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 2023-10-31 2023-07-31 N 663796308.28 38196632.64 625599675.64 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 37453051.76 0.00 0.00 0.00 AUD CAD JPY USD UST Bloomberg U.S. Aggregate Bond Index LHMN0001 AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CF1 100000.00 PA USD 95393.21 0.0152482831616 Long DBT CORP US N 2 2027-04-13 Fixed 3.30 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AN6 150000.00 PA USD 130335.84 0.0208337448171 Long DBT CORP US N 2 2027-09-15 Fixed 1.40 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBL3 300000.00 PA USD 270491.40 0.0432371387858 Long DBT CORP US N 2 2026-04-15 Fixed 1.60 N N N N N N HORMEL FOODS CORP MSD54751OJP1FS2ND863 440452AF7 200000.00 PA USD 166642.40 0.026637226087 Long DBT CORP US N 2 2030-06-11 Fixed 1.80 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G06L2 325000.00 PA USD 286658.56 0.0458214048315 Long DBT UST US N 2 2026-12-18 Fixed 0.875 N N N N N N UNILEVER CAPITAL CORP MYF1DAS6G5WY7PRWCU78 904764BK2 300000.00 PA USD 241065.89 0.0385335701706 Long DBT CORP US N 2 2030-09-14 Fixed 1.375 N N N N N N HYDRO-QUEBEC 6THEVG93PYJH84S4D167 448814DF7 20000.00 PA USD 25138.75 0.0040183444747 Long DBT USGSE CA N 2 2030-04-15 Fixed 9.375 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 200000.00 PA USD 181328.00 0.0289846697593 Long DBT CORP US N 2 2030-05-15 Fixed 3.75 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBH1 200000.00 PA USD 159985.65 0.0255731670315 Long DBT CORP JP N 2 2031-07-10 Variable 2.201 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 4581X0DK1 150000.00 PA USD 142100.00 0.0227142061502 Long DBT CORP XX N 2 2025-03-14 Fixed 1.75 N N N N N BANCO BILBAO VIZCAYA ARGENTARIA SA K8MS7FD7N5Z2WQ51AZ71 05946KAK7 200000.00 PA USD 198293.85 0.0316966037102 Long DBT CORP ES N 2 2026-09-14 Variable 5.862 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBM1 300000.00 PA USD 248301.85 0.0396902139928 Long DBT CORP US N 2 2031-04-15 Fixed 2.70 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829AJ6 200000.00 PA USD 197363.91 0.0315479559349 Long DBT CORP US N 2 2035-09-21 Fixed 5.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 790000.00 PA USD 636412.89 0.1017284558769 Long DBT UST US N 2 2052-05-15 Fixed 2.875 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AK9 200000.00 PA USD 170009.01 0.0271753673507 Long DBT CORP US N 2 2031-01-15 Fixed 3.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFP1 1175000.00 PA USD 1161712.41 0.1856958139902 Long DBT UST US N 2 2025-10-15 Fixed 4.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 560000.00 PA USD 559650.00 0.0894581665867 Long DBT UST US N 2 2052-11-15 Fixed 4.00 N N N N N N HONDA AUTO RECEIVABLES OWNER T N/A 43813GAD3 400000.00 OU Other Units USD 380166.12 0.060768273195 Long ABS-MBS CORP US N 2 2028-01-21 Fixed 0.42 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822CY8 200000.00 PA USD 197164.97 0.0315161560463 Long DBT CORP JP N 2 2029-04-19 Variable 5.242 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJN0 50000.00 PA USD 37622.11 0.0060137675041 Long DBT CORP US N 2 2052-03-13 Variable 3.483 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBK4 250000.00 PA USD 216830.30 0.0346595927784 Long DBT CORP US N 2 2049-07-15 Fixed 4.15 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CT2 200000.00 PA USD 211035.75 0.0337333534874 Long DBT USGSE PH N 2 2033-04-13 Fixed 5.609 N N N N N N WORLD OMNI AUTO RECEIVABLES TR N/A 98164GAC4 200000.00 OU Other Units USD 191889.02 0.0306728132177 Long ABS-MBS CORP US N 2 2027-05-17 Fixed 1.66 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CY9 250000.00 PA USD 248074.69 0.0396539032323 Long DBT CORP US N 2 2030-05-01 Fixed 5.15 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HA2 250000.00 PA USD 270439.75 0.0432288827073 Long DBT CORP US N 2 2043-09-13 Fixed 6.675 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAR7 100000.00 PA USD 107066.89 0.0171142815715 Long DBT CORP US N 2 2046-03-15 Fixed 5.95 N N N N N N AMERICAN MUNI PWR-OHIO INC OH EARKGGZJJEMVD66XQ486 02765UEK6 100000.00 PA USD 132625.37 0.0211997184724 Long DBT MUN US N 2 2050-02-15 Fixed 8.084 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEQ1 150000.00 PA USD 153988.53 0.0246145476086 Long DBT CORP US N 2 2030-02-15 Fixed 5.30 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHV4 130000.00 PA USD 115243.00 0.0184212052031 Long DBT CORP US N 2 2030-07-23 Variable 3.194 N N N N N N EMERA US FINANCE LP N/A 29103DAM8 100000.00 PA USD 80485.60 0.0128653519389 Long DBT CORP US N 2 2046-06-15 Fixed 4.75 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZN7 65000.00 PA USD 49692.38 0.0079431594891 Long DBT CORP US N 2 2043-02-24 Variable 3.436 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDN8 350000.00 PA USD 277440.72 0.0443479641699 Long DBT CORP US N 2 2031-02-15 Fixed 1.50 N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVR2 130000.00 PA USD 126053.19 0.0201491776463 Long DBT CORP US N 2 2025-10-21 Fixed 4.25 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452151LF8 230000.00 PA USD 225226.44 0.036001687464 Long DBT MUN US N 2 2033-06-01 Fixed 5.10 N N N N N N M&T BANK CORP 549300WYXDDBYRASEG81 55261FAQ7 200000.00 PA USD 189876.00 0.0303510387542 Long DBT CORP US N 2 2028-08-16 Variable 4.553 N N N N N N TOYOTA AUTO RECEIVABLES OWNER N/A 89231CAD9 250000.00 OU Other Units USD 243382.35 0.0389038484956 Long ABS-MBS CORP US N 2 2027-04-15 Fixed 3.76 N N N N N N TRAVELERS COS INC/THE 549300Y650407RU8B149 89417EAN9 150000.00 PA USD 125511.42 0.0200625775375 Long DBT CORP US N 2 2048-03-07 Fixed 4.05 N N N N N N RIO TINTO ALCAN INC 2138007ZSQ7B17SKOX77 013716AQ8 350000.00 PA USD 399964.89 0.0639330398614 Long DBT CORP CA N 2 2031-03-15 Fixed 7.25 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167FB4 200000.00 PA USD 165600.78 0.02647072664 Long DBT CORP XX N 2 2031-03-04 Fixed 1.50 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CA2 250000.00 PA USD 191295.94 0.0305780113783 Long DBT CORP US N 2 2041-05-12 Fixed 2.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCH2 165000.00 PA USD 143611.23 0.0229557711731 Long DBT UST US N 2 2028-06-30 Fixed 1.25 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PA3 300000.00 PA USD 318657.77 0.0509363707188 Long DBT CORP US N 2 2033-11-17 Variable 6.27 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8K1 110000.00 PA USD 97382.68 0.015566293237 Long DBT CORP US N 2 2062-08-15 Fixed 4.65 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFU0 1605000.00 PA USD 1595094.13 0.2549704215188 Long DBT UST US N 2 2027-10-31 Fixed 4.125 N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FLCM8 102883.12 OU Other Units USD 95102.18 0.0152017629968 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 2.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 560000.00 PA USD 462929.69 0.0739977509621 Long DBT UST US N 2 2052-08-15 Fixed 3.00 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JB3 200000.00 PA USD 189197.27 0.0302425460509 Long DBT CORP XX N 2 2025-03-14 Fixed 1.625 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286S4 196200.00 PA USD 185244.22 0.0296106643294 Long DBT UST US N 2 2026-04-30 Fixed 2.375 N N N N N TAKE-TWO INTERACTIVE SOFTWARE INC BOMSTHHJK882EWYX3334 874054AK5 100000.00 PA USD 99065.88 0.0158353470849 Long DBT CORP US N 2 2028-03-28 Fixed 4.95 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AW8 370000.00 PA USD 296170.46 0.0473418499932 Long DBT CORP GB N 2 2030-08-06 Fixed 1.375 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCR9 200000.00 PA USD 201420.38 0.0321963689949 Long DBT CORP JP N 2 2028-01-13 Fixed 5.52 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8N5 50000.00 PA USD 50370.96 0.0080516282155 Long DBT CORP US N 2 2033-05-15 Fixed 4.95 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JQ1 215000.00 PA USD 169463.00 0.0270880894921 Long DBT CORP US N 2 2040-07-01 Fixed 4.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEH0 945000.00 PA USD 907845.99 0.1451161222344 Long DBT UST US N 2 2025-04-15 Fixed 2.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFV8 2705000.00 PA USD 2736699.22 0.4374521481649 Long DBT UST US N 2 2032-11-15 Fixed 4.125 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAQ5 140000.00 PA USD 84940.47 0.0135774478963 Long DBT CORP US N 2 2050-08-15 Fixed 2.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QZ4 280000.00 PA USD 239028.13 0.0382078411014 Long DBT UST US N 2 2043-02-15 Fixed 3.125 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AN3 200000.00 PA USD 167713.01 0.0268083594877 Long DBT CORP US N 2 2030-05-15 Fixed 2.25 N N N N N N INTERNATIONAL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200JZ5 250000.00 PA USD 238717.76 0.0381582295028 Long DBT CORP US N 2 2026-05-15 Fixed 3.30 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBN4 60000.00 PA USD 60656.86 0.009695794669 Long DBT CORP US N 2 2063-05-17 Fixed 5.15 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AD8 250000.00 PA USD 239702.65 0.0383156608504 Long DBT CORP US N 2 2026-12-15 Fixed 3.80 N N N N N N BERKSHIRE HATHAWAY INC 5493000C01ZX7D35SD85 084670BS6 200000.00 PA USD 192277.69 0.0307349408075 Long DBT CORP US N 2 2026-03-15 Fixed 3.125 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAN2 300000.00 PA USD 235527.08 0.0376482100568 Long DBT CORP US N 2 2031-02-15 Fixed 1.10 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VEU4 627000.00 PA USD 584486.89 0.0934282597576 Long DBT CORP US N 2 2029-12-03 Fixed 4.016 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYA6 150000.00 PA USD 134573.54 0.0215111268819 Long DBT CORP US N 2 2027-03-09 Variable 1.431 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYC2 300000.00 PA USD 222732.38 0.0356030203775 Long DBT CORP US N 2 2042-04-22 Variable 3.21 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523BK5 75000.00 PA USD 59253.02 0.0094713955756 Long DBT CORP US N 2 2047-10-15 Fixed 3.875 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BU5 150000.00 PA USD 153205.43 0.0244893717125 Long DBT CORP US N 2 2028-03-01 Fixed 5.75 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CH1 300000.00 PA USD 283771.43 0.0453599068301 Long DBT CORP US N 2 2047-02-09 Fixed 4.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFT3 395000.00 PA USD 392168.65 0.0626868371692 Long DBT UST US N 2 2029-10-31 Fixed 4.00 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AF3 300000.00 PA USD 340646.70 0.0544512270808 Long DBT USGSE HU N 2 2041-03-29 Fixed 7.625 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCJ2 150000.00 PA USD 158687.42 0.0253656493407 Long DBT CORP US N 2 2032-11-09 Fixed 6.25 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299AW4 200000.00 PA USD 214575.13 0.0342991114534 Long DBT USGSE PA N 2 2036-01-26 Fixed 6.70 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CF9 360000.00 PA USD 257890.96 0.0412230009128 Long DBT CORP US N 2 2062-03-17 Fixed 3.041 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QU5 85000.00 PA USD 73329.10 0.0117214095299 Long DBT UST US N 2 2042-02-15 Fixed 3.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBQ3 400000.00 PA USD 360242.19 0.0575835001243 Long DBT UST US N 2 2026-02-28 Fixed 0.50 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PES7 100000.00 PA USD 110152.03 0.0176074308042 Long DBT CORP US N 2 2053-02-15 Fixed 5.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDN8 2255000.00 PA USD 2130006.05 0.3404742893801 Long DBT UST US N 2 2024-12-15 Fixed 1.00 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBE5 200000.00 PA USD 177464.04 0.0283670287741 Long DBT CORP US N 2 2045-11-15 Fixed 4.75 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CAW9 250000.00 PA USD 247161.89 0.0395079952282 Long DBT CORP US N 2 2025-10-15 Variable 4.90 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PER9 100000.00 PA USD 103665.41 0.0165705664559 Long DBT CORP US N 2 2033-02-15 Fixed 5.35 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CH7 100000.00 PA USD 92747.19 0.0148253257812 Long DBT CORP US N 2 2032-04-13 Fixed 3.60 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967AR2 100000.00 PA USD 105566.89 0.0168745116263 Long DBT CORP US N 2 2028-01-15 Fixed 6.625 N N N N N N CANADA GOVERNMENT 4BFD7AQU0A75QLAHK410 135087K78 200000.00 PA USD 189929.67 0.0303596177228 Long DBT USGSE CA N 2 2025-01-22 Fixed 1.625 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBK0 200000.00 PA USD 196929.40 0.0314785009756 Long DBT CORP US N 2 2033-05-17 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132XVQ63 104903.22 OU Other Units USD 96430.42 0.0154140776849 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.50 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AM0 205000.00 PA USD 187948.66 0.03004295995 Long DBT CORP GB N 2 2045-11-16 Fixed 4.375 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HQW3 500000.00 PA USD 477028.89 0.0762514605705 Long DBT CORP US N 2 2026-04-01 Fixed 3.30 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TK4 475000.00 PA USD 422675.78 0.0675632990965 Long DBT UST US N 2 2042-08-15 Fixed 3.375 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DH7 65000.00 PA USD 43669.26 0.0069803840539 Long DBT CORP US N 2 2049-09-13 Fixed 3.25 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UMN9 5263.22 OU Other Units USD 5216.79 0.0008338863019 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 5.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFH9 2100000.00 PA USD 2008412.11 0.3210379078194 Long DBT UST US N 2 2027-08-31 Fixed 3.125 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214FK4 200000.00 PA USD 203724.96 0.0325647483419 Long DBT CORP AU N 2 2027-11-18 Fixed 5.457 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 300000.00 PA USD 249008.49 0.0398031680155 Long DBT CORP US N 2 2032-04-22 Variable 2.58 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CX1 200000.00 PA USD 200040.69 0.0319758301976 Long DBT CORP US N 2 2060-05-01 Fixed 5.93 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822BU7 200000.00 PA USD 162033.20 0.0259004609991 Long DBT CORP JP N 2 2030-07-17 Fixed 2.048 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167FC2 200000.00 PA USD 181681.38 0.0290411563615 Long DBT CORP XX N 2 2026-04-14 Fixed 1.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 1010000.00 PA USD 928292.58 0.1483844407448 Long DBT UST US N 2 2043-08-15 Fixed 3.625 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CP2 300000.00 PA USD 281223.14 0.0449525712608 Long DBT CORP US N 2 2027-05-03 Fixed 3.30 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CK0 100000.00 PA USD 85344.87 0.0136420898736 Long DBT CORP US N 2 2062-04-13 Fixed 4.10 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31359MEU3 540000.00 PA USD 594880.68 0.095089672064 Long DBT UST US N 2 2029-05-15 Fixed 6.25 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEN7 965000.00 PA USD 912000.39 0.1457801890749 Long DBT UST US N 2 2027-04-30 Fixed 2.75 N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942AS1 300000.00 PA USD 366682.68 0.0586129907476 Long DBT USGSE UY N 2 2036-03-21 Fixed 7.625 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 891906AC3 300000.00 PA USD 294823.10 0.0471264790376 Long DBT CORP US N 2 2026-04-01 Fixed 4.80 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 2745000.00 PA USD 1757336.13 0.2809042584944 Long DBT UST US N 2 2051-11-15 Fixed 1.875 N N N N N N NEWMARKET CORP 54930082CG88ERDREQ47 651587AG2 200000.00 PA USD 164411.23 0.0262805810811 Long DBT CORP US N 2 2031-03-18 Fixed 2.70 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 4581X0DJ4 80000.00 PA USD 74201.90 0.0118609236688 Long DBT CORP XX N 2 2026-07-23 Fixed 2.00 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDP3 450000.00 PA USD 274743.35 0.043916798665 Long DBT CORP US N 2 2052-08-15 Fixed 2.45 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECG8 200000.00 PA USD 201940.87 0.0322795675674 Long DBT CORP GB N 2 2034-05-09 Variable 6.224 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDJ8 341000.00 PA USD 279454.97 0.0446699352447 Long DBT CORP US N 2 2048-03-09 Fixed 4.50 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAR5 100000.00 PA USD 56662.31 0.0090572793123 Long DBT CORP US N 2 2060-08-15 Fixed 2.30 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BH1 117000.00 PA USD 113435.74 0.0181323207822 Long DBT CORP US N 2 2026-01-15 Fixed 3.55 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 3991000.00 PA USD 3165361.88 0.5059724298548 Long DBT UST US N 2 2030-08-15 Fixed 0.625 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DV7 40000.00 PA USD 32691.13 0.0052255669676 Long DBT CORP US N 2 2042-03-15 Fixed 3.55 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AL5 200000.00 PA USD 205163.38 0.0327946749317 Long DBT CORP CA N 2 2038-03-15 Fixed 6.25 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058JC8 200000.00 PA USD 160832.85 0.0257085890966 Long DBT CORP XX N 2 2030-05-14 Fixed 0.875 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132QVLG4 4594.41 OU Other Units USD 4381.82 0.0007004191611 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 4.00 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BG4 175000.00 PA USD 104166.75 0.0166507039655 Long DBT CORP US N 2 2050-08-15 Fixed 2.125 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCU8 110000.00 PA USD 92867.31 0.0148445265584 Long DBT CORP US N 2 2033-01-25 Variable 2.963 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 300000.00 PA USD 271201.28 0.0433506107116 Long DBT CORP GB N 2 2030-05-22 Variable 3.973 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDY4 3640000.00 PA USD 3092009.36 0.4942472767168 Long DBT UST US N 2 2032-02-15 Fixed 1.875 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDJ5 200000.00 PA USD 181152.05 0.0289565447447 Long DBT CORP US N 2 2026-04-15 Fixed 1.45 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENJ84 400000.00 PA USD 392123.32 0.0626795913215 Long DBT UST US N 2 2024-08-26 Fixed 3.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 1512000.00 PA USD 1238038.59 0.1978962966586 Long DBT UST US N 2 2043-05-15 Fixed 2.875 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BY1 300000.00 PA USD 262598.48 0.0419754821214 Long DBT CORP US N 2 2028-05-12 Fixed 1.65 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 300000.00 PA USD 270236.21 0.0431963475242 Long DBT CORP US N 2 2027-04-22 Variable 1.578 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UMM1 12753.69 OU Other Units USD 12440.00 0.0019884920795 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 4.50 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAQ3 300000.00 PA USD 248403.55 0.0397064703951 Long DBT USGSE MX N 2 2041-08-14 Fixed 4.28 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CV7 200000.00 PA USD 202274.30 0.0323328652293 Long DBT USGSE PH N 2 2027-10-13 Fixed 5.17 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AG3 300000.00 PA USD 309562.18 0.0494824713077 Long DBT CORP GB N 2 2026-11-10 Variable 7.472 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAT8 200000.00 PA USD 162823.59 0.0260268021771 Long DBT CORP US N 2 2031-01-15 Fixed 2.25 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAD9 250000.00 PA USD 238854.24 0.0381800453709 Long DBT CORP US N 2 2041-02-15 Fixed 5.60 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TM0 400000.00 PA USD 389687.50 0.0622902337027 Long DBT UST US N 2 2042-11-15 Fixed 4.00 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BJ8 50000.00 PA USD 31966.53 0.0051097420994 Long DBT CORP US N 2 2055-08-18 Fixed 2.75 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 250000.00 PA USD 271168.58 0.0433453837268 Long DBT CORP US N 2 2037-10-01 Fixed 6.75 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PET5 100000.00 PA USD 112334.29 0.0179562577114 Long DBT CORP US N 2 2063-02-15 Fixed 6.05 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525AJ2 140000.00 PA USD 139706.70 0.0223316452101 Long DBT CORP US N 2 2035-05-20 Fixed 4.65 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216BG5 167000.00 PA USD 161362.12 0.0257931911225 Long DBT CORP US N 2 2025-11-15 Fixed 3.80 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CED9 1375000.00 PA USD 1303940.43 0.208430483706 Long DBT UST US N 2 2025-03-15 Fixed 1.75 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BF0 250000.00 PA USD 236741.05 0.0378422590705 Long DBT USGSE PA N 2 2028-03-17 Fixed 3.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828XB1 1335000.00 PA USD 1269918.75 0.2029922328046 Long DBT UST US N 2 2025-05-15 Fixed 2.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCE9 2750000.00 PA USD 2397602.54 0.3832486865577 Long DBT UST US N 2 2028-05-31 Fixed 1.25 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167ER0 100000.00 PA USD 86724.79 0.0138626654355 Long DBT CORP XX N 2 2030-01-24 Fixed 1.875 N N N N N N MET TRANSPRTN AUTH NY REVENUE 5493000TKYODLXADQD60 59259NZH9 300000.00 PA USD 368585.79 0.058917196468 Long DBT MUN US N 2 2039-11-15 Fixed 7.336 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DFF4 94893.85 OU Other Units USD 80645.34 0.0128908858396 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 2.50 N N N N N N TAKE-TWO INTERACTIVE SOFTWARE INC BOMSTHHJK882EWYX3334 874054AJ8 100000.00 PA USD 99280.98 0.0158697300951 Long DBT CORP US N 2 2026-03-28 Fixed 5.00 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189TAZ7 300000.00 PA USD 330996.93 0.0529087438642 Long DBT CORP US N 2 2037-05-01 Fixed 6.15 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HT3 200000.00 PA USD 210016.64 0.0335704521881 Long DBT CORP US N 2 2032-11-01 Fixed 5.95 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFQ9 1580000.00 PA USD 1562749.61 0.2498002589917 Long DBT UST US N 2 2024-10-31 Fixed 4.375 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 205000.00 PA USD 174391.51 0.0278758952075 Long DBT CORP US N 2 2031-03-25 Fixed 2.875 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CJ7 250000.00 PA USD 239988.05 0.0383612810787 Long DBT CORP US N 2 2027-02-09 Fixed 3.35 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RM2 65000.00 PA USD 53646.58 0.0085752250343 Long DBT UST US N 2 2045-05-15 Fixed 3.00 N N N N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49446RAW9 200000.00 PA USD 165908.57 0.0265199258344 Long DBT CORP US N 2 2030-10-01 Fixed 2.70 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CF5 100000.00 PA USD 88256.03 0.0141074289895 Long DBT CORP US N 2 2051-06-15 Fixed 4.663 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AS2 60000.00 PA USD 45943.14 0.0073438561094 Long DBT CORP US N 2 2051-03-15 Fixed 3.60 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZW3 265000.00 PA USD 242676.86 0.0387910782964 Long DBT UST US N 2 2025-06-30 Fixed 0.25 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACX1 100000.00 PA USD 100632.72 0.016085801179 Long DBT CORP US N 2 2062-09-15 Fixed 5.80 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828V98 1510000.00 PA USD 1405627.15 0.2246847632332 Long DBT UST US N 2 2027-02-15 Fixed 2.25 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CB3 400000.00 PA USD 385323.25 0.0615926230469 Long DBT CORP DE N 2 2025-11-26 Variable 3.961 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058JW4 300000.00 PA USD 262755.31 0.0420005508684 Long DBT CORP XX N 2 2028-04-20 Fixed 1.375 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBN0 730000.00 PA USD 705826.21 0.1128239411693 Long DBT CORP US N 2 2025-08-15 Fixed 3.375 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216DL1 200000.00 PA USD 149704.13 0.0239297007062 Long DBT CORP US N 2 2051-03-05 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140K0E79 318044.48 OU Other Units USD 270291.27 0.0432051486797 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 2.50 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELY65 200000.00 PA USD 141818.95 0.0226692812548 Long DBT UST US N 2 2035-07-23 Fixed 1.65 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEG7 250000.00 PA USD 223580.78 0.0357386342586 Long DBT CORP US N 2 2047-01-22 Fixed 4.375 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DBH4 50195.18 OU Other Units USD 48854.74 0.0078092655578 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 4.50 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWB6 430000.00 PA USD 410498.74 0.0656168402868 Long DBT CORP US N 2 2027-01-26 Fixed 3.85 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543DG5 200000.00 PA USD 213695.34 0.0341584799866 Long DBT CORP US N 2 2033-03-15 Fixed 6.30 N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEY7 100000.00 PA USD 106373.73 0.0170034822814 Long DBT CORP US N 2 2033-10-18 Variable 6.342 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058HT3 300000.00 PA USD 284928.88 0.0455449213122 Long DBT CORP XX N 2 2025-01-15 Fixed 1.