000.00 PA USD 93585.17 0.0077747786741 Long DBT USGSE CA N 2 2028-03-15 Fixed 3.30 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TLV5 78088.04 OU Other Units USD 86213.68 0.0071623771232 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 5.00 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAE1 200000.00 PA USD 238632.23 0.0198248587118 Long DBT CORP US N 2 2028-07-15 Fixed 3.80 N N N N N N CALIFORNIA ST 549300X618YEC5LGBQ98 13063DGC6 100000.00 PA USD 116864.00 0.0097087149061 Long DBT MUN US N 2 2028-04-01 Fixed 3.50 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785HP4 305000.00 PA USD 323293.86 0.026858296119 Long DBT CORP XX N 2 2023-03-15 Fixed 2.50 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HJ5 200000.00 PA USD 237861.64 0.0197608403775 Long DBT CORP US N 2 2028-03-01 Fixed 3.80 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154CF4 500000.00 PA USD 507564.75 0.0421669757511 Long DBT USGSE KR N 2 2021-10-21 Fixed 1.875 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526BX6 290000.00 PA USD 299522.83 0.0248834693692 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUS N/A 12532CBA2 500000.00 OU Other Units USD 560047.10 0.0465270539082 Long ABS-MBS CORP US N 2 2050-06-01 Fixed 3.5719 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785HM1 500000.00 PA USD 561987.08 0.0466882216993 Long DBT CORP XX N 2 2027-05-24 Fixed 2.375 N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CYL2 227541.86 OU Other Units USD 239651.95 0.0199095740284 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3128MDER0 202882.49 OU Other Units USD 213327.64 0.0177226283403 Long ABS-MBS USGA US N 2 2027-05-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3128MJYX2 129858.64 OU Other Units USD 138579.72 0.0115127925901 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 2.50 N N N N N N FREDDIE MAC N/A 3128MMXF5 79911.84 OU Other Units USD 83927.03 0.0069724090155 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3128MJTY6 63396.93 OU Other Units USD 68262.38 0.0056710363006 Long ABS-MBS USGA US N 2 2044-01-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3128MMV42 35700.85 OU Other Units USD 37328.28 0.003101122916 Long ABS-MBS USGA US N 2 2032-03-01 Fixed 2.00 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAT6 300000.00 PA USD 383315.24 0.0318446945539 Long DBT CORP US N 2 2047-09-20 Fixed 5.20 N N N N N N FREDDIE MAC N/A 3128P77K3 184718.27 OU Other Units USD 196276.88 0.016306101713 Long ABS-MBS USGA US N 2 2034-12-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3128MMU35 173830.29 OU Other Units USD 182905.48 0.0151952454143 Long ABS-MBS USGA US N 2 2031-05-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3128P8FJ5 33254.83 OU Other Units USD 35345.28 0.0029363811507 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3128P8DH1 110565.86 OU Other Units USD 116770.15 0.0097009181262 Long ABS-MBS USGA US N 2 2036-11-01 Fixed 2.50 N N N N N N FREDDIE MAC N/A 31292GWC6 699.06 OU Other Units USD 781.56 0.0000649296894 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 3128P8D65 55556.61 OU Other Units USD 58992.83 0.004900949548 Long ABS-MBS USGA US N 2 2037-04-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3128MJZA1 112155.61 OU Other Units USD 119687.88 0.0099433144907 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 2.50 N N N N N N FREDDIE MAC N/A 3128MJZV5 19154.21 OU Other Units USD 20440.54 0.0016981395073 Long ABS-MBS USGA US N 2 2047-02-01 Fixed 2.50 N N N N N N FREDDIE MAC N/A 31292SCC2 98225.98 OU Other Units USD 106707.33 0.008864928852 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 3128P7B69 9740.77 OU Other Units USD 10443.47 0.0008676125484 Long ABS-MBS USGA US N 2 2026-01-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 31292GWG7 647.61 OU Other Units USD 723.91 0.0000601402981 Long ABS-MBS USGA US N 2 2028-09-01 Fixed 6.50 N N N N N N FREDDIE MAC N/A 3132J4DH9 78948.67 OU Other Units USD 85266.56 0.0070836931995 Long ABS-MBS USGA US N 2 2035-02-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 31307SRR6 583884.18 OU Other Units USD 614532.87 0.0510535702637 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 2.50 N N N N N N FREDDIE MAC N/A 31307UX78 201531.38 OU Other Units USD 212115.27 0.0176219082324 Long ABS-MBS USGA US N 2 2032-11-01 Fixed 2.50 N N N N N N FREDDIE MAC N/A 3132L6NM9 28399.72 OU Other Units USD 31047.81 0.0025793600745 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 3128PTGS8 146031.01 OU Other Units USD 153429.68 0.0127464832734 Long ABS-MBS USGA US N 2 2025-12-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3132XUSK2 125152.17 OU Other Units USD 135192.50 0.0112313923873 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 3132WMY32 38523.03 OU Other Units USD 41603.21 0.0034562714357 Long ABS-MBS USGA US N 2 2047-05-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 3132Y0KF6 191942.97 OU Other Units USD 203304.45 0.0168899314092 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 3.50 N N N N N N FANNIEMAE-ACES N/A 3136AX7E9 975000.00 OU Other Units USD 1094224.37 0.0909049189804 Long ABS-MBS USGA US N 2 2027-06-01 Variable 3.078509 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SSN8 42109.53 OU Other Units USD 44843.72 0.0037254834064 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 2.50 N N N N N N INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 4581X0DA3 225000.00 PA USD 237621.40 0.01974088195 Long DBT CORP XX N 2 2023-01-18 Fixed 2.50 N N N N N N IND & COMM BK CHINA/NY 5493002ERZU2K9PZDL40 45580KAG3 500000.00 PA USD 509447.04 0.0423233508279 Long DBT CORP CN N 2 2021-10-20 Fixed 2.452 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 313376C94 1500000.00 PA USD 1551182.39 0.1288676375273 Long DBT UST US N 2 2021-12-10 Fixed 2.625 N N N N N N FREDDIE MAC N/A 3132WDAG9 92106.50 OU Other Units USD 99059.23 0.0082295473618 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 31335HVX8 4082.19 OU Other Units USD 4500.34 0.0003738749147 Long ABS-MBS USGA US N 2 2023-02-01 Fixed 5.50 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058FF5 500000.00 PA USD 520793.70 0.0432659977258 Long DBT CORP XX N 2 2023-04-19 Fixed 1.75 N N N N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 461070AN4 150000.00 PA USD 180026.21 0.0149560441926 Long DBT CORP US N 2 2046-09-15 Fixed 3.70 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SZU4 58151.52 OU Other Units USD 61105.40 0.005076455605 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 2.50 N N N N N N FANNIEMAE-ACES N/A 3136AWZ91 443062.62 OU Other Units USD 464541.10 0.0385926983682 Long ABS-MBS USGA US N 2 2027-05-01 Fixed 2.654 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081FP7 50000.00 PA USD 66091.90 0.0054907192523 Long DBT CORP US N 2 2047-12-01 Fixed 3.70 N N N N N N FREDDIE MAC N/A 3132QSZN1 9760.95 OU Other Units USD 10502.40 0.0008725082782 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 4.00 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAN6 105000.00 PA USD 135472.02 0.0112546140808 Long DBT CORP US N 2 2049-01-23 Variable 3.897 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058FY4 620000.00 PA USD 636243.59 0.0528572325626 Long DBT CORP XX N 2 2022-01-26 Fixed 2.00 N N N N N N INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 4581X0CW6 370000.00 PA USD 380071.39 0.0315752051059 Long DBT CORP XX N 2 2022-01-18 Fixed 2.125 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140H1V98 164894.10 OU Other Units USD 175797.10 0.0146047022627 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 4.00 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 500630CS5 300000.00 PA USD 315658.84 0.0262240012764 Long DBT USGSE KR N 2 2023-03-19 Fixed 2.75 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140GV3Q6 665268.38 OU Other Units USD 703819.17 0.0584712115539 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 3.50 N N N N N N JPN BANK FOR INT'L COOP 549300TJ3QFYVCTSCJ29 471048AX6 500000.00 PA USD 534968.70 0.0444436147319 Long DBT USGSE JP N 2 2026-07-21 Fixed 1.875 N N N N N N KFW 549300GDPG70E3MBBU98 500769HR8 305000.00 PA USD 321064.58 0.0266730941409 Long DBT CORP DE N 2 2022-12-29 Fixed 2.375 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140H5CX7 154326.59 OU Other Units USD 164480.00 0.013664511122 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 2.50 N N N N N N KFW 549300GDPG70E3MBBU98 500769HF4 620000.00 PA USD 639352.62 0.0531155215643 Long DBT CORP DE N 2 2022-03-07 Fixed 2.125 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138E2E27 111869.15 OU Other Units USD 117538.38 0.0097647403987 Long ABS-MBS USGA US N 2 2026-12-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3617A2QK1 27625.99 OU Other Units USD 29371.84 0.002440125452 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140H1W30 109833.56 OU Other Units USD 115511.57 0.0095963590284 Long ABS-MBS USGA US N 2 2033-03-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140H5MQ1 234539.28 OU Other Units USD 248790.86 0.0206688075968 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138E8P97 188907.99 OU Other Units USD 198525.86 0.0164929403087 Long ABS-MBS USGA US N 2 2027-02-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36184A2T5 8300.89 OU Other Units USD 8886.94 0.0007383006473 Long ABS-MBS USGA US N 2 2045-03-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J5NB1 27595.88 OU Other Units USD 30105.23 0.0025010533205 Long ABS-MBS USGA US N 2 2047-05-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EENW5 132080.40 OU Other Units USD 138833.81 0.0115339016346 Long ABS-MBS USGA US N 2 2027-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EQWR9 361654.07 OU Other Units USD 389154.42 0.0323297963295 Long ABS-MBS USGA US N 2 2043-10-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36188RJ90 67965.95 OU Other Units USD 73115.50 0.0060742191326 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140H6NH8 146848.57 OU Other Units USD 154151.23 0.0128064275098 Long ABS-MBS USGA US N 2 2033-03-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WFJG2 183106.13 OU Other Units USD 198081.58 0.0164560308425 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HJXG1 42375.55 OU Other Units USD 44886.48 0.0037290357805 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ESDA3 271139.32 OU Other Units USD 289615.32 0.0240603827897 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ETJ98 365583.92 OU Other Units USD 396921.35 0.0329750498641 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W75S9 408727.76 OU Other Units USD 439675.53 0.0365269404777 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417YTC1 60498.40 OU Other Units USD 63519.33 0.005276997758 Long ABS-MBS USGA US N 2 2025-10-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BPE0 196955.62 OU Other Units USD 207140.63 0.0172086298788 Long ABS-MBS USGA US N 2 2030-03-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EQX98 23325.45 OU Other Units USD 24920.70 0.0020703379275 Long ABS-MBS USGA US N 2 2034-05-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ERVP2 80315.53 OU Other Units USD 86671.92 0.0072004463449 Long ABS-MBS USGA US N 2 2037-01-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WFNP7 80191.69 OU Other Units USD 84231.32 0.0069976885272 Long ABS-MBS USGA US N 2 2030-09-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WGUG7 425105.30 OU Other Units USD 452650.56 0.0376048675311 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WGWC4 501705.99 OU Other Units USD 533024.36 0.0442820847248 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WFY75 37156.50 OU Other Units USD 40009.74 0.0033238906689 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WGVX9 280730.18 OU Other Units USD 298385.60 0.0247889916698 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418AE87 148626.73 OU Other Units USD 157680.60 0.0130996371135 Long ABS-MBS USGA US N 2 2032-05-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJCJ5 15959.41 OU Other Units USD 16851.28 0.0013999544198 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CEE0 231339.46 OU Other Units USD 246094.95 0.0204448393808 Long ABS-MBS USGA US N 2 2036-12-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WGC85 104034.47 OU Other Units USD 110831.97 0.0092075917238 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CGF5 241473.59 OU Other Units USD 256762.13 0.0213310370933 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CE42 18874.17 OU Other Units USD 20138.81 0.0016730726728 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJH76 61575.88 OU Other Units USD 65500.28 0.0054415692154 Long ABS-MBS USGA US N 2 2036-11-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CC36 59309.86 OU Other Units USD 62262.26 0.0051725641066 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WG2M5 194449.05 OU Other Units USD 204560.76 0.0169943019221 Long ABS-MBS USGA US N 2 2031-04-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CH31 46532.06 OU Other Units USD 49649.70 0.0041247499869 Long ABS-MBS USGA US N 2 2047-02-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36195JMF1 55255.75 OU Other Units USD 58479.38 0.0048582936431 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJLT3 202942.48 OU Other Units USD 212668.20 0.0176678440187 Long ABS-MBS USGA US N 2 2036-12-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CKJ2 84481.96 OU Other Units USD 89679.58 0.0074503138274 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202F4Y9 8526.37 OU Other Units USD 8937.55 0.0007425051761 Long ABS-MBS USGA US N 2 2027-03-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJLU0 282576.64 OU Other Units USD 300604.18 0.0249733047236 Long ABS-MBS USGA US N 2 2036-12-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CS96 47503.99 OU Other Units USD 50212.88 0.0041715373129 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WKRG2 255851.96 OU Other Units USD 273244.88 0.0227003751325 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CPN8 57125.56 OU Other Units USD 60796.06 0.0050507565542 Long ABS-MBS USGA US N 2 2037-09-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y2C68 18248.58 OU Other Units USD 19745.58 0.0016404042894 Long ABS-MBS USGA US N 2 2044-09-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CTC8 135033.24 OU Other Units USD 142012.55 0.0117979819366 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CUE2 31935.93 OU Other Units USD 33905.48 0.0028167668321 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CWX8 41872.15 OU Other Units USD 44810.03 0.003722684541 Long ABS-MBS USGA US N 2 2038-05-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YSSX5 39523.08 OU Other Units USD 41564.57 0.003453061339 Long ABS-MBS USGA US N 2 2030-06-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YWKD8 139022.97 OU Other Units USD 146216.35 0.0121472211867 Long ABS-MBS USGA US N 2 2030-10-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CVC5 74432.13 OU Other Units USD 80118.62 0.0066560175952 Long ABS-MBS USGA US N 2 2038-03-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YXK38 6422.58 OU Other Units USD 6999.58 0.0005815043698 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140EUKN8 527491.79 OU Other Units USD 562837.62 0.0467588820428 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YYCV3 134708.87 OU Other Units USD 144544.73 0.0120083479494 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140E9J80 208357.09 OU Other Units USD 218817.60 0.0181787179529 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140EVGK7 315873.33 OU Other Units USD 342715.22 0.0284717651713 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140F1UQ3 113308.45 OU Other Units USD 119000.01 0.0098861682889 Long ABS-MBS USGA US N 2 2031-05-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140EYCT6 40783.14 OU Other Units USD 42919.39 0.0035656157709 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140EUXU8 31455.63 OU Other Units USD 33514.54 0.0027842886951 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FLCV8 418693.46 OU Other Units USD 440531.11 0.0365980195294 Long ABS-MBS USGA US N 2 2031-11-01 Fixed 2.50 N N N N N N SG COMMERCIAL MORTGAGE SECURIT 549300SZQW4U3UN4A157 78419CAD6 2000000.00 OU Other Units USD 2161364.80 0.1795597844627 Long ABS-MBS CORP US N 2 2048-10-01 Fixed 3.055 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC C3GTMMZIHMY46P4OIX74 606822AN4 500000.00 PA USD 568872.90 0.0472602752255 Long DBT CORP JP N 2 2027-02-22 Fixed 3.677 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140F02D5 4475.43 OU Other Units USD 4753.99 0.0003949474053 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 4.00 N N N N N N NATIONAL AUSTRALIA BK/NY 549300E2IPL06NDXMZ63 63254AAS7 500000.00 PA USD 547261.38 0.0454648541688 Long DBT CORP AU N 2 2026-07-12 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FHPJ0 135834.58 OU Other Units USD 144349.97 0.0119921678656 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.00 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAS7 200000.00 PA USD 265932.90 0.0220929174961 Long DBT CORP CA N 2 2045-01-15 Fixed 5.25 N N N N N N ORACLE CORP 529900MIMKY9RU60Z323 68389XBN4 250000.00 PA USD 286313.13 0.0237860466274 Long DBT CORP US N 2 2027-11-15 Fixed 3.25 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAN8 150000.00 PA USD 159537.04 0.0132538646489 Long DBT CORP US N 2 2023-01-23 Fixed 3.125 N N N N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 867224AB3 50000.00 PA USD 55511.46 0.004611727642 Long DBT CORP CA N 2 2047-11-15 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FE3H5 39197.19 OU Other Units USD 40979.85 0.0034044845337 Long ABS-MBS USGA US N 2 2032-03-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SQU4 63661.51 OU Other Units USD 67984.94 0.0056479874073 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140EUWE5 32596.75 OU Other Units USD 34563.34 0.002871419892 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 2.50 N N N N N N SOUTHWESTERN PUBLIC SERV OL6FE7QD5EQ3DOYEO258 845743BQ5 350000.00 PA USD 413452.59 0.0343484163089 Long DBT CORP US N 2 2046-08-15 Fixed 3.40 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BJ7 50000.00 PA USD 61200.78 0.0050843794928 Long DBT CORP US N 2 2048-02-01 Fixed 4.00 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312BN5 80000.00 PA USD 99937.11 0.0083024790315 Long DBT CORP US N 2 2047-11-15 Fixed 3.75 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAM9 300000.00 PA USD 327486.32 0.0272065932755 Long DBT CORP US N 2 2028-03-01 Fixed 4.00 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBG0 50000.00 PA USD 68592.89 0.0056984940922 Long DBT CORP US N 2 2047-11-15 Fixed 3.90 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAC2 200000.00 PA USD 219044.74 0.0181975880712 Long DBT CORP CA N 2 2024-03-15 Fixed 3.625 N N N N N N LELAND STANFORD JUNIOR UNIVERSITY/THE JIUV0DC2REIJXQ26CR37 85440KAA2 105000.00 PA USD 138330.90 0.0114921213617 Long DBT CORP US N 2 2048-05-01 Fixed 3.647 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179S2M8 18431.27 OU Other Units USD 19594.69 0.0016278687952 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 2.50 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAN0 160000.00 PA USD 179735.32 0.0149318779132 Long DBT CORP JP N 2 2027-01-11 Fixed 3.446 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BH6 200000.00 PA USD 266250.00 0.0221192612247 Long DBT USGSE PA N 2 2050-04-16 Fixed 4.50 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EB5 90000.00 PA USD 119854.77 0.0099571792175 Long DBT CORP US N 2 2038-06-28 Fixed 3.95 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142DU4 300000.00 PA USD 314484.84 0.0261264688345 Long DBT CORP US N 2 2022-12-15 Fixed 2.35 N N N N N N WASHINGTON GAS LIGHT CO DL22T1SB4DUBS063O841 93884PDW7 500000.00 PA USD 584233.89 0.0485364207672 Long DBT CORP US N 2 2046-09-15 Fixed 3.796 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142DW0 500000.00 PA USD 658775.95 0.0547291542784 Long DBT CORP US N 2 2047-12-15 Fixed 3.625 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EK5 265000.00 PA USD 287824.10 0.0239115735387 Long DBT CORP US N 2 2023-06-26 Fixed 3.40 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128283V0 1745000.00 PA USD 1924850.89 0.1599109095009 Long DBT UST US N 2 2025-01-31 Fixed 2.50 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHL6 150000.00 PA USD 163849.07 0.0136120953268 Long DBT CORP US N 2 2024-07-23 Variable 3.864 N N N N N N WELLS FARGO COMMERCIAL MORTGAG N/A 95001FAV7 498160.48 OU Other Units USD 510358.24 0.0423990506244 Long ABS-MBS CORP US N 2 2060-01-01 Fixed 3.118 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC C3GTMMZIHMY46P4OIX74 606822BA1 300000.00 PA USD 326324.60 0.0271100810195 Long DBT CORP JP N 2 2023-07-26 Fixed 3.761 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179M4J6 90926.13 OU Other Units USD 95536.99 0.0079369300974 Long ABS-MBS USGA US N 2 2028-03-01 Fixed 2.50 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAU0 140000.00 PA USD 152776.48 0.0126922173525 Long DBT CORP US N 2 2024-07-23 Variable 3.797 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214CX9 200000.00 PA USD 222914.10 0.0185190430369 Long DBT CORP AU N 2 2026-05-13 Fixed 2.85 N N N N N N WILLIAM MARSH RICE UNIVERSITY 549300QPVG49ONTSJJ20 96926GAC7 250000.00 PA USD 313830.60 0.0260721165135 Long DBT CORP US N 2 2045-05-15 Fixed 3.574 N N N N N N TOYOTA MOTOR CORP 5493006W3QUS5LMH6R84 892331AD1 200000.00 PA USD 237929.74 0.0197664979237 Long DBT CORP JP N 2 2028-07-20 Fixed 3.669 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDF6 70000.00 PA USD 89697.00 0.0074517610294 Long DBT CORP US N 2 2047-10-15 Fixed 3.75 N N N N N N DEVELOPMENT BK OF JAPAN 5493001HGBABMWFZUI25 QZ4380577 500000.00 PA USD 509265.12 0.0423082374533 Long DBT USGSE JP N 2 2021-10-19 Fixed 2.00 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QC48 350000.00 PA USD 382401.36 0.0317687721109 Long DBT CORP CA N 2 2023-07-19 Fixed 3.50 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAH7 75000.00 PA USD 102462.12 0.0085122493818 Long DBT CORP US N 2 2048-09-21 Fixed 4.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Y79 1341000.00 PA USD 1517451.50 0.1260653751151 Long DBT UST US N 2 2025-07-31 Fixed 2.875 N N N N N N US BANK NA CINCINNATI 6BYL5QZYBDK8S7L73M02 90331HNV1 350000.00 PA USD 381314.70 0.0316784956174 Long DBT CORP US N 2 2023-07-24 Fixed 3.40 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AT6 500000.00 PA USD 606000.34 0.0503447129493 Long DBT CORP GB N 2 2028-08-16 Fixed 4.55 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664CQ2 135000.00 PA USD 184052.97 0.015290575484 Long DBT CORP US N 2 2048-08-15 Fixed 4.20 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 3420000.00 PA USD 4075076.96 0.3385453212742 Long DBT UST US N 2 2028-08-15 Fixed 2.875 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3622A2MZ2 274018.25 OU Other Units USD 297089.76 0.0246813371216 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WHMG4 338555.63 OU Other Units USD 362815.75 0.0301416576552 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 3128MJ4W7 136139.56 OU Other Units USD 144528.70 0.0120070162245 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CZ98 22609.57 OU Other Units USD 23964.80 0.0019909245874 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.00 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC C3GTMMZIHMY46P4OIX74 606822BB9 200000.00 PA USD 256151.05 0.0212802703772 Long DBT CORP JP N 2 2038-07-26 Fixed 4.286 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140Q9C84 226743.05 OU Other Units USD 241022.93 0.0200234709852 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CYK4 128894.30 OU Other Units USD 137852.41 0.01145236983 Long ABS-MBS USGA US N 2 2038-07-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140H1XM7 366166.36 OU Other Units USD 387241.50 0.032170876603 Long ABS-MBS USGA US N 2 2048-04-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140Q7VR5 139428.17 OU Other Units USD 150323.71 0.0124884484873 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 3128MJ3M0 213167.31 OU Other Units USD 225832.25 0.0187614742938 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.00 N N N N N N RAYTHEON TECHNOLOGIES CORP 549300JUQ1YDAUW4BB42 913017CX5 105000.00 PA USD 148103.92 0.0123040349103 Long DBT CORP US N 2 2048-11-16 Fixed 4.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SD1 2775000.00 PA USD 3983967.77 0.3309762396832 Long DBT UST US N 2 2048-08-15 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140Q9QT3 24098.90 OU Other Units USD 25454.01 0.0021146437423 Long ABS-MBS USGA US N 2 2033-07-01 Fixed 2.50 N N N N N N FREDDIE MAC N/A 3128MJN55 59082.53 OU Other Units USD 67606.36 0.0056165361025 Long ABS-MBS USGA US N 2 2040-07-01 Fixed 5.00 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AU2 45000.00 PA USD 63811.90 0.0053013036069 Long DBT CORP GB N 2 2048-08-17 Fixed 4.375 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418C3F9 67870.60 OU Other Units USD 71417.93 0.0059331900462 Long ABS-MBS USGA US N 2 2033-08-01 Fixed 2.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128284X5 2235000.00 PA USD 2415065.93 0.2006365227444 Long DBT UST US N 2 2023-08-31 Fixed 2.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128284Z0 1285000.00 PA USD 1448360.65 0.1203255119812 Long DBT UST US N 2 2025-08-31 Fixed 2.75 N N N N N N RAYTHEON TECHNOLOGIES CORP 549300JUQ1YDAUW4BB42 913017CY3 210000.00 PA USD 252486.49 0.0209758295888 Long DBT CORP US N 2 2028-11-16 Fixed 4.125 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BR2 300000.00 PA USD 355203.61 0.0295092636152 Long DBT CORP US N 2 2028-09-15 Fixed 4.10 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179T7M1 89695.56 OU Other Units USD 97551.65 0.0081043020817 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 5.00 N N N N N N FREDDIE MAC N/A 3128MMXB4 65288.38 OU Other Units USD 68557.68 0.0056955689497 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 31307U5S3 68082.54 OU Other Units USD 71495.80 0.0059396592551 Long ABS-MBS USGA US N 2 2032-12-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179T7K5 462330.62 OU Other Units USD 494038.09 0.0410432209115 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285A4 2058000.00 PA USD 2118252.77 0.1759781647313 Long DBT UST US N 2 2021-09-15 Fixed 2.75 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HA2X7 166332.29 OU Other Units USD 176188.20 0.014637193692 Long ABS-MBS USGA US N 2 2048-04-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3128MMXK4 200929.64 OU Other Units USD 211015.19 0.017530516845 Long ABS-MBS USGA US N 2 2033-03-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179T7L3 206951.64 OU Other Units USD 222503.43 0.0184849257899 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CZJ6 77957.37 OU Other Units USD 83971.92 0.0069761383437 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 3132Y2LC8 334626.03 OU Other Units USD 361749.60 0.0300530850717 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 3.50 N N N N N N INTERPUBLIC GROUP OF COS INC/THE 5493008IUOJ5VWTRC333 460690BN9 300000.00 PA USD 311224.60 0.0258556177538 Long DBT CORP US N 2 2021-10-01 Fixed 3.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285D8 2270000.00 PA USD 2466762.90 0.2049313538578 Long DBT UST US N 2 2023-09-30 Fixed 2.875 N N N N N N INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 4581X0DC9 300000.00 PA USD 358450.20 0.0297789806943 Long DBT CORP XX N 2 2028-09-18 Fixed 3.125 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785HS8 300000.00 PA USD 311009.57 0.0258377536985 Long DBT CORP XX N 2 2021-12-15 Fixed 2.875 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140Q83V5 401078.27 OU Other Units USD 431625.53 0.0358581703261 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HFG29 126048.71 OU Other Units USD 135590.30 0.0112644404328 Long ABS-MBS USGA US N 2 2048-04-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 3128MJ5L0 412743.50 OU Other Units USD 437249.85 0.0363254221695 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 3.00 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EK5 60000.00 PA USD 82983.06 0.0068939867844 Long DBT CORP US N 2 2048-09-15 Fixed 4.20 N N N N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 461070AP9 300000.00 PA USD 354534.95 0.0294537133234 Long DBT CORP US N 2 2028-09-26 Fixed 4.10 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAC4 300000.00 PA USD 353743.54 0.0293879653251 Long DBT CORP US N 2 2028-09-21 Fixed 3.937 N N N N N N FREDDIE MAC N/A 31307VU61 44096.77 OU Other Units USD 47096.08 0.0039126028025 Long ABS-MBS USGA US N 2 2033-03-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 31307VT89 67381.87 OU Other Units USD 71371.32 0.0059293178254 Long ABS-MBS USGA US N 2 2033-03-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UCC4 103740.69 OU Other Units USD 111784.38 0.0092867151251 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.50 N N N N N N AFRICAN DEVELOPMENT BANK 549300LNCLMO3ITVCU07 00828EDC0 300000.00 PA USD 326112.88 0.0270924919492 Long DBT CORP XX N 2 2023-09-20 Fixed 3.00 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAB6 300000.00 PA USD 341117.69 0.0283390471117 Long DBT CORP US N 2 2025-09-21 Fixed 3.796 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UCB6 225514.99 OU Other Units USD 241220.33 0.0200398703924 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.00 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBD0 110000.00 PA USD 151722.11 0.0126046234165 Long DBT CORP US N 2 2048-11-14 Fixed 4.875 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QBW5 300000.00 PA USD 324500.69 0.0269585559801 Long DBT CORP US N 2 2023-09-01 Fixed 3.25 N N N N N MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA JA0WNILDDF2KUPS83B16 626207YF5 344000.00 PA USD 524544.96 0.0435776412934 Long DBT MUN US N 2 2057-04-01 Fixed 6.637 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBF5 110000.00 PA USD 133112.08 0.011058557257 Long DBT CORP US N 2 2028-11-14 Fixed 4.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285F3 6940000.00 PA USD 7167447.67 0.5954503186011 Long DBT UST US N 2 2021-10-15 Fixed 2.875 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCM1 405000.00 PA USD 582505.26 0.0483928113079 Long DBT CORP US N 2 2048-10-15 Fixed 4.70 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCR0 345000.00 PA USD 384192.52 0.0319175763773 Long DBT CORP US N 2 2024-04-15 Fixed 3.70 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HEAK8 203944.23 OU Other Units USD 216520.95 0.0179879190748 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 4.00 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCL3 200000.00 PA USD 271037.51 0.0225169933723 Long DBT CORP US N 2 2038-10-15 Fixed 4.60 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285C0 1660000.00 PA USD 1895091.01 0.1574385468352 Long DBT UST US N 2 2025-09-30 Fixed 3.00 N N N N N N FANNIEMAE-ACES N/A 3136B2HA3 750000.00 OU Other Units USD 871665.45 0.0724153832456 Long ABS-MBS USGA US N 2 2028-07-01 Variable 3.370179 N N N N N N FREDDIE MAC N/A 31335BU38 32016.68 OU Other Units USD 35099.04 0.002915924261 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 5.00 N N N N N N FREDDIE MAC N/A 3128MJ4Y3 48584.70 OU Other Units USD 53193.74 0.0044191783308 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140Q9G72 196538.92 OU Other Units USD 208184.70 0.0172953681213 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HBK31 194480.10 OU Other Units USD 209724.67 0.0174233042666 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418C4E1 217309.09 OU Other Units USD 229102.45 0.0190331528217 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 3.50 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CE0 60000.00 PA USD 86928.67 0.0072217763742 Long DBT CORP US N 2 2048-11-01 Fixed 5.40 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VER1 250000.00 PA USD 308429.61 0.0256234182649 Long DBT CORP US N 2 2028-09-21 Fixed 4.329 N N N N N N PROVINCE OF ONTARIO CANADA C7PVKCRGLG18EBQGZV36 68323AFB5 150000.00 PA USD 164343.19 0.0136531453525 Long DBT USGSE CA N 2 2023-10-17 Fixed 3.40 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285K2 2110000.00 PA USD 2297056.44 0.1908326439225 Long DBT UST US N 2 2023-10-31 Fixed 2.875 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FF5G2 317679.26 OU Other Units USD 338656.02 0.0281345388609 Long ABS-MBS USGA US N 2 2031-09-01 Fixed 2.50 N N N N N N FREDDIE MAC N/A 3128MMYF4 106769.26 OU Other Units USD 112051.62 0.0093089166326 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 3.00 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CC4 100000.00 PA USD 124045.51 0.0103053334814 Long DBT CORP US N 2 2028-11-01 Fixed 4.85 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285J5 1660000.00 PA USD 1898333.21 0.1577078992061 Long DBT UST US N 2 2025-10-31 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3128MMYD9 155008.70 OU Other Units USD 162693.76 0.0135161155946 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3132Y1W95 159973.54 OU Other Units USD 168531.88 0.0140011293086 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HPBG1 119649.73 OU Other Units USD 125590.99 0.0104337273813 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 3.50 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 150000.00 PA USD 179948.03 0.0149495492298 Long DBT CORP US N 2 2049-02-15 Fixed 5.50 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAC4 100000.00 PA USD 116897.18 0.0097114714022 Long DBT CORP US N 2 2025-11-15 Fixed 4.493 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285M8 3150000.00 PA USD 3832294.91 0.3183757078108 Long DBT UST US N 2 2028-11-15 Fixed 3.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SE9 1800000.00 PA USD 2758113.29 0.229135881123 Long DBT UST US N 2 2048-11-15 Fixed 3.375 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140Q83U7 83974.54 OU Other Units USD 90205.08 0.0074939708105 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.50 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DAV7 350000.00 PA USD 363952.65 0.0302361079391 Long DBT CORP US N 2 2022-08-15 Fixed 2.764 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HPHT7 26824.92 OU Other Units USD 28507.65 0.002368331107 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 3132Y2UE4 186906.55 OU Other Units USD 198836.21 0.0165187232673 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UGE6 169563.65 OU Other Units USD 184470.90 0.0153252958703 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UEA6 338276.66 OU Other Units USD 364122.39 0.0302502094354 Long ABS-MBS USGA US N 2 2048-10-01 Fixed 4.50 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DAZ8 310000.00 PA USD 334868.22 0.0278198596584 Long DBT CORP US N 2 2024-08-15 Fixed 3.222 N N N N N N FREDDIE MAC N/A 3128MJ4X5 93421.88 OU Other Units USD 100502.75 0.0083494707269 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 3128MJ5P1 82379.71 OU Other Units USD 88567.94 0.0073579620694 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 4.50 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 180000.00 PA USD 205873.04 0.0171033222568 Long DBT CORP US N 2 2037-08-15 Fixed 4.39 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 310000.00 PA USD 341336.51 0.028357226029 Long DBT CORP US N 2 2027-08-15 Fixed 3.557 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HJN31 52671.65 OU Other Units USD 56713.72 0.0047116078411 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.50 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAD2 100000.00 PA USD 123666.28 0.0102738281765 Long DBT CORP US N 2 2028-11-15 Fixed 4.725 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBA1 100000.00 PA USD 121054.87 0.0100568799701 Long DBT CORP US N 2 2028-12-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UGD8 176081.04 OU Other Units USD 188892.36 0.0156926176683 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.50 N N N N N N BAIDU INC 222100XL8T2Q5B8MS302 056752AN8 200000.00 PA USD 242826.03 0.0201732671915 Long DBT CORP KY N 2 2028-11-14 Fixed 4.875 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGQ9 507000.00 PA USD 609396.36 0.05062684423 Long DBT CORP US N 2 2030-02-15 Fixed 4.30 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAF7 125000.00 PA USD 176137.63 0.0146329924863 Long DBT CORP US N 2 2048-11-15 Fixed 5.419 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285N6 2220000.00 PA USD 2528328.52 0.2100460431771 Long DBT UST US N 2 2025-11-30 Fixed 2.875 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAX6 100000.00 PA USD 120000.40 0.0099692777264 Long DBT CORP NL Y 2 2026-03-01 Fixed 5.35 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HN6 100000.00 PA USD 142865.79 0.0118688665881 Long DBT CORP US N 2 2048-11-15 Fixed 4.75 N N N N N N FREDDIE MAC N/A 3128P8G47 53412.50 OU Other Units USD 57061.52 0.0047405020347 Long ABS-MBS USGA US N 2 2038-10-01 Fixed 4.00 N N N N N N DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT MONEY MARKET N/A N/A 95238977.83 OU Other Units USD 95238977.83 7.912172129207 Long STIV RF US N 1 2099-12-01 Variable 0.263219 N N N N N N WISCONSIN PUBLIC SERVICE 549300BJRHJVYNUMQZ30 976843BL5 100000.00 PA USD 103725.11 0.0086171748494 Long DBT CORP US N 2 2021-11-21 Fixed 3.35 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAB6 100000.00 PA USD 110479.47 0.0091783070681 Long DBT CORP US N 2 2023-11-15 Fixed 4.205 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285L0 2105000.00 PA USD 2179373.92 0.1810559287997 Long DBT UST US N 2 2021-11-15 Fixed 2.875 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAZ1 200000.00 PA USD 225083.01 0.0186992296542 Long DBT CORP NL Y 2 2024-03-01 Fixed 4.875 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAE0 100000.00 PA USD 120346.60 0.0099980389968 Long DBT CORP US N 2 2028-11-06 Fixed 4.234 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UH54 178179.94 OU Other Units USD 191327.34 0.015894908593 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 4.50 N N N N N N BAIDU INC 222100XL8T2Q5B8MS302 056752AM0 200000.00 PA USD 221216.00 0.0183779699196 Long DBT CORP KY N 2 2024-05-14 Fixed 4.