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFW6 1065000.00 PA USD 1058946.98 0.1692691063045 Long DBT UST US N 2 2025-11-15 Fixed 4.50 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 300000.00 PA USD 246216.89 0.0393569401627 Long DBT CORP US N 2 2032-04-22 Variable 2.615 N N N N N N INTERNATIONAL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200KH3 100000.00 PA USD 88794.92 0.0141935687401 Long DBT CORP US N 2 2027-05-15 Fixed 1.70 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAU7 200000.00 PA USD 201063.70 0.0321393548988 Long DBT CORP US N 2 2025-11-14 Fixed 5.40 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SQX8 62619.95 OU Other Units USD 60166.17 0.009617359526 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 4.00 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BT0 100000.00 PA USD 96748.95 0.015464993632 Long DBT CORP US N 2 2033-07-15 Fixed 4.90 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 220000.00 PA USD 191073.20 0.0305424071399 Long DBT CORP US N 2 2030-10-15 Variable 2.739 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAY0 65000.00 PA USD 64037.82 0.0102362297318 Long DBT CORP US N 2 2062-06-15 Fixed 5.20 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CL6 200000.00 PA USD 161274.26 0.0257791469976 Long DBT CORP US N 2 2063-04-01 Fixed 5.50 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BG2 150000.00 PA USD 145863.98 0.0233158656693 Long DBT CORP US N 2 2025-05-15 Fixed 3.50 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DJ3 200000.00 PA USD 149069.50 0.0238282572393 Long DBT CORP US N 2 2050-07-15 Fixed 3.80 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BT0 300000.00 PA USD 314269.64 0.0502349429255 Long DBT USGSE PA N 2 2035-02-14 Fixed 6.40 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638AU6 370000.00 PA USD 413065.19 0.0660270786709 Long DBT USGSE PE N 2 2037-03-14 Fixed 6.55 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BS1 200000.00 PA USD 209738.49 0.0335259908479 Long DBT CORP US N 2 2033-05-20 Fixed 5.40 N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAV5 200000.00 PA USD 208935.80 0.0333976835563 Long DBT CORP US N 2 2032-11-16 Fixed 5.60 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDH1 2350000.00 PA USD 2218868.17 0.3546785998138 Long DBT UST US N 2 2024-11-15 Fixed 0.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 1065000.00 PA USD 967111.53 0.1545895190899 Long DBT UST US N 2 2032-08-15 Fixed 2.75 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DP2 120000.00 PA USD 105885.47 0.0169254355657 Long DBT CORP US N 2 2029-09-11 Fixed 2.20 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AZ6 13000.00 PA USD 9559.44 0.0015280442705 Long DBT CORP US N 2 2051-05-10 Fixed 3.65 N N N N N N MAGNA INTERNATIONAL INC 95RWVLFZX6VGDZNNTN43 559222AV6 200000.00 PA USD 168874.73 0.026994056515 Long DBT CORP CA N 2 2030-06-15 Fixed 2.45 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X6FX4 319195.43 OU Other Units USD 271512.41 0.0434003437936 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 2.50 N N N N N N MARRIOTT INTERNATIONAL INC/MD 225YDZ14ZO8E1TXUSU86 571903BJ1 200000.00 PA USD 199027.03 0.0318138000625 Long DBT CORP US N 2 2027-10-15 Fixed 5.00 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AB7 69000.00 PA USD 75386.79 0.0120503243424 Long DBT CORP US N 2 2036-12-01 Variable 7.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YG9 239000.00 PA USD 219226.48 0.0350426140767 Long DBT UST US N 2 2026-09-30 Fixed 1.625 N N N N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 857524AD4 300000.00 PA USD 306393.00 0.0489758885642 Long DBT USGSE PL N 2 2027-11-16 Fixed 5.50 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 74432QCF0 75000.00 PA USD 57552.57 0.0091995843733 Long DBT CORP US N 2 2051-03-13 Fixed 3.70 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132D53M2 61610.78 OU Other Units USD 56403.05 0.009015837475 Long ABS-MBS USGA US N 2 2034-07-01 Fixed 2.50 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGN8 125000.00 PA USD 99862.38 0.0159626649259 Long DBT CORP US N 2 2032-03-15 Fixed 2.355 N N N N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346AU9 200000.00 PA USD 127288.79 0.0203466841426 Long DBT CORP US N 2 2055-12-15 Fixed 2.979 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEP3 150000.00 PA USD 153525.41 0.0245405194372 Long DBT CORP US N 2 2028-02-15 Fixed 5.25 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G05X7 1000000.00 PA USD 912013.20 0.1457822367102 Long DBT UST US N 2 2025-08-25 Fixed 0.375 N N N N N N CONNECTICUT ST 5493007GRO6CU0IKP741 20772GF45 200000.00 PA USD 211582.76 0.0338207911926 Long DBT MUN US N 2 2032-03-15 Fixed 5.85 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLC1 300000.00 PA USD 308494.36 0.0493117838791 Long DBT CORP US N 2 2028-11-10 Variable 6.204 N N N N N N ORANGE SA 969500MCOONR8990S771 35177PAL1 150000.00 PA USD 183156.08 0.029276882187 Long DBT CORP FR N 2 2031-03-01 Variable 9.00 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAQ6 200000.00 PA USD 178232.42 0.0284898517278 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAK3 300000.00 PA USD 237671.07 0.0379909196335 Long DBT CORP US N 2 2031-03-15 Fixed 1.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDJ7 3475000.00 PA USD 2844070.31 0.4546150550814 Long DBT UST US N 2 2031-11-15 Fixed 1.375 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154DV8 300000.00 PA USD 300876.50 0.0480940946288 Long DBT USGSE KR N 2 2028-01-11 Fixed 5.00 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833ET3 200000.00 PA USD 196579.10 0.031422506701 Long DBT CORP US N 2 2028-05-10 Fixed 4.00 N N N N N N WISCONSIN ELECTRIC POWER AENKIFMULUAWOUU8Q584 976656CN6 200000.00 PA USD 197234.87 0.0315273293257 Long DBT CORP US N 2 2032-09-30 Fixed 4.75 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NAM3 300000.00 PA USD 330806.63 0.0528783250505 Long DBT CORP US N 2 2037-03-15 Fixed 6.45 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TD0 2575000.00 PA USD 1807177.26 0.2888711951698 Long DBT UST US N 2 2052-02-15 Fixed 2.25 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAH0 300000.00 PA USD 283713.25 0.0453506069532 Long DBT CORP US N 2 2025-04-05 Fixed 2.056 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCW8 300000.00 PA USD 303977.82 0.0485898301799 Long DBT CORP JP N 2 2030-01-13 Fixed 5.71 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAJ7 350000.00 PA USD 335617.99 0.0536474047331 Long DBT CORP US N 2 2037-05-01 Fixed 6.55 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGX3 1095000.00 PA USD 1074126.56 0.1716955110152 Long DBT UST US N 2 2025-04-30 Fixed 3.875 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAK1 500000.00 PA USD 458266.03 0.0732522806267 Long DBT CORP US N 2 2025-08-15 Fixed 0.95 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZV5 120000.00 PA USD 103678.13 0.016572599705 Long DBT UST US N 2 2027-06-30 Fixed 0.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CZ49 25549.23 OU Other Units USD 24452.59 0.0039086641109 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 3.50 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJA9 200000.00 PA USD 154088.16 0.0246304731284 Long DBT CORP US N 2 2030-07-22 Fixed 1.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RE0 1838000.00 PA USD 1685539.33 0.2694277819558 Long DBT UST US N 2 2044-02-15 Fixed 3.625 N N N N N N TRINITY HEALTH CORP TWSRHFGEDJDX0GKMGJ67 896516AA9 200000.00 PA USD 169942.00 0.027164656028 Long DBT CORP US N 2 2045-12-01 Fixed 4.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286X3 1245000.00 PA USD 1166141.90 0.1864038530402 Long DBT UST US N 2 2026-05-31 Fixed 2.125 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BD3 105000.00 PA USD 101901.29 0.0162885778186 Long DBT USGSE UY N 2 2055-04-20 Fixed 4.975 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKL2 200000.00 PA USD 172521.61 0.0275769979937 Long DBT CORP US N 2 2037-03-08 Variable 3.846 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CJ3 150000.00 PA USD 105707.37 0.0168969668809 Long DBT CORP US N 2 2049-09-15 Fixed 3.25 N N N N N N GLAXOSMITHKLINE CAP INC 5493007Q8VD7Q3ZYZS59 377372AE7 300000.00 PA USD 341200.00 0.0545396702213 Long DBT CORP US N 2 2038-05-15 Fixed 6.375 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134GW4C7 125000.00 PA USD 110496.86 0.0176625507177 Long DBT UST US N 2 2026-10-27 Fixed 0.80 N N N N N N PNC FINANCIAL SERVICES GROUP INC/THE CFGNEKW0P8842LEUIA51 693475AW5 200000.00 PA USD 182554.79 0.0291807680068 Long DBT CORP US N 2 2029-04-23 Fixed 3.45 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 180000.00 PA USD 168597.15 0.0269496862874 Long DBT CORP US N 2 2029-01-24 Variable 3.772 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573AP1 150000.00 PA USD 136424.50 0.0218069966005 Long DBT CORP US N 2 2025-08-15 Fixed 0.80 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 2265000.00 PA USD 1845355.66 0.2949738837559 Long DBT UST US N 2 2031-08-15 Fixed 1.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFM8 965000.00 PA USD 958855.66 0.1532698460911 Long DBT UST US N 2 2027-09-30 Fixed 4.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEM9 1100000.00 PA USD 1028435.55 0.1643919570367 Long DBT UST US N 2 2029-04-30 Fixed 2.875 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAE3 95000.00 PA USD 84659.10 0.01353247185 Long DBT CORP US N 2 2029-10-01 Fixed 2.85 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017CR8 110000.00 PA USD 103118.00 0.016483064812 Long DBT CORP US N 2 2027-05-04 Fixed 3.125 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JA5 300000.00 PA USD 259443.45 0.0414711612077 Long DBT CORP XX N 2 2029-10-09 Fixed 1.625 N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F030488 50000.00 OU Other Units USD 46527.34 0.0074372385107 Long ABS-MBS USGA US N 2 2038-08-01 Fixed 3.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YB0 2330000.00 PA USD 2026644.93 0.3239523626553 Long DBT UST US N 2 2029-08-15 Fixed 1.625 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAA4 400000.00 PA USD 345697.61 0.0552585980237 Long DBT CORP US N 2 2048-02-22 Variable 4.26 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LW9 100000.00 PA USD 94472.59 0.0151011251569 Long DBT CORP US N 2 2029-04-23 Variable 4.075 N N N N N N EATON CORP 0NZWDMRCE180888QQE14 278062AE4 200000.00 PA USD 175803.33 0.0281015698769 Long DBT CORP US N 2 2042-11-02 Fixed 4.15 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128283W8 2140000.00 PA USD 2009719.13 0.321246830562 Long DBT UST US N 2 2028-02-15 Fixed 2.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YH7 1750000.00 PA USD 1675419.92 0.2678102283678 Long DBT UST US N 2 2024-09-30 Fixed 1.50 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBP0 75000.00 PA USD 73107.33 0.0116859603428 Long DBT CORP US N 2 2032-09-15 Fixed 4.50 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAR0 350000.00 PA USD 326844.10 0.052244927983 Long DBT CORP US N 2 2028-03-20 Fixed 3.95 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCP5 500000.00 PA USD 451367.97 0.0721496489809 Long DBT CORP US N 2 2035-05-15 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WHYA4 115323.79 OU Other Units USD 102693.84 0.0164152642654 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 3.00 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBC9 200000.00 PA USD 167656.89 0.0267993888949 Long DBT CORP US N 2 2042-03-15 Fixed 3.758 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEC1 2325000.00 PA USD 2134277.34 0.3411570406932 Long DBT UST US N 2 2027-02-28 Fixed 1.875 N N N N N N SHERWIN-WILLIAMS CO/THE Z15BMIOX8DDH0X2OBP21 824348AX4 100000.00 PA USD 87510.97 0.0139883336592 Long DBT CORP US N 2 2047-06-01 Fixed 4.50 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785GS9 250000.00 PA USD 237988.51 0.0380416613478 Long DBT CORP XX N 2 2025-02-10 Fixed 1.875 N N N N N N JETBLUE 2019-1 CLASS AA N/A 477143AH4 252447.86 PA USD 215092.59 0.0343818256906 Long DBT CORP US N 2 2032-05-15 Fixed 2.75 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F032484 100000.00 OU Other Units USD 94915.82 0.0151719739788 Long ABS-MBS USGA US N 2 2038-08-01 Fixed 3.50 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NN7 200000.00 PA USD 176840.53 0.0282673628017 Long DBT CORP US N 2 2033-03-17 Variable 3.785 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189TAA2 100000.00 PA USD 103953.64 0.0166166390501 Long DBT CORP US N 2 2025-12-15 Fixed 7.00 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AN0 250000.00 PA USD 228818.93 0.0365759348845 Long DBT CORP US N 2 2048-04-15 Fixed 4.60 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DAQ5 39388.91 OU Other Units USD 36165.46 0.0057809269103 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 3.50 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523AG5 130000.00 PA USD 126982.50 0.0202977247183 Long DBT CORP US N 2 2025-11-15 Fixed 4.125 N N N N N N KFW 549300GDPG70E3MBBU98 500769JW5 105000.00 PA USD 102509.81 0.01638584769 Long DBT CORP DE N 2 2028-02-15 Fixed 3.75 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UKW1 126605.77 OU Other Units USD 118056.94 0.0188710040297 Long ABS-MBS USGA US N 2 2049-01-01 Fixed 3.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RJ9 1357000.00 PA USD 1123076.53 0.1795199987677 Long DBT UST US N 2 2044-11-15 Fixed 3.00 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAL5 260000.00 PA USD 246480.33 0.039399050159 Long DBT CORP US N 2 2028-09-15 Fixed 4.11 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAP5 115000.00 PA USD 94434.70 0.0150950685681 Long DBT CORP US N 2 2058-04-15 Fixed 4.90 N N N N N N FIRST AMERICAN FINANCIAL CORP 549300B6VEZK3N0A1P55 31847RAF9 500000.00 PA USD 487993.73 0.0780041532951 Long DBT CORP US N 2 2024-11-15 Fixed 4.60 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UMK5 57814.16 OU Other Units USD 53761.56 0.0085936041998 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 3.50 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEG2 70000.00 PA USD 70320.17 0.0112404422089 Long DBT CORP US N 2 2064-05-15 Fixed 5.50 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAF1 200000.00 PA USD 209718.70 0.0335228274831 Long DBT CORP US N 2 2040-04-15 Fixed 6.30 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508BD5 80000.00 PA USD 71934.62 0.0114985066011 Long DBT CORP US N 2 2048-05-15 Fixed 4.15 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448FG8 40000.00 PA USD 28196.36 0.0045070931296 Long DBT CORP US N 2 2051-10-21 Fixed 2.75 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31335B2M7 85178.55 OU Other Units USD 75924.94 0.0121363458064 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 3.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828X88 1875000.00 PA USD 1746569.83 0.2791833017197 Long DBT UST US N 2 2027-05-15 Fixed 2.375 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EY5 100000.00 PA USD 98102.81 0.0156814035908 Long DBT CORP US N 2 2032-09-09 Fixed 4.15 N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCL3 200000.00 PA USD 185994.38 0.0297305748775 Long DBT CORP US N 2 2038-10-15 Fixed 4.60 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RAF9 250000.00 PA USD 264969.00 0.0423544017552 Long DBT CORP US N 2 2040-01-15 Fixed 5.50 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F012486 1575000.00 OU Other Units USD 1355299.80 0.2166401059293 Long ABS-MBS USGA US N 2 2038-08-01 Fixed 1.50 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBQ5 75000.00 PA USD 63086.92 0.0100842315711 Long DBT CORP US N 2 2048-02-15 Fixed 4.25 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GA0 50000.00 PA USD 38267.79 0.0061169772763 Long DBT CORP US N 2 2072-02-14 Fixed 3.85 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QS0 1360000.00 PA USD 1289848.44 0.2061779265918 Long DBT UST US N 2 2041-08-15 Fixed 3.75 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 341099CL1 150000.00 PA USD 164841.30 0.0263493263213 Long DBT CORP US N 2 2038-06-15 Fixed 6.40 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DL8 200000.00 PA USD 180146.60 0.0287958269504 Long DBT CORP US N 2 2048-04-01 Fixed 4.75 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133AADG4 258817.65 OU Other Units USD 219582.76 0.0350995642341 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2.50 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAL4 165000.00 PA USD 177732.41 0.0284099268143 Long DBT CORP US N 2 2037-06-15 Fixed 6.625 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWV2 150000.00 PA USD 139737.54 0.0223365748802 Long DBT CORP US N 2 2029-04-23 Variable 3.814 N N N N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 038222AJ4 300000.00 PA USD 293441.62 0.0469056541149 Long DBT CORP US N 2 2025-10-01 Fixed 3.90 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 200000.00 PA USD 182593.74 0.029186994033 Long DBT CORP US N 2 2048-03-25 Fixed 5.05 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QBE7 350000.00 PA USD 334376.44 0.0534489471494 Long DBT USGSE MX N 2 2045-01-21 Fixed 5.55 N N N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746AH1 95000.00 PA USD 91093.91 0.0145610545444 Long DBT CORP US N 2 2028-05-15 Fixed 4.20 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AP9 40000.00 PA USD 33200.54 0.0053069944395 Long DBT CORP US N 2 2049-06-14 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFL0 610000.00 PA USD 601362.30 0.0961257371792 Long DBT UST US N 2 2029-09-30 Fixed 3.875 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523AH3 230000.00 PA USD 222559.58 0.0355753988798 Long DBT CORP US N 2 2028-10-15 Fixed 4.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128282Y5 765000.00 PA USD 737567.57 0.117897690603 Long DBT UST US N 2 2024-09-30 Fixed 2.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128287B0 2161000.00 PA USD 2008463.78 0.3210461670948 Long DBT UST US N 2 2026-06-30 Fixed 1.875 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 470000.00 PA USD 394118.74 0.0629985524843 Long DBT CORP US N 2 2031-02-13 Variable 2.496 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13648TAE7 150000.00 PA USD 140149.59 0.0224024396842 Long DBT CORP CA N 2 2045-08-15 Fixed 4.95 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285M8 2200000.00 PA USD 2091890.64 0.3343816695333 Long DBT UST US N 2 2028-11-15 Fixed 3.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YS3 1960000.00 PA USD 1713239.06 0.2738554904535 Long DBT UST US N 2 2029-11-15 Fixed 1.75 N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UPB2 15994.84 OU Other Units USD 15601.69 0.0024938775717 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 4.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEQ0 2620000.00 PA USD 2519805.46 0.4027824115193 Long DBT UST US N 2 2025-05-15 Fixed 2.75 N N N N N N BRITISH TELECOMMUNICATIO 549300OWFMSO9NYV4H90 111021AE1 175000.00 PA USD 215240.43 0.0344054574164 Long DBT CORP GB N 2 2030-12-15 Variable 9.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SK5 640000.00 PA USD 464675.00 0.0742767328842 Long DBT UST US N 2 2049-11-15 Fixed 2.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFE6 1745000.00 PA USD 1686412.99 0.2695674335628 Long DBT UST US N 2 2025-08-15 Fixed 3.125 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAN0 180000.00 PA USD 171297.45 0.0273813201429 Long DBT CORP US N 2 2027-10-01 Fixed 4.20 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 02364WBG9 200000.00 PA USD 172248.68 0.0275333710529 Long DBT CORP MX N 2 2049-04-22 Fixed 4.375 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RV2 1265000.00 PA USD 1038337.69 0.1659747807474 Long DBT UST US N 2 2047-02-15 Fixed 3.00 N N N N N N BANK OF NOVA SCOTIA/THE L3I9ZG2KFGXZ61BMYR72 064159HB5 250000.00 PA USD 242452.32 0.0387551863341 Long DBT CORP CA N 2 2025-12-16 Fixed 4.50 N N N N N N AON CORP/AON GLOBAL HOLD N/A 03740LAF9 200000.00 PA USD 197726.10 0.0316058507859 Long DBT CORP US N 2 2032-09-12 Fixed 5.00 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LP4 500000.00 PA USD 467099.55 0.0746642890315 Long DBT CORP US N 2 2028-07-24 Variable 3.668 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CR9 200000.00 PA USD 191185.62 0.030560377098 Long DBT CORP US N 2 2027-05-11 Fixed 3.20 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DUA8 328734.11 OU Other Units USD 272879.26 0.0436188301601 Long ABS-MBS USGA US N 2 2040-11-01 Fixed 2.00 N N N N N N BANKUNITED INC 96OVUWEW5D4YX6PFXD91 06652KAB9 90000.00 PA USD 73252.09 0.0117090997409 Long DBT CORP US N 2 2030-06-11 Fixed 5.125 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 30161MAG8 200000.00 PA USD 206186.00 0.0329581372926 Long DBT CORP US N 2 2039-10-01 Fixed 6.25 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAF6 115000.00 PA USD 121087.07 0.0193553600992 Long DBT CORP CA N 2 2039-11-15 Fixed 6.75 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFK5 50000.00 PA USD 38871.64 0.006213500664 Long DBT CORP US N 2 2049-09-01 Fixed 3.625 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KYT58 66392.94 OU Other Units USD 58482.15 0.0093481746038 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 2.50 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167FV0 55000.00 PA USD 54432.00 0.0087007717745 Long DBT CORP XX N 2 2033-01-12 Fixed 4.00 N N N N N N CAMPBELL SOUP CO 5493007JDSMX8Z5Z1902 134429BG3 80000.00 PA USD 77015.42 0.0123106553597 Long DBT CORP US N 2 2028-03-15 Fixed 4.15 N N N N N N ILLINOIS TOOL WORKS INC 76NA4I14SZCFAYMNSV04 452308AR0 170000.00 PA USD 149666.14 0.0239236281327 Long DBT CORP US N 2 2042-09-01 Fixed 3.90 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AK9 240000.00 PA USD 174692.56 0.0279240170355 Long DBT CORP US N 2 2044-08-15 Fixed 4.90 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573AQ9 200000.00 PA USD 158003.60 0.0252563430181 Long DBT CORP US N 2 2030-08-15 Fixed 1.60 N N N N N N KROGER CO/THE 6CPEOKI6OYJ13Q6O7870 501044BZ3 200000.00 PA USD 226907.07 0.0362703305061 Long DBT CORP US N 2 2031-04-01 Fixed 7.50 N N N N N N SOUTHERN COPPER CORP 2549007U6NAP46Q9TU15 84265VAG0 150000.00 PA USD 142949.22 0.0228499511055 Long DBT CORP US N 2 2042-11-08 Fixed 5.25 N N N N N N CHUBB CORP N/A 171232AQ4 200000.00 PA USD 215759.06 0.0344883586743 Long DBT CORP US N 2 2037-05-11 Fixed 6.00 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 350000.00 PA USD 305640.06 0.0488555336425 Long DBT CORP US N 2 2030-04-01 Fixed 2.95 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457BP2 250000.00 PA USD 238543.94 0.0381304449616 Long DBT CORP US N 2 2027-05-15 Fixed 3.10 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 500000.00 PA USD 461721.98 0.0738047025883 Long DBT CORP US N 2 2038-03-25 Fixed 4.78 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCJ8 75000.00 PA USD 64880.72 0.0103709644564 Long DBT CORP US N 2 2038-03-01 Fixed 3.90 N N N N N N TENNESSEE GAS PIPELINE N/A 880451AU3 70000.00 PA USD 79637.71 0.0127298195796 Long DBT CORP US N 2 2037-04-01 Fixed 7.625 N N N N N N SYNCHRONY CARD FUNDING LLC N/A 87166PAG6 250000.00 OU Other Units USD 241341.13 0.0385775663571 Long ABS-MBS CORP US N 2 2028-04-15 Fixed 3.37 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFK2 775000.00 PA USD 754262.70 0.1205663508742 Long DBT UST US N 2 2025-09-15 Fixed 3.50 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAW4 50000.00 PA USD 48049.17 0.007680497908 Long DBT CORP US N 2 2033-03-15 Fixed 4.60 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418C3C6 46051.42 OU Other Units USD 42283.10 0.006758811049 Long ABS-MBS USGA US N 2 2048-10-01 Fixed 3.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SA7 840000.00 PA USD 689341.41 0.11018890144 Long DBT UST US N 2 2048-02-15 Fixed 3.00 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016FZT4 250000.00 PA USD 248194.30 0.0396730224877 Long DBT CORP CA N 2 2026-01-12 Fixed 4.875 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DV3J2 46607.75 OU Other Units USD 42773.18 0.0068371486855 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 3.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128284F4 295000.00 PA USD 283591.80 0.0453311935799 Long DBT UST US N 2 2025-03-31 Fixed 2.625 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 94974BGE4 250000.00 PA USD 212856.12 0.0340243334976 Long DBT CORP US N 2 2044-11-04 Fixed 4.65 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231GBH4 300000.00 PA USD 289664.57 0.0463019054003 Long DBT CORP US N 2 2025-03-19 Fixed 2.992 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AS5 300000.00 PA USD 297328.88 0.0475270195266 Long DBT CORP US N 2 2027-03-15 Fixed 5.00 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAR6 110000.00 PA USD 86482.01 0.0138238578706 Long DBT CORP US N 2 2047-09-01 Fixed 3.75 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BQ2 200000.00 PA USD 164307.80 0.0262640481441 Long DBT CORP US N 2 2030-06-30 Fixed 1.40 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130ATT31 500000.00 PA USD 495159.02 0.0791495007559 Long DBT UST US N 2 2024-10-03 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KYUJ6 175029.68 OU Other Units USD 147933.29 0.0236466378996 Long ABS-MBS USGA US N 2 2040-11-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JACW6 58047.80 OU Other Units USD 55085.67 0.0088052587213 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 4.00 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHG7 150000.00 PA USD 141233.24 0.022575657485 Long DBT CORP US N 2 2029-03-05 Variable 3.97 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAR7 200000.00 PA USD 189386.16 0.0302727394809 Long DBT CORP US N 2 2029-04-23 Variable 4.005 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACW3 200000.00 PA USD 201119.96 0.0321483478702 Long DBT CORP US N 2 2053-01-15 Fixed 5.65 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EN3 150000.00 PA USD 149016.49 0.0238197837694 Long DBT CORP US N 2 2062-09-15 Fixed 5.80 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828G38 2725000.00 PA USD 2623451.19 0.4193498321935 Long DBT UST US N 2 2024-11-15 Fixed 2.25 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X4EA0 43967.47 OU Other Units USD 40369.37 0.0064529077574 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 3.50 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YBJ9 390000.00 PA USD 338443.69 0.0540990833561 Long DBT CORP US N 2 2029-08-26 Fixed 2.375 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJ5G1 40578.85 OU Other Units USD 37300.49 0.0059623576309 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 3.