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285R7 2070000.00 PA USD 2140711.53 0.1778439719772 Long DBT UST US N 2 2021-12-15 Fixed 2.625 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAY4 100000.00 PA USD 125800.35 0.0104511203899 Long DBT CORP NL Y 2 2028-12-01 Fixed 5.55 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285P1 1413000.00 PA USD 1541411.90 0.1280559341636 Long DBT UST US N 2 2023-11-30 Fixed 2.875 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418C4F8 189700.02 OU Other Units USD 201244.23 0.0167187744351 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418C4G6 206358.72 OU Other Units USD 221921.00 0.018436539231 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UGC0 343967.22 OU Other Units USD 367579.99 0.0305374566002 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.00 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBW7 300000.00 PA USD 451698.70 0.0375257898222 Long DBT CORP US N 2 2059-01-23 Fixed 5.80 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BG6 70000.00 PA USD 86707.13 0.0072033714873 Long DBT CORP US N 2 2029-03-15 Fixed 4.375 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDQ2 60000.00 PA USD 84416.63 0.007013083533 Long DBT CORP US N 2 2048-12-15 Fixed 4.45 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDP4 100000.00 PA USD 120884.10 0.0100426929044 Long DBT CORP US N 2 2028-12-15 Fixed 3.875 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAJ9 700000.00 PA USD 734322.98 0.06100537772 Long DBT CORP US N 2 2022-05-06 Fixed 3.245 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285U0 2395000.00 PA USD 2597218.45 0.2157692144725 Long DBT UST US N 2 2023-12-31 Fixed 2.625 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UKZ4 61308.26 OU Other Units USD 66440.49 0.0055196790768 Long ABS-MBS USGA US N 2 2049-01-01 Fixed 5.00 N N N N N N FREDDIE MAC N/A 3132XVQ63 359578.23 OU Other Units USD 381787.49 0.0317177736099 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.50 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 90000.00 PA USD 104074.67 0.0086462152586 Long DBT CORP US N 2 2028-04-20 Fixed 4.35 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418C3C6 200585.64 OU Other Units USD 211818.88 0.0175972850293 Long ABS-MBS USGA US N 2 2048-10-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CZ49 101292.75 OU Other Units USD 106319.43 0.0088327032692 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140Q7HP5 233223.07 OU Other Units USD 248652.87 0.0206573437964 Long ABS-MBS USGA US N 2 2047-08-01 Fixed 4.00 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBU1 120000.00 PA USD 157854.88 0.0131141157796 Long DBT CORP US N 2 2039-01-23 Fixed 5.45 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418C4X9 142593.12 OU Other Units USD 153129.72 0.0127215634852 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 4.50 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29279FAA7 95000.00 PA USD 102587.11 0.0085226331807 Long DBT CORP US N 2 2049-04-15 Fixed 6.25 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AQ3 285000.00 PA USD 350419.99 0.0291118546373 Long DBT CORP US N 2 2029-01-23 Fixed 4.75 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J7XW0 451952.27 OU Other Units USD 482682.08 0.0400997972433 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418C7G3 47674.38 OU Other Units USD 52151.99 0.004332632827 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 5.00 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BJ0 65000.00 PA USD 97118.04 0.0080682790475 Long DBT CORP US N 2 2049-03-15 Fixed 4.90 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U2D4 135000.00 PA USD 160444.71 0.0133292711835 Long DBT CORP US N 2 2029-01-24 Fixed 4.15 N N N N N N FREDDIE MAC N/A 31335B2M7 229771.26 OU Other Units USD 244155.75 0.0202837363897 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 3.00 N N N N N N NISSAN AUTO RECEIVABLES OWNER N/A 65479KAD2 1000000.00 OU Other Units USD 1027802.10 0.0853867535671 Long ABS-MBS CORP US N 2 2023-10-16 Fixed 2.90 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285V8 1585000.00 PA USD 1639515.33 0.136206076493 Long DBT UST US N 2 2022-01-15 Fixed 2.50 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JBK9 170000.00 PA USD 228391.34 0.0189740759096 Long DBT CORP US N 2 2029-03-15 Fixed 5.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285Z9 1290000.00 PA USD 1395643.94 0.1159459638896 Long DBT UST US N 2 2024-01-31 Fixed 2.50 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHQ5 300000.00 PA USD 353354.02 0.0293556051575 Long DBT CORP US N 2 2030-02-07 Variable 3.974 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286A3 390000.00 PA USD 440105.86 0.0365626910193 Long DBT UST US N 2 2026-01-31 Fixed 2.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286C9 2000000.00 PA USD 2072539.06 0.172180405133 Long DBT UST US N 2 2022-02-15 Fixed 2.50 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 219868CB0 500000.00 PA USD 516457.50 0.042905759076 Long DBT CORP XX N 2 2022-02-11 Fixed 3.25 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FC7 55000.00 PA USD 75515.92 0.0062736389149 Long DBT CORP US N 2 2049-03-01 Fixed 4.30 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 1245000.00 PA USD 1468881.15 0.1220302943285 Long DBT UST US N 2 2029-02-15 Fixed 2.625 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HBJA7 405437.02 OU Other Units USD 430952.34 0.0358022436953 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UH62 64522.61 OU Other Units USD 70002.64 0.0058156119458 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 5.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SF6 1407000.00 PA USD 2028937.97 0.1685581557456 Long DBT UST US N 2 2049-02-15 Fixed 3.00 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAH7 200000.00 PA USD 225641.50 0.0187456273489 Long DBT CORP US N 2 2029-03-15 Fixed 4.125 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06367WHH9 500000.00 PA USD 546325.80 0.045387128954 Long DBT CORP CA N 2 2024-02-05 Fixed 3.30 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBD4 300000.00 PA USD 361774.69 0.0300551694746 Long DBT CORP US N 2 2029-02-14 Fixed 4.80 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHK1 110000.00 PA USD 137509.63 0.0114238926831 Long DBT CORP US N 2 2039-03-01 Fixed 4.85 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418C4W1 210955.20 OU Other Units USD 223756.96 0.0185890653487 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 4.00 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90353DAZ8 500000.00 OU Other Units USD 602894.20 0.0500866640401 Long ABS-MBS CORP US N 2 2051-08-01 Fixed 4.2962 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBG7 150000.00 PA USD 216076.00 0.017950953947 Long DBT CORP US N 2 2059-02-14 Fixed 6.20 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38141GXE9 500000.00 PA USD 548071.97 0.0455321955846 Long DBT CORP US N 2 2024-02-20 Fixed 3.625 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHJ4 560000.00 PA USD 669613.66 0.0556295191181 Long DBT CORP US N 2 2029-03-01 Fixed 4.35 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DAR3 174509.72 OU Other Units USD 185222.86 0.0153877664793 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418C7K4 191405.53 OU Other Units USD 202265.63 0.0168036293211 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3132Y33P7 101557.62 OU Other Units USD 109199.00 0.009071929414 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.50 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBB8 300000.00 PA USD 329949.90 0.0274112602035 Long DBT CORP US N 2 2024-02-14 Fixed 3.80 N N N N N N KFW 549300GDPG70E3MBBU98 500769HZ0 300000.00 PA USD 310618.36 0.0258052531306 Long DBT CORP DE N 2 2022-02-15 Fixed 2.50 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBE2 300000.00 PA USD 395546.48 0.0328608297376 Long DBT CORP US N 2 2039-02-14 Fixed 5.80 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAT4 200000.00 PA USD 236889.36 0.0196800662355 Long DBT CORP US N 2 2029-03-01 Fixed 4.00 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785HW9 500000.00 PA USD 521838.41 0.0433527891376 Long DBT CORP XX N 2 2022-05-20 Fixed 2.625 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CE3 200000.00 PA USD 180859.26 0.0150252515187 Long DBT CORP US N 2 2039-03-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418C7E8 153862.68 OU Other Units USD 163204.39 0.0135585372223 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 4.00 N N N N N N BANK OF NOVA SCOTIA/THE L3I9ZG2KFGXZ61BMYR72 064159MK9 500000.00 PA USD 546928.42 0.0454371928384 Long DBT CORP CA N 2 2024-02-11 Fixed 3.40 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CF0 100000.00 PA USD 87343.12 0.0072562076524 Long DBT CORP US N 2 2059-03-01 Fixed 3.825 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YBG5 300000.00 PA USD 353105.64 0.0293349704829 Long DBT CORP US N 2 2029-03-01 Fixed 3.375 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555CY8 250000.00 PA USD 327683.03 0.0272229353595 Long DBT CORP US N 2 2049-03-01 Fixed 4.25 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DAQ5 187844.77 OU Other Units USD 197868.33 0.0164383146643 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 3.50 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAQ0 200000.00 PA USD 230289.34 0.0191317561267 Long DBT CORP US N 2 2049-04-15 Fixed 4.875 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST 549300CKCX1QE4RUW216 254683BX2 1250000.00 OU Other Units USD 1287224.25 0.1069387772416 Long ABS-MBS CORP US N 2 2024-07-15 Fixed 2.39 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CV8 300000.00 PA USD 407497.40 0.0338536767662 Long DBT CORP US N 2 2050-02-15 Fixed 4.15 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286F2 800000.00 PA USD 898656.25 0.0746576989484 Long DBT UST US N 2 2026-02-28 Fixed 2.50 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JP6 250000.00 PA USD 334920.67 0.027824217049 Long DBT CORP US N 2 2049-03-01 Fixed 4.00 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081FU6 200000.00 PA USD 277907.71 0.0230877492351 Long DBT CORP US N 2 2049-03-01 Fixed 3.99 N N N N N N EXPORT DEVELOPMNT CANADA Z6MHCSLXHKYG4B6PHW02 30216BHH8 300000.00 PA USD 325154.63 0.027012883378 Long DBT USGSE CA N 2 2024-02-21 Fixed 2.625 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081ET6 100000.00 PA USD 119677.20 0.0099424272279 Long DBT CORP US N 2 2029-03-15 Fixed 3.45 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913Q2T5 300000.00 PA USD 312108.25 0.025929028778 Long DBT CORP US N 2 2022-02-26 Fixed 2.95 N N N N N N AMEREN ILLINOIS CO RC71E2BZ6UOMFPDJSE79 02361DAT7 250000.00 PA USD 355717.23 0.0295519336432 Long DBT CORP US N 2 2049-03-15 Fixed 4.50 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YAW5 80000.00 PA USD 110934.57 0.0092161154279 Long DBT CORP US N 2 2049-03-07 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286G0 2070000.00 PA USD 2234427.53 0.1856296196201 Long DBT UST US N 2 2024-02-29 Fixed 2.375 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JABQ0 97441.45 OU Other Units USD 102642.05 0.0085271974332 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 3.50 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHS1 145000.00 PA USD 199006.46 0.0165328671329 Long DBT CORP US N 2 2050-03-15 Variable 4.33 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AQ2 300000.00 PA USD 432419.22 0.03592410774 Long DBT CORP US N 2 2049-04-15 Fixed 4.85 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AM1 300000.00 PA USD 333288.53 0.0276886236931 Long DBT CORP US N 2 2024-01-15 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286H8 2035000.00 PA USD 2109086.72 0.175216676452 Long DBT UST US N 2 2022-03-15 Fixed 2.375 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BH2 200000.00 PA USD 204833.33 0.0170169462302 Long DBT CORP US N 2 2025-09-15 Fixed 4.125 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5R4 300000.00 PA USD 326179.68 0.0270980414953 Long DBT CORP US N 2 2023-08-14 Fixed 3.55 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EV1 65000.00 PA USD 88390.94 0.0073432574338 Long DBT CORP US N 2 2049-03-15 Fixed 4.00 N N N N N N CAPITAL ONE MULTI-ASSET EXECUT R42WS16M9R97TJJKGU15 14041NFT3 250000.00 OU Other Units USD 259820.38 0.0215851074431 Long ABS-MBS CORP US N 2 2024-12-15 Fixed 2.84 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JACW6 214652.16 OU Other Units USD 229212.47 0.0190422929573 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 4.00 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YAV7 55000.00 PA USD 72131.22 0.0059924480662 Long DBT CORP US N 2 2039-03-07 Fixed 3.90 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140Q7HL4 129906.71 OU Other Units USD 137490.35 0.0114222909578 Long ABS-MBS USGA US N 2 2047-08-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3128MJ5G1 192834.65 OU Other Units USD 203192.30 0.0168806143194 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 3.50 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAB7 210000.00 PA USD 244962.35 0.0203507463281 Long DBT CORP US Y 2 2029-04-15 Fixed 4.75 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAH0 223000.00 PA USD 240408.50 0.0199724259611 Long DBT CORP BM N 2 2024-05-01 Fixed 3.625 N N N N N N ING GROEP NV 259400YLRTOBISHBVX41 456837AP8 300000.00 PA USD 328666.40 0.0273046308259 Long DBT CORP NL N 2 2024-04-09 Fixed 3.55 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DS3 80000.00 PA USD 107518.36 0.0089323068217 Long DBT CORP US N 2 2049-04-05 Fixed 4.55 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UN99 180947.04 OU Other Units USD 191134.45 0.0158788838632 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UMK5 223769.44 OU Other Units USD 237178.00 0.0197040455916 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 3.50 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCU8 200000.00 PA USD 207871.81 0.017269374147 Long DBT CORP US N 2 2022-07-08 Fixed 3.55 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBK5 300000.00 PA USD 341787.08 0.0283946580498 Long DBT CORP US N 2 2079-05-01 Variable 5.65 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DR5 80000.00 PA USD 93827.10 0.0077948775018 Long DBT CORP US N 2 2029-04-05 Fixed 3.65 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08162VAE8 300000.00 OU Other Units USD 353418.78 0.0293609852265 Long ABS-MBS CORP US N 2 2062-03-01 Fixed 3.717 N N N N N N IDAHO POWER CO TN0LL73P2C8X3W6KM391 45138LBF9 217000.00 PA USD 287020.69 0.023844828616 Long DBT CORP US N 2 2048-03-01 Fixed 4.20 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286M7 705000.00 PA USD 730473.63 0.0606855851259 Long DBT UST US N 2 2022-04-15 Fixed 2.25 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WHYA4 323469.28 OU Other Units USD 343290.72 0.0285195760064 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QAJB7 145970.74 OU Other Units USD 157227.71 0.013062012354 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.50 N N N N N N FANNIEMAE-ACES N/A 3136B4KB3 200000.00 OU Other Units USD 232915.00 0.0193498881809 Long ABS-MBS USGA US N 2 2029-02-01 Fixed 3.273 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UMN9 132124.68 OU Other Units USD 143355.12 0.0119095186748 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UMM1 380039.68 OU Other Units USD 406569.37 0.0337765787831 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 4.50 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EN9 90000.00 PA USD 106548.67 0.0088517478493 Long DBT CORP US N 2 2029-07-08 Fixed 3.25 N N N N N N AMERICAN EXPRESS CREDIT ACCOUN 549300Y4SA5G3GIJTP18 02587AAN4 100000.00 OU Other Units USD 103996.84 0.0086397493728 Long ABS-MBS CORP US N 2 2024-11-15 Fixed 2.67 N N N N N N PNC FINANCIAL SERVICES GROUP INC/THE CFGNEKW0P8842LEUIA51 693475AW5 200000.00 PA USD 236109.31 0.0196152619924 Long DBT CORP US N 2 2029-04-23 Fixed 3.45 N N N N N N FHLMC MULTIFAMILY STRUCTURED P N/A 3137FLN91 400000.00 OU Other Units USD 479499.00 0.0398353563869 Long ABS-MBS USGA US N 2 2029-03-01 Fixed 3.505 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286R6 3309000.00 PA USD 3567321.75 0.2963625226705 Long DBT UST US N 2 2024-04-30 Fixed 2.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286S4 796200.00 PA USD 890842.06 0.074008519193 Long DBT UST US N 2 2026-04-30 Fixed 2.375 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DB92 207027.95 OU Other Units USD 218039.86 0.0181141056178 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140H5TL5 195177.10 OU Other Units USD 206464.21 0.0171524349091 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 3.50 N N N N N N INTERNATIONAL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200JZ5 250000.00 PA USD 284591.34 0.023643005415 Long DBT CORP US N 2 2026-05-15 Fixed 3.30 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CK9 250000.00 PA USD 235213.84 0.0195408689977 Long DBT CORP US N 2 2049-05-01 Fixed 3.90 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AU3 250000.00 PA USD 327847.78 0.0272366223015 Long DBT CORP US N 2 2049-08-15 Fixed 4.45 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 037389BC6 250000.00 PA USD 293618.33 0.0243929410014 Long DBT CORP US N 2 2029-05-02 Fixed 3.75 N N N N N N INTERNATIONAL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200JY8 320000.00 PA USD 349472.41 0.0290331324981 Long DBT CORP US N 2 2024-05-15 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DBG6 197177.70 OU Other Units USD 209384.82 0.0173950705355 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 4.00 N N N N N N INTERNATIONAL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200KA8 220000.00 PA USD 259339.81 0.0215451831112 Long DBT CORP US N 2 2029-05-15 Fixed 3.50 N N N N N N INTERNATIONAL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200KC4 160000.00 PA USD 211036.50 0.0175322872167 Long DBT CORP US N 2 2049-05-15 Fixed 4.25 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 02364WBG9 200000.00 PA USD 265369.00 0.0220460703547 Long DBT CORP MX N 2 2049-04-22 Fixed 4.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286U9 1605000.00 PA USD 1662272.16 0.1380966465115 Long DBT UST US N 2 2022-05-15 Fixed 2.125 N N N N N N REINSURANCE GROUP OF AMERICA INC LORM1GNEU1DKEW527V90 759351AN9 250000.00 PA USD 282642.24 0.0234810799613 Long DBT CORP US N 2 2029-05-15 Fixed 3.90 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MBJ4 200000.00 PA USD 239605.73 0.0199057342077 Long DBT CORP US N 2 2029-05-21 Fixed 3.75 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785HX7 160000.00 PA USD 172420.74 0.0143242042765 Long DBT CORP XX N 2 2024-06-24 Fixed 2.25 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JJGJ2 28838.44 OU Other Units USD 31007.92 0.0025760461315 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 4.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286T2 2000000.00 PA USD 2325117.18 0.1931638470708 Long DBT UST US N 2 2029-05-15 Fixed 2.375 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBH2 200000.00 PA USD 213838.47 0.0177650665834 Long DBT CORP US N 2 2024-05-21 Fixed 3.875 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UPB2 216853.22 OU Other Units USD 232143.61 0.0192858033849 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 4.50 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAH3 590000.00 PA USD 725789.20 0.0602964165592 Long DBT CORP US N 2 2036-02-01 Fixed 4.70 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JLYF5 227848.68 OU Other Units USD 244820.69 0.020338977635 Long ABS-MBS USGA US N 2 2049-01-01 Fixed 4.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 3325000.00 PA USD 4701627.94 0.3905973205127 Long DBT UST US N 2 2049-05-15 Fixed 2.875 N N N N N N INTERNATIONAL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200KB6 105000.00 PA USD 133263.05 0.0110710993974 Long DBT CORP US N 2 2039-05-15 Fixed 4.15 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAG5 315000.00 PA USD 358759.40 0.0298046681143 Long DBT CORP US N 2 2026-02-01 Fixed 3.65 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286X3 1540000.00 PA USD 1702482.03 0.1414371633879 Long DBT UST US N 2 2026-05-31 Fixed 2.125 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 100000.00 PA USD 132992.01 0.0110485821971 Long DBT CORP US N 2 2049-06-15 Fixed 5.25 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAG5 215000.00 PA USD 235359.72 0.0195529882759 Long DBT CORP US N 2 2023-05-25 Fixed 4.057 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 110000.00 PA USD 128873.09 0.010706394526 Long DBT CORP US N 2 2029-06-15 Fixed 4.125 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBK4 250000.00 PA USD 332924.43 0.0276583753437 Long DBT CORP US N 2 2049-07-15 Fixed 4.15 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AS7 190000.00 PA USD 205192.85 0.0170468140867 Long DBT CORP US N 2 2024-07-01 Fixed 2.75 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 50000.00 PA USD 63576.78 0.0052817705338 Long DBT CORP US N 2 2039-06-15 Fixed 5.125 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AP9 40000.00 PA USD 50326.24 0.0041809549258 Long DBT CORP US N 2 2049-06-14 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UQ47 229811.43 OU Other Units USD 241780.17 0.0200863802411 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UEB4 119784.10 OU Other Units USD 130775.56 0.0108644460974 Long ABS-MBS USGA US N 2 2048-10-01 Fixed 5.00 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAW0 90000.00 PA USD 105633.50 0.0087757182369 Long DBT CORP US N 2 2029-08-15 Fixed 3.80 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AU2 190000.00 PA USD 220269.53 0.0182993399959 Long DBT CORP US N 2 2029-07-01 Fixed 3.50 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJL7 300000.00 PA USD 373039.37 0.030991005717 Long DBT CORP US N 2 2045-07-15 Fixed 4.85 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 100000.00 PA USD 134810.28 0.011199638682 Long DBT CORP US N 2 2049-07-01 Fixed 4.40 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286Y1 740000.00 PA USD 762604.69 0.0633549384012 Long DBT UST US N 2 2022-06-15 Fixed 1.75 N N N N N N HSBC HOLDINGS PLC 5493009Z5F07LWZYMK62 404280CC1 300000.00 PA USD 339977.49 0.0282443226736 Long DBT CORP GB N 2 2030-05-22 Variable 3.973 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DBH4 220984.77 OU Other Units USD 237459.61 0.0197274409161 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UUK6 241114.15 OU Other Units USD 256663.02 0.0213228033281 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 4.00 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBV4 300000.00 PA USD 330573.29 0.0274630495978 Long DBT CORP US N 2 2029-07-31 Fixed 3.125 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DCF7 13456.76 OU Other Units USD 14725.30 0.0012233342997 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 5.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286Z8 2145000.00 PA USD 2277386.72 0.1891985418572 Long DBT UST US N 2 2024-06-30 Fixed 1.75 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBT6 110000.00 PA USD 150778.07 0.0125261953701 Long DBT CORP GB N 2 2059-06-19 Fixed 5.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128287B0 2126000.00 PA USD 2321575.40 0.192869606481 Long DBT UST US N 2 2026-06-30 Fixed 1.875 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UKX9 182627.57 OU Other Units USD 194314.92 0.0161431078886 Long ABS-MBS USGA US N 2 2049-01-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JACX4 195161.64 OU Other Units USD 205593.95 0.0170801362865 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DDN9 14838.55 OU Other Units USD 16219.75 0.0013474887784 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UQ62 87683.01 OU Other Units USD 93692.06 0.0077836587786 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 3132DV3J2 221430.61 OU Other Units USD 233260.41 0.0193785838204 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 3.50 N N N N N N TOTAL CAPITAL INTL SA 549300U37G2I8G4RUG09 89153VAU3 50000.00 PA USD 59933.13 0.0049790668863 Long DBT CORP FR N 2 2049-07-12 Fixed 3.461 N N N N N N TOTAL CAPITAL INTL SA 549300U37G2I8G4RUG09 89153VAT6 170000.00 PA USD 191308.86 0.0158933733293 Long DBT CORP FR N 2 2030-01-10 Fixed 2.829 N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X4EA0 210214.63 OU Other Units USD 221636.78 0.0184129270754 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UV90 257712.04 OU Other Units USD 274179.24 0.0227779989933 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 4.00 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468J1 100000.00 PA USD 106965.98 0.0088864167278 Long DBT CORP US N 2 2025-07-22 Variable 2.72 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UUL4 798754.67 OU Other Units USD 853302.97 0.0708898828067 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DES7 445704.84 OU Other Units USD 472114.77 0.0392218964345 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140Q9SP9 237578.34 OU Other Units USD 250996.52 0.0208520472953 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3132ADPE2 190579.00 OU Other Units USD 204888.38 0.0170215196211 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.50 N N N N N N FREDDIE MAC N/A 3132ADPD4 200473.90 OU Other Units USD 212782.99 0.0176773804319 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X4DF0 606186.39 OU Other Units USD 641540.53 0.0532972866454 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DEU2 139924.15 OU Other Units USD 148597.47 0.0123450375822 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 4.00 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHV4 130000.00 PA USD 145410.79 0.0120802976484 Long DBT CORP US N 2 2030-07-23 Variable 3.194 N N N N N N FREDDIE MAC N/A 3132A5D85 110517.46 OU Other Units USD 119787.70 0.0099516072406 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Y87 760000.00 PA USD 807752.34 0.0671056714117 Long DBT UST US N 2 2024-07-31 Fixed 1.75 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HPW45 151855.72 OU Other Units USD 162350.58 0.0134876052169 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.00 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167EN9 170000.00 PA USD 175537.24 0.0145831138637 Long DBT CORP XX N 2 2022-07-19 Fixed 1.875 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TJW6 357046.69 OU Other Units USD 378406.00 0.0314368494385 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 3.00 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EL8 400000.00 PA USD 454268.03 0.0377392421469 Long DBT CORP US N 2 2029-07-29 Fixed 2.625 N N N N N N KFW 549300GDPG70E3MBBU98 500769JB1 210000.00 PA USD 216720.56 0.0180045020823 Long DBT CORP DE N 2 2022-08-22 Fixed 1.75 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DC67 75248.59 OU Other Units USD 79248.85 0.0065837596804 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3131XPUE6 335528.27 OU Other Units USD 371220.08 0.0308398644935 Long ABS-MBS USGA US N 2 2044-02-01 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Y95 3425000.00 PA USD 3742749.03 0.3109365013833 Long DBT UST US N 2 2026-07-31 Fixed 1.875 N N N N N N INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 4581X0DJ4 80000.00 PA USD 86857.84 0.0072158920277 Long DBT CORP XX N 2 2026-07-23 Fixed 2.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SJ8 1955000.00 PA USD 2463490.93 0.2046595282836 Long DBT UST US N 2 2049-08-15 Fixed 2.25 N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFK5 50000.00 PA USD 59041.12 0.0049049613381 Long DBT CORP US N 2 2049-09-01 Fixed 3.625 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 100000.00 PA USD 112837.29 0.0093741877686 Long DBT CORP US N 2 2029-08-15 Fixed 3.25 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UQ54 585874.94 OU Other Units USD 621893.49 0.0516650687672 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 3132AEEY8 101488.49 OU Other Units USD 106911.02 0.0088818508138 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 3.50 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 05531FBH5 200000.00 PA USD 214310.38 0.0178042714681 Long DBT CORP US N 2 2024-08-01 Fixed 2.50 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CR4 125000.00 PA USD 117176.26 0.0097346565419 Long DBT CORP US N 2 2059-08-01 Fixed 3.95 N N N N N N FREDDIE MAC N/A 3132A5J63 178872.14 OU Other Units USD 189837.50 0.0157711370995 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.00 N N N N N N EXXON MOBIL CORP 549300JZNB745JT5WY51 30231GAY8 430000.00 PA USD 477308.90 0.0396534093671 Long DBT CORP US N 2 2039-08-16 Fixed 2.995 N N N N N N EXXON MOBIL CORP 549300JZNB745JT5WY51 30231GAZ5 230000.00 PA USD 258223.39 0.021452434245 Long DBT CORP US N 2 2049-08-16 Fixed 3.095 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAZ7 400000.00 PA USD 484874.93 0.0402819727249 Long DBT CORP US N 2 2049-08-15 Fixed 3.20 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CN3 125000.00 PA USD 120038.89 0.0099724753616 Long DBT CORP US N 2 2030-02-01 Fixed 2.95 N N N N N FREDDIE MAC N/A 3132AD6Q6 185080.28 OU Other Units USD 202345.21 0.0168102405918 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 5.00 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YBH3 345000.00 PA USD 366577.18 0.0304541461162 Long DBT CORP US N 2 2025-02-14 Fixed 2.00 N N N N N N FREDDIE MAC N/A 3132AD3U0 384223.67 OU Other Units USD 412680.45 0.0342842692052 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 4.50 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CQ6 125000.00 PA USD 113079.74 0.0093943297963 Long DBT CORP US N 2 2050-02-01 Fixed 3.75 N N N N N N EXXON MOBIL CORP 549300JZNB745JT5WY51 30231GBD3 155000.00 PA USD 168798.91 0.0140233133699 Long DBT CORP US N 2 2026-08-16 Fixed 2.275 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YBJ9 390000.00 PA USD 430991.47 0.0358054944998 Long DBT CORP US N 2 2029-08-26 Fixed 2.375 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CJ3 150000.00 PA USD 176551.03 0.0146673365336 Long DBT CORP US N 2 2049-09-15 Fixed 3.25 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AG5 130000.00 PA USD 150677.53 0.0125178428047 Long DBT CORP US N 2 2025-11-15 Fixed 4.125 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AH3 230000.00 PA USD 277911.44 0.0230880591125 Long DBT CORP US N 2 2028-10-15 Fixed 4.375 N N N N N N FREDDIE MAC N/A 3131YAZR4 168698.47 OU Other Units USD 179543.33 0.0149159279528 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DBA9 167977.61 OU Other Units USD 176176.19 0.0146361959368 Long ABS-MBS USGA US N 2 2034-04-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DFQ0 304026.76 OU Other Units USD 322041.66 0.0267542670527 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DC26 452160.37 OU Other Units USD 485661.88 0.0403473501995 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 4.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YE4 1770000.00 PA USD 1847472.07 0.1534825063729 Long DBT UST US N 2 2024-08-31 Fixed 1.25 N N N N N N PPL ELECTRIC UTILITIES N/A 69351UAW3 250000.00 PA USD 288922.22 0.024002802095 Long DBT CORP US N 2 2049-10-01 Fixed 3.00 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687FK7 150000.00 PA USD 157176.94 0.0130577945328 Long DBT CORP US N 2 2024-08-30 Fixed 1.75 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687FM3 225000.00 PA USD 231254.71 0.0192119562063 Long DBT CORP US N 2 2049-09-01 Fixed 2.75 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DP2 120000.00 PA USD 131083.14 0.0108899989326 Long DBT CORP US N 2 2029-09-11 Fixed 2.20 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DQ0 75000.00 PA USD 86539.25 0.0071894245143 Long DBT CORP US N 2 2049-09-11 Fixed 2.95 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AE0 80000.00 PA USD 82654.01 0.0068666502853 Long DBT CORP US N 2 2021-09-17 Fixed 3.40 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DH7 65000.00 PA USD 65521.35 0.0054433196486 Long DBT CORP US N 2 2049-09-13 Fixed 3.25 N N N N N N FREDDIE MAC N/A 31329NVV7 255847.93 OU Other Units USD 270818.35 0.0224987862088 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.50 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBF2 230000.00 PA USD 243460.66 0.0202259903718 Long DBT CORP US N 2 2025-10-15 Variable 2.301 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 74432QCF0 75000.00 PA USD 89866.63 0.0074658533872 Long DBT CORP US N 2 2051-03-13 Fixed 3.70 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBU3 75000.00 PA USD 92933.42 0.0077206332149 Long DBT CORP GB N 2 2050-09-17 Fixed 4.25 N N N N N N FREDDIE MAC N/A 3132ADPG7 103235.85 OU Other Units USD 109353.02 0.0090847249393 Long ABS-MBS USGA US N 2 2048-10-01 Fixed 3.00 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 220000.00 PA USD 240183.62 0.0199537435969 Long DBT CORP US N 2 2030-10-15 Variable 2.739 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VEU4 977000.00 PA USD 1196603.14 0.0994102438912 Long DBT CORP US N 2 2029-12-03 Fixed 4.016 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DM9 135000.00 PA USD 142356.16 0.0118265280375 Long DBT CORP US N 2 2024-09-11 Fixed 1.80 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687FL5 225000.00 PA USD 234225.02 0.0194587207615 Long DBT CORP US N 2 2029-09-01 Fixed 2.00 N N N N N N FORD CREDIT FLOORPLAN MASTER O 5493001DTG5N7T8BG747 34528QHA5 150000.00 OU Other Units USD 154361.40 0.0128238878107 Long ABS-MBS CORP US N 2 2024-09-15 Fixed 2.23 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YD6 3370000.00 PA USD 3583784.38 0.2977301891998 Long DBT UST US N 2 2026-08-31 Fixed 1.375 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AF7 127000.00 PA USD 138428.51 0.0115002305113 Long DBT CORP US N 2 2023-07-15 Fixed 3.75 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EP4 200000.00 PA USD 241765.50 0.0200851615009 Long DBT CORP US N 2 2049-09-24 Fixed 2.95 N N N N N N FREDDIE MAC N/A 3131XVKA2 1015340.33 OU Other Units USD 1077641.16 0.0895272350219 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3132A5JQ9 215930.56 OU Other Units USD 227759.57 0.0189215903296 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 3.50 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AV7 125000.00 PA USD 152011.33 0.0126286509573 Long DBT CORP US N 2 2050-04-15 Fixed 3.15 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAE3 95000.00 PA USD 107407.51 0.0089230977321 Long DBT CORP US N 2 2029-10-01 Fixed 2.85 N N N N N N FREDDIE MAC N/A 3132A5JC0 139006.78 OU Other Units USD 146958.59 0.012208884287 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YH7 3570000.00 PA USD 3765722.47 0.3128450667188 Long DBT UST US N 2 2024-09-30 Fixed 1.50 N N N N N