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TA6 550000.00 PA USD 379392.58 0.0606446254326 Long DBT UST US N 2 2041-08-15 Fixed 1.75 N N N N N DISTRICT OF COLUMBIA REVENUE 549300HWFOZXPKGOX654 25477GCY9 200000.00 PA USD 206947.32 0.0330798317291 Long DBT MUN US N 2 2034-12-01 Fixed 5.591 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EWK1 200000.00 PA USD 195541.42 0.0312566370498 Long DBT CORP US N 2 2027-09-15 Fixed 4.15 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 200000.00 PA USD 189823.87 0.0303427059494 Long DBT CORP US N 2 2029-05-01 Variable 4.223 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLE7 200000.00 PA USD 197952.08 0.0316419729274 Long DBT CORP US N 2 2027-01-20 Variable 5.08 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CX6 300000.00 PA USD 290704.00 0.0464680547832 Long DBT CORP US N 2 2028-03-25 Fixed 4.30 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGC9 1135000.00 PA USD 1117908.50 0.1786939065875 Long DBT UST US N 2 2027-12-31 Fixed 3.875 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432NZ4 200000.00 PA USD 184726.29 0.0295278749642 Long DBT CORP US N 2 2032-12-15 Fixed 4.15 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAZ7 200000.00 PA USD 141918.94 0.0226852643193 Long DBT CORP US N 2 2049-08-15 Fixed 3.20 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JCM4 200000.00 PA USD 191605.32 0.0306274647287 Long DBT CORP US N 2 2052-09-15 Fixed 4.95 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAL9 500000.00 PA USD 391428.84 0.0625685810337 Long DBT CORP US N 2 2031-02-15 Fixed 1.70 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QT8 40000.00 PA USD 34628.91 0.0055353145707 Long DBT UST US N 2 2041-11-15 Fixed 3.125 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBA8 210000.00 PA USD 203410.90 0.0325145469092 Long DBT CORP US N 2 2029-04-15 Fixed 4.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGA3 750000.00 PA USD 737929.69 0.1179555742648 Long DBT UST US N 2 2025-12-15 Fixed 4.00 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JU1 130000.00 PA USD 127666.54 0.0204070662072 Long DBT CORP XX N 2 2028-03-15 Fixed 3.875 N N N N N N JPN BANK FOR INT'L COOP 549300TJ3QFYVCTSCJ29 471048CF3 300000.00 PA USD 258058.40 0.0412497656326 Long DBT USGSE JP N 2 2029-10-17 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J7XW0 104854.66 OU Other Units USD 99827.85 0.0159571454217 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 4.00 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DU9 55000.00 PA USD 48135.40 0.0076942814829 Long DBT CORP US N 2 2032-03-15 Fixed 2.95 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBW7 300000.00 PA USD 321797.90 0.0514383099177 Long DBT CORP US N 2 2059-01-23 Fixed 5.80 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 95000.00 PA USD 93450.53 0.0149377523101 Long DBT CORP US N 2 2049-04-15 Fixed 6.25 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BG6 70000.00 PA USD 68446.88 0.0109410031151 Long DBT CORP US N 2 2029-03-15 Fixed 4.375 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BJ0 65000.00 PA USD 61403.54 0.0098151489508 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 128160.50 0.0204860240486 Long DBT CORP US N 2 2029-01-24 Fixed 4.15 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JBK9 170000.00 PA USD 176439.69 0.0282032898785 Long DBT CORP US N 2 2029-03-15 Fixed 5.75 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBU1 120000.00 PA USD 123686.65 0.0197708942021 Long DBT CORP US N 2 2039-01-23 Fixed 5.45 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CE3 200000.00 PA USD 152014.97 0.0242990806931 Long DBT CORP US N 2 2039-03-01 Fixed 3.50 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHK1 110000.00 PA USD 99449.97 0.0158967425771 Long DBT CORP US N 2 2039-03-01 Fixed 4.85 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAQ0 200000.00 PA USD 169453.55 0.0270865789415 Long DBT CORP US N 2 2049-04-15 Fixed 4.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SF6 1295000.00 PA USD 1065415.72 0.1703031125951 Long DBT UST US N 2 2049-02-15 Fixed 3.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 1950000.00 PA USD 1802531.25 0.2881285461275 Long DBT UST US N 2 2029-02-15 Fixed 2.625 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAT4 200000.00 PA USD 185599.25 0.0296674146785 Long DBT CORP US N 2 2029-03-01 Fixed 4.00 N N N N N N AMEREN ILLINOIS CO RC71E2BZ6UOMFPDJSE79 02361DAT7 100000.00 PA USD 90056.93 0.0143952967858 Long DBT CORP US N 2 2049-03-15 Fixed 4.50 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555CY8 250000.00 PA USD 196172.49 0.0313575114627 Long DBT CORP US N 2 2049-03-01 Fixed 4.25 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CV8 300000.00 PA USD 227672.24 0.0363926403521 Long DBT CORP US N 2 2050-02-15 Fixed 4.15 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAH7 200000.00 PA USD 186846.10 0.0298667194494 Long DBT CORP US N 2 2029-03-15 Fixed 4.125 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CF0 100000.00 PA USD 71868.44 0.0114879279511 Long DBT CORP US N 2 2059-03-01 Fixed 3.825 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081FU6 200000.00 PA USD 167151.72 0.0267186391727 Long DBT CORP US N 2 2049-03-01 Fixed 3.99 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JP6 250000.00 PA USD 204306.94 0.0326577758837 Long DBT CORP US N 2 2049-03-01 Fixed 4.00 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YAV7 55000.00 PA USD 49240.94 0.0078709983264 Long DBT CORP US N 2 2039-03-07 Fixed 3.90 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081ET6 100000.00 PA USD 94651.46 0.0151297169237 Long DBT CORP US N 2 2029-03-15 Fixed 3.45 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132Y33P7 25054.33 OU Other Units USD 24471.74 0.0039117251739 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JABQ0 22489.59 OU Other Units USD 20649.14 0.0033006954453 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 3.50 N N N N N N INTERNATIONAL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200KA8 220000.00 PA USD 204289.87 0.0326550473017 Long DBT CORP US N 2 2029-05-15 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418C7E8 30757.89 OU Other Units USD 29187.97 0.0046655986466 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 4.00 N N N N N N INTERNATIONAL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200KB6 105000.00 PA USD 91818.14 0.0146768202694 Long DBT CORP US N 2 2039-05-15 Fixed 4.15 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 037389BC6 250000.00 PA USD 233628.72 0.0373447636079 Long DBT CORP US N 2 2029-05-02 Fixed 3.75 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AU3 250000.00 PA USD 220289.60 0.0352125502262 Long DBT CORP US N 2 2049-08-15 Fixed 4.45 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 50000.00 PA USD 46249.94 0.0073928970555 Long DBT CORP US N 2 2039-06-15 Fixed 5.125 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAW0 90000.00 PA USD 82558.34 0.0131966724432 Long DBT CORP US N 2 2029-08-15 Fixed 3.80 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 100000.00 PA USD 84033.29 0.0134324382304 Long DBT CORP US N 2 2049-07-01 Fixed 4.40 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AU2 190000.00 PA USD 174952.47 0.0279655627731 Long DBT CORP US N 2 2029-07-01 Fixed 3.50 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 110000.00 PA USD 102126.54 0.0163245832721 Long DBT CORP US N 2 2029-06-15 Fixed 4.125 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 100000.00 PA USD 90079.92 0.0143989716599 Long DBT CORP US N 2 2049-06-15 Fixed 5.25 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JACX4 44431.62 OU Other Units USD 40795.70 0.0065210551713 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 3.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 1861000.00 PA USD 1496578.40 0.2392230140575 Long DBT UST US N 2 2049-05-15 Fixed 2.875 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231GAZ5 230000.00 PA USD 167364.18 0.0267526001877 Long DBT CORP US N 2 2049-08-16 Fixed 3.095 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418C7K4 43724.77 OU Other Units USD 40146.42 0.0064172699512 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 3.50 N N N N N N TOTALENERGIES CAP INTL 549300U37G2I8G4RUG09 89153VAU3 50000.00 PA USD 38156.89 0.006099250285 Long DBT CORP FR N 2 2049-07-12 Fixed 3.461 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 100000.00 PA USD 90004.22 0.01438687127 Long DBT CORP US N 2 2029-08-15 Fixed 3.25 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687FL5 225000.00 PA USD 191846.58 0.0306660293267 Long DBT CORP US N 2 2029-09-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DAR3 36110.62 OU Other Units USD 34267.48 0.0054775412031 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SJ8 1525000.00 PA USD 1077269.53 0.1721979041785 Long DBT UST US N 2 2049-08-15 Fixed 2.25 N N N N N N PPL ELECTRIC UTILITIES 549300GCZLSGYEYPIR35 69351UAW3 100000.00 PA USD 69796.68 0.0111567640965 Long DBT CORP US N 2 2049-10-01 Fixed 3.00 N N N N N N MT SINAI HOSPITAL 549300IJEDK5LH7YPT15 623115AE2 300000.00 PA USD 231459.74 0.036998059464 Long DBT CORP US N 2 2049-07-01 Fixed 3.737 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YV6 900000.00 PA USD 856898.44 0.1369723280504 Long DBT UST US N 2 2024-11-30 Fixed 1.50 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BJ8 150000.00 PA USD 105573.17 0.0168755154631 Long DBT CORP US N 2 2049-11-15 Fixed 3.25 N N N N N N CORNING INC 549300X2937PB0CJ7I56 219350BP9 150000.00 PA USD 111594.04 0.0178379312434 Long DBT CORP US N 2 2049-11-15 Fixed 3.90 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418C4W1 45995.67 OU Other Units USD 43648.15 0.0069770096915 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 4.00 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAV9 150000.00 PA USD 120187.37 0.019211546086 Long DBT CORP US N 2 2032-03-15 Fixed 2.65 N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X5LN1 81436.26 OU Other Units USD 71855.09 0.0114857939986 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 3.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YU8 1180000.00 PA USD 1078639.84 0.1724169436143 Long DBT UST US N 2 2026-11-30 Fixed 1.625 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5GE9 139931.37 OU Other Units USD 124563.50 0.0199110557198 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5EN1 188367.00 OU Other Units USD 168812.85 0.0269841652055 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 3.00 N N N N N N TAKEDA PHARMACEUTICAL CO LTD 549300ZLMVP4X0OGR454 874060AW6 200000.00 PA USD 199703.14 0.0319218739676 Long DBT CORP JP N 2 2028-11-26 Fixed 5.00 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 175000.00 PA USD 149433.08 0.0238863742771 Long DBT CORP US N 2 2031-01-22 Variable 2.699 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAK6 200000.00 PA USD 142570.74 0.0227894523529 Long DBT CORP US N 2 2050-01-15 Fixed 3.45 N N N N N N BROADRIDGE FINANCIAL SOLUTIONS INC 549300KZDJZQ2YIHRC28 11133TAD5 150000.00 PA USD 129979.01 0.0207767067441 Long DBT CORP US N 2 2029-12-01 Fixed 2.90 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U2J1 545000.00 PA USD 460748.68 0.0736491238632 Long DBT CORP US N 2 2031-02-11 Variable 2.572 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBP5 35000.00 PA USD 23819.10 0.0038074028691 Long DBT CORP US N 2 2050-04-15 Fixed 3.00 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBM2 370000.00 PA USD 314381.59 0.0502528377557 Long DBT CORP US N 2 2030-04-15 Fixed 2.25 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513JXN6 300000.00 PA USD 221175.60 0.0353541743406 Long DBT USGSE IL N 2 2050-01-15 Fixed 3.375 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U2K8 145000.00 PA USD 137097.62 0.0219145925642 Long DBT CORP US N 2 2026-02-11 Variable 2.164 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5EB7 121978.10 OU Other Units USD 112862.38 0.0180406711184 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 3.50 N N N N N N STANLEY BLACK & DECKER INC 549300DJ09SMTO561131 854502AL5 300000.00 PA USD 249879.73 0.0399424327936 Long DBT CORP US N 2 2030-03-15 Fixed 2.30 N N N N N N IDAHO POWER CO TN0LL73P2C8X3W6KM391 45138LBF9 217000.00 PA USD 182811.28 0.029221767069 Long DBT CORP US N 2 2048-03-01 Fixed 4.20 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BZ6 100000.00 PA USD 80292.11 0.0128344232144 Long DBT CORP US N 2 2030-10-01 Fixed 1.70 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 200000.00 PA USD 181352.53 0.0289885907972 Long DBT CORP GB N 2 2026-03-25 Fixed 1.668 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BX0 80000.00 PA USD 69342.90 0.0110842288927 Long DBT CORP US N 2 2027-10-01 Fixed 1.20 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CDL5 158497.93 OU Other Units USD 141619.59 0.0226374142306 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAM3 1180000.00 PA USD 1071564.45 0.1712859663655 Long DBT UST US N 2 2025-09-30 Fixed 0.25 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AT2 300000.00 PA USD 236601.14 0.0378198949284 Long DBT CORP US N 2 2031-01-15 Fixed 1.50 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DZ7 200000.00 PA USD 131087.12 0.0209538343935 Long DBT CORP US N 2 2050-10-15 Fixed 3.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAL5 520000.00 PA USD 443381.25 0.0708729987026 Long DBT UST US N 2 2027-09-30 Fixed 0.375 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167EG4 90000.00 PA USD 84264.23 0.0134693532111 Long DBT CORP XX N 2 2028-01-19 Fixed 2.75 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CRC0 71762.16 OU Other Units USD 65891.28 0.010532499067 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 3.50 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392FR4 100000.00 PA USD 77453.96 0.0123807545009 Long DBT CORP US N 2 2047-12-01 Fixed 3.70 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WGG65 62594.95 OU Other Units USD 57775.20 0.0092351710286 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 3.50 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081FL6 200000.00 PA USD 172285.36 0.0275392342273 Long DBT CORP US N 2 2044-10-01 Fixed 4.05 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140F0JJ4 268271.16 OU Other Units USD 238917.90 0.0381902212074 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.00 N N N N N N SPECTRA ENERGY PARTNERS 2HKVXE7U4NF5B6UGSU72 84756NAE9 200000.00 PA USD 197165.69 0.0315162711358 Long DBT CORP US N 2 2043-09-25 Fixed 5.95 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140AX8 110000.00 PA USD 103406.36 0.0165291581863 Long DBT CORP US N 2 2027-05-11 Fixed 3.15 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RK6 595000.00 PA USD 450282.52 0.0719761434561 Long DBT UST US N 2 2045-02-15 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QRZ6 119880.16 OU Other Units USD 115804.42 0.0185109462982 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 4.00 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHM4 180000.00 PA USD 171146.81 0.0273572408465 Long DBT CORP US N 2 2029-07-23 Variable 4.271 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAD5 60000.00 PA USD 62193.53 0.0099414261902 Long DBT CORP US N 2 2037-10-15 Fixed 6.85 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 160000.00 PA USD 123108.00 0.0196783989496 Long DBT CORP US N 2 2047-11-15 Fixed 4.00 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525AV5 120000.00 PA USD 107430.37 0.0171723826247 Long DBT CORP US N 2 2047-05-20 Fixed 4.30 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 208251AE8 125000.00 PA USD 138904.86 0.0222034737882 Long DBT CORP US N 2 2029-04-15 Fixed 6.95 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667AG6 100000.00 PA USD 87655.12 0.014011375551 Long DBT CORP US N 2 2044-05-15 Fixed 4.375 N N N N N N PROGRESSIVE CORP/THE 529900TACNVLY9DCR586 743315AS2 70000.00 PA USD 59381.74 0.0094919710339 Long DBT CORP US N 2 2047-04-15 Fixed 4.125 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DG2 90000.00 PA USD 77449.55 0.0123800495773 Long DBT CORP US N 2 2047-11-13 Fixed 3.75 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAE1 400000.00 PA USD 380471.57 0.0608170983482 Long DBT CORP US N 2 2026-03-13 Fixed 4.25 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M5DC1 21048.38 OU Other Units USD 21774.55 0.0034805884414 Long ABS-MBS USGA US N 2 2037-09-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WFY75 14068.88 OU Other Units USD 13374.33 0.0021378415815 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620AQM26 59215.20 OU Other Units USD 58890.83 0.0094135007246 Long ABS-MBS USGA US N 2 2040-04-01 Fixed 5.00 N N N N N N TAMPA ELECTRIC CO WS423EPRKJIIJUITXD73 875127BC5 100000.00 PA USD 84524.69 0.0135109868644 Long DBT CORP US N 2 2044-05-15 Fixed 4.35 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EC3 180000.00 PA USD 164164.80 0.026241190076 Long DBT CORP US N 2 2048-06-29 Fixed 4.05 N N N N N N NEW YORK CITY NY MUNI WTR FIN 549300Q2EHQ6RJPQKP05 64972FK88 345000.00 PA USD 379477.20 0.0606581516545 Long DBT MUN US N 2 2042-06-15 Fixed 5.952 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WPLH5 297270.03 OU Other Units USD 267157.59 0.0427042404916 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00 N N N N N N MEMORIAL SLOAN-KETTERING 549300IZ71UAMEHWL382 586054AC2 200000.00 PA USD 170627.53 0.0272742356884 Long DBT CORP US N 2 2055-07-01 Fixed 4.20 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SWY9 47472.19 OU Other Units USD 45503.42 0.0072735683491 Long ABS-MBS USGA US N 2 2047-02-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CPN8 16584.11 OU Other Units USD 15614.11 0.0024958628669 Long ABS-MBS USGA US N 2 2037-09-01 Fixed 3.50 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286AP2 400000.00 PA USD 433512.00 0.0692954323476 Long DBT USGSE PH N 2 2025-03-16 Fixed 10.625 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MD0 150000.00 PA USD 135438.59 0.0216494022093 Long DBT CORP US N 2 2048-07-23 Fixed 4.65 N N N N N N FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136AY7L1 280702.88 OU Other Units USD 262713.05 0.0419937957498 Long ABS-MBS USGA US N 2 2027-12-01 Variable 2.986812 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HJ5 200000.00 PA USD 191553.14 0.0306191239316 Long DBT CORP US N 2 2028-03-01 Fixed 3.80 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140AY6 80000.00 PA USD 67110.34 0.0107273617 Long DBT CORP US N 2 2047-05-11 Fixed 4.10 N N N N N N NEW JERSEY ST TURNPIKE AUTH TU 5493005YN67D71KSMI84 646139W35 200000.00 PA USD 247121.36 0.0395015166443 Long DBT MUN US N 2 2040-01-01 Fixed 7.414 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400EB5 200000.00 PA USD 207820.64 0.0332194289882 Long DBT CORP US N 2 2029-04-01 Fixed 6.65 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HK2 50000.00 PA USD 43543.64 0.0069603041202 Long DBT CORP US N 2 2048-03-01 Fixed 4.30 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QD24 90256.95 OU Other Units USD 89202.83 0.014258771779 Long ABS-MBS USGA US N 2 2044-05-01 Fixed 4.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828J27 3065000.00 PA USD 2923722.66 0.4673472148157 Long DBT UST US N 2 2025-02-15 Fixed 2.00 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAR0 110000.00 PA USD 101860.00 0.0162819777513 Long DBT CORP US N 2 2028-01-15 Fixed 3.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RU4 300000.00 PA USD 241042.97 0.0385299064858 Long DBT UST US N 2 2046-11-15 Fixed 2.875 N N N N N N BARRICK PD AU FIN PTY LT 5493008DX0TK7OFLV260 06849UAD7 200000.00 PA USD 206594.81 0.0330234841935 Long DBT CORP AU N 2 2039-10-15 Fixed 5.95 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36241K4Q8 41076.26 OU Other Units USD 40464.83 0.0064681667167 Long ABS-MBS USGA US N 2 2039-04-01 Fixed 4.50 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816BK4 250000.00 PA USD 243584.42 0.0389361487041 Long DBT CORP US N 2 2024-12-05 Fixed 3.625 N N N N N N BAY AREA CA TOLL AUTH TOLL BRI 5493001FUZGUQMIP5D78 072024ND0 300000.00 PA USD 349372.62 0.0558460359882 Long DBT MUN US N 2 2049-04-01 Fixed 6.263 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFC8 250000.00 PA USD 241330.58 0.0385758799751 Long DBT CORP US N 2 2044-01-21 Fixed 5.00 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RAX2 100000.00 PA USD 102621.38 0.0164036817786 Long DBT CORP CA N 2 2115-09-15 Fixed 6.125 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HJXG1 19247.95 OU Other Units USD 17091.82 0.0027320698308 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 3.00 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HAD1 75000.00 PA USD 77267.12 0.0123508887566 Long DBT CORP CA N 2 2037-10-15 Fixed 6.20 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BB4 295000.00 PA USD 282284.79 0.0451222724358 Long DBT CORP GB N 2 2026-05-25 Fixed 3.90 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BA3 100000.00 PA USD 94386.40 0.0150873479759 Long DBT CORP US N 2 2035-08-15 Fixed 5.70 N N N N N N PPL ELECTRIC UTILITIES 549300GCZLSGYEYPIR35 69351UAR4 200000.00 PA USD 185653.10 0.0296760224196 Long DBT CORP US N 2 2043-07-15 Fixed 4.75 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3617A2QK1 10957.02 OU Other Units USD 10265.87 0.0016409647254 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 3.50 N N N N N N FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137BGK24 348000.00 OU Other Units USD 336888.33 0.0538504643013 Long ABS-MBS USGA US N 2 2024-12-01 Fixed 3.062 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140F5AD5 43260.67 OU Other Units USD 38523.92 0.0061579187937 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJM96 123435.64 OU Other Units USD 110418.79 0.0176500714913 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 3.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828U24 2015000.00 PA USD 1866039.55 0.2982801338717 Long DBT UST US N 2 2026-11-15 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CVZ4 81782.01 OU Other Units USD 72665.44 0.0116153257153 Long ABS-MBS USGA US N 2 2048-04-01 Fixed 3.00 N N N N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 867229AE6 150000.00 PA USD 156583.96 0.025029418348 Long DBT CORP CA N 2 2038-06-15 Fixed 6.50 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659AP6 200000.00 PA USD 153176.38 0.0244847281679 Long DBT CORP US N 2 2048-07-15 Fixed 3.80 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDL3 80000.00 PA USD 69876.70 0.0111695550239 Long DBT CORP US N 2 2048-06-15 Fixed 4.25 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCK5 60000.00 PA USD 49731.38 0.0079493935077 Long DBT CORP US N 2 2048-03-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NTF5 48389.05 OU Other Units USD 47823.86 0.0076444828637 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.50 N N N N N N CALIFORNIA ST 549300X618YEC5LGBQ98 13063DGC6 100000.00 PA USD 95191.13 0.0152159813546 Long DBT MUN US N 2 2028-04-01 Fixed 3.50 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 013051EA1 80000.00 PA USD 75950.10 0.0121403675477 Long DBT USGSE CA N 2 2028-03-15 Fixed 3.30 N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 233835AQ0 200000.00 PA USD 247568.29 0.0395729568987 Long DBT CORP US N 2 2031-01-18 Fixed 8.50 N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BB4 250000.00 PA USD 221159.60 0.0353516167945 Long DBT CORP US N 2 2042-12-15 Fixed 4.07 N N N N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572QAG0 250000.00 PA USD 241593.85 0.0386179627975 Long DBT CORP US N 2 2025-03-15 Fixed 3.00 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LU3 60000.00 PA USD 50273.34 0.0080360239874 Long DBT CORP US N 2 2039-01-24 Variable 3.878 N N N N N N PROGRESS ENERGY INC 549300FBMTW0JYWMNB26 743263AE5 280000.00 PA USD 316337.73 0.0505655201429 Long DBT CORP US N 2 2031-03-01 Fixed 7.75 N N N N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 235851AR3 250000.00 PA USD 227006.52 0.0362862272535 Long DBT CORP US N 2 2045-09-15 Fixed 4.375 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAN1 200000.00 PA USD 180227.46 0.0288087521489 Long DBT CORP US N 2 2035-04-01 Fixed 3.90 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3617A2VW9 48460.39 OU Other Units USD 43337.54 0.0069273597297 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CYL2 57861.73 OU Other Units USD 53127.22 0.0084922070884 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 3.50 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDQ2 60000.00 PA USD 54095.82 0.0086470345344 Long DBT CORP US N 2 2048-12-15 Fixed 4.45 N N N N N N PENNSYLVANIA ST TURNPIKE COMMI 549300J8LLBYEYEXZJ24 709223A27 200000.00 PA USD 205891.74 0.0329111008232 Long DBT MUN US N 2 2045-12-01 Fixed 5.511 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCB3 490000.00 PA USD 420748.40 0.0672552138984 Long DBT CORP US N 2 2049-11-21 Fixed 4.25 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJ4B3 38284.23 OU Other Units USD 36289.41 0.0058007399001 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.00 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AN4 300000.00 PA USD 273176.47 0.0436663381771 Long DBT CORP US N 2 2029-06-14 Fixed 3.25 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBT2 150000.00 PA USD 135527.64 0.0216636365518 Long DBT CORP US N 2 2026-11-19 Variable 1.045 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EP4 200000.00 PA USD 154252.13 0.0246566831803 Long DBT CORP AU N 2 2035-11-15 Variable 2.668 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCX5 300000.00 PA USD 292384.13 0.0467366179019 Long DBT CORP US N 2 2025-03-15 Fixed 3.80 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFR0 200000.00 PA USD 156896.41 0.0250793624276 Long DBT CORP US N 2 2031-01-20 Fixed 1.75 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SGM3 89880.13 OU Other Units USD 86366.15 0.0138053380401 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 4.00 N N N N N N ALLSTATE CORP/THE OBT0W1ED8G0NWVOLOJ77 020002BH3 200000.00 PA USD 180085.29 0.0287860267535 Long DBT CORP US N 2 2025-12-15 Fixed 0.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAU5 240000.00 PA USD 205148.44 0.032792286823 Long DBT UST US N 2 2027-10-31 Fixed 0.50 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDB2 200000.00 PA USD 182710.70 0.0292056896949 Long DBT CORP US N 2 2045-03-15 Fixed 4.75 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDD5 200000.00 PA USD 180310.67 0.028822052987 Long DBT CORP US N 2 2026-01-08 Fixed 1.25 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJ2R0 80567.79 OU Other Units USD 71733.39 0.0114663406637 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 3.00 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJK6 250000.00 PA USD 226456.99 0.0361983867348 Long DBT CORP US N 2 2026-10-24 Variable 1.197 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBE7 200000.00 PA USD 156079.46 0.0249487757231 Long DBT CORP US N 2 2030-12-15 Fixed 1.60 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140KRM71 252918.76 OU Other Units USD 217866.81 0.034825275409 Long ABS-MBS USGA US N 2 2035-11-01 Fixed 1.50 N N N N N N TECK RESOURCES LTD T8KI5SQ2JRWHL7XY0E11 878742BG9 300000.00 PA USD 271201.32 0.0433506171055 Long DBT CORP CA N 2 2030-07-15 Fixed 3.90 N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DKJ0 19998.31 OU Other Units USD 18184.39 0.0029067134635 Long ABS-MBS USGA US N 2 2035-01-01 Fixed 2.50 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFU3 200000.00 PA USD 127225.40 0.0203365514647 Long DBT CORP US N 2 2050-11-20 Fixed 2.875 N N N N N N AMEREN ILLINOIS CO RC71E2BZ6UOMFPDJSE79 02361DAV2 200000.00 PA USD 157618.41 0.0251947716946 Long DBT CORP US N 2 2030-11-15 Fixed 1.55 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 375000.00 PA USD 291815.59 0.0466457386988 Long DBT CORP US N 2 2032-02-13 Variable 1.794 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DLT7 140307.73 OU Other Units USD 123942.80 0.0198118389165 Long ABS-MBS USGA US N 2 2050-02-01 Fixed 3.00 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBV7 80000.00 PA USD 55400.93 0.0088556519699 Long DBT CORP US N 2 2041-11-19 Variable 2.525 N N N N N N ASIAN INFRASTRUCTURE INV 25490065OSV2524LCR32 04522KAB2 200000.00 PA USD 183552.46 0.0293402421943 Long DBT CORP XX N 2 2025-05-28 Fixed 0.50 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGC2 365000.00 PA USD 258954.31 0.041392973827 Long DBT CORP US N 2 2061-03-22 Fixed 3.70 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDH6 300000.00 PA USD 261236.90 0.0417578381466 Long DBT CORP US N 2 2028-04-10 Fixed 2.40 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFV1 250000.00 PA USD 151687.38 0.0242467165355 Long DBT CORP US N 2 2060-11-20 Fixed 3.00 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058JR5 175000.00 PA USD 142276.02 0.022742342354 Long DBT CORP XX N 2 2031-02-10 Fixed 1.25 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAE4 200000.00 PA USD 180631.19 0.0288732870289 Long DBT CORP US N 2 2026-07-15 Fixed 3.40 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833ED8 175000.00 PA USD 144468.18 0.0230927517429 Long DBT CORP US N 2 2031-02-08 Fixed 1.65 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AW9 250000.00 PA USD 191696.04 0.030641966015 Long DBT CORP US N 2 2032-05-18 Fixed 2.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBS9 2495000.00 PA USD 2184294.53 0.3491521199664 Long DBT UST US N 2 2028-03-31 Fixed 1.25 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CM0 80000.00 PA USD 66575.89 0.0106419316685 Long DBT CORP US N 2 2031-03-15 Fixed 2.375 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RD63 124319.49 OU Other Units USD 112902.35 0.0180470601882 Long ABS-MBS USGA US N 2 2045-05-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140KFK79 283195.81 OU Other Units USD 240318.57 0.0384141135869 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X8TA5 320465.08 OU Other Units USD 260971.96 0.0417154883804 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBT7 3135000.00 PA USD 2838950.70 0.453796702675 Long DBT UST US N 2 2026-03-31 Fixed 0.75 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X9WD3 186319.74 OU Other Units USD 171089.41 0.0273480656499 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 3.50 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCB9 210000.00 PA USD 154113.17 0.0246344708926 Long DBT CORP US N 2 2061-03-25 Fixed 4.10 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QFRS0 323916.42 OU Other Units USD 249609.05 0.0398991655078 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 1.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBP5 3210000.00 PA USD 2798718.75 0.4473657610414 Long DBT UST US N 2 2028-02-29 Fixed 1.125 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 300000.00 PA USD 269297.87 0.0430463570372 Long DBT CORP US N 2 2027-05-04 Variable 1.593 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 363576AB5 40000.00 PA USD 28641.69 0.0045782776294 Long DBT CORP US N 2 2051-05-20 Fixed 3.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 3275000.00 PA USD 2365164.06 0.3780635048412 Long DBT UST US N 2 2051-05-15 Fixed 2.375 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216DQ0 150000.00 PA USD 116635.83 0.018643844385 Long DBT CORP US N 2 2041-05-05 Fixed 2.875 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAD3 150000.00 PA USD 104548.16 0.0167116710687 Long DBT CORP BM N 2 2051-05-25 Fixed 3.95 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AX1 300000.00 PA USD 271532.80 0.0434036030664 Long DBT CORP US N 2 2026-05-10 Fixed 1.40 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 100000.00 PA USD 85541.84 0.0136735748643 Long DBT CORP US N 2 2050-04-15 Fixed 4.50 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEE8 75000.00 PA USD 57183.44 0.0091405801867 Long DBT CORP US N 2 2041-05-15 Fixed 3.05 N N N N N N PROSPECT CAPITAL CORP 549300FSD8T39P5Q0O47 74348TAV4 300000.00 PA USD 259122.79 0.0414199047873 Long DBT CORP US N 2 2026-11-15 Fixed 3.364 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBT2 200000.00 PA USD 138805.46 0.0221875850331 Long DBT CORP US N 2 2052-02-15 Fixed 3.40 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAC7 300000.00 PA USD 226952.18 0.0362775411876 Long DBT CORP US N 2 2042-04-22 Variable 3.217 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAM6 300000.00 PA USD 261917.07 0.0418665610291 Long DBT CORP US N 2 2028-06-15 Fixed 1.55 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CC8 220000.00 PA USD 157074.01 0.0251077511891 Long DBT CORP US N 2 2061-05-12 Fixed 3.25 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 140000.00 PA USD 124447.66 0.0198925390862 Long DBT CORP US N 2 2027-07-20 Variable 1.512 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBQ8 200000.00 PA USD 179517.17 0.028695214686 Long DBT CORP US N 2 2026-05-15 Fixed 1.45 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDG3 3000000.00 PA USD 2702812.50 0.4320354701646 Long DBT UST US N 2 2026-10-31 Fixed 1.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCZ2 2950000.00 PA USD 2644052.73 0.4226429189393 Long DBT UST US N 2 2026-09-30 Fixed 0.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDB4 2000000.00 PA USD 1891679.68 0.3023786222498 Long DBT UST US N 2 2024-10-15 Fixed 0.625 N N N N N N TANGER PROPERTIES LP PQPGJDNFN35EXH363L31 875484AL1 200000.00 PA USD 149338.57 0.0238712671721 Long DBT CORP US N 2 2031-09-01 Fixed 2.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDF5 1050000.00 PA USD 912700.19 0.1458920497467 Long DBT UST US N 2 2028-10-31 Fixed 1.375 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QKN95 337963.60 OU Other Units USD 286003.60 0.0457167116826 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.50 N N N N N N REXFORD INDUSTRIAL REALT 549300028US163ELJN70 76169XAB0 200000.00 PA USD 155506.50 0.0248571899978 Long DBT CORP US N 2 2031-09-01 Fixed 2.15 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KMPR0 334008.52 OU Other Units USD 282702.15 0.0451889860254 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.50 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CL0 300000.00 PA USD 197342.95 0.0315446055495 Long DBT CORP US N 2 2051-08-25 Fixed 2.90 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DA5 200000.00 PA USD 141580.34 0.0226311402503 Long DBT CORP US N 2 2041-08-15 Fixed 2.80 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCV1 1450000.00 PA USD 1249180.67 0.1996773205999 Long DBT UST US N 2 2028-08-31 Fixed 1.125 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133AG7H6 349894.53 OU Other Units USD 284465.62 0.0454708707623 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.00 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYN8 120000.00 PA USD 97496.28 0.0155844518142 Long DBT CORP US N 2 2032-10-21 Variable 2.65 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAH4 150000.00 PA USD 136086.68 0.0217529972119 Long DBT CORP US N 2 2026-01-15 Fixed 1.57 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VZT0 45878.10 OU Other Units USD 42548.08 0.0068011672091 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 3.50 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EE3 100000.00 PA USD 70496.28 0.011268592799 Long DBT CORP US N 2 2041-09-15 Fixed 2.80 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DC1 200000.00 PA USD 132604.23 0.0211963393146 Long DBT CORP US N 2 2052-01-15 Fixed 3.00 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 95000.00 PA USD 76646.30 0.0122516527716 Long DBT CORP US N 2 2032-10-20 Variable 2.511 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WNE4 337408.36 OU Other Units USD 291386.79 0.0465771964638 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.50 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 960413BA9 200000.00 PA USD 122041.30 0.0195078905491 Long DBT CORP US N 2 2061-08-15 Fixed 3.375 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661ED5 200000.00 PA USD 171135.05 0.0273553610501 Long DBT CORP US N 2 2028-09-15 Fixed 1.70 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WDR6 405751.18 OU Other Units USD 351359.28 0.0561635968945 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.50 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAT4 400000.00 PA USD 352142.29 0.0562887584044 Long DBT CORP US N 2 2026-09-15 Fixed 1.10 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWCN1 456182.38 OU Other Units USD 370379.46 0.0592039085731 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132D6A59 327278.81 OU Other Units USD 289557.39 0.0462847730385 Long ABS-MBS USGA US N 2 2036-11-01 Fixed 2.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCW9 2475000.00 PA USD 2212224.60 0.3536166475369 Long DBT UST US N 2 2026-08-31 Fixed 0.75 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508BK9 200000.00 PA USD 179573.13 0.0287041597034 Long DBT CORP US N 2 2026-09-15 Fixed 1.125 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133ASJA2 344271.55 OU Other Units USD 291126.90 0.0465356539231 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.50 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 125000.00 PA USD 101510.48 0.0162261081571 Long DBT CORP US N 2 2032-10-20 Variable 2.572 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAD8 150000.00 PA USD 122656.32 0.0196061994237 Long DBT CORP US N 2 2030-06-22 Fixed 2.70 N N N N N N AERCAP IRELAND CAP LTD/A N/A 00774MAU9 300000.00 PA USD 283568.93 0.0453275378875 Long DBT CORP IE N 2 2024-10-29 Fixed 1.65 N N N N N N DELL INT LLC / EMC CORP N/A 24703DBG5 45000.00 PA USD 30168.18 0.004822281912 Long DBT CORP US Y 2 2051-12-15 Fixed 3.45 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAP8 300000.00 PA USD 286013.35 0.0457182701873 Long DBT CORP US N 2 2025-05-15 Fixed 2.90 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DUF7 359513.56 OU Other Units USD 276717.07 0.0442322911559 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 1.50 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCN3 200000.00 PA USD 172390.66 0.0275560660775 Long DBT CORP US N 2 2030-03-01 Variable 3.273 N N N N N N HOME DEPOT INC/THE QEKMOTMBBKA8I816DO57 437076BK7 300000.00 PA USD 290123.39 0.0463752462312 Long DBT CORP US N 2 2025-09-15 Fixed 3.35 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50076QAN6 200000.00 PA USD 214617.12 0.0343058234134 Long DBT CORP US N 2 2040-02-09 Fixed 6.50 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CK8 200000.00 PA USD 162148.67 0.0259189184895 Long DBT CORP US N 2 2053-04-01 Fixed 5.25 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418D4X7 366923.00 OU Other Units USD 297744.11 0.0475933926428 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.00 N N N N N N HOME DEPOT INC/THE QEKMOTMBBKA8I816DO57 437076CH3 300000.00 PA USD 257548.79 0.0411683061914 Long DBT CORP US N 2 2028-09-15 Fixed 1.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WQA9 356193.45 OU Other Units USD 307513.19 0.0491549471609 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.50 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BR3 25000.00 PA USD 22557.01 0.0036056620356 Long DBT CORP US N 2 2052-05-20 Fixed 4.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEW7 2190000.00 PA USD 2106506.25 0.33671792554 Long DBT UST US N 2 2027-06-30 Fixed 3.25 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179V4V9 260121.85 OU Other Units USD 225398.95 0.0360292626062 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.50 N N N N N N VERIZON MASTER TRUST 5493007MUBNP1GFMEB89 92348KAD5 200000.00 OU Other Units USD 188913.64 0.0301972087512 Long ABS-MBS CORP US N 2 2028-04-20 Fixed 0.99 N N N N N N PG&E WILDFIRE RECOVERY N/A 693342AJ6 100000.00 PA USD 99679.77 0.0159334753327 Long DBT CORP US N 2 2047-12-01 Fixed 5.212 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEV9 1885000.00 PA USD 1796898.34 0.2872281444458 Long DBT UST US N 2 2029-06-30 Fixed 3.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810EX2 215000.00 PA USD 228597.07 0.0365404713111 Long DBT UST US N 2 2026-08-15 Fixed 6.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEY3 480000.00 PA USD 463012.50 0.0740109878615 Long DBT UST US N 2 2025-07-15 Fixed 3.00 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDG8 200000.00 PA USD 197364.45 0.0315480422521 Long DBT CORP US N 2 2028-07-25 Variable 4.851 N N N N N N BARCLAYS DRYROCK ISSUANCE TRUS 213800R4G3N2G68CHU37 06742LAV5 200000.00 OU Other Units USD 192236.06 0.0307282863923 Long ABS-MBS CORP US N 2 2028-02-15 Fixed 3.07 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KKVH9 368016.34 OU Other Units USD 311676.44 0.0498204286441 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.50 N N N N N N ASIAN INFRASTRUCTURE INV 25490065OSV2524LCR32 04522KAH9 100000.00 PA USD 97173.98 0.0155329332453 Long DBT CORP XX N 2 2027-09-14 Fixed 3.75 N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167FT5 100000.00 PA USD 98063.26 0.0156750816566 Long DBT CORP XX N 2 2032-09-28 Fixed 3.875 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 45950KDA5 100000.00 PA USD 97511.79 0.0155869310354 Long DBT CORP XX N 2 2025-09-15 Fixed 3.625 N N N N N N NORDIC INVESTMENT BANK 213800HYL1S7VAXG6Z48 65562QBV6 200000.00 PA USD 192656.07 0.0307954235754 Long DBT CORP XX N 2 2027-09-08 Fixed 3.375 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EZ2 150000.00 PA USD 144734.09 0.0231352565603 Long DBT CORP US N 2 2052-09-09 Fixed 4.50 N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058KL6 100000.00 PA USD 96888.83 0.0154873529787 Long DBT CORP XX N 2 2029-09-21 Fixed 3.625 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 4581X0EF1 100000.00 PA USD 96226.11 0.0153814194199 Long DBT CORP XX N 2 2029-09-14 Fixed 3.50 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAJ5 200000.00 PA USD 200050.62 0.0319774174747 Long DBT CORP US N 2 2027-10-01 Fixed 5.15 N N N N N N PROCTER & GAMBLE CO/THE 2572IBTT8CCZW6AU4141 742718FP9 100000.00 PA USD 90707.70 0.0144993201774 Long DBT CORP US N 2 2026-04-23 Fixed 1.00 N N N N N N PROCTER & GAMBLE CO/THE 2572IBTT8CCZW6AU4141 742718FQ7 200000.00 PA USD 169458.08 0.0270873030467 Long DBT CORP US N 2 2031-04-23 Fixed 1.95 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA SA K8MS7FD7N5Z2WQ51AZ71 05946KAL5 200000.00 PA USD 202205.91 0.0323219333183 Long DBT CORP ES N 2 2028-09-14 Variable 6.138 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCM0 100000.00 PA USD 99141.37 0.015847413907 Long DBT CORP US N 2 2028-02-28 Fixed 4.90 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CE8 100000.00 PA USD 99699.50 0.0159366291067 Long DBT CORP US N 2 2028-02-10 Fixed 4.875 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244BE8 100000.00 PA USD 99309.71 0.0158743224888 Long DBT CORP US N 2 2026-02-15 Fixed 4.75 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBY5 100000.00 PA USD 97236.38 0.015542907675 Long DBT CORP GB N 2 2053-02-10 Fixed 5.625 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DG2 400000.00 PA USD 327278.70 0.0523143973284 Long DBT CORP US N 2 2062-02-22 Fixed 4.40 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACY9 100000.00 PA USD 97902.72 0.0156494198785 Long DBT CORP US N 2 2033-07-15 Fixed 5.05 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGL9 1035000.00 PA USD 1018848.34 0.1628594738252 Long DBT UST US N 2 2026-02-15 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGP0 1115000.00 PA USD 1105156.65 0.1766555663363 Long DBT UST US N 2 2028-02-29 Fixed 4.00 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887CQ0 100000.00 PA USD 98946.25 0.0158162246325 Long DBT CORP US N 2 2028-02-13 Fixed 4.693 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCP3 100000.00 PA USD 98269.45 0.0157080404332 Long DBT CORP US N 2 2033-02-28 Fixed 5.05 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BZ5 100000.00 PA USD 100152.82 0.0160090907811 Long DBT CORP US N 2 2033-02-09 Fixed 5.875 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAQ5 100000.00 PA USD 100996.80 0.0161439981401 Long DBT CORP US Y 2 2063-03-22 Fixed 5.20 N N N N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513CA1 200000.00 PA USD 167779.08 0.0268189205546 Long DBT CORP US N 2 2032-03-03 Fixed 2.90 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058KT9 100000.00 PA USD 96463.87 0.0154194245547 Long DBT CORP XX N 2 2028-07-12 Fixed 3.50 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142FB4 100000.00 PA USD 97725.16 0.0156210375109 Long DBT CORP US N 2 2028-04-15 Fixed 3.90 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 4581X0EJ3 100000.00 PA USD 95049.78 0.0151933870334 Long DBT CORP XX N 2 2033-04-12 Fixed 3.50 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAM6 200000.00 PA USD 201611.78 0.0322269636399 Long DBT CORP US N 2 2027-07-15 Fixed 6.165 N N N N N N FEDERAL REALTY OP LP 549300LI6XZ51GOCJ427 313747BC0 100000.00 PA USD 98830.69 0.015797752756 Long DBT CORP US N 2 2028-05-01 Fixed 5.375 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CA9 100000.00 PA USD 99037.45 0.0158308026452 Long DBT CORP US N 2 2028-04-15 Fixed 5.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHA2 1125000.00 PA USD 1091337.89 0.1744466841168 Long DBT UST US N 2 2028-04-30 Fixed 3.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGT2 1115000.00 PA USD 1087625.88 0.1738533318271 Long DBT UST US N 2 2028-03-31 Fixed 3.625 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142FA6 100000.00 PA USD 98294.72 0.0157120797576 Long DBT CORP US N 2 2026-04-15 Fixed 4.00 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBE2 200000.00 PA USD 162675.61 0.0260031480728 Long DBT CORP US N 2 2052-03-15 Fixed 5.141 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BS2 100000.00 PA USD 97375.79 0.0155651918937 Long DBT CORP US N 2 2028-12-15 Fixed 4.70 N N N N N N GM FINANCIAL SECURITIZED TERM N/A 38013JAD5 200000.00 OU Other Units USD 197680.62 0.0315985809611 Long ABS-MBS CORP US N 2 2028-02-16 Fixed 4.66 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 100000.00 PA USD 88743.77 0.0141853925849 Long DBT CORP US N 2 2032-03-15 Fixed 4.279 N N N N N N KFW 549300GDPG70E3MBBU98 500769JX3 100000.00 PA USD 97476.06 0.0155812197153 Long DBT CORP DE N 2 2026-04-01 Fixed 3.625 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142FC2 100000.00 PA USD 97527.50 0.015589442226 Long DBT CORP US N 2 2030-04-15 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGZ8 930000.00 PA USD 897922.26 0.143529847435 Long DBT UST US N 2 2030-04-30 Fixed 3.50 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAQ7 100000.00 PA USD 97119.95 0.0155242967318 Long DBT CORP US N 2 2028-04-10 Fixed 4.55 N N N N N N EVERGY METRO 1128SIJQ26096WL7IO82 30037DAB1 100000.00 PA USD 98230.62 0.0157018335886 Long DBT CORP US N 2 2033-04-15 Fixed 4.95 N N N N N N UPMC 5493001YCBUGKVU74S74 90320WAG8 100000.00 PA USD 98546.70 0.0157523579115 Long DBT CORP US N 2 2033-05-15 Fixed 5.035 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 748148SD6 100000.00 PA USD 96356.17 0.0154022090726 Long DBT USGSE CA N 2 2028-04-13 Fixed 3.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGU9 200000.00 PA USD 196171.88 0.0313574139563 Long DBT UST US N 2 2025-03-31 Fixed 3.875 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAK4 100000.00 PA USD 99428.32 0.0158932818976 Long DBT CORP US N 2 2033-07-01 Fixed 6.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGS4 2305000.00 PA USD 2241882.62 0.358357382092 Long DBT UST US N 2 2030-03-31 Fixed 3.625 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AFFX0 500000.00 PA USD 478373.22 0.0764663471908 Long DBT UST US N 2 2028-11-16 Fixed 3.25 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CB7 100000.00 PA USD 99549.42 0.0159126393245 Long DBT CORP US N 2 2033-09-15 Fixed 5.875 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WEH0 100000.00 PA USD 98073.04 0.0156766449566 Long DBT CORP US N 2 2030-04-17 Fixed 4.60 N N N N N N TOYOTA AUTO RECEIVABLES OWNER N/A 89231CAE7 100000.00 OU Other Units USD 96343.59 0.015400198202 Long ABS-MBS CORP US N 2 2028-02-15 Fixed 3.77 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBK3 300000.00 PA USD 284743.58 0.0455153017316 Long DBT CORP US N 2 2024-10-01 Fixed 0.95 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F012676 -300000.00 OU Other Units USD -230610.17 -0.0368622585624 Short ABS-MBS USGA US N 2 2053-07-01 Fixed 1.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGR6 1600000.00 PA USD 1600312.50 0.2558045603784 Long DBT UST US N 2 2026-03-15 Fixed 4.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHE4 2800000.00 PA USD 2733390.63 0.4369232812027 Long DBT UST US N 2 2028-05-31 Fixed 3.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHB0 990000.00 PA USD 965868.75 0.1543908648948 Long DBT UST US N 2 2026-05-15 Fixed 3.625 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H030674 200000.00 OU Other Units USD 177889.17 0.028434984372 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 3.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TS7 370000.00 PA USD 353754.69 0.0565464951109 Long DBT UST US N 2 2043-05-15 Fixed 3.875 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHC8 440000.00 PA USD 419753.13 0.0670961233428 Long DBT UST US N 2 2033-05-15 Fixed 3.375 N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8R6 100000.00 PA USD 103790.48 0.0165905584739 Long DBT CORP US N 2 2063-05-15 Fixed 5.75 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H030674 -200000.00 OU Other Units USD -177889.17 -0.028434984372 Short ABS-MBS USGA US N 2 2053-07-20 Fixed 3.00 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F012676 300000.00 OU Other Units USD 230610.17 0.0368622585624 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 1.50 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F022477 -300000.00 OU Other Units USD -272259.73 -0.0435198003773 Short ABS-MBS USGA US N 2 2038-07-01 Fixed 2.50 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F042681 2475000.00 OU Other Units USD 2369715.80 0.3787910851417 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 4.50 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F022477 300000.00 OU Other Units USD 272259.73 0.0435198003773 Long ABS-MBS USGA US N 2 2038-07-01 Fixed 2.