FREDDIE MAC N/A 31329NTH1 289284.92 OU Other Units USD 305440.16 0.0253750636153 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 3.50 N N N N N N FANNIEMAE-ACES N/A 3136B5NV3 500000.00 OU Other Units USD 566803.70 0.0470883722195 Long ABS-MBS USGA US N 2 2029-06-01 Variable 2.885 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCD8 300000.00 PA USD 310770.48 0.0258178908096 Long DBT CORP CA N 2 2022-12-01 Fixed 1.90 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YG9 239000.00 PA USD 257886.60 0.0214244547296 Long DBT UST US N 2 2026-09-30 Fixed 1.625 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DGL0 158773.20 OU Other Units USD 168181.20 0.0139719958531 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3132A5DX0 122677.36 OU Other Units USD 131401.98 0.0109164872152 Long ABS-MBS USGA US N 2 2045-06-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X4XP6 378632.13 OU Other Units USD 401067.72 0.033319518 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3131XYNZ8 261970.92 OU Other Units USD 277278.82 0.023035502917 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 3.50 N N N N N N BANK OF NOVA SCOTIA/THE L3I9ZG2KFGXZ61BMYR72 064159SH0 180000.00 PA USD 186356.80 0.0154819708552 Long DBT CORP CA N 2 2022-11-15 Fixed 2.00 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YJ3 1420000.00 PA USD 1442631.25 0.1198495304028 Long DBT UST US N 2 2021-09-30 Fixed 1.50 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TGL3 370000.00 PA USD 389818.47 0.0323849636363 Long DBT CORP US N 2 2024-10-07 Fixed 2.00 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YK0 973000.00 PA USD 999928.53 0.083071099948 Long DBT UST US N 2 2022-10-15 Fixed 1.375 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBB4 300000.00 PA USD 328886.15 0.0273228870049 Long DBT CORP GB N 2 2029-10-24 Fixed 2.375 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G0W66 500000.00 PA USD 527388.33 0.0438138600494 Long DBT UST US N 2 2024-10-15 Fixed 1.625 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DGN6 356304.23 OU Other Units USD 378282.56 0.031426594409 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 4.00 N N N N N N FHLMC MULTIFAMILY STRUCTURED P N/A 3137FLYV0 400000.00 OU Other Units USD 473927.76 0.0393725142727 Long ABS-MBS USGA US N 2 2029-04-01 Fixed 3.298 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06367WRC9 300000.00 PA USD 311357.73 0.0258666777998 Long DBT CORP CA N 2 2022-11-01 Fixed 2.05 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 300000.00 PA USD 362503.05 0.0301156794656 Long DBT CORP US N 2 2050-03-01 Fixed 4.80 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHX0 300000.00 PA USD 330153.13 0.0274281439498 Long DBT CORP US N 2 2030-10-22 Variable 2.884 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHW2 200000.00 PA USD 212332.93 0.0176399907804 Long DBT CORP US N 2 2025-10-22 Variable 2.456 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YP9 1750000.00 PA USD 1779907.22 0.1478694187982 Long DBT UST US N 2 2021-10-31 Fixed 1.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YM6 2050000.00 PA USD 2164231.45 0.1797979372522 Long DBT UST US N 2 2024-10-31 Fixed 1.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FVWN2 682002.58 OU Other Units USD 725962.17 0.0603107863944 Long ABS-MBS USGA US N 2 2047-07-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UZU9 307319.26 OU Other Units USD 326028.25 0.0270854611395 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QBF60 144922.20 OU Other Units USD 153509.46 0.0127531111594 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3132AEBH8 109872.56 OU Other Units USD 116683.61 0.0096937286393 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X4WN2 406949.39 OU Other Units USD 431834.62 0.0358755409039 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YQ7 876000.00 PA USD 945772.03 0.0785719383686 Long DBT UST US N 2 2026-10-31 Fixed 1.625 N N N N N JPN BANK FOR INT'L COOP 549300TJ3QFYVCTSCJ29 471048CF3 300000.00 PA USD 329308.04 0.0273579363762 Long DBT USGSE JP N 2 2029-10-17 Fixed 2.00 N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JA5 300000.00 PA USD 324812.51 0.026984461062 Long DBT CORP XX N 2 2029-10-09 Fixed 1.625 N N N N N N PNC FINANCIAL SERVICES GROUP INC/THE CFGNEKW0P8842LEUIA51 693475AY1 500000.00 PA USD 533466.57 0.0443188222216 Long DBT CORP US N 2 2024-11-01 Fixed 2.20 N N N N N N FREDDIE MAC N/A 3132A5JT3 198027.15 OU Other Units USD 212972.61 0.0176931334997 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.50 N N N N N N STATE STREET CORP 549300NZAMSJ8FXPQQ63 857477BF9 225000.00 PA USD 249183.78 0.0207014502264 Long DBT CORP US N 2 2034-11-01 Variable 3.031 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2A8 400000.00 PA USD 408958.76 0.0339750822257 Long DBT CORP CH N 2 2021-11-12 Fixed 2.10 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WH5G3 84635.57 OU Other Units USD 89056.01 0.0073985094791 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 2.50 N N N N N N FREDDIE MAC N/A 3132A5AX3 768412.44 OU Other Units USD 826648.01 0.0686754676962 Long ABS-MBS USGA US N 2 2043-07-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3132ACYH7 408745.19 OU Other Units USD 433757.76 0.0360353096777 Long ABS-MBS USGA US N 2 2048-10-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DHK1 359117.60 OU Other Units USD 377074.35 0.0313262199016 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 2.50 N N N N N N JETBLUE 2019-1 CLASS AA N/A 477143AH4 296342.14 PA USD 280152.73 0.0232742588458 Long DBT CORP US N 2 2032-05-15 Fixed 2.75 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DHD7 168875.77 OU Other Units USD 177358.52 0.0147344204105 Long ABS-MBS USGA US N 2 2034-11-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179U6U1 454765.72 OU Other Units USD 481628.61 0.0400122780766 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 3.00 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CD2 400000.00 PA USD 432530.40 0.035933344245 Long DBT CORP NL N 2 2029-11-07 Fixed 2.375 N N N N N N HSBC HOLDINGS PLC 5493009Z5F07LWZYMK62 404280CE7 400000.00 PA USD 418743.04 0.0347879312218 Long DBT CORP GB N 2 2025-11-07 Variable 2.633 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SK5 585000.00 PA USD 756752.34 0.062868742501 Long DBT UST US N 2 2049-11-15 Fixed 2.375 N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X4SD9 244448.35 OU Other Units USD 259597.13 0.0215665604945 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 4.00 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBS7 290000.00 PA USD 372382.47 0.030936432411 Long DBT CORP US Y 2 2049-11-21 Fixed 4.25 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBQ1 385000.00 PA USD 412083.58 0.0342346830139 Long DBT CORP US Y 2 2024-11-21 Fixed 2.60 N N N N N N MOUNT SINAI HOSPITALS GROUP INC 549300IJEDK5LH7YPT15 623115AE2 300000.00 PA USD 342734.18 0.028473340312 Long DBT CORP US N 2 2049-07-01 Fixed 3.737 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YS3 3829000.00 PA USD 4263352.19 0.3541866696104 Long DBT UST US N 2 2029-11-15 Fixed 1.75 N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBR9 200000.00 PA USD 245295.51 0.0203784242739 Long DBT CORP US Y 2 2039-11-21 Fixed 4.05 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BJ8 150000.00 PA USD 178569.27 0.0148350059336 Long DBT CORP US N 2 2049-11-15 Fixed 3.25 N N N N N N ESTEE LAUDER COS INC/THE 549300VFZ8XJ9NUPU221 29736RAP5 300000.00 PA USD 328519.85 0.027292455886 Long DBT CORP US N 2 2029-12-01 Fixed 2.375 N N N N N N ESTEE LAUDER COS INC/THE 549300VFZ8XJ9NUPU221 29736RAN0 320000.00 PA USD 340147.38 0.0282584366315 Long DBT CORP US N 2 2024-12-01 Fixed 2.00 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AQ8 400000.00 PA USD 427530.06 0.0355179308115 Long DBT CORP US N 2 2024-12-01 Fixed 2.60 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X3AW8 261495.00 OU Other Units USD 275399.70 0.0228793911944 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JQRZ8 315245.04 OU Other Units USD 333924.67 0.0277414723197 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 3.00 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBW8 335000.00 PA USD 378009.76 0.0314039309932 Long DBT CORP US Y 2 2029-11-21 Fixed 3.20 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DGK2 86852.15 OU Other Units USD 91203.77 0.0075769390171 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 2.50 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CB3 400000.00 PA USD 427002.16 0.0354740744434 Long DBT CORP DE N 2 2025-11-26 Variable 3.961 N N N N N N CORNING INC 549300X2937PB0CJ7I56 219350BP9 300000.00 PA USD 353310.98 0.0293520295218 Long DBT CORP US N 2 2049-11-15 Fixed 3.90 N N N N N N FREDDIE MAC N/A 3132A5EB7 399202.80 OU Other Units USD 425006.93 0.035308316646 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QBPL6 272587.63 OU Other Units USD 287232.65 0.0238624376249 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3132A5JX4 331661.64 OU Other Units USD 352066.88 0.0292486733795 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YV6 2050000.00 PA USD 2166313.47 0.1799709053057 Long DBT UST US N 2 2024-11-30 Fixed 1.50 N N N N N N FREDDIE MAC N/A 3132A5EN1 542330.58 OU Other Units USD 576798.40 0.0479187022859 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DHM7 309628.28 OU Other Units USD 326258.34 0.027104576335 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3132A5GE9 372104.74 OU Other Units USD 394869.27 0.0328045691371 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 3.00 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543CX9 250000.00 PA USD 279111.35 0.0231877440805 Long DBT CORP US N 2 2026-05-15 Fixed 3.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YT1 500000.00 PA USD 509150.39 0.0422987060247 Long DBT UST US N 2 2021-11-30 Fixed 1.50 N N N N N N UNIV OF PITTSBURGH PA OF THE C 5493002C83QSGL8ETT42 91335VKQ8 200000.00 PA USD 252776.00 0.0209998812219 Long DBT MUN US N 2 2119-09-15 Fixed 3.555 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YU8 1600000.00 PA USD 1728437.50 0.1435934669415 Long DBT UST US N 2 2026-11-30 Fixed 1.625 N N N N N N TRAVELERS COS INC/THE 549300Y650407RU8B149 89417EAN9 300000.00 PA USD 393414.68 0.0326837261092 Long DBT CORP US N 2 2048-03-07 Fixed 4.05 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687DZ6 250000.00 PA USD 371469.44 0.0308605805835 Long DBT CORP US N 2 2034-12-15 Fixed 6.20 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 07330NAT2 250000.00 PA USD 266128.92 0.022109202257 Long DBT CORP US N 2 2024-12-06 Fixed 2.15 N N N N N N CARMAX AUTO OWNER TRUST N/A 14315WAD2 186000.00 OU Other Units USD 191776.66 0.0159322367675 Long ABS-MBS CORP US N 2 2024-11-15 Fixed 2.02 N N N N N N BROADRIDGE FINANCIAL SOLUTIONS INC N/A 11133TAD5 150000.00 PA USD 164459.35 0.0136627955812 Long DBT CORP US N 2 2029-12-01 Fixed 2.90 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687FB7 110000.00 PA USD 148057.99 0.012300219182 Long DBT CORP US N 2 2046-11-15 Fixed 4.75 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VBG4 401137.57 OU Other Units USD 421921.10 0.0350519550315 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X5EJ8 284984.14 OU Other Units USD 303898.01 0.0252469463619 Long ABS-MBS USGA US N 2 2048-04-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X5FA6 252737.14 OU Other Units USD 268150.16 0.0222771208882 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 3132A5EY7 1460017.79 OU Other Units USD 1554839.14 0.1291714294841 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J9GM7 309835.53 OU Other Units USD 327974.85 0.0272471789006 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DKU5 349861.31 OU Other Units USD 368680.85 0.0306289127876 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 3.50 N N N N N N FHLMC MULTIFAMILY STRUCTURED P N/A 3137FQKN2 400000.00 OU Other Units USD 457533.88 0.0380105592897 Long ABS-MBS USGA US N 2 2029-11-01 Fixed 2.651 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YW4 500000.00 PA USD 517919.92 0.0430272525971 Long DBT UST US N 2 2022-12-15 Fixed 1.625 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAK6 200000.00 PA USD 238983.38 0.0198540312135 Long DBT CORP US N 2 2050-01-15 Fixed 3.45 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DKT8 363635.53 OU Other Units USD 385182.50 0.0319998209829 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 3.00 N N N N N N TAKEDA PHARMACEUTICAL CO LTD 549300ZLMVP4X0OGR454 874060AW6 200000.00 PA USD 251503.80 0.0208941906149 Long DBT CORP JP N 2 2028-11-26 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DKQ4 558384.03 OU Other Units USD 586628.26 0.0487353379334 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X3AX6 241051.53 OU Other Units USD 255658.46 0.0212393474593 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JAPG7 349711.92 OU Other Units USD 371922.39 0.0308982103276 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DFF4 335680.86 OU Other Units USD 352526.21 0.0292868331551 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X5DR1 159326.82 OU Other Units USD 170280.04 0.0141463612624 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3132AEKT2 126909.41 OU Other Units USD 134748.00 0.0111944646441 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X4WD4 282054.05 OU Other Units USD 298522.53 0.0248003674086 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 3.50 N N N N N N TAKEDA PHARMACEUTICAL CO LTD 549300ZLMVP4X0OGR454 874060AT3 200000.00 PA USD 223904.57 0.0186013283502 Long DBT CORP JP N 2 2023-11-26 Fixed 4.40 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YZ7 2500000.00 PA USD 2552978.53 0.2120938929813 Long DBT UST US N 2 2021-12-31 Fixed 1.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YY0 55000.00 PA USD 58769.43 0.0048823901378 Long DBT UST US N 2 2024-12-31 Fixed 1.75 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EVC0 200000.00 PA USD 213330.09 0.0177228318791 Long DBT CORP US N 2 2025-01-09 Fixed 2.05 N N N N N N FREDDIE MAC N/A 3132A5A21 295399.13 OU Other Units USD 317702.29 0.0263937650486 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3132A5GA7 356809.96 OU Other Units USD 378749.37 0.0314653756009 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3132A5AU9 240450.31 OU Other Units USD 258687.17 0.0214909637135 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.00 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBZ5 95000.00 PA USD 105345.80 0.0087518169732 Long DBT CORP US N 2 2060-01-31 Fixed 3.95 N N N N N N FREDDIE MAC N/A 3132A5AM7 729038.96 OU Other Units USD 784285.29 0.0651560984197 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WKWZ4 137143.42 OU Other Units USD 147082.34 0.0122191650704 Long ABS-MBS USGA US N 2 2047-05-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CPM0 81002.81 OU Other Units USD 85909.04 0.0071370685345 Long ABS-MBS USGA US N 2 2037-09-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3132A5GW9 270566.13 OU Other Units USD 286478.77 0.0237998075079 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 3.50 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAR4 300000.00 PA USD 298716.36 0.0248164702308 Long DBT CORP US N 2 2050-05-15 Fixed 5.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YX2 1605000.00 PA USD 1747569.13 0.1451828660837 Long DBT UST US N 2 2026-12-31 Fixed 1.75 N N N N N FREDDIE MAC N/A 3132A5J22 104560.25 OU Other Units USD 112499.01 0.0093460844684 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 4.50 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBA1 200000.00 PA USD 222670.71 0.0184988229167 Long DBT CORP US N 2 2030-02-01 Fixed 2.45 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAQ6 200000.00 PA USD 198165.41 0.0164629951906 Long DBT CORP US N 2 2030-05-15 Fixed 3.75 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513JXN6 300000.00 PA USD 345150.00 0.0286740394806 Long DBT USGSE IL N 2 2050-01-15 Fixed 3.375 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JXRN0 341745.55 OU Other Units USD 361995.45 0.0300735095614 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 3.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Z29 1870000.00 PA USD 1933295.12 0.160612431113 Long DBT UST US N 2 2023-01-15 Fixed 1.50 N N N N N N PNC FINANCIAL SERVICES GROUP INC/THE CFGNEKW0P8842LEUIA51 693475AZ8 300000.00 PA USD 332489.14 0.0276222127401 Long DBT CORP US N 2 2030-01-22 Fixed 2.55 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VDP2 397928.54 OU Other Units USD 418643.73 0.0347796808412 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3132A5CJ2 232611.42 OU Other Units USD 254041.68 0.0211050301667 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CQG2 349284.89 OU Other Units USD 367284.85 0.0305129372433 Long ABS-MBS USGA US N 2 2032-10-01 Fixed 2.50 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7D0 200000.00 PA USD 207309.88 0.0172226906673 Long DBT CORP CA N 2 2023-01-17 Fixed 1.95 N N N N N N BANK N/A 06540BBD0 400000.00 OU Other Units USD 445866.00 0.0370412263858 Long ABS-MBS CORP US N 2 2052-10-03 Fixed 2.851 N N N N N N FREDDIE MAC N/A 3132A5EC5 427092.38 OU Other Units USD 462892.71 0.0384557550104 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X5LN1 328624.10 OU Other Units USD 348096.49 0.0289188251407 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179USW3 61728.97 OU Other Units USD 66945.03 0.0055615947653 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 5.00 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 175000.00 PA USD 190918.23 0.0158609209462 Long DBT CORP US N 2 2031-01-22 Variable 2.699 N N N N N N JPN BANK FOR INT'L COOP 549300TJ3QFYVCTSCJ29 471048CG1 200000.00 PA USD 206614.39 0.0171649114186 Long DBT USGSE JP N 2 2023-01-23 Fixed 1.75 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JWNT3 328425.63 OU Other Units USD 347886.26 0.0289013598551 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VFP0 196091.49 OU Other Units USD 207737.83 0.0172582434855 Long ABS-MBS USGA US N 2 2050-02-01 Fixed 3.00 N N N N N N US BANK NA CINCINNATI 6BYL5QZYBDK8S7L73M02 90331HPJ6 250000.00 PA USD 255296.32 0.021209261941 Long DBT CORP US N 2 2022-01-21 Fixed 1.80 N N N N N N FREDDIE MAC N/A 3132D53M2 251148.49 OU Other Units USD 263763.85 0.021912719248 Long ABS-MBS USGA US N 2 2034-07-01 Fixed 2.50 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EJ8 300000.00 PA USD 311380.91 0.0258686035256 Long DBT CORP AU N 2 2023-01-13 Fixed 2.00 N N N N N N PROVINCE OF ONTARIO CANADA C7PVKCRGLG18EBQGZV36 683234C89 300000.00 PA USD 310497.98 0.0257952523169 Long DBT USGSE CA N 2 2023-01-24 Fixed 1.75 N N N N N N FREDDIE MAC N/A 3131XVMS1 309485.38 OU Other Units USD 328399.26 0.0272824376261 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.00 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 313381BR5 1000000.00 PA USD 1039745.59 0.0863789833333 Long DBT UST US N 2 2022-12-09 Fixed 1.875 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167ER0 100000.00 PA USD 110659.90 0.009193296658 Long DBT CORP XX N 2 2030-01-24 Fixed 1.875 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBP5 35000.00 PA USD 40419.23 0.0033579098849 Long DBT CORP US N 2 2050-04-15 Fixed 3.