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHK0 1800000.00 PA USD 1785656.25 0.285431134243 Long DBT UST US N 2 2028-06-30 Fixed 4.00 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBJ2 50000.00 PA USD 45063.81 0.007203298172 Long DBT CORP US N 2 2029-03-01 Fixed 2.70 N N N N N N ASIAN INFRASTRUCTURE INV 25490065OSV2524LCR32 04522KAD8 250000.00 PA USD 224405.40 0.0358704469867 Long DBT CORP XX N 2 2026-01-27 Fixed 0.50 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761JZN2 250000.00 PA USD 238045.35 0.0380507470302 Long DBT CORP US N 2 2027-04-23 Fixed 3.95 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EVL0 300000.00 PA USD 238970.94 0.0381986994727 Long DBT CORP US N 2 2031-01-15 Fixed 1.45 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBK1 250000.00 PA USD 235228.31 0.0376004526791 Long DBT CORP US N 2 2026-04-22 Variable 2.083 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H022689 1700000.00 OU Other Units USD 1465884.76 0.2343167391351 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 2.50 N N N N N N JPN BANK FOR INT'L COOP 549300TJ3QFYVCTSCJ29 471048AR9 250000.00 PA USD 237163.30 0.0379097543101 Long DBT USGSE JP N 2 2026-01-21 Fixed 2.75 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 200000.00 PA USD 155892.22 0.02491884604 Long DBT CORP US Y 2 2033-02-15 Fixed 2.60 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833ER7 75000.00 PA USD 65429.68 0.0104587138625 Long DBT CORP US N 2 2062-08-08 Fixed 4.10 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AM1 220000.00 PA USD 212207.77 0.0339206969349 Long DBT CORP GB N 2 2025-12-10 Fixed 4.582 N N N N N N PORT AUTH OF NEW YORK & NEW JE 54930006MR4KZ4W74Z83 73358WXQ2 300000.00 PA USD 290790.81 0.0464819310691 Long DBT MUN US N 2 2065-10-15 Fixed 4.81 N N N N N N HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 438516CE4 200000.00 PA USD 177147.18 0.0283163797709 Long DBT CORP US N 2 2027-03-01 Fixed 1.10 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F042483 125000.00 OU Other Units USD 122451.17 0.0195734068875 Long ABS-MBS USGA US N 2 2038-08-01 Fixed 4.50 N N N N N N INTERNATIONAL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200KC4 160000.00 PA USD 136405.47 0.0218039547191 Long DBT CORP US N 2 2049-05-15 Fixed 4.25 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 66989HAR9 240000.00 PA USD 206441.17 0.0329989253573 Long DBT CORP US N 2 2030-08-14 Fixed 2.20 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31415SPB2 58234.48 OU Other Units USD 57912.81 0.0092571675234 Long ABS-MBS USGA US N 2 2038-11-01 Fixed 5.50 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 63743HFH0 100000.00 PA USD 98996.58 0.0158242697134 Long DBT CORP US N 2 2026-03-13 Fixed 4.45 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAC7 500000.00 PA USD 471090.69 0.0753022593111 Long DBT CORP US N 2 2027-05-01 Fixed 3.15 N N N N N N PRES & FELLOWS OF HARVAR 6S3X7J22E861RNTJSA74 740816AM5 250000.00 PA USD 191141.06 0.0305532543322 Long DBT CORP US N 2 2046-07-15 Fixed 3.15 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172AP4 300000.00 PA USD 257821.81 0.0412119475183 Long DBT CORP US N 2 2042-03-20 Fixed 4.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SW9 690000.00 PA USD 491180.27 0.078513510976 Long DBT UST US N 2 2041-02-15 Fixed 1.875 N N N N N N AMDOCS LTD 549300HQV672RJ7RQV66 02342TAE9 200000.00 PA USD 166883.34 0.0266757395341 Long DBT CORP GG N 2 2030-06-15 Fixed 2.538 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216AY7 300000.00 PA USD 349311.15 0.0558362102158 Long DBT CORP US N 2 2039-09-15 Fixed 7.45 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FS2 55000.00 PA USD 41636.06 0.0066553838854 Long DBT CORP US N 2 2071-04-06 Fixed 3.799 N N N N N N WASHINGTON UNIVERSITY 2V765680J33YAZOYW441 940663AC1 100000.00 PA USD 79116.72 0.0126465410838 Long DBT CORP US N 2 2054-04-15 Fixed 3.524 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YAZ8 200000.00 PA USD 162437.37 0.0259650662116 Long DBT CORP US N 2 2030-06-24 Fixed 1.45 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAB1 100000.00 PA USD 96832.10 0.0154782848793 Long DBT CORP US N 2 2025-09-15 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QG3D7 373303.82 OU Other Units USD 316395.78 0.0505747992398 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JXRN0 100923.63 OU Other Units USD 89194.18 0.0142573891057 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 3.00 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHW2 200000.00 PA USD 192263.11 0.0307326102436 Long DBT CORP US N 2 2025-10-22 Variable 2.456 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810FE3 75000.00 PA USD 79327.15 0.0126801776102 Long DBT UST US N 2 2028-08-15 Fixed 5.50 N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167EU3 220000.00 PA USD 203724.85 0.0325647307587 Long DBT CORP XX N 2 2025-04-29 Fixed 0.625 N N N N N N BANK OF AMERICA CREDIT CARD TR 5493006DQ60M1CRKHH19 05522RDE5 200000.00 OU Other Units USD 193881.30 0.0309912724621 Long ABS-MBS CORP US N 2 2027-11-15 Fixed 3.53 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31409T7L6 8094.49 OU Other Units USD 8284.84 0.0013243037556 Long ABS-MBS USGA US N 2 2036-02-01 Fixed 6.00 N N N N N N CALIFORNIA ST 549300X618YEC5LGBQ98 13063A5G5 300000.00 PA USD 373823.13 0.0597543676181 Long DBT MUN US N 2 2039-04-01 Fixed 7.55 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X7YP8 66875.63 OU Other Units USD 58954.65 0.0094237021366 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KYVB2 104566.86 OU Other Units USD 84616.76 0.0135257039437 Long ABS-MBS USGA US N 2 2041-05-01 Fixed 1.50 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BE1 150000.00 PA USD 136197.43 0.0217707002262 Long DBT CORP US N 2 2044-10-01 Fixed 4.95 N N N N N N NORTHWELL HEALTHCARE INC 54930073NUTKK4QD3P47 667274AA2 250000.00 PA USD 196682.17 0.0314389820932 Long DBT CORP US N 2 2046-11-01 Fixed 3.979 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DC8 250000.00 PA USD 218550.60 0.0349345769363 Long DBT CORP US N 2 2035-01-15 Fixed 3.875 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KH3B0 161579.09 OU Other Units USD 142238.80 0.0227363928624 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 3.00 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312BW5 200000.00 PA USD 208971.30 0.0334033581117 Long DBT CORP US N 2 2050-04-01 Fixed 5.30 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137AZ0 300000.00 PA USD 282134.27 0.045098212321 Long DBT CORP US N 2 2025-06-01 Fixed 1.90 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAR1 100000.00 PA USD 87624.44 0.0140064714564 Long DBT CORP US N 2 2052-04-15 Fixed 4.50 N N N N N N HOME DEPOT INC/THE QEKMOTMBBKA8I816DO57 437076AS1 300000.00 PA USD 325627.12 0.0520503978309 Long DBT CORP US N 2 2036-12-16 Fixed 5.875 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KH3 250000.00 PA USD 232889.03 0.037226526654 Long DBT CORP US N 2 2027-03-30 Fixed 3.25 N N N N N N MCCORMICK & CO INC/MD 549300JQQA6MQ4OJP259 579780AR8 200000.00 PA USD 179073.54 0.0286243019254 Long DBT CORP US N 2 2026-02-15 Fixed 0.90 N N N N N N BANK OF NOVA SCOTIA/THE L3I9ZG2KFGXZ61BMYR72 064159VL7 200000.00 PA USD 185390.17 0.0296339939451 Long DBT CORP CA N 2 2025-06-11 Fixed 1.30 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WEM9 100000.00 PA USD 100567.53 0.0160753807771 Long DBT CORP US N 2 2028-07-07 Fixed 5.125 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VBF6 154377.48 OU Other Units USD 138434.05 0.0221282163962 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 3.00 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448CY2 250000.00 PA USD 243052.34 0.0388510975091 Long DBT CORP US N 2 2025-07-17 Fixed 3.50 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YAR6 250000.00 PA USD 241267.29 0.0385657632819 Long DBT CORP US N 2 2025-02-10 Fixed 2.75 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACA1 150000.00 PA USD 130917.73 0.0209267579728 Long DBT CORP US N 2 2028-02-15 Fixed 2.05 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DD6 250000.00 PA USD 243665.71 0.0389491426367 Long DBT CORP US N 2 2024-09-15 Fixed 3.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QY7 847000.00 PA USD 682926.83 0.1091635524429 Long DBT UST US N 2 2042-11-15 Fixed 2.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCJ8 1800000.00 PA USD 1624605.46 0.2596877081718 Long DBT UST US N 2 2026-06-30 Fixed 0.875 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AJ9 250000.00 PA USD 209525.38 0.0334919259326 Long DBT CORP US N 2 2044-05-15 Variable 5.00 N N N N N N HOME DEPOT INC/THE QEKMOTMBBKA8I816DO57 437076CD2 250000.00 PA USD 189260.94 0.0302527234858 Long DBT CORP US N 2 2050-04-15 Fixed 3.35 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCB5 630000.00 PA USD 531956.25 0.0850314139718 Long DBT UST US N 2 2031-05-15 Fixed 1.625 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CD2 200000.00 PA USD 175502.46 0.0280534768213 Long DBT CORP NL N 2 2029-11-07 Fixed 2.375 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYM0 130000.00 PA USD 116022.46 0.0185457992575 Long DBT CORP US N 2 2027-10-21 Variable 1.948 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468C6 200000.00 PA USD 194912.60 0.0311561222918 Long DBT CORP US N 2 2025-07-23 Fixed 4.00 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EL7 100000.00 PA USD 99084.61 0.0158383410123 Long DBT CORP US N 2 2033-04-15 Fixed 5.00 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAT0 150000.00 PA USD 104810.17 0.0167535524843 Long DBT CORP US N 2 2050-05-15 Fixed 3.00 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DQ0 75000.00 PA USD 55434.43 0.008861006832 Long DBT CORP US N 2 2049-09-11 Fixed 2.95 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286L9 2410000.00 PA USD 2270530.67 0.3629366763461 Long DBT UST US N 2 2026-03-31 Fixed 2.25 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAH0 250000.00 PA USD 230076.09 0.0367768876741 Long DBT CORP US N 2 2025-08-15 Fixed 0.45 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 59562VBD8 250000.00 PA USD 234918.15 0.0375508746483 Long DBT CORP US N 2 2043-11-15 Fixed 5.15 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AU2 45000.00 PA USD 41190.49 0.0065841610224 Long DBT CORP GB N 2 2048-08-17 Fixed 4.375 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JV9 100000.00 PA USD 97433.74 0.0155744550059 Long DBT CORP XX N 2 2033-02-14 Fixed 3.75 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513JB42 250000.00 PA USD 201695.25 0.0322403060381 Long DBT USGSE IL N 2 2050-07-03 Fixed 3.875 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAB8 200000.00 PA USD 159501.69 0.0254958076563 Long DBT CORP US N 2 2030-06-05 Fixed 1.95 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBC4 1120000.00 PA USD 1011915.62 0.1617513018952 Long DBT UST US N 2 2025-12-31 Fixed 0.375 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DA5 200000.00 PA USD 179849.61 0.0287483540997 Long DBT CORP US N 2 2027-05-05 Fixed 2.55 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TKQ7 200000.00 PA USD 199391.47 0.0318720545684 Long DBT CORP US N 2 2028-01-12 Fixed 4.625 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BQ8 200000.00 PA USD 185448.22 0.029643273042 Long DBT CORP US N 2 2025-06-03 Fixed 0.80 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 670000.00 PA USD 430448.83 0.0688057949454 Long DBT UST US N 2 2051-02-15 Fixed 1.875 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DR5 80000.00 PA USD 74585.02 0.0119221641097 Long DBT CORP US N 2 2029-04-05 Fixed 3.65 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 2090000.00 PA USD 1382379.88 0.2209687654626 Long DBT UST US N 2 2051-08-15 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3131XCLE5 249143.60 OU Other Units USD 230281.73 0.0368097585351 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 2.50 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LAX8 250000.00 PA USD 242018.29 0.0386858081012 Long DBT CORP US N 2 2025-03-30 Fixed 3.50 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BJ6 150000.00 PA USD 135836.50 0.021713006782 Long DBT CORP US N 2 2050-04-01 Fixed 4.25 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AT9 250000.00 PA USD 236930.94 0.0378726123471 Long DBT CORP US N 2 2026-04-21 Fixed 3.125 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDL7 30000.00 PA USD 24132.58 0.0038575115908 Long DBT CORP US N 2 2031-06-10 Fixed 2.70 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 66989HAS7 60000.00 PA USD 42725.91 0.0068295927353 Long DBT CORP US N 2 2050-08-14 Fixed 2.75 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EX7 300000.00 PA USD 278869.98 0.0445764265645 Long DBT CORP US N 2 2025-05-28 Fixed 0.80 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31374GJK4 257.07 OU Other Units USD 259.27 0.0000414434358 Long ABS-MBS USGA US N 2 2027-06-01 Fixed 8.00 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CG5 250000.00 PA USD 222685.26 0.0355954884043 Long DBT CORP NL N 2 2030-04-06 Fixed 2.75 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31298XBQ5 1190.90 OU Other Units USD 1216.72 0.0001944885918 Long ABS-MBS USGA US N 2 2031-11-01 Fixed 6.50 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCD0 300000.00 PA USD 268267.47 0.0428816510695 Long DBT CORP JP N 2 2026-01-12 Fixed 0.948 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBB6 290000.00 PA USD 248085.94 0.0396557015069 Long DBT UST US N 2 2027-12-31 Fixed 0.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 520000.00 PA USD 485875.00 0.0776654814443 Long DBT UST US N 2 2053-05-15 Fixed 3.625 N N N N N PROV ST JOSEPH HLTH OBL N/A 743756AC2 250000.00 PA USD 185165.91 0.0295981467398 Long DBT CORP US N 2 2047-10-01 Fixed 3.744 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5DN2 83977.69 OU Other Units USD 75417.44 0.0120552236416 Long ABS-MBS USGA US N 2 2045-04-01 Fixed 3.00 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAK0 200000.00 PA USD 168788.89 0.0269803352802 Long DBT CORP US N 2 2030-06-22 Fixed 2.70 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 65000.00 PA USD 72884.59 0.0116503561043 Long DBT CORP US N 2 2052-11-09 Fixed 6.90 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179XBQ8 369100.84 OU Other Units USD 318516.60 0.05091380517 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 2.50 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HB0 500000.00 PA USD 497529.62 0.0795284331774 Long DBT CORP US N 2 2025-09-13 Fixed 5.50 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 140000.00 PA USD 123624.72 0.0197609949003 Long DBT CORP US N 2 2027-09-10 Variable 1.542 N N N N N N OKLAHOMA ST DEV FIN AUTH 549300PXGPHUWC32DJ91 6789084E1 200000.00 OU Other Units USD 192682.12 0.0307995875801 Long ABS-MBS CORP US N 2 2052-05-01 Fixed 4.714 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DVB5 267825.94 OU Other Units USD 206144.53 0.0329515084529 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 1.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810EW4 185000.00 PA USD 190882.42 0.0305119115998 Long DBT UST US N 2 2026-02-15 Fixed 6.00 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABB0 310000.00 PA USD 299662.41 0.0479000264335 Long DBT CORP US N 2 2025-04-15 Fixed 3.50 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AP9 346000.00 PA USD 335429.94 0.0536173455743 Long DBT CORP US N 2 2025-10-30 Fixed 3.95 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3133XGAY0 480000.00 PA USD 536161.47 0.085703604218 Long DBT UST US N 2 2036-07-15 Fixed 5.50 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 230000.00 PA USD 198330.15 0.0317024061428 Long DBT CORP US N 2 2028-07-15 Fixed 2.45 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAF7 125000.00 PA USD 123358.16 0.0197183861826 Long DBT CORP US N 2 2048-11-15 Fixed 5.419 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAL4 250000.00 PA USD 217226.89 0.0347229863534 Long DBT USGSE MX N 2 2051-04-27 Fixed 5.00 N N N N N PNC FINANCIAL SERVICES GROUP INC/THE CFGNEKW0P8842LEUIA51 693475AY1 250000.00 PA USD 239421.61 0.0382707375535 Long DBT CORP US N 2 2024-11-01 Fixed 2.20 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CF4 400000.00 PA USD 391907.73 0.0626451299865 Long DBT CORP GB N 2 2030-03-31 Fixed 4.95 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058KQ5 100000.00 PA USD 97958.32 0.0156583073512 Long DBT CORP XX N 2 2030-02-14 Fixed 3.875 N N N N N DTE ELECTRIC CO 9N0FWODEJVKHC2DYLO03 23338VAL0 250000.00 PA USD 169561.03 0.0271037592573 Long DBT CORP US N 2 2050-03-01 Fixed 2.95 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 500630DW5 200000.00 PA USD 195863.39 0.0313081028693 Long DBT USGSE KR N 2 2028-02-15 Fixed 4.375 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EB2 230000.00 PA USD 207894.32 0.0332312064879 Long DBT CORP US N 2 2026-02-08 Fixed 0.70 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EZ2 300000.00 PA USD 219025.32 0.0350104593286 Long DBT CORP US N 2 2040-05-28 Fixed 2.55 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BC0 150000.00 PA USD 128237.89 0.0204983945793 Long DBT CORP US N 2 2043-11-29 Fixed 5.40 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAQ6 95000.00 PA USD 79372.09 0.0126873611177 Long DBT CORP US N 2 2033-01-25 Variable 3.057 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBJ4 300000.00 PA USD 287494.37 0.0459550062435 Long DBT CORP US N 2 2031-03-24 Variable 4.493 N N N N N N BAXALTA INC 5493000JW8DCO3T45R55 07177MAN3 200000.00 PA USD 194032.40 0.0310154252879 Long DBT CORP US N 2 2045-06-23 Fixed 5.25 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAJ4 300000.00 PA USD 282011.99 0.0450786662751 Long DBT CORP GB N 2 2045-08-17 Fixed 5.25 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBA2 50000.00 PA USD 35630.74 0.0056954537202 Long DBT CORP US N 2 2040-06-24 Fixed 2.35 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BR0 300000.00 PA USD 283165.77 0.0452630941201 Long DBT CORP US N 2 2030-03-25 Fixed 3.90 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBL4 1675000.00 PA USD 1370293.95 0.2190368702794 Long DBT UST US N 2 2031-02-15 Fixed 1.125 N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBK5 150000.00 PA USD 140283.95 0.0224239166774 Long DBT CORP US N 2 2079-05-01 Variable 5.65 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 4581X0DC9 150000.00 PA USD 141708.75 0.0226516661561 Long DBT CORP XX N 2 2028-09-18 Fixed 3.125 N N N N N N BANK OF NOVA SCOTIA/THE L3I9ZG2KFGXZ61BMYR72 0641598K5 300000.00 PA USD 266263.43 0.0425613120287 Long DBT CORP CA N 2 2026-09-15 Fixed 1.30 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J9GM7 79264.17 OU Other Units USD 72779.07 0.0116334890879 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 3.50 N N N N N N FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FQKN2 400000.00 OU Other Units USD 356638.00 0.0570073824982 Long ABS-MBS USGA US N 2 2029-11-01 Fixed 2.651 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687GA8 350000.00 PA USD 273320.07 0.0436892921532 Long DBT CORP US N 2 2060-05-13 Fixed 3.80 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RS9 1230000.00 PA USD 922524.02 0.1474623558677 Long DBT UST US N 2 2046-05-15 Fixed 2.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TN8 300000.00 PA USD 279890.63 0.0447395740276 Long DBT UST US N 2 2053-02-15 Fixed 3.625 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 74432QCA1 200000.00 PA USD 181163.88 0.0289584357304 Long DBT CORP US N 2 2044-05-15 Fixed 4.60 N N N N N N CALIFORNIA ST 549300X618YEC5LGBQ98 13063A5E0 200000.00 PA USD 240450.82 0.0384352533038 Long DBT MUN US N 2 2034-04-01 Fixed 7.50 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494AY9 250000.00 PA USD 226626.90 0.0362255462757 Long DBT CORP US N 2 2044-08-15 Fixed 5.15 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410TBC8 4325.21 OU Other Units USD 4419.55 0.0007064501744 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 6.00 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AP5 300000.00 PA USD 183848.32 0.0293875344183 Long DBT CORP CA N 2 2051-06-15 Fixed 4.10 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261LAC2 300000.00 PA USD 277885.12 0.0444190000123 Long DBT CORP US N 2 2026-01-15 Fixed 3.625 N N N N N N MOODY'S CORP 549300GCEDD8YCF5WU84 615369AW5 200000.00 PA USD 161985.99 0.0258929146397 Long DBT CORP US N 2 2031-08-19 Fixed 2.00 N N N N N N TOYOTA MOTOR CORP 5493006W3QUS5LMH6R84 892331AR0 100000.00 PA USD 102410.65 0.0163699972982 Long DBT CORP JP N 2 2033-07-13 Fixed 5.123 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 413875AT2 200000.00 PA USD 188204.98 0.0300839318382 Long DBT CORP US N 2 2045-04-27 Fixed 5.054 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAH3 200000.00 PA USD 212043.92 0.0338945060646 Long DBT CORP US N 2 2036-07-01 Fixed 6.50 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAD5 250000.00 PA USD 244303.09 0.0390510256818 Long DBT CORP US N 2 2024-08-15 Fixed 4.25 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QLHH2 352227.25 OU Other Units USD 299090.34 0.0478085829718 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.50 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AV7 200000.00 PA USD 198666.40 0.0317561545722 Long DBT CORP US N 2 2027-12-15 Fixed 5.10 N N N N N N EVERGY KANSAS CENTRAL J75GNWGEO73W89ZV3S44 30036FAA9 150000.00 PA USD 110311.90 0.017632985485 Long DBT CORP US N 2 2050-04-15 Fixed 3.45 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAS7 191000.00 PA USD 177186.54 0.0283226713343 Long DBT CORP CA N 2 2045-01-15 Fixed 5.25 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BY9 100000.00 PA USD 70947.18 0.0113406676445 Long DBT CORP US N 2 2050-04-15 Fixed 3.32 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VZQ6 288666.89 OU Other Units USD 242793.56 0.0388097323982 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.00 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AG2 200000.00 PA USD 184197.57 0.0294433608539 Long DBT CORP US N 2 2026-01-15 Fixed 3.40 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QK7 135000.00 PA USD 131561.72 0.0210296976042 Long DBT UST US N 2 2040-08-15 Fixed 3.875 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCM5 100000.00 PA USD 97715.63 0.0156195141725 Long DBT CORP US N 2 2028-05-06 Fixed 4.50 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAL8 200000.00 PA USD 140027.47 0.0223829192137 Long DBT CORP US N 2 2050-06-15 Fixed 3.00 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EP1 45000.00 PA USD 41820.56 0.0066848755887 Long DBT CORP US N 2 2032-08-08 Fixed 3.35 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBA1 100000.00 PA USD 92785.49 0.0148314479071 Long DBT CORP US N 2 2028-12-01 Fixed 4.50 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CS3 300000.00 PA USD 282750.23 0.0451966714513 Long DBT USGSE ID N 2 2030-10-15 Fixed 3.85 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DKT8 95102.12 OU Other Units USD 83872.58 0.0134067492784 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 3.00 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAP0 200000.00 PA USD 166112.11 0.0265524610175 Long DBT CORP US N 2 2030-04-20 Fixed 1.60 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EH1 700000.00 PA USD 732484.63 0.1170851997726 Long DBT UST US N 2 2039-09-15 Fixed 5.25 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5GM1 29865.10 OU Other Units USD 27491.29 0.0043943900661 Long ABS-MBS USGA US N 2 2047-02-01 Fixed 3.50 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 94974BFY1 500000.00 PA USD 480303.17 0.0767748431948 Long DBT CORP US N 2 2026-06-03 Fixed 4.10 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271BA6 100000.00 PA USD 93380.35 0.0149265342736 Long DBT CORP US N 2 2035-04-15 Fixed 4.75 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QKYH5 349381.90 OU Other Units USD 269235.36 0.0430363650244 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 1.50 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAC5 430000.00 PA USD 409725.78 0.0654932852356 Long DBT CORP US N 2 2026-06-15 Fixed 3.70 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BK8 220000.00 PA USD 188959.23 0.030204496159 Long DBT CORP US N 2 2047-03-01 Fixed 4.15 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAD9 215000.00 PA USD 174206.35 0.0278462980054 Long DBT CORP US N 2 2030-08-15 Fixed 1.10 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBV1 100000.00 PA USD 96143.44 0.015368204899 Long DBT CORP US N 2 2033-03-01 Fixed 5.00 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAS3 245000.00 PA USD 181985.51 0.0290897705171 Long DBT CORP US N 2 2050-04-05 Fixed 3.577 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DW40 314637.54 OU Other Units USD 255038.44 0.0407670352033 Long ABS-MBS USGA US N 2 2041-02-01 Fixed 1.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SR0 2395000.00 PA USD 1521199.22 0.243158569167 Long DBT UST US N 2 2040-05-15 Fixed 1.125 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BA8 500000.00 PA USD 487184.65 0.0778748245835 Long DBT CORP GB N 2 2026-04-05 Fixed 4.80 N N N N N N BANNER HEALTH PLD0E0WJKFN8IZJ2WD85 06654DAB3 300000.00 PA USD 255142.21 0.0407836224881 Long DBT CORP US N 2 2030-01-01 Fixed 2.338 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBN7 200000.00 PA USD 168744.20 0.0269731917343 Long DBT CORP US N 2 2045-03-01 Fixed 4.05 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAE0 100000.00 PA USD 97534.96 0.0155906346818 Long DBT CORP US N 2 2028-11-06 Fixed 4.234 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368EDC3 300000.00 PA USD 268746.84 0.0429582767486 Long DBT CORP CA N 2 2027-01-22 Variable 0.949 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392FV5 150000.00 PA USD 102982.00 0.0164613256703 Long DBT CORP US N 2 2051-07-15 Fixed 3.125 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YAV3 500000.00 PA USD 458807.73 0.0733388695463 Long DBT CORP US N 2 2026-09-19 Fixed 2.25 N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JK3 250000.00 PA USD 223770.90 0.0357690242999 Long DBT CORP XX N 2 2026-03-26 Fixed 0.375 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAQ2 170000.00 PA USD 164780.10 0.0263395437076 Long DBT CORP US N 2 2025-05-14 Fixed 3.60 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DT4 125000.00 PA USD 117077.05 0.0187143719152 Long DBT CORP US N 2 2025-05-11 Fixed 1.125 N N N N N N TAKE-TWO INTERACTIVE SOFTWARE INC BOMSTHHJK882EWYX3334 874054AF6 100000.00 PA USD 96638.49 0.0154473369733 Long DBT CORP US N 2 2025-04-14 Fixed 3.55 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SL3 1145000.00 PA USD 762587.88 0.1218971028429 Long DBT UST US N 2 2050-02-15 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QHFZ3 288959.68 OU Other Units USD 255757.88 0.0408820352629 Long ABS-MBS USGA US N 2 2036-02-01 Fixed 2.00 N N N N N N SHERWIN-WILLIAMS CO/THE Z15BMIOX8DDH0X2OBP21 824348BQ8 300000.00 PA USD 295007.09 0.0471558892191 Long DBT CORP US N 2 2024-08-08 Fixed 4.05 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X4WD4 86650.39 OU Other Units USD 79561.20 0.0127175897139 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 3.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828K74 1988000.00 PA USD 1878543.52 0.3002788513402 Long DBT UST US N 2 2025-08-15 Fixed 2.00 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AX7 200000.00 PA USD 124536.47 0.0199067350654 Long DBT CORP US N 2 2051-05-18 Fixed 3.00 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AV2 100000.00 PA USD 92450.91 0.0147779664216 Long DBT CORP US N 2 2030-06-01 Fixed 3.50 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAA0 200000.00 PA USD 182855.70 0.0292288674563 Long DBT CORP US N 2 2025-08-05 Fixed 1.20 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBJ1 200000.00 PA USD 183075.13 0.0292639426023 Long DBT CORP US N 2 2046-05-15 Fixed 4.90 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YAW8 300000.00 PA USD 250150.30 0.0399856824964 Long DBT CORP US N 2 2043-03-15 Fixed 4.60 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X3AX6 51296.32 OU Other Units USD 48678.34 0.0077810686123 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 4.00 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBH5 200000.00 PA USD 193278.58 0.0308949297012 Long DBT CORP US N 2 2026-02-15 Fixed 3.70 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CC2 65000.00 PA USD 60505.37 0.0096715795029 Long DBT CORP US N 2 2062-08-05 Fixed 5.05 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBJ8 250000.00 PA USD 246574.89 0.0394141652563 Long DBT CORP US N 2 2025-05-01 Fixed 5.80 N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MDB3 200000.00 PA USD 202808.92 0.0324183224347 Long DBT CORP JP N 2 2028-07-13 Fixed 5.80 N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCN3 100000.00 PA USD 96851.82 0.0154814370549 Long DBT CORP US N 2 2030-05-06 Fixed 4.65 N N N N N N TOYOTA AUTO RECEIVABLES OWNER N/A 89240BAD0 300000.00 OU Other Units USD 282664.74 0.0451830061629 Long ABS-MBS CORP US N 2 2026-06-15 Fixed 0.39 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 615000.00 PA USD 417435.04 0.0667255844678 Long DBT CORP US N 2 2053-09-15 Fixed 3.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QA9 640000.00 PA USD 603687.50 0.0964974125637 Long DBT UST US N 2 2039-02-15 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DKQ4 189716.21 OU Other Units USD 161111.89 0.0257531927002 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 2.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QN1 1185000.00 PA USD 1284961.23 0.2053967225423 Long DBT UST US N 2 2041-02-15 Fixed 4.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828R36 1000000.00 PA USD 924082.03 0.147711398516 Long DBT UST US N 2 2026-05-15 Fixed 1.625 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416NBC5 849.19 OU Other Units USD 836.85 0.0001337676524 Long ABS-MBS USGA US N 2 2024-04-01 Fixed 4.50 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBB0 60000.00 PA USD 38665.31 0.0061805195088 Long DBT CORP US N 2 2050-06-24 Fixed 2.45 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAJ9 340000.00 PA USD 293135.21 0.046856675509 Long DBT CORP US N 2 2045-04-01 Fixed 5.20 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZQ6 4110000.00 PA USD 3280454.29 0.524369563754 Long DBT UST US N 2 2030-05-15 Fixed 0.625 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418D3M2 348793.36 OU Other Units USD 308710.99 0.0493464114546 Long ABS-MBS USGA US N 2 2036-08-01 Fixed 2.00 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 510000.00 PA USD 501257.60 0.0801243382179 Long DBT CORP US N 2 2025-07-23 Fixed 4.908 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAG7 200000.00 PA USD 166320.41 0.0265857570705 Long DBT CORP NO N 2 2040-04-06 Fixed 3.625 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PCR1 280000.00 PA USD 267027.19 0.042683396491 Long DBT CORP US N 2 2045-07-15 Fixed 4.75 N N N N N N TOTALENERGIES CAP INTL 549300U37G2I8G4RUG09 89153VAT6 170000.00 PA USD 152000.44 0.0242967581216 Long DBT CORP FR N 2 2030-01-10 Fixed 2.829 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAY5 300000.00 PA USD 253035.64 0.0404468943723 Long DBT CORP JP N 2 2028-07-14 Fixed 2.172 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBN2 200000.00 PA USD 134036.61 0.0214253004308 Long DBT CORP US N 2 2051-02-04 Fixed 3.70 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EVK2 200000.00 PA USD 180879.81 0.0289130280981 Long DBT CORP US N 2 2026-01-15 Fixed 0.70 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAJ7 150000.00 PA USD 163623.54 0.026154671489 Long DBT CORP US N 2 2034-06-15 Fixed 6.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QQ4 445000.00 PA USD 459827.54 0.0735018827382 Long DBT UST US N 2 2041-05-15 Fixed 4.375 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBF4 200000.00 PA USD 173729.88 0.0277701358815 Long DBT CORP US N 2 2030-05-01 Fixed 2.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 1591000.00 PA USD 1346414.82 0.215219871817 Long DBT UST US N 2 2044-08-15 Fixed 3.125 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DZG0 294183.39 OU Other Units USD 238092.28 0.0380582486326 Long ABS-MBS USGA US N 2 2041-05-01 Fixed 1.50 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAG8 200000.00 PA USD 187627.28 0.02999158844 Long DBT CORP US N 2 2025-06-01 Fixed 1.65 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAE8 200000.00 PA USD 134198.65 0.0214512019787 Long DBT CORP US N 2 2051-09-30 Fixed 3.15 N N N N N N ESTEE LAUDER COS INC/THE 549300VFZ8XJ9NUPU221 29736RAQ3 150000.00 PA USD 131080.73 0.0209528129735 Long DBT CORP US N 2 2030-04-15 Fixed 2.60 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887BF5 386000.00 PA USD 376710.28 0.0602158688165 Long DBT CORP US N 2 2024-12-15 Fixed 3.734 N N N N N N DTE ELECTRIC CO 9N0FWODEJVKHC2DYLO03 23338VAM8 250000.00 PA USD 215919.39 0.0345139868845 Long DBT CORP US N 2 2031-03-01 Fixed 2.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFZ9 1145000.00 PA USD 1127579.01 0.1802397050232 Long DBT UST US N 2 2027-11-30 Fixed 3.875 N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140KEK80 366034.74 OU Other Units USD 310616.23 0.0496509576483 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 2.50 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585AAH5 150000.00 PA USD 126944.37 0.0202916297662 Long DBT CORP US N 2 2044-09-15 Fixed 4.75 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414KPD6 4065.91 OU Other Units USD 4093.32 0.0006543034082 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 6.00 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBZ2 30000.00 PA USD 28837.53 0.0046095819935 Long DBT CORP GB N 2 2063-02-10 Fixed 5.75 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAC7 100000.00 PA USD 109338.32 0.0174773620028 Long DBT CORP ES N 2 2036-06-20 Fixed 7.045 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBU2 100000.00 PA USD 97899.34 0.0156488795969 Long DBT CORP US N 2 2033-02-15 Fixed 4.625 N N N N N N TEXAS ST 549300X9CH74QB747L76 882722KF7 100000.00 PA USD 105369.32 0.0168429307275 Long DBT MUN US N 2 2039-04-01 Fixed 5.517 N N N N N N AMER AIRLINE 16-1 AA PTT N/A 02376UAA3 363456.04 PA USD 334924.89 0.0535366150337 Long DBT CORP US N 2 2028-01-15 Fixed 3.575 N N N N N N REINSURANCE GROUP OF AMERICA INC LORM1GNEU1DKEW527V90 759351AP4 300000.00 PA USD 257843.26 0.0412153762286 Long DBT CORP US N 2 2030-06-15 Fixed 3.15 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418EDG2 363740.88 OU Other Units USD 321787.32 0.0514366187403 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 2.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810FF0 335000.00 PA USD 351344.34 0.0561612087858 Long DBT UST US N 2 2028-11-15 Fixed 5.25 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DV6T7 417592.01 OU Other Units USD 321913.18 0.0514567370372 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 1.50 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 8935268Z9 300000.00 PA USD 347895.03 0.0556098482058 Long DBT CORP CA N 2 2039-01-15 Fixed 7.625 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAK0 200000.00 PA USD 167520.18 0.026777536262 Long DBT CORP US N 2 2030-06-15 Fixed 2.10 N N N N N N RALPH LAUREN CORP HO1QNWM0IXBZ0QSMMO20 731572AB9 200000.00 PA USD 176928.37 0.0282814037297 Long DBT CORP US N 2 2030-06-15 Fixed 2.95 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140KVXP0 332249.88 OU Other Units USD 270380.71 0.0432194453623 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.00 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513EBY6 150000.00 PA USD 159868.70 0.0255544729681 Long DBT CORP US N 2 2027-08-15 Fixed 7.20 N N N N N N XYLEM INC/NY 549300DF5MV96DRYLQ48 98419MAK6 150000.00 PA USD 125336.24 0.0200345756048 Long DBT CORP US N 2 2046-11-01 Fixed 4.375 N N N N N N MASSACHUSETTS ST SCH BLDG AUTH N/A 576000KV4 100000.00 PA USD 105536.98 0.0168697306135 Long DBT MUN US N 2 2039-08-15 Fixed 5.715 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAT8 200000.00 PA USD 139558.77 0.0223079990981 Long DBT CORP US N 2 2051-02-15 Fixed 3.60 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304BC0 200000.00 PA USD 130634.27 0.020881447847 Long DBT CORP US N 2 2051-09-15 Fixed 2.85 N N N N N N JEFFERIES FINANCIAL GROUP INC 549300HOF34RGOJ5YL07 472319AE2 35000.00 PA USD 35876.49 0.0057347360296 Long DBT CORP US N 2 2027-06-08 Fixed 6.45 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAP3 250000.00 PA USD 221074.55 0.0353380218386 Long DBT CORP US N 2 2044-03-15 Fixed 4.75 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PED0 75000.00 PA USD 63232.72 0.0101075372098 Long DBT CORP US N 2 2031-05-15 Fixed 2.30 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAL9 250000.00 PA USD 242101.00 0.038699029016 Long DBT CORP CA N 2 2026-12-01 Fixed 4.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGM7 3900000.00 PA USD 3759539.08 0.6009496530115 Long DBT UST US N 2 2033-02-15 Fixed 3.50 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBG9 110000.00 PA USD 71554.48 0.0114377425031 Long DBT CORP US N 2 2061-12-10 Fixed 2.90 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RG5 515000.00 PA USD 454085.16 0.072583982646 Long DBT UST US N 2 2044-05-15 Fixed 3.375 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBE4 300000.00 PA USD 258888.08 0.0413823871847 Long DBT CORP US N 2 2035-05-15 Fixed 3.90 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCQ6 100000.00 PA USD 95977.17 0.0153416271998 Long DBT CORP US N 2 2053-02-06 Fixed 5.55 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 905000.00 PA USD 899414.45 0.1437683689781 Long DBT UST US N 2 2030-02-28 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZL7 1143000.00 PA USD 1055131.88 0.1686592754257 Long DBT UST US N 2 2025-04-30 Fixed 0.375 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EE6 80000.00 PA USD 58265.93 0.0093136125654 Long DBT CORP US N 2 2041-02-08 Fixed 2.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHL8 1035000.00 PA USD 1029339.84 0.1645365047459 Long DBT UST US N 2 2025-06-30 Fixed 4.625 N N N N N AMERISOURCEBERGEN CORP AI8GXW8LG5WK7E9UD086 03073EAR6 100000.00 PA USD 86886.44 0.0138885046433 Long DBT CORP US N 2 2030-05-15 Fixed 2.80 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBL3 200000.00 PA USD 197066.89 0.0315004782888 Long DBT CORP US N 2 2024-09-01 Fixed 4.255 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CE7 200000.00 PA USD 181297.17 0.0289797416877 Long DBT CORP DE N 2 2026-11-24 Variable 2.129 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBL3 300000.00 PA USD 279309.60 0.0446466983401 Long DBT CORP US N 2 2030-04-06 Fixed 3.633 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBJ9 200000.00 PA USD 149081.53 0.0238301801943 Long DBT CORP US Y 2 2041-02-15 Fixed 3.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YE4 2110000.00 PA USD 2019418.35 0.3227972181945 Long DBT UST US N 2 2024-08-31 Fixed 1.25 N N N N N N KFW 549300GDPG70E3MBBU98 500769JJ4 250000.00 PA USD 226381.54 0.0361863263065 Long DBT CORP DE N 2 2026-01-22 Fixed 0.625 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZM9 130000.00 PA USD 109585.82 0.0175169240437 Long DBT CORP US N 2 2033-02-24 Variable 3.102 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBH4 250000.00 PA USD 203882.59 0.0325899449662 Long DBT CORP US N 2 2045-02-15 Fixed 4.90 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 94974BGL8 500000.00 PA USD 481704.21 0.0769987947175 Long DBT CORP US N 2 2027-07-22 Fixed 4.30 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7H1 200000.00 PA USD 185236.18 0.0296093791625 Long DBT CORP CA N 2 2025-06-10 Fixed 1.15 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582CH3 250000.00 PA USD 183440.36 0.0293223233871 Long DBT CORP NL N 2 2050-04-06 Fixed 3.25 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BK3 125000.00 PA USD 124749.58 0.0199407999808 Long DBT CORP US N 2 2027-06-15 Fixed 5.125 N N N N N N JOHNSON CONTROLS/TYCO FI N/A 47837RAE0 200000.00 PA USD 197908.16 0.0316349524634 Long DBT CORP IE N 2 2032-12-01 Fixed 4.90 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAH6 100000.00 PA USD 106609.70 0.0170412012907 Long DBT CORP KY N 2 2036-11-21 Fixed 6.875 N N N N N N EXPORT DEVELOPMNT CANADA Z6MHCSLXHKYG4B6PHW02 30216BJW3 100000.00 PA USD 98054.09 0.015673615863 Long DBT USGSE CA N 2 2028-02-14 Fixed 3.875 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBF2 230000.00 PA USD 220331.82 0.0352192989509 Long DBT CORP US N 2 2025-10-15 Variable 2.301 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137EAEP0 500000.00 PA USD 473662.64 0.0757133768516 Long DBT UST US N 2 2025-02-12 Fixed 1.50 N N N N N N MCCORMICK & CO INC/MD 549300JQQA6MQ4OJP259 579780AQ0 300000.00 PA USD 253542.86 0.0405279717801 Long DBT CORP US N 2 2030-04-15 Fixed 2.50 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236THX6 150000.00 PA USD 120329.70 0.0192342970569 Long DBT CORP US N 2 2031-01-10 Fixed 1.65 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822CN2 300000.00 PA USD 298508.31 0.0477155474376 Long DBT CORP JP N 2 2028-09-13 Variable 5.354 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDQ1 2180000.00 PA USD 1965150.78 0.3141227300013 Long DBT UST US N 2 2026-12-31 Fixed 1.25 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDE3 200000.00 PA USD 158706.06 0.0253686288819 Long DBT CORP US N 2 2031-01-08 Fixed 2.35 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 250000.00 PA USD 233506.13 0.0373251680095 Long DBT CORP US N 2 2045-10-23 Fixed 6.484 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638AS1 300000.00 PA USD 309163.73 0.0494187804179 Long DBT USGSE PE N 2 2025-07-21 Fixed 7.35 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAC4 100000.00 PA USD 98198.62 0.0156967184964 Long DBT CORP US N 2 2025-11-15 Fixed 4.493 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BE1 260000.00 PA USD 241776.38 0.0386471396029 Long DBT CORP NL N 2 2035-05-11 Fixed 4.125 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BS4 200000.00 PA USD 163856.44 0.0261918997691 Long DBT CORP US N 2 2030-06-03 Fixed 1.50 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAP9 34000.00 PA USD 31065.98 0.0049657922165 Long DBT CORP US N 2 2027-02-15 Fixed 2.493 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MQ1 450000.00 PA USD 430963.91 0.0688881287476 Long DBT CORP US N 2 2026-04-08 Variable 3.106 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QB7 890000.00 PA USD 915170.31 0.1462868901048 Long DBT UST US N 2 2039-05-15 Fixed 4.25 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DYX4 337889.61 OU Other Units USD 274346.15 0.0438533075835 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.00 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAU7 150000.00 PA USD 130200.05 0.0208120392432 Long DBT CORP ES N 2 2047-03-08 Fixed 5.213 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BF9 225000.00 PA USD 194838.62 0.0311442968381 Long DBT CORP US N 2 2034-11-01 Variable 3.031 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 250000.00 PA USD 210309.45 0.0336172568799 Long DBT CORP US N 2 2031-04-29 Variable 2.592 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CU2 70000.00 PA USD 59811.88 0.0095607274634 Long DBT CORP US N 2 2030-02-21 Fixed 2.45 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAU9 200000.00 PA USD 189398.89 0.0302747743285 Long DBT CORP GB N 2 2028-01-10 Fixed 4.337 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058JB0 390000.00 PA USD 361359.96 0.0577621718921 Long DBT CORP XX N 2 2025-04-22 Fixed 0.625 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBH3 230000.00 PA USD 186888.89 0.0298735592867 Long DBT CORP US Y 2 2031-02-15 Fixed 2.45 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBL9 390000.00 PA USD 330208.46 0.0527827095917 Long DBT CORP US N 2 2031-04-22 Variable 2.522 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QW1 455000.00 PA USD 383595.22 0.0613164032745 Long DBT UST US N 2 2042-05-15 Fixed 3.00 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMN9 300000.00 PA USD 209066.86 0.0334186330557 Long DBT CORP US N 2 2057-12-01 Fixed 3.80 N N N N N N DEUTSCHE TELEKOM INT FIN 529900ERDFHS6C1M4U58 25156PAC7 300000.00 PA USD 355257.23 0.0567866710666 Long DBT CORP NL N 2 2030-06-15 Variable 8.75 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BH2 200000.00 PA USD 199950.01 0.0319613353052 Long DBT CORP US N 2 2046-11-30 Fixed 4.90 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAD8 200000.00 PA USD 202837.26 0.0324228524882 Long DBT CORP US N 2 2026-06-15 Fixed 6.02 N N N N N N BORGWARNER INC 549300DSFX2IE88NSX47 099724AJ5 250000.00 PA USD 240944.52 0.0385141695851 Long DBT CORP US N 2 2025-03-15 Fixed 3.375 N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBE5 200000.00 PA USD 189590.64 0.0303054249198 Long DBT CORP US N 2 2026-04-15 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138X5G92 8153.48 OU Other Units USD 7323.18 0.0011705856452 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.00 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDG1 200000.00 PA USD 178619.73 0.0285517619262 Long DBT CORP US N 2 2030-04-01 Fixed 3.375 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBD4 300000.00 PA USD 292860.05 0.0468126921102 Long DBT CORP US N 2 2029-02-14 Fixed 4.80 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BJ6 200000.00 PA USD 198915.88 0.0317960331095 Long DBT CORP US N 2 2025-05-04 Fixed 5.25 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCX2 200000.00 PA USD 189704.67 0.0303236522311 Long DBT CORP US N 2 2025-06-20 Fixed 2.75 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 89114QCP1 300000.00 PA USD 269044.19 0.0430058071441 Long DBT CORP CA N 2 2026-01-06 Fixed 0.75 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BF8 100000.00 PA USD 98948.11 0.0158165219473 Long DBT CORP US N 2 2033-08-01 Fixed 5.20 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HN6 100000.00 PA USD 92031.06 0.0147108548139 Long DBT CORP US N 2 2048-11-15 Fixed 4.75 N N N N N N KIMBERLY-CLARK CORP MP3J6QPYPGN75NVW2S34 494368CB7 300000.00 PA USD 273148.10 0.0436618033282 Long DBT CORP US N 2 2030-03-26 Fixed 3.10 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138M4XT4 72372.78 OU Other Units USD 69691.40 0.0111399354433 Long ABS-MBS USGA US N 2 2027-08-01 Fixed 3.00 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PBK7 210000.00 PA USD 247686.06 0.0395917820364 Long DBT CORP US N 2 2038-02-15 Fixed 6.875 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CC6 361000.00 PA USD 246214.65 0.0393565821062 Long DBT CORP US N 2 2050-06-01 Fixed 2.525 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAN6 200000.00 PA USD 154998.64 0.0247760102882 Long DBT CORP US N 2 2029-01-15 Fixed 2.00 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LAU5 300000.00 PA USD 276094.43 0.0441327642501 Long DBT CORP US N 2 2044-09-01 Fixed 4.55 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MMSX2 213902.43 OU Other Units USD 200539.61 0.0320555808784 Long ABS-MBS USGA US N 2 2029-12-01 Fixed 2.50 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEC1 100000.00 PA USD 98826.74 0.0157971213618 Long DBT CORP US N 2 2033-02-15 Fixed 4.65 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCY4 100000.00 PA USD 104154.17 0.0166486930949 Long DBT CORP JP N 2 2043-07-13 Fixed 6.184 N N N N N N UNITED AIR 2013-1 A PTT N/A 909319AA3 578180.25 PA USD 556183.84 0.088904112591 Long DBT CORP US N 2 2025-08-15 Fixed 4.30 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAQ7 100000.00 PA USD 85473.96 0.0136627244751 Long DBT CORP US N 2 2050-03-26 Fixed 3.85 N N N N N N ELECTRONIC ARTS INC 549300O7A67PUEYKDL45 285512AE9 200000.00 PA USD 161642.48 0.0258380057238 Long DBT CORP US N 2 2031-02-15 Fixed 1.85 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJE0 145000.00 PA USD 102823.48 0.0164359867825 Long DBT CORP US N 2 2041-06-19 Variable 2.676 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AM5 300000.00 PA USD 238899.71 0.0381873135972 Long DBT CORP US N 2 2050-03-27 Fixed 3.375 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QD3 175000.00 PA USD 182136.72 0.0291139409261 Long DBT UST US N 2 2039-11-15 Fixed 4.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810FG8 265000.00 PA USD 278581.25 0.044530274047 Long DBT UST US N 2 2029-02-15 Fixed 5.25 N N N N N N OHIO ST UNIV JFC10ZULKO4X2E3HBY86 677632G88 250000.00 PA USD 203234.88 0.0324864107053 Long DBT MUN US N 2 2046-12-01 Fixed 3.798 N N N N N N UNIV SOUTHERN CALIFORIA 0GMCSQ6M60R4T46U5511 914886AA4 40000.00 PA USD 39261.40 0.0062758024866 Long DBT CORP US N 2 2111-10-01 Fixed 5.25 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 1856000.00 PA USD 1012498.74 0.1618445116622 Long DBT UST US N 2 2050-05-15 Fixed 1.25 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556CM2 200000.00 PA USD 147447.28 0.0235689508389 Long DBT CORP US N 2 2041-10-15 Fixed 2.80 N N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518DN3 58000.00 PA USD 37314.00 0.0059645171589 Long DBT CORP US N 2 2052-08-15 Fixed 2.65 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828D56 2265000.00 PA USD 2196364.09 0.3510813984602 Long DBT UST US N 2 2024-08-15 Fixed 2.375 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31307EWR1 18993.78 OU Other Units USD 18040.99 0.0028837914568 Long ABS-MBS USGA US N 2 2028-10-01 Fixed 2.50 N N N N N N DUKE UNIVERSITY FY5ICUIRRDCHN4HHL592 26442TAG2 100000.00 PA USD 68757.78 0.0109906994324 Long DBT CORP US N 2 2050-10-01 Fixed 2.757 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 85000.00 PA USD 70779.21 0.0113138182061 Long DBT CORP US N 2 2033-01-21 Variable 2.943 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DW7 120000.00 PA USD 82653.01 0.0132118051236 Long DBT CORP US N 2 2050-05-11 Fixed 2.65 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZK3 100000.00 PA USD 90602.49 0.0144825027134 Long DBT CORP US N 2 2028-02-24 Variable 2.64 N N N N N N CHEVRON CORP VA8TZDWPEZYU430RZ444 166764CA6 150000.00 PA USD 110319.76 0.0176342418795 Long DBT CORP US N 2 2050-05-11 Fixed 3.078 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 2250000.00 PA USD 2219018.56 0.3547026391485 Long DBT UST US N 2 2029-12-31 Fixed 3.875 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DYY2 423625.71 OU Other Units USD 358822.41 0.0573565530757 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.50 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBU3 100000.00 PA USD 98419.86 0.0157320829649 Long DBT CORP US N 2 2033-02-13 Fixed 4.812 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 100000.00 PA USD 87400.90 0.0139707393407 Long DBT CORP US N 2 2044-04-01 Fixed 5.45 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 200000.00 PA USD 166320.71 0.0265858050245 Long DBT CORP US N 2 2031-02-15 Fixed 2.55 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAH5 300000.00 PA USD 286403.91 0.0457806998871 Long DBT CORP US N 2 2025-07-01 Fixed 3.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810ES3 370000.00 PA USD 380753.13 0.0608621047653 Long DBT UST US N 2 2024-11-15 Fixed 7.