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Z60 1020000.00 PA USD 1039105.08 0.08632577166 Long DBT UST US N 2 2022-01-31 Fixed 1.375 N N N N N N NATIONAL AUSTRALIA BK/NY 549300E2IPL06NDXMZ63 63254ABC1 250000.00 PA USD 258635.12 0.0214866395537 Long DBT CORP AU N 2 2022-12-13 Fixed 1.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Z78 425000.00 PA USD 456227.54 0.0379020324326 Long DBT UST US N 2 2027-01-31 Fixed 1.50 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U2K8 145000.00 PA USD 151246.22 0.0125650878852 Long DBT CORP US N 2 2026-02-11 Variable 2.164 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U2J1 145000.00 PA USD 154087.48 0.0128011313486 Long DBT CORP US N 2 2031-02-11 Variable 2.572 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058HT3 300000.00 PA USD 317102.26 0.0263439163339 Long DBT CORP XX N 2 2025-01-15 Fixed 1.625 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BF4 300000.00 PA USD 273990.67 0.0227623331563 Long DBT CORP US N 2 2030-02-10 Fixed 2.625 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TGU3 500000.00 PA USD 541395.00 0.0449774926977 Long DBT CORP US N 2 2030-02-13 Fixed 2.15 N N N N N N INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 4581X0DK1 150000.00 PA USD 159500.70 0.0132508456294 Long DBT CORP XX N 2 2025-03-14 Fixed 1.75 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 470000.00 PA USD 499995.71 0.0415381623314 Long DBT CORP US N 2 2031-02-13 Variable 2.496 N N N N N N STANLEY BLACK & DECKER INC 549300DJ09SMTO561131 854502AL5 300000.00 PA USD 323254.66 0.0268550394992 Long DBT CORP US N 2 2030-03-15 Fixed 2.30 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAV9 400000.00 PA USD 432298.36 0.0359140670493 Long DBT CORP US N 2 2032-03-15 Fixed 2.65 N N N N N N FREDDIE MAC N/A 3132A5F59 300503.95 OU Other Units USD 319440.14 0.0265381404782 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137EAEP0 500000.00 PA USD 525338.75 0.0436435870149 Long DBT UST US N 2 2025-02-12 Fixed 1.50 N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 66989HAR9 390000.00 PA USD 425911.82 0.0353834922264 Long DBT CORP US N 2 2030-08-14 Fixed 2.20 N N N N N N DTE ELECTRIC CO 9N0FWODEJVKHC2DYLO03 23338VAL0 250000.00 PA USD 288560.80 0.0239727763922 Long DBT CORP US N 2 2050-03-01 Fixed 2.95 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TGT6 400000.00 PA USD 419164.00 0.0348229033315 Long DBT CORP US N 2 2025-02-13 Fixed 1.80 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBM2 370000.00 PA USD 401738.54 0.0333752477382 Long DBT CORP US N 2 2030-04-15 Fixed 2.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Z86 1020000.00 PA USD 1052512.50 0.0874396203937 Long DBT UST US N 2 2023-02-15 Fixed 1.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 5433000.00 PA USD 5930246.85 0.4926673397276 Long DBT UST US N 2 2030-02-15 Fixed 1.50 N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CR9 60000.00 PA USD 68173.85 0.0056636814905 Long DBT CORP US N 2 2040-02-21 Fixed 3.15 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SL3 1400000.00 PA USD 1681531.25 0.1396966346529 Long DBT UST US N 2 2050-02-15 Fixed 2.00 N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAC8 95000.00 PA USD 105265.73 0.0087451649948 Long DBT CORP US Y 2 2050-04-05 Fixed 3.577 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JB3 200000.00 PA USD 211889.59 0.0176031594066 Long DBT CORP XX N 2 2025-03-14 Fixed 1.625 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAA2 115000.00 PA USD 121785.92 0.0101176134384 Long DBT CORP US Y 2 2030-02-15 Fixed 2.722 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 66989HAS7 60000.00 PA USD 68582.94 0.0056976674757 Long DBT CORP US N 2 2050-08-14 Fixed 2.75 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CU2 70000.00 PA USD 75612.12 0.0062816309259 Long DBT CORP US N 2 2030-02-21 Fixed 2.45 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAB0 75000.00 PA USD 81327.56 0.0067564527489 Long DBT CORP US Y 2 2040-04-05 Fixed 3.377 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CS7 60000.00 PA USD 70615.23 0.0058665041082 Long DBT CORP US N 2 2050-02-21 Fixed 3.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZA1 2075000.00 PA USD 2107786.62 0.1751086679956 Long DBT UST US N 2 2022-02-28 Fixed 1.125 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BC6 300000.00 PA USD 274314.24 0.0227892143933 Long DBT CORP US N 2 2050-03-15 Fixed 4.50 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BM1 300000.00 PA USD 440285.75 0.0365776357475 Long DBT CORP US N 2 2050-03-25 Fixed 4.75 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBJ4 300000.00 PA USD 372751.81 0.0309671160841 Long DBT CORP US N 2 2031-03-24 Variable 4.493 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216CQ1 300000.00 PA USD 424049.02 0.035228736321 Long DBT CORP US N 2 2050-03-25 Fixed 4.20 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BR0 300000.00 PA USD 368914.58 0.0306483303836 Long DBT CORP US N 2 2030-03-25 Fixed 3.90 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZC7 2105000.00 PA USD 2194503.61 0.1823128586226 Long DBT UST US N 2 2025-02-28 Fixed 1.125 N N N N N FREDDIE MAC N/A 3132A5E84 765761.78 OU Other Units USD 820072.03 0.0681291547594 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 3.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZG8 1910000.00 PA USD 1918095.11 0.1593496593128 Long DBT UST US N 2 2022-03-31 Fixed 0.375 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAQ7 500000.00 PA USD 672667.84 0.0558832513444 Long DBT CORP US N 2 2050-03-26 Fixed 3.85 N N N N N N HSBC HOLDINGS PLC 5493009Z5F07LWZYMK62 404280CF4 400000.00 PA USD 490717.39 0.0407673469932 Long DBT CORP GB N 2 2030-03-31 Fixed 4.95 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EU8 300000.00 PA USD 392106.43 0.0325750405749 Long DBT CORP US N 2 2050-03-19 Fixed 3.625 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AM5 300000.00 PA USD 368807.76 0.0306394560944 Long DBT CORP US N 2 2050-03-27 Fixed 3.375 N N N N N N TJX COS INC/THE V167QI9I69W364E2DY52 872540AR0 300000.00 PA USD 334820.45 0.0278158910683 Long DBT CORP US N 2 2025-04-15 Fixed 3.50 N N N N N N ORACLE CORP 529900MIMKY9RU60Z323 68389XBV6 700000.00 PA USD 799002.39 0.0663787514877 Long DBT CORP US N 2 2030-04-01 Fixed 2.95 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VKL3 520328.46 OU Other Units USD 551064.12 0.0457807745422 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 3.00 N N N N N N STATE STREET CORP 549300NZAMSJ8FXPQQ63 857477BK8 300000.00 PA USD 347201.09 0.0288444379614 Long DBT CORP US Y 2 2031-03-30 Variable 3.152 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08162LAC4 400000.00 OU Other Units USD 444867.10 0.0369582407331 Long ABS-MBS CORP US N 2 2043-09-01 Fixed 2.6866 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZE3 1525000.00 PA USD 1550555.66 0.1288155706556 Long DBT UST US N 2 2027-03-31 Fixed 0.625 N N N N N DTE ELECTRIC CO 9N0FWODEJVKHC2DYLO03 23338VAM8 250000.00 PA USD 281009.87 0.0233454674977 Long DBT CORP US N 2 2031-03-01 Fixed 2.625 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAJ4 315000.00 PA USD 436236.91 0.0362412701152 Long DBT CORP US N 2 2039-01-25 Fixed 5.476 N N N N N N HOME DEPOT INC/THE QEKMOTMBBKA8I816DO57 437076CD2 500000.00 PA USD 611817.70 0.0508280019839 Long DBT CORP US N 2 2050-04-15 Fixed 3.35 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAG0 83000.00 PA USD 92103.25 0.0076516651507 Long DBT CORP US N 2 2024-01-25 Fixed 4.03 N N N N N N KIMBERLY-CLARK CORP MP3J6QPYPGN75NVW2S34 494368CB7 300000.00 PA USD 349616.58 0.0290451097146 Long DBT CORP US N 2 2030-03-26 Fixed 3.10 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CH3 250000.00 PA USD 282452.67 0.0234653310473 Long DBT CORP NL N 2 2050-04-06 Fixed 3.25 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDG1 400000.00 PA USD 463349.38 0.0384936938011 Long DBT CORP US N 2 2030-04-01 Fixed 3.375 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MQ1 750000.00 PA USD 816592.00 0.0678400441767 Long DBT CORP US N 2 2026-04-08 Variable 3.106 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CL6 300000.00 PA USD 337123.48 0.0280072199779 Long DBT CORP US N 2 2030-04-15 Fixed 2.875 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BY9 250000.00 PA USD 300040.94 0.024926512413 Long DBT CORP US N 2 2050-04-15 Fixed 3.32 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CF7 250000.00 PA USD 268641.92 0.0223179748522 Long DBT CORP NL N 2 2025-04-06 Fixed 2.375 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CG5 250000.00 PA USD 278875.58 0.0231681570074 Long DBT CORP NL N 2 2030-04-06 Fixed 2.75 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X4VV5 333404.16 OU Other Units USD 353159.79 0.0293394691045 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 3.00 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBL3 300000.00 PA USD 348748.11 0.0289729597999 Long DBT CORP US N 2 2030-04-06 Fixed 3.633 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AU4 140000.00 PA USD 181263.65 0.0150588470418 Long DBT CORP US N 2 2060-06-01 Fixed 4.60 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513JB42 250000.00 PA USD 312375.00 0.0259511895777 Long DBT USGSE IL N 2 2050-07-03 Fixed 3.875 N N N N N N EVERGY KANSAS CENTRAL J75GNWGEO73W89ZV3S44 30036FAA9 250000.00 PA USD 307961.23 0.0255845066421 Long DBT CORP US N 2 2050-04-15 Fixed 3.45 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAY1 250000.00 PA USD 314267.50 0.0261084128711 Long DBT CORP US Y 2 2050-04-15 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UUM2 134795.64 OU Other Units USD 146165.28 0.0121429784424 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 5.00 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABE4 695000.00 PA USD 796421.35 0.066164326331 Long DBT CORP US Y 2 2030-04-15 Fixed 3.875 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAW5 345000.00 PA USD 422707.80 0.0351173117368 Long DBT CORP US Y 2 2040-04-15 Fixed 4.375 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AV2 100000.00 PA USD 114661.00 0.0095256961926 Long DBT CORP US N 2 2030-06-01 Fixed 3.50 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABA2 310000.00 PA USD 342801.10 0.0284788998273 Long DBT CORP US Y 2 2025-04-15 Fixed 3.50 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2C4 250000.00 PA USD 274490.99 0.0228038982597 Long DBT CORP CH N 2 2025-04-09 Fixed 2.95 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAK1 335000.00 PA USD 489143.53 0.040636595367 Long DBT CORP US N 2 2049-01-25 Fixed 5.576 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2B6 250000.00 PA USD 259877.80 0.0215898777266 Long DBT CORP CH N 2 2022-04-08 Fixed 2.80 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBJ8 250000.00 PA USD 290030.75 0.0240948954834 Long DBT CORP US N 2 2025-05-01 Fixed 5.80 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAL7 250000.00 PA USD 275875.01 0.0229188785411 Long DBT CORP GB N 2 2025-07-09 Variable 3.87 N N N N N N ESTEE LAUDER COS INC/THE 549300VFZ8XJ9NUPU221 29736RAQ3 300000.00 PA USD 334653.31 0.0278020055722 Long DBT CORP US N 2 2030-04-15 Fixed 2.60 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BY8 410000.00 PA USD 425764.21 0.0353712292249 Long DBT CORP US N 2 2050-05-01 Fixed 4.35 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 898813AR1 250000.00 PA USD 316884.99 0.0263258661859 Long DBT CORP US N 2 2050-06-15 Fixed 4.00 N N N N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 609207AT2 300000.00 PA USD 333572.70 0.0277122316948 Long DBT CORP US N 2 2030-04-13 Fixed 2.75 N N N N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 609207AS4 400000.00 PA USD 417395.72 0.0346759998677 Long DBT CORP US N 2 2023-04-13 Fixed 2.125 N N N N N N MCCORMICK & CO INC/MD 549300JQQA6MQ4OJP259 579780AQ0 300000.00 PA USD 326746.45 0.0271451270678 Long DBT CORP US N 2 2030-04-15 Fixed 2.50 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAH4 400000.00 PA USD 476265.22 0.0395667035246 Long DBT CORP US Y 2 2030-04-15 Fixed 5.00 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAG7 200000.00 PA USD 241454.67 0.0200593386654 Long DBT CORP NO N 2 2040-04-06 Fixed 3.625 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123CJ8 300000.00 PA USD 363020.87 0.0301586984171 Long DBT CORP US N 2 2050-04-09 Fixed 3.25 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CS3 300000.00 PA USD 345679.79 0.0287180528643 Long DBT USGSE ID N 2 2030-10-15 Fixed 3.85 N N N N N N EXXON MOBIL CORP 549300JZNB745JT5WY51 30231GBM3 135000.00 PA USD 160729.03 0.0133528916468 Long DBT CORP US N 2 2051-04-15 Fixed 3.452 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BX0 300000.00 PA USD 307768.33 0.0255684810816 Long DBT CORP US N 2 2040-05-01 Fixed 4.25 N N N N N N EXXON MOBIL CORP 549300JZNB745JT5WY51 30231GBL5 250000.00 PA USD 258184.29 0.0214491859329 Long DBT CORP US N 2 2023-04-15 Fixed 1.571 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZH6 1690000.00 PA USD 1696172.45 0.1409129821738 Long DBT UST US N 2 2023-04-15 Fixed 0.25 N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BW2 395000.00 PA USD 400570.56 0.03327821542 Long DBT CORP US N 2 2030-05-01 Fixed 3.625 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7G3 250000.00 PA USD 257928.68 0.0214279506113 Long DBT CORP CA N 2 2023-04-17 Fixed 1.60 N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAP0 200000.00 PA USD 207067.09 0.0172025203934 Long DBT CORP US N 2 2030-04-20 Fixed 1.60 N N N N N N EXXON MOBIL CORP 549300JZNB745JT5WY51 30231GBN1 345000.00 PA USD 381000.97 0.0316524318584 Long DBT CORP US N 2 2030-10-15 Fixed 2.61 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 250000.00 PA USD 268986.23 0.0223465791069 Long DBT CORP US N 2 2031-04-29 Variable 2.592 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAJ9 300000.00 PA USD 325629.00 0.0270522926323 Long DBT USGSE MX N 2 2025-04-27 Fixed 3.90 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBL9 390000.00 PA USD 421567.21 0.0350225548987 Long DBT CORP US N 2 2031-04-22 Variable 2.522 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U2Q5 400000.00 PA USD 438655.41 0.0364421919303 Long DBT CORP US N 2 2041-04-30 Variable 3.068 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 443201AA6 300000.00 PA USD 340986.72 0.0283281665121 Long DBT CORP US N 2 2025-05-01 Fixed 6.875 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508BJ2 400000.00 PA USD 420608.56 0.0349429130967 Long DBT CORP US N 2 2030-05-04 Fixed 1.75 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBM7 75000.00 PA USD 85334.52 0.007089339115 Long DBT CORP US N 2 2041-04-22 Variable 3.109 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAL4 250000.00 PA USD 293375.00 0.0243727258659 Long DBT USGSE MX N 2 2051-04-27 Fixed 5.00 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBK1 250000.00 PA USD 262417.24 0.0218008468786 Long DBT CORP US N 2 2026-04-22 Variable 2.083 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZN3 1695000.00 PA USD 1709136.03 0.1419899579952 Long DBT UST US N 2 2027-04-30 Fixed 0.50 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U2N2 400000.00 PA USD 417969.38 0.034723657841 Long DBT CORP US N 2 2026-04-30 Variable 2.188 N N N N N N BANK OF NOVA SCOTIA/THE L3I9ZG2KFGXZ61BMYR72 064159VK9 250000.00 PA USD 257786.34 0.0214161254258 Long DBT CORP CA N 2 2023-05-01 Fixed 1.625 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752AN3 100000.00 PA USD 105980.11 0.0088045135688 Long DBT CORP US N 2 2030-05-15 Fixed 2.25 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBN5 360000.00 PA USD 410054.88 0.034066144628 Long DBT CORP US N 2 2051-04-22 Variable 3.109 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZM5 2035000.00 PA USD 2035357.71 0.1690914887261 Long DBT UST US N 2 2022-04-30 Fixed 0.