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XDS98 366402.38 OU Other Units USD 309535.80 0.0494782545536 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.50 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGC7 250000.00 PA USD 238643.39 0.0381463417089 Long DBT CORP US N 2 2027-11-25 Fixed 4.183 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G0W66 500000.00 PA USD 478627.42 0.0765069802042 Long DBT UST US N 2 2024-10-15 Fixed 1.625 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YM6 1300000.00 PA USD 1241042.97 0.1983765366774 Long DBT UST US N 2 2024-10-31 Fixed 1.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A47F9 238751.23 OU Other Units USD 218955.85 0.0349993547832 Long ABS-MBS USGA US N 2 2042-08-01 Fixed 3.50 N N N N N N DXC TECHNOLOGY CO 549300DOVZ3EDJB7O259 23355LAM8 300000.00 PA USD 253014.71 0.0404435487824 Long DBT CORP US N 2 2028-09-15 Fixed 2.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHH7 985000.00 PA USD 974534.38 0.1557760366488 Long DBT UST US N 2 2026-06-15 Fixed 4.125 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H040681 950000.00 OU Other Units USD 894929.69 0.1430514952048 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFX4 1515000.00 PA USD 1499968.35 0.2397648861415 Long DBT UST US N 2 2024-11-30 Fixed 4.50 N N N N N N AON GLOBAL LTD VVT2B79I2Z4U3R6BY589 00185AAG9 200000.00 PA USD 174710.97 0.027926959812 Long DBT CORP GB N 2 2044-06-14 Fixed 4.60 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFG1 1570000.00 PA USD 1535564.26 0.2454547724036 Long DBT UST US N 2 2024-08-31 Fixed 3.25 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U2N2 400000.00 PA USD 376368.39 0.0601612188521 Long DBT CORP US N 2 2026-04-30 Variable 2.188 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 4581X0DS4 200000.00 PA USD 161159.64 0.0257608253768 Long DBT CORP XX N 2 2031-01-13 Fixed 1.125 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHJ4 360000.00 PA USD 342951.60 0.0548196575788 Long DBT CORP US N 2 2029-03-01 Fixed 4.35 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CS7 60000.00 PA USD 43142.51 0.0068961848415 Long DBT CORP US N 2 2050-02-21 Fixed 3.375 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G0Q22 1000000.00 PA USD 922267.84 0.147421406358 Long DBT UST US N 2 2026-09-24 Fixed 1.875 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EG1 215000.00 PA USD 144166.12 0.0230444684697 Long DBT CORP US N 2 2061-02-08 Fixed 2.80 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBZ7 200000.00 PA USD 197270.67 0.0315330518351 Long DBT CORP GB N 2 2026-08-09 Variable 5.304 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAD2 100000.00 PA USD 99227.98 0.0158612582237 Long DBT CORP US N 2 2028-11-15 Fixed 4.725 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAM3 250000.00 PA USD 223976.36 0.0358018663885 Long DBT CORP US N 2 2032-03-24 Fixed 3.625 N N N N N N INTER-AMERICAN INVEST CO 5493001X4LH60PFRL744 45828Q2B2 100000.00 PA USD 98278.86 0.01570954459 Long DBT CORP XX N 2 2028-02-15 Fixed 4.125 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCN8 100000.00 PA USD 99514.46 0.0159070510863 Long DBT CORP US N 2 2030-02-28 Fixed 5.00 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CL6 150000.00 PA USD 132264.24 0.0211419930588 Long DBT CORP US N 2 2030-04-15 Fixed 2.875 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 500630DG0 300000.00 PA USD 262712.18 0.0419936566832 Long DBT USGSE KR N 2 2026-07-19 Fixed 0.80 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBV6 200000.00 PA USD 172069.58 0.0275047425214 Long DBT CORP US N 2 2052-03-16 Fixed 5.65 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F060683 1000000.00 OU Other Units USD 1006015.63 0.1608082083755 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 6.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGD7 520000.00 PA USD 513195.31 0.0820325409336 Long DBT UST US N 2 2024-12-31 Fixed 4.25 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EP9 150000.00 PA USD 111177.41 0.0177713343419 Long DBT CORP US N 2 2049-10-15 Fixed 2.875 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F050486 125000.00 OU Other Units USD 124140.63 0.0198434613753 Long ABS-MBS USGA US N 2 2038-08-01 Fixed 5.00 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857TAH0 125000.00 PA USD 142366.21 0.0227567589216 Long DBT CORP GB N 2 2030-02-15 Fixed 7.875 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F050684 3600000.00 OU Other Units USD 3516890.65 0.5621631191547 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 5.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 1585000.00 PA USD 1482129.79 0.236913452438 Long DBT UST US N 2 2043-11-15 Fixed 3.75 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AX6 500000.00 PA USD 483945.23 0.0773570142127 Long DBT CORP CH N 2 2025-03-26 Fixed 3.75 N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CM9 200000.00 PA USD 178186.85 0.0284825675169 Long DBT CORP GB N 2 2027-05-24 Variable 1.589 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 755000.00 PA USD 721496.88 0.1153288449617 Long DBT UST US N 2 2043-02-15 Fixed 3.875 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAB6 300000.00 PA USD 292120.06 0.0466944072023 Long DBT CORP US N 2 2025-09-21 Fixed 3.796 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAC4 500000.00 PA USD 478865.36 0.0765450141114 Long DBT CORP JP N 2 2026-03-09 Fixed 3.784 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JG2 200000.00 PA USD 180490.94 0.0288508685391 Long DBT CORP XX N 2 2025-12-15 Fixed 0.375 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410PVC4 14140.25 OU Other Units USD 14647.24 0.0023413119556 Long ABS-MBS USGA US N 2 2036-09-01 Fixed 6.00 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543DD2 200000.00 PA USD 147830.03 0.0236301321366 Long DBT CORP US N 2 2050-11-15 Fixed 3.60 N N N N N N TEXAS NATURAL GAS SECURITIZATI N/A 88258MAB1 100000.00 OU Other Units USD 101451.15 0.0162166244565 Long ABS-MBS CORP US N 2 2041-04-01 Fixed 0.0001 N N N N N N REPUBLIC OF FINLAND 743700M6Y2OQRVSBRD14 317873AY3 25000.00 PA USD 26076.61 0.0041682582353 Long DBT USGSE FI N 2 2026-02-15 Fixed 6.95 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXB0 100000.00 PA USD 100767.01 0.0161072669829 Long DBT CORP US N 2 2028-07-14 Fixed 4.95 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111EM1 200000.00 PA USD 210656.25 0.0336726916912 Long DBT CORP US N 2 2036-06-15 Fixed 6.20 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BN2 300000.00 PA USD 265855.06 0.0424960354603 Long DBT CORP US N 2 2031-03-30 Variable 3.152 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBF9 200000.00 PA USD 162794.80 0.0260222001927 Long DBT CORP US N 2 2062-03-15 Fixed 5.391 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CD0 100000.00 PA USD 99665.78 0.0159312390784 Long DBT CORP US N 2 2026-02-10 Fixed 4.875 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RJD2 73095.26 OU Other Units USD 66623.37 0.0106495211865 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.00 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DK0 200000.00 PA USD 169805.67 0.0271428641369 Long DBT CORP US N 2 2030-07-15 Fixed 2.65 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128283F5 2105000.00 PA USD 1939436.82 0.3100124401464 Long DBT UST US N 2 2027-11-15 Fixed 2.25 N N N N N N KFW 549300GDPG70E3MBBU98 500769JY1 200000.00 PA USD 199898.45 0.031953093613 Long DBT CORP DE N 2 2033-07-15 Fixed 4.125 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CH1 100000.00 PA USD 101366.97 0.0162031685672 Long DBT CORP US N 2 2043-02-10 Fixed 5.625 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFG5 100000.00 PA USD 99959.45 0.0159781812383 Long DBT CORP US N 2 2034-07-21 Variable 5.424 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QL5 330000.00 PA USD 337122.07 0.0538878268527 Long DBT UST US N 2 2040-11-15 Fixed 4.25 N N N N N N RICE UNIVERSITY 549300QPVG49ONTSJJ20 96926GAC7 250000.00 PA USD 207173.67 0.0331160130139 Long DBT CORP US N 2 2045-05-15 Fixed 3.574 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AC6 200000.00 PA USD 196676.72 0.0314381109291 Long DBT CORP SG N 2 2028-05-19 Fixed 4.45 N N N N N N HEICO CORP 529900O1DTDLCJ7L0I14 422806AB5 100000.00 PA USD 99615.73 0.0159232387545 Long DBT CORP US N 2 2033-08-01 Fixed 5.35 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBM1 180000.00 PA USD 167980.29 0.0268510832951 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 300000.00 PA USD 283166.39 0.045263193225 Long DBT CORP IE N 2 2035-11-15 Fixed 4.418 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CF5 100000.00 PA USD 100863.94 0.0161227609168 Long DBT CORP US N 2 2030-02-10 Fixed 5.125 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAK6 200000.00 PA USD 205899.32 0.0329123124607 Long DBT CORP US N 2 2053-04-01 Fixed 5.65 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKK4 120000.00 PA USD 100306.68 0.0160336847837 Long DBT CORP US N 2 2033-02-04 Variable 2.972 N N N N N N CAMPBELL SOUP CO 5493007JDSMX8Z5Z1902 134429BA6 200000.00 PA USD 193037.48 0.0308563906786 Long DBT CORP US N 2 2025-03-19 Fixed 3.30 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DR6 200000.00 PA USD 138848.19 0.0221944152797 Long DBT CORP US N 2 2040-11-13 Fixed 2.35 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667AN1 250000.00 PA USD 240261.33 0.0384049639658 Long DBT CORP US N 2 2026-03-15 Fixed 3.50 N N N N N N MARATHON OIL CORP 1FRVQX2CRLGC1XLP5727 565849AE6 150000.00 PA USD 154745.60 0.0247355626969 Long DBT CORP US N 2 2037-10-01 Fixed 6.60 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 3610000.00 PA USD 3316969.51 0.5302063986217 Long DBT UST US N 2 2032-05-15 Fixed 2.875 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617446HD4 300000.00 PA USD 344446.50 0.0550586123062 Long DBT CORP US N 2 2032-04-01 Fixed 7.25 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BE1 100000.00 PA USD 99771.03 0.0159480629362 Long DBT CORP US N 2 2026-07-15 Fixed 5.05 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CE0 60000.00 PA USD 56499.70 0.0090312866518 Long DBT CORP US N 2 2048-11-01 Fixed 5.40 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AT6 300000.00 PA USD 284580.75 0.0454892739048 Long DBT CORP GB N 2 2028-08-16 Fixed 4.55 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EQ2 200000.00 PA USD 133027.28 0.0212639624315 Long DBT CORP AU N 2 2040-11-16 Fixed 2.963 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CB1 400000.00 PA USD 329465.61 0.0526639675225 Long DBT USGSE PH N 2 2042-02-02 Fixed 3.70 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SC3 1250000.00 PA USD 1049829.10 0.167811643912 Long DBT UST US N 2 2048-05-15 Fixed 3.125 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H060689 850000.00 OU Other Units USD 854083.98 0.1365224461036 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 6.00 N N N N N N DIGNITY HEALTH TFVG45LTYVO3XKPZWP18 254010AE1 154000.00 PA USD 142008.88 0.0226996409252 Long DBT CORP US N 2 2064-11-01 Fixed 5.267 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913R2H9 200000.00 PA USD 182094.78 0.0291072369584 Long DBT CORP US N 2 2025-11-13 Fixed 0.80 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CD6 300000.00 PA USD 283490.51 0.0453150027147 Long DBT USGSE ID N 2 2028-01-11 Fixed 3.50 N N N N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 867224AB3 50000.00 PA USD 38488.40 0.0061522410414 Long DBT CORP CA N 2 2047-11-15 Fixed 4.00 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822BS2 200000.00 PA USD 184468.99 0.0294867464263 Long DBT CORP JP N 2 2025-07-17 Fixed 1.412 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244BF5 100000.00 PA USD 98943.40 0.0158157690696 Long DBT CORP US N 2 2033-02-15 Fixed 4.80 N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAC1 300000.00 PA USD 278019.47 0.0444404754071 Long DBT CORP US N 2 2026-08-15 Fixed 1.998 N N N N N N TOYOTA MOTOR CORP 5493006W3QUS5LMH6R84 892331AD1 200000.00 PA USD 191099.99 0.0305466894311 Long DBT CORP JP N 2 2028-07-20 Fixed 3.669 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAY7 2305000.00 PA USD 1976402.45 0.3159212715348 Long DBT UST US N 2 2027-11-30 Fixed 0.625 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 89114QCH9 200000.00 PA USD 185055.22 0.0295804533163 Long DBT CORP CA N 2 2025-06-12 Fixed 1.15 N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CR3 400000.00 PA USD 280533.44 0.04484232504 Long DBT CORP US N 2 2040-09-01 Fixed 2.10 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807CH3 100000.00 PA USD 97755.63 0.0156259080377 Long DBT CORP US N 2 2033-03-15 Fixed 4.70 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCQ1 30000.00 PA USD 28735.76 0.0045933144019 Long DBT CORP US N 2 2053-02-28 Fixed 5.25 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEG7 100000.00 PA USD 99942.55 0.0159754798302 Long DBT CORP US N 2 2030-04-06 Fixed 5.85 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAM1 100000.00 PA USD 80344.91 0.0128428631165 Long DBT CORP US N 2 2052-04-05 Fixed 4.40 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RLN7 69762.20 OU Other Units USD 63336.27 0.0101240893284 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 3.00 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAN6 105000.00 PA USD 85415.26 0.0136533414779 Long DBT CORP US N 2 2049-01-23 Variable 3.897 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AZ7 200000.00 PA USD 181612.98 0.029030222852 Long DBT CORP US N 2 2026-02-15 Fixed 1.30 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CP1 78000.00 PA USD 72742.29 0.0116276099289 Long DBT CORP US N 2 2029-07-26 Fixed 3.40 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CG3 100000.00 PA USD 101203.67 0.0161770656125 Long DBT CORP US N 2 2033-02-10 Fixed 5.20 N N N N N N KFW 549300GDPG70E3MBBU98 500769GQ1 700000.00 PA USD 664200.54 0.1061702180904 Long DBT CORP DE N 2 2025-05-02 Fixed 2.00 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UAN9 100000.00 PA USD 106070.59 0.0169550263739 Long DBT CORP US N 2 2033-03-15 Fixed 6.30 N N N N N N KFW 549300GDPG70E3MBBU98 500769JF2 245000.00 PA USD 224188.79 0.0358358226082 Long DBT CORP DE N 2 2025-07-18 Fixed 0.375 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BP4 60000.00 PA USD 39770.19 0.0063571308535 Long DBT CORP US N 2 2050-10-15 Fixed 3.25 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KNGQ0 368950.10 OU Other Units USD 299235.30 0.0478317543393 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.00 N N N N N N GEORGETOWN UNIVERSITY 549300GCL3B0KVXSX752 37310PAF8 100000.00 PA USD 99038.91 0.0158310360213 Long DBT CORP US N 2 2053-04-01 Fixed 5.115 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAB2 200000.00 PA USD 169715.71 0.027128484334 Long DBT CORP US N 2 2046-06-01 Fixed 4.375 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CE4 300000.00 PA USD 266223.68 0.0425549581252 Long DBT USGSE ID N 2 2048-01-11 Fixed 4.35 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAJ0 1700000.00 PA USD 1547099.60 0.2472986576307 Long DBT UST US N 2 2025-08-31 Fixed 0.25 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAG8 70000.00 PA USD 48566.28 0.0077631561989 Long DBT CORP US N 2 2051-06-01 Fixed 3.002 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828M56 2630000.00 PA USD 2488072.47 0.3977100000019 Long DBT UST US N 2 2025-11-15 Fixed 2.25 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAE0 170000.00 PA USD 192365.94 0.0307490472726 Long DBT CORP US N 2 2032-04-15 Fixed 7.50 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEL2 75000.00 PA USD 71781.61 0.0114740484682 Long DBT CORP US N 2 2062-05-15 Fixed 4.95 N N N N N N NATIONAL AUSTRALIA BK/NY 549300E2IPL06NDXMZ63 63254AAS7 250000.00 PA USD 233001.02 0.0372444278782 Long DBT CORP AU N 2 2026-07-12 Fixed 2.50 N N N N N N ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 775109AL5 125000.00 PA USD 137954.99 0.0220516402696 Long DBT CORP CA N 2 2038-08-15 Fixed 7.50 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DL9 70000.00 PA USD 63831.78 0.0102032949321 Long DBT CORP US N 2 2048-02-20 Fixed 4.55 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJM2 250000.00 PA USD 165830.74 0.0265074849711 Long DBT CORP US N 2 2051-10-24 Variable 2.831 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160BY9 380000.00 PA USD 359364.47 0.05744319954 Long DBT CORP US N 2 2026-03-01 Fixed 2.45 N N N N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 609207AT2 138000.00 PA USD 120633.16 0.0192828041153 Long DBT CORP US N 2 2030-04-13 Fixed 2.75 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664CQ2 135000.00 PA USD 121615.67 0.0194398550279 Long DBT CORP US N 2 2048-08-15 Fixed 4.20 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AZ2 100000.00 PA USD 85378.63 0.0136474862958 Long DBT CORP US N 2 2030-11-15 Fixed 2.55 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U3C5 150000.00 PA USD 146765.52 0.0234599738003 Long DBT CORP US N 2 2026-08-15 Variable 4.54 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123CJ8 150000.00 PA USD 116828.80 0.0186746899893 Long DBT CORP US N 2 2050-04-09 Fixed 3.25 N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DH9 300000.00 PA USD 292956.42 0.0468280965299 Long DBT CORP GB N 2 2033-08-11 Variable 5.402 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SD1 875000.00 PA USD 718303.22 0.1148183491727 Long DBT UST US N 2 2048-08-15 Fixed 3.00 N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAF5 150000.00 PA USD 163455.45 0.0261278028689 Long DBT CORP US N 2 2036-06-15 Fixed 6.625 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F030686 -1025000.00 OU Other Units USD -896995.11 -0.1433816456318 Short ABS-MBS USGA US N 2 2053-08-01 Fixed 3.00 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAN0 160000.00 PA USD 150249.35 0.0240168522859 Long DBT CORP JP N 2 2027-01-11 Fixed 3.446 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SP4 1595000.00 PA USD 899274.70 0.1437460304115 Long DBT UST US N 2 2050-08-15 Fixed 1.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128284R8 1000000.00 PA USD 963437.50 0.1540022377752 Long DBT UST US N 2 2025-05-31 Fixed 2.875 N N N N N N WASHINGTON GAS LIGHT CO DL22T1SB4DUBS063O841 93884PDW7 150000.00 PA USD 114239.42 0.018260786322 Long DBT CORP US N 2 2046-09-15 Fixed 3.796 N N N N N N DEVON ENERGY CORP 54930042348RKR3ZPN35 25179MAV5 71000.00 PA USD 71511.53 0.0114308770903 Long DBT CORP US N 2 2025-12-15 Fixed 5.85 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F052680 2675000.00 OU Other Units USD 2656609.40 0.4246500603252 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 5.50 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DE5 90000.00 PA USD 87119.84 0.0139258128468 Long DBT CORP US N 2 2028-02-20 Fixed 3.90 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CJ7 250000.00 PA USD 232496.68 0.0371638108287 Long DBT CORP US N 2 2026-08-19 Fixed 2.60 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 94974BGP9 200000.00 PA USD 192195.48 0.030721799816 Long DBT CORP US N 2 2025-09-29 Fixed 3.55 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAH2 100000.00 PA USD 88167.30 0.014093245798 Long DBT CORP US N 2 2032-04-05 Fixed 3.90 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203BW0 500000.00 PA USD 482601.37 0.0771422027203 Long DBT CORP US N 2 2026-03-15 Fixed 4.00 N N N N N N LOS ANGELES CA UNIF SCH DIST N/A 544646XZ0 350000.00 PA USD 367275.37 0.0587077302468 Long DBT MUN US N 2 2034-07-01 Fixed 5.75 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBM4 80000.00 PA USD 55774.86 0.0089154234204 Long DBT CORP US N 2 2041-02-04 Fixed 3.40 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAF2 400000.00 PA USD 368386.31 0.0588853102622 Long DBT CORP ES N 2 2028-02-23 Fixed 3.80 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAF0 250000.00 PA USD 242833.19 0.0388160671201 Long DBT CORP US N 2 2025-09-15 Fixed 4.05 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 150000.00 PA USD 137065.83 0.0219095110399 Long DBT CORP US N 2 2049-02-15 Fixed 5.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810FB9 885000.00 PA USD 949266.21 0.1517370048232 Long DBT UST US N 2 2027-11-15 Fixed 6.125 N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CM4 50000.00 PA USD 42012.23 0.0067155133923 Long DBT CORP US N 2 2048-01-15 Fixed 3.50 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HAY5 60000.00 PA USD 53386.27 0.0085336153579 Long DBT CORP CA N 2 2048-05-15 Fixed 4.875 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GJ7 100000.00 PA USD 89109.86 0.0142439108378 Long DBT CORP US N 2 2052-05-15 Fixed 4.625 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CJ7 100000.00 PA USD 102037.77 0.0163103936867 Long DBT CORP US N 2 2053-02-10 Fixed 5.70 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591CP5 165000.00 PA USD 191176.85 0.0305589752431 Long DBT UST US N 2 2038-01-15 Fixed 6.15 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785HM1 500000.00 PA USD 464561.97 0.0742586654196 Long DBT CORP XX N 2 2027-05-24 Fixed 2.375 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 200000.00 PA USD 159380.35 0.0254764118662 Long DBT CORP US N 2 2031-07-23 Variable 1.898 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128282R0 2345000.00 PA USD 2167888.39 0.3465296537729 Long DBT UST US N 2 2027-08-15 Fixed 2.25 N N N N N PG&E WILDFIRE RECOVERY N/A 693342AG2 100000.00 PA USD 97421.20 0.0155724505292 Long DBT CORP US N 2 2037-06-01 Fixed 4.722 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H030682 -225000.00 OU Other Units USD -200206.05 -0.0320022624364 Short ABS-MBS USGA US N 2 2053-08-20 Fixed 3.00 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AG7 200000.00 PA USD 205661.35 0.0328742737581 Long DBT CORP SG N 2 2053-05-19 Fixed 5.30 N N N N N N DUKE ENERGY PROGRESS NC N/A 26444BAB0 150000.00 PA USD 118444.29 0.0189329206219 Long DBT CORP US N 2 2037-07-01 Fixed 2.387 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NU1 70000.00 PA USD 67729.94 0.010826402672 Long DBT CORP US N 2 2033-05-24 Variable 4.91 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EMVC2 2662.04 OU Other Units USD 2602.88 0.0004160615967 Long ABS-MBS USGA US N 2 2044-03-01 Fixed 4.50 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214FG3 200000.00 PA USD 189672.42 0.0303184971772 Long DBT CORP AU N 2 2033-08-10 Variable 5.405 N N N N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021AS5 100000.00 PA USD 63910.31 0.0102158476879 Long DBT CORP US N 2 2050-09-01 Fixed 2.60 N N N N N N SOUTHWESTERN PUBLIC SERV OL6FE7QD5EQ3DOYEO258 845743BQ5 350000.00 PA USD 248400.99 0.0397060611877 Long DBT CORP US N 2 2046-08-15 Fixed 3.40 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DU1 100000.00 PA USD 83993.31 0.0134260475621 Long DBT CORP US N 2 2030-05-11 Fixed 1.65 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 170000.00 PA USD 135916.71 0.0217258280802 Long DBT CORP US N 2 2032-07-21 Variable 2.383 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QH4 130000.00 PA USD 135029.88 0.0215840712931 Long DBT UST US N 2 2040-05-15 Fixed 4.375 N N N N N N SHERWIN-WILLIAMS CO/THE Z15BMIOX8DDH0X2OBP21 824348BR6 300000.00 PA USD 294138.66 0.04701707361 Long DBT CORP US N 2 2025-08-08 Fixed 4.25 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8H8 100000.00 PA USD 93097.86 0.014881379199 Long DBT CORP US N 2 2032-08-15 Fixed 3.85 N N N N N N BROOKFIELD CORP C6J3FGIWG6MBDGTE8F80 112585AH7 250000.00 PA USD 243686.92 0.0389525329837 Long DBT CORP CA N 2 2025-01-15 Fixed 4.00 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 300000.00 PA USD 250151.70 0.0399859062816 Long DBT USGSE MX N 2 2031-05-24 Fixed 2.659 N N N N N N MOLSON COORS BEVERAGE CO 54930073LBBH6ZCBE225 60871RAH3 150000.00 PA USD 123315.49 0.0197115655269 Long DBT CORP US N 2 2046-07-15 Fixed 4.20 N N N N N N SYNOVUS BANK GA DX0JX77PRMOELF7VG772 87164DVJ6 250000.00 PA USD 233383.39 0.0373055484341 Long DBT CORP US N 2 2028-02-15 Fixed 5.625 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFA7 265000.00 PA USD 252260.86 0.0403230484002 Long DBT CORP US N 2 2045-12-09 Fixed 4.875 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBK4 200000.00 PA USD 182541.40 0.0291786276604 Long DBT CORP US N 2 2026-04-01 Fixed 1.75 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822BB9 200000.00 PA USD 178769.06 0.0285756318235 Long DBT CORP JP N 2 2038-07-26 Fixed 4.286 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGE5 1045000.00 PA USD 1025365.43 0.1639012087004 Long DBT UST US N 2 2026-01-15 Fixed 3.875 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAC4 300000.00 PA USD 287481.70 0.0459529809867 Long DBT CORP US N 2 2028-09-21 Fixed 3.937 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 45950KCT5 200000.00 PA USD 183236.47 0.0292897322577 Long DBT CORP XX N 2 2025-07-16 Fixed 0.375 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818EY0 105000.00 PA USD 101703.36 0.0162569393751 Long DBT CORP US N 2 2028-09-10 Fixed 3.95 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHD6 1040000.00 PA USD 1026979.69 0.1641592427216 Long DBT UST US N 2 2025-05-31 Fixed 4.25 N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F062689 450000.00 OU Other Units USD 458876.96 0.0733499357285 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 6.