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZL7 358000.00 PA USD 360901.76 0.0299826490363 Long DBT UST US N 2 2025-04-30 Fixed 0.375 N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DPE6 98456.54 OU Other Units USD 104290.51 0.0086641466063 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3132DV5R2 387516.70 OU Other Units USD 410478.73 0.0341013568303 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 3.00 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BJ6 200000.00 PA USD 214419.48 0.0178133351729 Long DBT CORP US N 2 2025-05-04 Fixed 5.25 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CT0 280000.00 PA USD 302729.47 0.0251498675206 Long DBT CORP US N 2 2025-05-01 Fixed 4.875 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058JB0 390000.00 PA USD 395106.66 0.032824290795 Long DBT CORP XX N 2 2025-04-22 Fixed 0.625 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167EU3 220000.00 PA USD 222875.41 0.0185158287863 Long DBT CORP XX N 2 2025-04-29 Fixed 0.625 N N N N N N INTERNATIONAL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200KH3 100000.00 PA USD 104095.31 0.0086479299686 Long DBT CORP US N 2 2027-05-15 Fixed 1.70 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBH5 800000.00 PA USD 851635.48 0.0707513526775 Long DBT CORP US N 2 2025-05-06 Fixed 2.35 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CX1 390000.00 PA USD 469826.82 0.0390318203266 Long DBT CORP US N 2 2060-05-01 Fixed 5.93 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DW7 120000.00 PA USD 133271.48 0.0110717997368 Long DBT CORP US N 2 2050-05-11 Fixed 2.65 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DU1 100000.00 PA USD 105074.21 0.0087292540806 Long DBT CORP US N 2 2030-05-11 Fixed 1.65 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CY9 250000.00 PA USD 274311.48 0.0227889851007 Long DBT CORP US N 2 2030-05-01 Fixed 5.15 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AZ2 400000.00 PA USD 429910.08 0.0357156558222 Long DBT CORP US N 2 2030-11-15 Fixed 2.55 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DA5 200000.00 PA USD 217801.84 0.0180943316213 Long DBT CORP US N 2 2027-05-05 Fixed 2.55 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MR9 500000.00 PA USD 514209.31 0.0427189861111 Long DBT CORP US N 2 2024-05-15 Variable 1.678 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06739GCR8 200000.00 PA USD 204019.99 0.0169493763526 Long DBT CORP GB N 2 2022-05-12 Fixed 1.70 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DT4 125000.00 PA USD 128578.86 0.0106819507692 Long DBT CORP US N 2 2025-05-11 Fixed 1.125 N N N N N N CHEVRON CORP N/A 166764CA6 300000.00 PA USD 348469.19 0.0289497879526 Long DBT CORP US N 2 2050-05-11 Fixed 3.078 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAP6 230000.00 PA USD 258831.95 0.021502991607 Long DBT CORP US Y 2 2030-11-15 Fixed 4.15 N N N N N N CHEVRON CORP N/A 166764BY5 180000.00 PA USD 194853.35 0.0161878390579 Long DBT CORP US N 2 2030-05-11 Fixed 2.236 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAG8 400000.00 PA USD 417415.72 0.0346776614084 Long DBT CORP US N 2 2025-06-01 Fixed 1.65 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAJ2 300000.00 PA USD 365024.47 0.0303251515694 Long DBT CORP US N 2 2050-06-01 Fixed 3.25 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687FZ4 300000.00 PA USD 353461.58 0.0293645409237 Long DBT CORP US N 2 2051-01-13 Fixed 3.60 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687FW1 100000.00 PA USD 105971.87 0.0088038290141 Long DBT CORP US N 2 2028-01-13 Fixed 2.20 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687GA8 500000.00 PA USD 617326.95 0.0512856941526 Long DBT CORP US N 2 2060-05-13 Fixed 3.80 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZQ6 4373000.00 PA USD 4409128.50 0.3662973335776 Long DBT UST US N 2 2030-05-15 Fixed 0.625 N N N N N FREDDIE MAC N/A 3132DMKB0 337331.08 OU Other Units USD 358526.32 0.0297853045184 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 4.00 N N N N N N AMERISOURCEBERGEN CORP AI8GXW8LG5WK7E9UD086 03073EAR6 100000.00 PA USD 108762.26 0.0090356463486 Long DBT CORP US N 2 2030-05-15 Fixed 2.80 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F022683 10875000.00 OU Other Units USD 11425121.99 0.9491652875929 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DQA3 396538.64 OU Other Units USD 420035.26 0.0348952850311 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3132DV6C4 198596.33 OU Other Units USD 208624.33 0.0173318912792 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.50 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAT0 300000.00 PA USD 340960.43 0.0283259824168 Long DBT CORP US N 2 2050-05-15 Fixed 3.00 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAL8 200000.00 PA USD 232628.40 0.0193260783019 Long DBT CORP US N 2 2050-06-15 Fixed 3.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 3859000.00 PA USD 3906333.03 0.3245265754798 Long DBT UST US N 2 2050-05-15 Fixed 1.25 N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCN7 400000.00 PA USD 516804.95 0.0429346241926 Long DBT CORP US Y 2 2045-03-15 Fixed 4.75 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EZ2 300000.00 PA USD 332802.40 0.0276482374528 Long DBT CORP US N 2 2040-05-28 Fixed 2.55 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F030686 9700000.00 OU Other Units USD 10263980.80 0.8527011174504 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 3.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZP8 4005000.00 PA USD 4005860.43 0.3327950170182 Long DBT UST US N 2 2023-05-15 Fixed 0.125 N N N N N N FREDDIE MAC N/A 3133KYS83 388191.28 OU Other Units USD 408010.56 0.0338963085787 Long ABS-MBS USGA US N 2 2040-04-01 Fixed 2.50 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAK0 200000.00 PA USD 212006.60 0.0176128802507 Long DBT CORP US N 2 2030-06-15 Fixed 2.10 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DQ96 398917.48 OU Other Units USD 422555.06 0.0351046225501 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 3.00 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDC0 300000.00 PA USD 337031.99 0.0279996192597 Long DBT CORP US Y 2 2025-03-15 Fixed 3.80 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EX7 300000.00 PA USD 305402.88 0.0253719665033 Long DBT CORP US N 2 2025-05-28 Fixed 0.80 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140K9EE5 393100.66 OU Other Units USD 416393.57 0.0345927442146 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H022689 4175000.00 OU Other Units USD 4409843.71 0.3663567511056 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.50 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137AZ0 300000.00 PA USD 315083.02 0.0261761638567 Long DBT CORP US N 2 2025-06-01 Fixed 1.90 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAK7 260000.00 PA USD 295014.07 0.0245088949457 Long DBT CORP US Y 2 2028-09-15 Fixed 4.11 N N N N N N DUKE UNIVERSITY FY5ICUIRRDCHN4HHL592 26442TAG2 100000.00 PA USD 111567.64 0.009268709008 Long DBT CORP US N 2 2050-10-01 Fixed 2.757 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCL1 300000.00 PA USD 381257.73 0.0316737627186 Long DBT CORP US Y 2 2042-10-01 Fixed 4.625 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 037389BE2 100000.00 PA USD 110427.92 0.0091740244469 Long DBT CORP US N 2 2030-05-15 Fixed 2.80 N N N N N N BANNER HEALTH PLD0E0WJKFN8IZJ2WD85 06654DAB3 300000.00 PA USD 312525.86 0.0259637225796 Long DBT CORP US N 2 2030-01-01 Fixed 2.338 N N N N N N FREDDIE MAC N/A 3132D55E8 389340.28 OU Other Units USD 408922.24 0.0339720482523 Long ABS-MBS USGA US N 2 2035-05-01 Fixed 2.50 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058JC8 200000.00 PA USD 202740.75 0.0168431008832 Long DBT CORP XX N 2 2030-05-14 Fixed 0.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZS2 1815000.00 PA USD 1829392.39 0.1519805001202 Long DBT UST US N 2 2027-05-31 Fixed 0.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SR0 3975000.00 PA USD 4080896.46 0.3390287880937 Long DBT UST US N 2 2040-05-15 Fixed 1.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZR4 2100000.00 PA USD 2100123.04 0.1744720004728 Long DBT UST US N 2 2022-05-31 Fixed 0.125 N N N N N N FEDERAL FARM CREDIT BANK N/A 3133ELYR9 1300000.00 PA USD 1302307.76 0.108191870567 Long DBT USGSE US N 2 2022-05-06 Fixed 0.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZT0 2580000.00 PA USD 2585593.36 0.2148034364351 Long DBT UST US N 2 2025-05-31 Fixed 0.25 N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FG8 443000.00 PA USD 563576.29 0.046820248558 Long DBT CORP US N 2 2060-03-20 Fixed 3.839 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BT2 200000.00 PA USD 218942.03 0.0181890552287 Long DBT CORP US N 2 2050-06-03 Fixed 2.50 N N N N N N RALPH LAUREN CORP HO1QNWM0IXBZ0QSMMO20 731572AB9 200000.00 PA USD 212042.65 0.0176158751779 Long DBT CORP US N 2 2030-06-15 Fixed 2.95 N N N N N N FREDDIE MAC N/A 3132A5DK8 257101.64 OU Other Units USD 274169.13 0.0227771590844 Long ABS-MBS USGA US N 2 2045-03-01 Fixed 3.00 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BS4 200000.00 PA USD 207635.66 0.0172497555046 Long DBT CORP US N 2 2030-06-03 Fixed 1.50 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAD5 100000.00 PA USD 106492.52 0.0088470830736 Long DBT CORP US Y 2 2027-05-15 Fixed 4.05 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BQ8 200000.00 PA USD 203290.43 0.0168887666691 Long DBT CORP US N 2 2025-06-03 Fixed 0.80 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BP0 200000.00 PA USD 201505.72 0.0167404982496 Long DBT CORP US N 2 2023-06-03 Fixed 0.40 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAE1 200000.00 PA USD 222642.81 0.0184965050674 Long DBT CORP US N 2 2030-06-05 Fixed 3.125 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CD4 153000.00 PA USD 169212.89 0.0140577056019 Long DBT CORP US N 2 2060-06-01 Fixed 2.675 N N N N N N FREDDIE MAC N/A 3132A5E76 189956.77 OU Other Units USD 201880.93 0.0167716695848 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 3.00 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAG0 200000.00 PA USD 210830.00 0.0175151318085 Long DBT CORP KY Y 2 2030-06-18 Fixed 4.375 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DMG4 95430.40 OU Other Units USD 101085.06 0.0083978473166 Long ABS-MBS USGA US N 2 2040-03-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3132A5D28 551060.33 OU Other Units USD 587907.86 0.0488416433105 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.00 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAB8 200000.00 PA USD 210937.94 0.0175240991439 Long DBT CORP US N 2 2030-06-05 Fixed 1.95 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WAY7 200000.00 PA USD 215113.27 0.0178709731907 Long DBT CORP KY Y 2 2031-01-15 Fixed 4.125 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BU9 195000.00 PA USD 215861.75 0.0179331546917 Long DBT CORP US N 2 2060-06-03 Fixed 2.70 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CC6 1611000.00 PA USD 1772585.96 0.1472611902069 Long DBT CORP US N 2 2050-06-01 Fixed 2.525 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F022485 1750000.00 OU Other Units USD 1836816.42 0.1525972665386 Long ABS-MBS USGA US N 2 2035-08-01 Fixed 2.50 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BK3 125000.00 PA USD 131338.00 0.0109111719464 Long DBT CORP US N 2 2027-06-15 Fixed 5.125 N N N N N N FREDDIE MAC N/A 3132A5HY4 480951.58 OU Other Units USD 509206.51 0.0423033683081 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.50 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7H1 200000.00 PA USD 203922.31 0.0169412613875 Long DBT CORP CA N 2 2025-06-10 Fixed 1.15 N N N N N N HORMEL FOODS CORP MSD54751OJP1FS2ND863 440452AF7 200000.00 PA USD 210377.53 0.0174775419413 Long DBT CORP US N 2 2030-06-11 Fixed 1.80 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AN7 300000.00 PA USD 295904.89 0.0245829016322 Long DBT CORP US N 2 2026-01-15 Fixed 1.60 N N N N N N CROWN CASTLE INTERNATIONAL CORP 54930012H97VSM0I2R19 22822VAT8 200000.00 PA USD 207939.09 0.0172749635701 Long DBT CORP US N 2 2031-01-15 Fixed 2.25 N N N N N N BANK OF NOVA SCOTIA/THE L3I9ZG2KFGXZ61BMYR72 064159VL7 200000.00 PA USD 204496.09 0.0169889293301 Long DBT CORP CA N 2 2025-06-11 Fixed 1.30 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F020687 1475000.00 OU Other Units USD 1528238.27 0.1269615080105 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 2.00 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F020489 1450000.00 OU Other Units USD 1508339.85 0.1253084062267 Long ABS-MBS USGA US N 2 2035-08-01 Fixed 2.00 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBH8 200000.00 PA USD 206532.00 0.0171580667014 Long DBT CORP US N 2 2030-07-15 Fixed 2.15 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAA0 200000.00 PA USD 204717.46 0.0170073200939 Long DBT CORP US N 2 2025-08-05 Fixed 1.20 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H030682 12200000.00 OU Other Units USD 12901711.67 1.0718359837571 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 3.00 N N N N N N MAGNA INTERNATIONAL INC 95RWVLFZX6VGDZNNTN43 559222AV6 200000.00 PA USD 212739.23 0.0176737449807 Long DBT CORP CA N 2 2030-06-15 Fixed 2.45 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBG0 200000.00 PA USD 205434.00 0.0170668481143 Long DBT CORP US N 2 2027-07-15 Fixed 1.80 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZU7 2130000.00 PA USD 2137904.30 0.1776107556253 Long DBT UST US N 2 2023-06-15 Fixed 0.25 N N N N N N FHLMC MULTIFAMILY STRUCTURED P N/A 3137FRUS8 299024.96 OU Other Units USD 318043.96 0.02642214998 Long ABS-MBS USGA US N 2 2029-05-01 Fixed 1.783 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCG1 200000.00 PA USD 201997.88 0.0167813854443 Long DBT CORP CA N 2 2023-06-12 Fixed 0.75 N N N N N N RAYTHEON TECHNOLOGIES CORP 549300JUQ1YDAUW4BB42 75513EAV3 150000.00 PA USD 205259.74 0.0170523711098 Long DBT CORP US Y 2 2027-08-15 Fixed 7.20 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAM5 200000.00 PA USD 201937.61 0.0167763783913 Long DBT CORP GB N 2 2023-06-15 Variable 1.326 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F032682 11525000.00 OU Other Units USD 12153472.77 1.0096745126298 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 3.50 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 380000.00 PA USD 379755.74 0.0315489818391 Long DBT CORP US N 2 2027-08-01 Fixed 2.10 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJE0 145000.00 PA USD 155205.99 0.0128940538458 Long DBT CORP US N 2 2041-06-19 Variable 2.676 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAB1 200000.00 PA USD 215719.87 0.0179213677216 Long DBT CORP US N 2 2027-06-17 Fixed 3.00 N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBA2 50000.00 PA USD 53894.67 0.0044774095186 Long DBT CORP US N 2 2040-06-24 Fixed 2.35 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAC9 200000.00 PA USD 215848.87 0.0179320846595 Long DBT CORP US N 2 2030-06-17 Fixed 3.40 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F040685 5825000.00 OU Other Units USD 6188152.40 0.5140933687671 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 4.00 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCH9 200000.00 PA USD 204639.24 0.017000821808 Long DBT CORP CA N 2 2025-06-12 Fixed 1.15 N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DNG3 400534.44 OU Other Units USD 420433.85 0.0349283987075 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 2.50 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBB0 60000.00 PA USD 64872.41 0.0053894076359 Long DBT CORP US N 2 2050-06-24 Fixed 2.45 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DQ88 399052.24 OU Other Units USD 419241.37 0.0348293310019 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 2.50 N N N N N N FREDDIE MAC N/A 3132A5EP6 564813.62 OU Other Units USD 603000.78 0.0500955183908 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H032688 15263000.00 OU Other Units USD 16057749.29 1.3340302393513 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 3.50 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAH5 300000.00 PA USD 305420.87 0.0253734610592 Long DBT CORP US N 2 2025-07-01 Fixed 3.375 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAK0 200000.00 PA USD 213000.02 0.0176954106413 Long DBT CORP US N 2 2030-06-22 Fixed 2.70 N N N N N N UPJOHN INC N/A 91533BAD2 150000.00 PA USD 160329.21 0.0133196757857 Long DBT CORP US Y 2 2030-06-22 Fixed 2.70 N N N N N N AMDOCS LTD N/A 02342TAE9 200000.00 PA USD 208956.49 0.017359486148 Long DBT CORP GG N 2 2030-06-15 Fixed 2.538 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCY0 200000.00 PA USD 205905.95 0.0171060563221 Long DBT CORP US N 2 2030-06-21 Fixed 3.60 N N N N N N UPJOHN INC N/A 91533BAF7 150000.00 PA USD 171720.60 0.0142660387195 Long DBT CORP US Y 2 2050-06-22 Fixed 4.00 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJD2 200000.00 PA USD 202768.66 0.0168454195633 Long DBT CORP US N 2 2026-06-19 Variable 1.319 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCX2 200000.00 PA USD 206483.87 0.0171540682036 Long DBT CORP US N 2 2025-06-20 Fixed 2.75 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607GRK2 200000.00 PA USD 202078.61 0.0167880922536 Long DBT CORP CA N 2 2023-06-23 Fixed 0.95 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BQ2 200000.00 PA USD 204652.88 0.0170019549788 Long DBT CORP US N 2 2030-06-30 Fixed 1.40 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABG9 300000.00 PA USD 304299.00 0.0252802594232 Long DBT CORP US Y 2 2026-02-15 Fixed 1.50 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YAZ8 200000.00 PA USD 205773.39 0.0170950436301 Long DBT CORP US N 2 2030-06-24 Fixed 1.45 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABH7 400000.00 PA USD 411248.00 0.0341652655029 Long DBT CORP US Y 2 2028-02-15 Fixed 2.05 N N N N N N UPJOHN INC N/A 91533BAE0 550000.00 PA USD 628153.47 0.0521851293602 Long DBT CORP US Y 2 2040-06-22 Fixed 3.85 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WAZ4 200000.00 PA USD 214110.56 0.0177876710145 Long DBT CORP KY Y 2 2029-06-01 Fixed 4.091 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F042681 600000.00 OU Other Units USD 645140.63 0.0535963722879 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 4.50 N N N N N N UPJOHN INC N/A 91533BAA8 500000.00 PA USD 504044.48 0.0418745221484 Long DBT CORP US Y 2 2022-06-22 Fixed 1.125 N N N N N N FREDDIE MAC N/A 3131XVRE7 354075.79 OU Other Units USD 376312.36 0.0312629160298 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 3.00 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JF4 400000.00 PA USD 400506.89 0.033272925905 Long DBT CORP XX N 2 2023-09-15 Fixed 0.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZV5 1985000.00 PA USD 2000430.28 0.1661898213154 Long DBT UST US N 2 2027-06-30 Fixed 0.50 N N N N N N TECK RESOURCES LTD T8KI5SQ2JRWHL7XY0E11 878742BE4 300000.00 PA USD 310922.22 0.0258304969193 Long DBT CORP CA Y 2 2030-07-15 Fixed 3.90 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 01N032683 -225000.00 OU Other Units USD -236197.27 -0.0196225694486 Short ABS-MBS USGA US N 2 2050-08-15 Fixed 3.50 N N N N N N FREDDIE MAC N/A 3131XLUN5 370319.55 OU Other Units USD 398463.29 0.0331031496713 Long ABS-MBS USGA US N 2 2043-02-01 Fixed 3.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZW3 5000000.00 PA USD 5008691.40 0.4161072430829 Long DBT UST US N 2 2025-06-30 Fixed 0.25 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZX1 4225000.00 PA USD 4225742.67 0.3510621821084 Long DBT UST US N 2 2022-06-30 Fixed 0.125 N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167DX8 500000.00 PA USD 513600.70 0.0426684245953 Long DBT CORP XX N 2 2022-02-16 Fixed 2.00 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F052680 -450000.00 OU Other Units USD -496756.59 -0.0412690658378 Short ABS-MBS USGA US N 2 2050-08-01 Fixed 5.50 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AK9 200000.00 PA USD 203313.68 0.0168906982102 Long DBT CORP US N 2 2031-01-15 Fixed 3.00 N N N N N N BANKUNITED INC 96OVUWEW5D4YX6PFXD91 06652KAB9 200000.00 PA USD 214312.44 0.0178044426068 Long DBT CORP US N 2 2030-06-11 Fixed 5.125 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H042687 -1075000.00 OU Other Units USD -1148150.40 -0.0953849337949 Short ABS-MBS USGA US N 2 2050-08-20 Fixed 4.50 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAQ6 200000.00 PA USD 214894.00 0.0178527568887 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75 N N N N N N REINSURANCE GROUP OF AMERICA INC LORM1GNEU1DKEW527V90 759351AP4 300000.00 PA USD 325418.88 0.0270348364852 Long DBT CORP US N 2 2030-06-15 Fixed 3.15 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F030488 1125000.00 OU Other Units USD 1180722.67 0.09809094149 Long ABS-MBS USGA US N 2 2035-08-01 Fixed 3.00 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WDL2 300000.00 PA USD 304714.10 0.0253147447014 Long DBT CORP US N 2 2025-07-08 Fixed 1.20 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 245000.00 PA USD 298009.19 0.0247577206422 Long DBT CORP US N 2 2050-07-01 Fixed 4.95 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JM0 210000.00 PA USD 241636.03 0.0200744055169 Long DBT CORP US N 2 2030-07-01 Fixed 4.55 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F032484 950000.00 OU Other Units USD 997017.57 0.082829266015 Long ABS-MBS USGA US N 2 2035-08-01 Fixed 3.50 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DJ3 200000.00 PA USD 220455.79 0.0183148139249 Long DBT CORP US N 2 2050-07-15 Fixed 3.80 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QDAZ7 390541.87 OU Other Units USD 413683.16 0.0343675713815 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DQZ8 124558.16 OU Other Units USD 128337.98 0.0106619391725 Long ABS-MBS USGA US N 2 2040-07-01 Fixed 2.00 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F042483 -150000.00 OU Other Units USD -157456.06 -0.0130809829955 Short ABS-MBS USGA US N 2 2035-08-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137EAES4 1400000.00 PA USD 1400626.44 0.1163598952288 Long DBT UST US N 2 2023-06-26 Fixed 0.25 N N N N N N KIMCO REALTY CORP 549300EA7I6T15IBYS12 49446RAW9 200000.00 PA USD 206900.31 0.0171886648051 Long DBT CORP US N 2 2030-10-01 Fixed 2.70 N N N N N N FREDDIE MAC N/A 3133KYTK5 396799.44 OU Other Units USD 417184.23 0.034658429905 Long ABS-MBS USGA US N 2 2040-06-01 Fixed 2.50 N N N N N N FREDDIE MAC N/A 3132DV5Q4 396138.71 OU Other Units USD 415898.26 0.0345515953271 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 2.50 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBF5 200000.00 PA USD 202270.90 0.0168040671371 Long DBT CORP JP N 2 2024-07-10 Variable 1.241 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H050680 -550000.00 OU Other Units USD -596518.59 -0.0495569972493 Short ABS-MBS USGA US N 2 2050-08-20 Fixed 5.00 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC C3GTMMZIHMY46P4OIX74 606822BU7 200000.00 PA USD 206227.80 0.0171327946666 Long DBT CORP JP N 2 2030-07-17 Fixed 2.048 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H040681 1975000.00 OU Other Units USD 2096508.81 0.1741717409517 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 4.00 N N N N N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBJ7 200000.00 PA USD 200288.57 0.0166393810334 Long DBT CORP US N 2 2024-04-01 Fixed 1.45 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 01N050685 -1075000.00 OU Other Units USD -1180829.92 -0.0980998515023 Short ABS-MBS USGA US N 2 2050-08-15 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WHU75 399290.40 OU Other Units USD 423712.64 0.0352007908672 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 3.00 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBH1 200000.00 PA USD 206072.01 0.017119852095 Long DBT CORP JP N 2 2031-07-10 Variable 2.201 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 01N042682 -200000.00 OU Other Units USD -218398.44 -0.0181438953819 Short ABS-MBS USGA US N 2 2050-08-15 Fixed 4.50 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CM8 285000.00 PA USD 310704.33 0.0258123952636 Long DBT CORP US N 2 2024-07-26 Fixed 2.90 N N N N N N CANADA GOVERNMENT 4BFD7AQU0A75QLAHK410 135087K78 400000.00 PA USD 423611.29 0.0351923710094 Long DBT USGSE CA N 2 2025-01-22 Fixed 1.625 N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAT7 200000.00 PA USD 204728.22 0.0170082140028 Long DBT CORP US N 2 2032-08-01 Fixed 2.10 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VQT0 400000.00 OU Other Units USD 423912.64 0.0352174062747 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 3.00 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CB4 300000.00 PA USD 339845.19 0.0282333315815 Long DBT CORP US N 2 2027-03-01 Fixed 3.40 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CZ9 60000.00 PA USD 64207.71 0.0053341863291 Long DBT CORP US N 2 2023-02-20 Fixed 3.25 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523BK5 75000.00 PA USD 92174.75 0.0076576051589 Long DBT CORP US N 2 2047-10-15 Fixed 3.875 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VN48 199551.84 OU Other Units USD 211249.49 0.0175499817949 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140K9EV7 396160.90 OU Other Units USD 417740.63 0.0347046539687 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140K45H9 399890.75 OU Other Units USD 424202.19 0.0352414612309 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 3.00 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CF5 250000.00 PA USD 339230.39 0.0281822558189 Long DBT CORP US N 2 2046-07-15 Fixed 4.80 N N N N N N FMS WERTMANAGEMENT HZFDOR6TCRSIQLKQTX32 30254WAP4 400000.00 PA USD 434598.67 0.0361051699893 Long DBT CORP DE N 2 2024-01-30 Fixed 2.75 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJA9 200000.00 PA USD 202675.36 0.0168376684757 Long DBT CORP US N 2 2030-07-22 Fixed 1.375 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DE5 90000.00 PA USD 106925.91 0.0088830878309 Long DBT CORP US N 2 2028-02-20 Fixed 3.90 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DC9 190000.00 PA USD 218932.16 0.0181882352583 Long DBT CORP US N 2 2025-08-15 Fixed 3.875 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CR7 200000.00 PA USD 285577.11 0.0237249002663 Long DBT CORP US N 2 2049-10-26 Fixed 4.25 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 200000.00 PA USD 203925.55 0.0169415305571 Long DBT CORP US N 2 2031-07-23 Variable 1.898 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DL9 90000.00 PA USD 130023.02 0.0108019273037 Long DBT CORP US N 2 2048-02-20 Fixed 4.55 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JQ1 215000.00 PA USD 247390.98 0.0205525097136 Long DBT CORP US N 2 2040-07-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140KEFG8 400000.00 OU Other Units USD 423701.72 0.0351998836659 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 3.00 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC C3GTMMZIHMY46P4OIX74 606822BS2 200000.00 PA USD 204840.66 0.0170175551849 Long DBT CORP JP N 2 2025-07-17 Fixed 1.412 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CP1 250000.00 PA USD 294691.94 0.0244821333396 Long DBT CORP US N 2 2029-07-26 Fixed 3.40 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 01N052681 -500000.00 OU Other Units USD -550076.77 -0.0456987484293 Short ABS-MBS USGA US N 2 2050-08-15 Fixed 5.50 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DK1 90000.00 PA USD 125883.95 0.0104580656302 Long DBT CORP US N 2 2047-11-15 Fixed 4.35 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CQ9 240000.00 PA USD 321401.56 0.026701089441 Long DBT CORP US N 2 2039-06-15 Fixed 4.125 N N N N N N EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT 549300HTGDOVDU6OGK19 29874QEH3 300000.00 PA USD 300465.61 0.0249617927385 Long DBT CORP XX N 2 2023-07-10 Fixed 0.25 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JP3 310000.00 PA USD 325293.45 0.0270244161324 Long DBT CORP US N 2 2026-01-01 Fixed 3.15 N N N N N KFW 549300GDPG70E3MBBU98 500769JF2 245000.00 PA USD 245587.15 0.0204026528612 Long DBT CORP DE N 2 2025-07-18 Fixed 0.375 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058JE4 300000.00 PA USD 300545.62 0.0249684397323 Long DBT CORP XX N 2 2025-07-28 Fixed 0.375 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167EV1 300000.00 PA USD 300227.23 0.0249419888343 Long DBT CORP XX N 2 2023-07-14 Fixed 0.25 N N N N N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBK4 200000.00 PA USD 200488.05 0.0166559532409 Long DBT CORP US N 2 2026-04-01 Fixed 1.75 N N N N N N FREDDIE MAC N/A 3133A26A3 395562.46 OU Other Units USD 419001.24 0.0348093817129 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VN30 399113.59 OU Other Units USD 422778.87 0.0351232160219 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 3.00 N N N N N N FREDDIE MAC N/A 3133KH3C8 563930.96 OU Other Units USD 592848.55 0.0492521011987 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402NPB8 30557.00 OU Other Units USD 35671.25 0.0029634617726 Long ABS-MBS USGA US N 2 2033-08-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138X4HU7 541580.45 OU Other Units USD 585650.86 0.0486541384369 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179M2S8 13525.18 OU Other Units USD 14913.27 0.0012389502904 Long ABS-MBS USGA US N 2 2043-02-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36291YX69 14327.77 OU Other Units USD 15752.18 0.0013086444479 Long ABS-MBS USGA US N 2 2035-06-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36213GT68 2136.31 OU Other Units USD 2354.03 0.0001955658385 Long ABS-MBS USGA US N 2 2031-11-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412TK36 54809.92 OU Other Units USD 62821.37 0.005219013309 Long ABS-MBS USGA US N 2 2038-12-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410GGR8 17564.22 OU Other Units USD 20750.82 0.0017239166505 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RBW8 365984.78 OU Other Units USD 389531.05 0.0323610856342 Long ABS-MBS USGA US N 2 2045-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413BPH8 17692.69 OU Other Units USD 20745.52 0.0017234763422 Long ABS-MBS USGA US N 2 2037-08-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416RGR8 2105.40 OU Other Units USD 2330.52 0.0001936126973 Long ABS-MBS USGA US N 2 2039-06-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31411E4E4 38000.20 OU Other Units USD 44620.30 0.0037069223347 Long ABS-MBS USGA US N 2 2037-01-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WNXD6 662632.86 OU Other Units USD 712413.39 0.0591851938908 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W5AQ1 243189.13 OU Other Units USD 261597.62 0.0217327552772 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36200QQK3 7143.34 OU Other Units USD 8398.74 0.0006977424376 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36241KVU9 58701.05 OU Other Units USD 67902.50 0.0056411385363 Long ABS-MBS USGA US N 2 2038-10-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EGQX5 446956.35 OU Other Units USD 482965.44 0.0401233379526 Long ABS-MBS USGA US N 2 2040-11-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31411SLG9 15718.99 OU Other Units USD 18052.50 0.0014997482188 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 6.50 N N N N N N ELI LILLY AND CO FRDRIPF3EKNDJ2CQJL29 532457BP2 500000.00 PA USD 567664.51 0.0471598857642 Long DBT CORP US N 2 2027-05-15 Fixed 3.10 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31379JVU7 802.14 OU Other Units USD 808.38 0.0000671578155 Long ABS-MBS USGA US N 2 2026-11-01 Fixed 7.50 N N N N N N FREDDIE MAC N/A 31288J6W1 8263.43 OU Other Units USD 9118.37 0.000757527166 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WC7H0 53936.41 OU Other Units USD 56383.36 0.004684162511 Long ABS-MBS USGA US N 2 2029-09-01 Fixed 2.00 N N N N N N FREDDIE MAC N/A 31283HLZ6 4386.99 OU Other Units USD 4949.67 0.00041120392 Long ABS-MBS USGA US N 2 2031-03-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138MFCL9 2265365.52 OU Other Units USD 2437947.50 0.2025374557925 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36223VVG8 1757.14 OU Other Units USD 1764.60 0.0001465977403 Long ABS-MBS USGA US N 2 2022-02-01 Fixed 9.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QGE5 176978.47 OU Other Units USD 195157.01 0.0162130662311 Long ABS-MBS USGA US N 2 2044-06-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31374GHC4 681.10 OU Other Units USD 758.87 0.0000630446714 Long ABS-MBS USGA US N 2 2027-05-01 Fixed 8.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31391LYA7 4882.56 OU Other Units USD 5543.37 0.0004605267571 Long ABS-MBS USGA US N 2 2032-07-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140EBH61 12968.20 OU Other Units USD 13819.63 0.0011480939192 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138X1FQ4 11964.36 OU Other Units USD 12842.00 0.0010668753151 Long ABS-MBS USGA US N 2 2043-07-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620A2T55 61794.29 OU Other Units USD 70287.41 0.0058392697938 Long ABS-MBS USGA US N 2 2039-05-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410GHP1 42198.99 OU Other Units USD 48689.53 0.0040449819079 Long ABS-MBS USGA US N 2 2037-09-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36295CH79 16345.85 OU Other Units USD 17544.32 0.0014575301299 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31400TCV7 15549.91 OU Other Units USD 17719.79 0.0014721076576 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QJS1 276504.11 OU Other Units USD 295580.63 0.0245559630721 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 3.50 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LJ8 200000.00 PA USD 264946.58 0.0220109769525 Long DBT CORP US N 2 2048-04-24 Variable 4.281 N N N N N N FREDDIE MAC N/A 3128F3XU2 2430.09 OU Other Units USD 2438.48 0.0002025816943 Long ABS-MBS USGA US N 2 2025-10-01 Fixed 7.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202EZF9 107507.15 OU Other Units USD 122288.43 0.0101593604805 Long ABS-MBS USGA US N 2 2039-01-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31411LED9 12168.67 OU Other Units USD 12786.83 0.0010622919549 Long ABS-MBS USGA US N 2 2022-07-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31415RQ64 8255.85 OU Other Units USD 9181.91 0.000762805881 Long ABS-MBS USGA US N 2 2038-08-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ENNE5 239110.50 OU Other Units USD 274707.03 0.0228218462229 Long ABS-MBS USGA US N 2 2042-05-01 Fixed 5.00 N N N N N N FREDDIE MAC N/A 31307HVM6 56064.14 OU Other Units USD 58890.77 0.0048924707055 Long ABS-MBS USGA US N 2 2029-07-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y3XQ9 336316.35 OU Other Units USD 361231.88 0.0300100744279 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ELTP8 362592.56 OU Other Units USD 389631.99 0.0323694714303 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BLF1 179254.39 OU Other Units USD 192237.68 0.0159705369433 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417YD53 19010.04 OU Other Units USD 20139.26 0.0016731100575 Long ABS-MBS USGA US N 2 2024-07-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138X0ZQ4 804856.87 OU Other Units USD 872217.00 0.0724612043856 Long ABS-MBS USGA US N 2 2043-07-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36225BB31 5805.31 OU Other Units USD 6729.93 0.0005591026467 Long ABS-MBS USGA US N 2 2029-01-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36297GVW7 55769.47 OU Other Units USD 59052.02 0.0049058668778 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36213FQU0 11154.21 OU Other Units USD 13198.99 0.0010965329867 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413GBM1 31829.05 OU Other Units USD 36524.80 0.0030343721779 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NVR6 156910.92 OU Other Units USD 178606.99 0.0148381395995 Long ABS-MBS USGA US N 2 2043-12-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416PPN1 137945.37 OU Other Units USD 151483.55 0.0125848045585 Long ABS-MBS USGA US N 2 2039-05-01 Fixed 4.00 N N N N N N PRINCIPAL FINANCIAL GROUP INC CUMYEZJOAF02RYZ1JJ85 74251VAS1 300000.00 PA USD 312292.95 0.0259443731068 Long DBT CORP US N 2 2030-06-15 Fixed 2.125 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3617A2VW9 120329.74 OU Other Units USD 126954.31 0.010546987968 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 3.00 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 949746SK8 470000.00 PA USD 486631.25 0.0404278825873 Long DBT CORP US N 2 2023-01-24 Fixed 3.069 N N N N N N EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT 549300HTGDOVDU6OGK19 29874QDA9 400000.00 PA USD 412018.37 0.0342292655603 Long DBT CORP XX N 2 2022-03-07 Fixed 2.125 N N N N N N FREDDIE MAC N/A 3128P75J8 101643.66 OU Other Units USD 109710.20 0.0091143983955 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 4.00 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DK0 200000.00 PA USD 204870.91 0.0170200682653 Long DBT CORP US N 2 2030-07-15 Fixed 2.65 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NNB0 97153.64 OU Other Units USD 106716.99 0.0088657313762 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A 3132A5JY2 296033.70 OU Other Units USD 313574.97 0.0260508795304 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EKZ24 45058.44 OU Other Units USD 48500.71 0.0040292953016 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WEZE2 324661.74 OU Other Units USD 341512.80 0.02837187168 Long ABS-MBS USGA US N 2 2030-06-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BT55 495114.24 OU Other Units USD 537755.10 0.0446751005891 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 4.00 N N N N N N 996130662 N/A 996130662 22205883.99 OU Other Units USD 22205883.99 1.8447990561563 Long STIV RF US N 1 N N 2020-09-24 BNY Mellon Advantage Funds, Inc. James Windels James Windels Fund Treasurer XXXX