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAT8 250000.00 PA USD 226225.59 0.0361613982246 Long DBT UST US N 2 2025-10-31 Fixed 0.25 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 250000.00 PA USD 198178.55 0.0316781733937 Long DBT CORP US N 2 2031-10-24 Variable 1.922 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F022485 -350000.00 OU Other Units USD -317597.65 -0.0507669141092 Short ABS-MBS USGA US N 2 2038-08-01 Fixed 2.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 460000.00 PA USD 402508.98 0.0643397040748 Long DBT UST US N 2 2042-05-15 Fixed 3.25 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DK1 90000.00 PA USD 80192.04 0.0128184273621 Long DBT CORP US N 2 2047-11-15 Fixed 4.35 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CC4 100000.00 PA USD 97720.03 0.0156202174977 Long DBT CORP US N 2 2028-11-01 Fixed 4.85 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CK4 100000.00 PA USD 103510.28 0.0165457694481 Long DBT CORP US N 2 2063-02-10 Fixed 5.90 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F020489 2050000.00 OU Other Units USD 1811767.57 0.2896049407548 Long ABS-MBS USGA US N 2 2038-08-01 Fixed 2.00 N N N N N N CONCENTRIX CORP 5493000EAJN1KMPVA737 20602DAC5 100000.00 PA USD 96736.84 0.0154630578893 Long DBT CORP US N 2 2033-08-02 Fixed 6.85 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H020683 3325000.00 OU Other Units USD 2780531.25 0.4444585504548 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31407H6G6 1426.47 OU Other Units USD 1438.18 0.0002298882266 Long ABS-MBS USGA US N 2 2036-07-01 Fixed 6.00 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBH7 200000.00 PA USD 196815.47 0.031460289649 Long DBT CORP US N 2 2028-05-17 Fixed 4.05 N N N N N STANFORD UNIVERSITY JIUV0DC2REIJXQ26CR37 85440KAA2 105000.00 PA USD 88226.99 0.0141027870434 Long DBT CORP US N 2 2048-05-01 Fixed 3.647 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAD1 100000.00 PA USD 94239.99 0.0150639448307 Long DBT CORP US N 2 2027-04-05 Fixed 3.65 N N N N N N AUTODESK INC FRKKVKAIQEF3FCSTPG55 052769AD8 250000.00 PA USD 244646.06 0.0391058482806 Long DBT CORP US N 2 2025-06-15 Fixed 4.375 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137EAEX3 500000.00 PA USD 455006.99 0.0727313340651 Long DBT UST US N 2 2025-09-23 Fixed 0.375 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214CX9 200000.00 PA USD 188450.54 0.0301231837767 Long DBT CORP AU N 2 2026-05-13 Fixed 2.85 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 037389BE2 100000.00 PA USD 86701.29 0.0138589090397 Long DBT CORP US N 2 2030-05-15 Fixed 2.80 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGV7 1045000.00 PA USD 1022752.93 0.163483609379 Long DBT UST US N 2 2026-04-15 Fixed 3.75 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167CW1 500000.00 PA USD 477131.44 0.0762678528424 Long DBT CORP XX N 2 2025-01-22 Fixed 2.00 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAE7 65000.00 PA USD 44475.95 0.007109330732 Long DBT CORP US N 2 2040-08-15 Fixed 1.90 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H042687 525000.00 OU Other Units USD 505045.89 0.0807298836086 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 4.50 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664CV1 250000.00 PA USD 172091.02 0.0275081696332 Long DBT CORP US N 2 2050-10-15 Fixed 2.85 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017CY3 210000.00 PA USD 201782.03 0.0322541775287 Long DBT CORP US N 2 2028-11-16 Fixed 4.125 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017CX5 105000.00 PA USD 95066.08 0.0151959925335 Long DBT CORP US N 2 2048-11-16 Fixed 4.625 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAH8 200000.00 PA USD 160200.91 0.0256075756171 Long DBT CORP US N 2 2031-02-15 Fixed 2.30 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312BN5 80000.00 PA USD 66986.22 0.0107075215362 Long DBT CORP US N 2 2047-11-15 Fixed 3.75 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CT4 200000.00 PA USD 192726.50 0.0308066815736 Long DBT CORP DE N 2 2034-02-10 Variable 7.079 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBT1 200000.00 PA USD 188783.36 0.0301763839322 Long DBT CORP US N 2 2032-08-15 Fixed 4.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 3750000.00 PA USD 3021826.16 0.4830287287007 Long DBT UST US N 2 2030-11-15 Fixed 0.875 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWBP7 334204.98 OU Other Units USD 271710.11 0.0434319454724 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.00 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAU7 300000.00 PA USD 282563.57 0.0451668344794 Long DBT CORP GB N 2 2033-08-11 Fixed 4.976 N N N N N N INDIANA MICHIGAN POWER JHR9V15J0ZRG02MIRD06 454889AM8 300000.00 PA USD 312492.67 0.049950900259 Long DBT CORP US N 2 2037-03-15 Fixed 6.05 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U3F8 100000.00 PA USD 100432.54 0.0160538030805 Long DBT CORP US N 2 2034-07-25 Variable 5.557 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RLQ0 95704.32 OU Other Units USD 92099.30 0.014721762748 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 4.00 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAP9 75000.00 PA USD 53230.85 0.0085087719947 Long DBT CORP US N 2 2040-09-15 Fixed 2.65 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AM8 300000.00 PA USD 273893.00 0.043780873083 Long DBT CORP US N 2 2025-09-15 Fixed 1.00 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBN4 250000.00 PA USD 233169.17 0.037271306089 Long DBT CORP US N 2 2027-11-15 Fixed 3.25 N N N N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 461070AP9 150000.00 PA USD 143395.47 0.0229212826642 Long DBT CORP US N 2 2028-09-26 Fixed 4.10 N N N N N N PROGRESSIVE CORP/THE 529900TACNVLY9DCR586 743315AJ2 100000.00 PA USD 108787.35 0.0173892913049 Long DBT CORP US N 2 2029-03-01 Fixed 6.625 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GH1 300000.00 PA USD 288354.64 0.0460925175041 Long DBT CORP US N 2 2027-05-15 Fixed 3.75 N N N N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 461070AN4 150000.00 PA USD 111702.65 0.0178552921859 Long DBT CORP US N 2 2046-09-15 Fixed 3.70 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFS8 200000.00 PA USD 180886.99 0.0289141757969 Long DBT CORP US N 2 2025-11-20 Fixed 0.85 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DVLS2 327363.44 OU Other Units USD 266353.91 0.0425757749518 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.00 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAK2 65000.00 PA USD 81621.31 0.0130468913553 Long DBT CORP US N 2 2046-07-15 Fixed 8.35 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAM1 200000.00 PA USD 167094.02 0.0267094160221 Long DBT CORP US N 2 2043-01-15 Fixed 4.95 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FG8 243000.00 PA USD 193183.82 0.0308797826345 Long DBT CORP US N 2 2060-03-20 Fixed 3.839 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEF4 1500000.00 PA USD 1406777.34 0.2248686172288 Long DBT UST US N 2 2027-03-31 Fixed 2.50 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123BN0 237000.00 PA USD 261397.14 0.0417834519707 Long DBT CORP US N 2 2036-08-15 Fixed 6.05 N N N N N N JPN BANK FOR INT'L COOP 549300TJ3QFYVCTSCJ29 471048AX6 500000.00 PA USD 457702.31 0.0731621718844 Long DBT USGSE JP N 2 2026-07-21 Fixed 1.875 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBT5 100000.00 PA USD 98771.43 0.0157882802447 Long DBT CORP US N 2 2030-02-15 Fixed 4.625 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAM9 150000.00 PA USD 139622.73 0.0223182228886 Long DBT CORP US N 2 2028-03-01 Fixed 4.00 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F032682 -150000.00 OU Other Units USD -135922.85 -0.0217268095385 Short ABS-MBS USGA US N 2 2053-08-01 Fixed 3.50 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DS3 300000.00 PA USD 295167.20 0.047181482263 Long DBT CORP US N 2 2033-03-27 Fixed 5.125 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058JE4 300000.00 PA USD 274356.93 0.0438550307302 Long DBT CORP XX N 2 2025-07-28 Fixed 0.375 N N N N N N ARCHER-DANIELS-MIDLAND CO 549300LO13MQ9HYSTR83 039483BL5 350000.00 PA USD 329424.68 0.0526574249999 Long DBT CORP US N 2 2026-08-11 Fixed 2.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RY6 1375000.00 PA USD 1076877.44 0.1721352299133 Long DBT UST US N 2 2047-08-15 Fixed 2.75 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBU9 75000.00 PA USD 59242.66 0.0094697395645 Long DBT CORP US N 2 2031-11-19 Variable 1.764 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BP6 160000.00 PA USD 135262.05 0.0216211828853 Long DBT CORP US N 2 2047-10-15 Fixed 4.03 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAJ1 55000.00 PA USD 46025.08 0.0073569539422 Long DBT CORP US N 2 2047-09-15 Fixed 3.65 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ELYV9 2539.23 OU Other Units USD 2495.89 0.0003989596058 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.50 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCT1 300000.00 PA USD 283071.87 0.0452480845215 Long DBT CORP US N 2 2025-12-10 Variable 1.561 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BR2 150000.00 PA USD 143208.90 0.0228914600784 Long DBT CORP US N 2 2028-09-15 Fixed 4.10 N N N N N N LANDWIRTSCH. RENTENBANK 529900Z3J0N6S0F7CT25 515110BP8 250000.00 PA USD 237783.61 0.0380089087732 Long DBT CORP DE N 2 2025-06-10 Fixed 2.375 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H052686 1000000.00 OU Other Units USD 993828.14 0.1588600791685 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDK4 2105000.00 PA USD 1900420.31 0.3037757825011 Long DBT UST US N 2 2026-11-30 Fixed 1.25 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 160000.00 PA USD 148702.32 0.0237695647536 Long DBT CORP US N 2 2027-08-15 Fixed 3.557 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBK0 450000.00 PA USD 424542.73 0.0678617247628 Long DBT CORP US N 2 2026-07-28 Fixed 3.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 2615000.00 PA USD 1576048.24 0.2519260001833 Long DBT UST US N 2 2050-11-15 Fixed 1.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 1445000.00 PA USD 1131474.51 0.1808623875711 Long DBT UST US N 2 2047-11-15 Fixed 2.75 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBH5 500000.00 PA USD 472370.38 0.0755068134453 Long DBT CORP US N 2 2025-05-06 Fixed 2.35 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F040487 125000.00 OU Other Units USD 120556.64 0.0192705726512 Long ABS-MBS USGA US N 2 2038-08-01 Fixed 4.00 N N N N N N BAKER HUGHES LLC/CO-OBL N/A 05724BAA7 200000.00 PA USD 193846.90 0.030985773738 Long DBT CORP US N 2 2030-05-01 Fixed 4.486 N N N N N N ADVANCE AUTO PARTS INC 529900UCNQ5H9FSL0Y70 00751YAF3 300000.00 PA USD 252073.95 0.0402931714665 Long DBT CORP US N 2 2027-10-01 Fixed 1.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHJ3 2000000.00 PA USD 1960937.50 0.3134492513913 Long DBT UST US N 2 2030-06-30 Fixed 3.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128282U3 750000.00 PA USD 722753.91 0.1155297769712 Long DBT UST US N 2 2024-08-31 Fixed 1.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGN5 1265000.00 PA USD 1255636.04 0.2007091897411 Long DBT UST US N 2 2025-02-28 Fixed 4.625 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VER1 250000.00 PA USD 240227.07 0.0383994876202 Long DBT CORP US N 2 2028-09-21 Fixed 4.329 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 1405000.00 PA USD 1008938.19 0.161275369743 Long DBT UST US N 2 2041-11-15 Fixed 2.00 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BT2 200000.00 PA USD 130465.99 0.0208545488561 Long DBT CORP US N 2 2050-06-03 Fixed 2.50 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EW6 200000.00 PA USD 203880.50 0.0325896108867 Long DBT CORP US N 2 2053-05-10 Fixed 4.85 N N N N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021AT3 100000.00 PA USD 80938.85 0.012937802424 Long DBT CORP US N 2 2050-09-01 Fixed 1.50 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MDD9 200000.00 PA USD 205197.58 0.0328001416864 Long DBT CORP JP N 2 2033-07-13 Fixed 5.776 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YCP2 300000.00 PA USD 300512.11 0.0480358481152 Long DBT CORP JP N 2 2029-05-27 Variable 5.667 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EB5 90000.00 PA USD 82380.73 0.0131682820832 Long DBT CORP US N 2 2038-06-28 Fixed 3.95 N N N N N N FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137BKRJ1 45000.00 OU Other Units USD 43500.09 0.0069533427995 Long ABS-MBS USGA US N 2 2025-05-01 Variable 3.329 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F012684 -425000.00 OU Other Units USD -326602.54 -0.052206315431 Short ABS-MBS USGA US N 2 2053-08-01 Fixed 1.50 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFM6 250000.00 PA USD 243745.34 0.0389618712239 Long DBT CORP US N 2 2025-01-22 Fixed 4.00 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAM7 100000.00 PA USD 94785.36 0.0151511203874 Long DBT CORP US N 2 2027-05-18 Fixed 3.00 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DN5 200000.00 PA USD 182634.68 0.0291935381541 Long DBT CORP US N 2 2025-11-13 Fixed 0.75 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AM8 126000.00 PA USD 134632.61 0.0215205690223 Long DBT CORP US N 2 2039-10-01 Fixed 6.25 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBZ3 60000.00 PA USD 49298.16 0.0078801447506 Long DBT CORP US N 2 2047-08-15 Fixed 4.00 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CE7 400000.00 PA USD 382363.93 0.0611195857173 Long DBT CORP GB N 2 2025-11-07 Variable 2.633 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SE9 1450000.00 PA USD 1274753.90 0.2037651152385 Long DBT UST US N 2 2048-11-15 Fixed 3.375 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 250000.00 PA USD 210063.26 0.033577904238 Long DBT CORP US N 2 2036-07-15 Fixed 3.85 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BG8 250000.00 PA USD 238199.58 0.038075400176 Long DBT CORP US N 2 2027-08-15 Fixed 3.95 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 4581X0CM8 1000000.00 PA USD 956598.42 0.1529090338835 Long DBT CORP XX N 2 2025-01-15 Fixed 2.125 N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LJ8 200000.00 PA USD 173380.89 0.0277143510061 Long DBT CORP US N 2 2048-04-24 Variable 4.281 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEU1 1670000.00 PA USD 1608027.34 0.2570377515549 Long DBT UST US N 2 2025-06-15 Fixed 2.875 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F022683 3600000.00 OU Other Units USD 3034054.66 0.484983413218 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 2.50 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 65000.00 PA USD 60598.85 0.0096865219659 Long DBT CORP US N 2 2043-03-15 Fixed 5.45 N N N N N N JOHNSON CONTROLS INTERNATIONAL PLC 549300XQ6S1GYKGBL205 478375AS7 10000.00 PA USD 9444.77 0.0015097146574 Long DBT CORP IE N 2 2045-09-14 Fixed 5.125 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 748148QR7 300000.00 PA USD 348238.96 0.0556648242574 Long DBT USGSE CA N 2 2029-09-15 Fixed 7.50 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JP3 310000.00 PA USD 289298.45 0.0462433823521 Long DBT CORP US N 2 2026-01-01 Fixed 3.15 N N N N N N BRITISH COLUMBIA PROV OF 54930058TO7MEKUHWL16 110709DL3 525000.00 PA USD 543244.70 0.0868358346644 Long DBT USGSE CA N 2 2026-01-15 Fixed 6.50 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DN7 85000.00 PA USD 67954.25 0.0108622578696 Long DBT CORP US N 2 2030-08-21 Fixed 1.75 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEJ7 45000.00 PA USD 42920.68 0.0068607260635 Long DBT CORP US N 2 2032-05-15 Fixed 4.20 N N N N N N CAPITAL ONE MULTI-ASSET EXECUT R42WS16M9R97TJJKGU15 14041NFX4 300000.00 OU Other Units USD 254139.24 0.0406233011134 Long ABS-MBS CORP US N 2 2030-07-15 Fixed 1.39 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAJ6 150000.00 PA USD 149383.91 0.0238785146183 Long DBT CORP DE N 2 2026-07-14 Variable 6.119 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBF5 110000.00 PA USD 106882.46 0.0170848010575 Long DBT CORP US N 2 2028-11-14 Fixed 4.25 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECF0 200000.00 PA USD 198970.50 0.0318047639325 Long DBT CORP GB N 2 2027-05-09 Variable 5.829 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBC5 250000.00 PA USD 240511.69 0.0384449831681 Long DBT CORP US N 2 2026-02-28 Fixed 2.95 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RT7 875000.00 PA USD 622839.36 0.0995587728466 Long DBT UST US N 2 2046-08-15 Fixed 2.25 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 245000.00 PA USD 196236.65 0.0313677672225 Long DBT CORP US N 2 2050-07-01 Fixed 4.95 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WBX5 300771.96 OU Other Units USD 252396.92 0.0403447971327 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.00 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 180000.00 PA USD 142385.69 0.022759872734 Long DBT CORP US N 2 2037-08-15 Fixed 4.39 N N N N N N FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FXYV4 400000.00 OU Other Units USD 335618.80 0.0536475342089 Long ABS-MBS USGA US N 2 2031-01-01 Fixed 2.074 N N N N N N WORLD OMNI AUTO RECEIVABLES TR N/A 98164QAD0 150000.00 OU Other Units USD 147953.19 0.0236498188475 Long ABS-MBS CORP US N 2 2028-05-15 Fixed 4.66 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202FKP0 10105.54 OU Other Units USD 10243.79 0.0016374353118 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 5.00 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAN5 200000.00 PA USD 193427.01 0.0309186557365 Long DBT CORP GB N 2 2026-01-12 Fixed 4.375 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RGB9 23148.20 OU Other Units USD 22877.80 0.0036569392361 Long ABS-MBS USGA US N 2 2045-06-01 Fixed 4.50 N N N N N N PRINCIPAL FINANCIAL GROUP INC CUMYEZJOAF02RYZ1JJ85 74251VAS1 300000.00 PA USD 246493.42 0.0394011425513 Long DBT CORP US N 2 2030-06-15 Fixed 2.125 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EU0 100000.00 PA USD 98759.71 0.0157864068421 Long DBT CORP US N 2 2030-05-10 Fixed 4.15 N N N N N N LEGG MASON INC OWUNCC6U1ZJXMZKFBJ36 524901AR6 100000.00 PA USD 97631.95 0.0156061382065 Long DBT CORP US N 2 2044-01-15 Fixed 5.625 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 02364WAJ4 100000.00 PA USD 108332.07 0.0173165163311 Long DBT CORP MX N 2 2035-03-01 Fixed 6.375 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BH6 200000.00 PA USD 155664.30 0.0248824137961 Long DBT USGSE PA N 2 2050-04-16 Fixed 4.50 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 898813AR1 150000.00 PA USD 115780.24 0.0185070812067 Long DBT CORP US N 2 2050-06-15 Fixed 4.00 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACZ6 100000.00 PA USD 98822.11 0.0157963812719 Long DBT CORP US N 2 2028-03-15 Fixed 4.95 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F020687 11000000.00 OU Other Units USD 8908710.91 1.4240274183144 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 2.00 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AE2 200000.00 PA USD 198754.67 0.0317702642343 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H050680 1325000.00 OU Other Units USD 1298396.49 0.207544303579 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJWU0 285675.33 OU Other Units USD 256860.89 0.0410583476945 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 3.00 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08162VAE8 300000.00 OU Other Units USD 273696.15 0.0437494072739 Long ABS-MBS CORP US N 2 2062-03-01 Fixed 3.717 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90353DAZ8 500000.00 OU Other Units USD 462715.85 0.0739635693587 Long ABS-MBS CORP US N 2 2051-08-01 Fixed 4.2962 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KLAZ0 357516.54 OU Other Units USD 275679.16 0.04406638474 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 1.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140L22Y8 421115.98 OU Other Units USD 342557.29 0.054756628454 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140Q7HL4 34438.43 OU Other Units USD 31621.07 0.0050545214825 Long ABS-MBS USGA US N 2 2047-08-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWDT7 191133.04 OU Other Units USD 173284.82 0.0276989945403 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWDJ9 377184.62 OU Other Units USD 318132.76 0.0508524496395 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128K7Y93 5263.13 OU Other Units USD 5161.57 0.0008250595709 Long ABS-MBS USGA US N 2 2035-09-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31296MKJ7 4267.28 OU Other Units USD 4207.75 0.0006725946581 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5AU9 107915.84 OU Other Units USD 96921.40 0.0154925591834 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3129296Q0 9951.24 OU Other Units USD 10188.44 0.0016285878009 Long ABS-MBS USGA US N 2 2038-12-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138A2BE8 75934.74 OU Other Units USD 69492.74 0.0111081803117 Long ABS-MBS USGA US N 2 2040-12-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138X0ZQ4 316752.64 OU Other Units USD 294152.99 0.0470193642122 Long ABS-MBS USGA US N 2 2043-07-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WFKJ4 40862.93 OU Other Units USD 37811.63 0.0060440616375 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31296JP59 1996.08 OU Other Units USD 1982.49 0.0003168943458 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132AEEY8 20886.38 OU Other Units USD 19176.10 0.0030652349652 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31296UNQ0 7360.99 OU Other Units USD 7466.80 0.0011935428183 Long ABS-MBS USGA US N 2 2034-03-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QLNM4 382263.24 OU Other Units USD 309950.46 0.0495445365573 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DCF7 3091.17 OU Other Units USD 3074.00 0.0004913685412 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QFNN5 383680.66 OU Other Units USD 311065.33 0.0497227447699 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31297BGM8 8.44 OU Other Units USD 8.61 0.0000013762794 Long ABS-MBS USGA US N 2 2034-06-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202FUH7 7487.94 OU Other Units USD 7704.33 0.0012315111883 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 5.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31297CHM5 852.13 OU Other Units USD 837.44 0.0001338619619 Long ABS-MBS USGA US N 2 2034-07-01 Fixed 5.00 N N N N N N FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136BKX80 200000.00 OU Other Units USD 159827.62 0.0255479064685 Long ABS-MBS USGA US N 2 2031-10-01 Variable 1.6691 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31287X5B8 14380.86 OU Other Units USD 14496.12 0.0023171559328 Long ABS-MBS USGA US N 2 2032-09-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128LXRK8 753.81 OU Other Units USD 740.76 0.0001184079897 Long ABS-MBS USGA US N 2 2036-03-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KLZX8 370576.81 OU Other Units USD 301104.40 0.0481305236758 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179T4P7 20684.51 OU Other Units USD 19741.02 0.0031555355235 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292HL28 1217.50 OU Other Units USD 1250.49 0.0001998866125 Long ABS-MBS USGA US N 2 2031-09-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31297NLS3 9619.89 OU Other Units USD 9817.49 0.0015692926934 Long ABS-MBS USGA US N 2 2035-01-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418AZS0 32851.60 OU Other Units USD 30933.63 0.004944636515 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36209VM35 333.27 OU Other Units USD 334.36 0.0000534463192 Long ABS-MBS USGA US N 2 2028-12-01 Fixed 7.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HPW45 20469.24 OU Other Units USD 19450.62 0.0031091160621 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EMY39 73465.74 OU Other Units USD 73765.74 0.0117912049625 Long ABS-MBS USGA US N 2 2044-01-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CCH5 115087.10 OU Other Units USD 102492.99 0.0163831590697 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DV5Q4 125163.42 OU Other Units USD 106190.17 0.0169741408339 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QKSF6 394890.63 OU Other Units USD 333217.50 0.0532636944958 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XATJ1 329084.15 OU Other Units USD 270082.77 0.0431718206573 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133AUE53 363029.10 OU Other Units USD 306990.66 0.0490714225012 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y9AR9 69042.24 OU Other Units USD 65665.84 0.0104964632426 Long ABS-MBS USGA US N 2 2029-11-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QDJN5 37735.23 OU Other Units USD 33282.04 0.0053200219399 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179M5M8 239686.50 OU Other Units USD 225237.47 0.0360034505723 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5GW9 75417.83 OU Other Units USD 69378.34 0.0110898938572 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31384VTE2 1226.00 OU Other Units USD 1256.76 0.0002008888509 Long ABS-MBS USGA US N 2 2030-04-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402CYK2 11135.94 OU Other Units USD 11186.80 0.0017881722826 Long ABS-MBS USGA US N 2 2034-04-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QL58 112436.08 OU Other Units USD 105144.42 0.0168069812204 Long ABS-MBS USGA US N 2 2044-08-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140MAXK5 364211.85 OU Other Units USD 322244.73 0.0515097341874 Long ABS-MBS USGA US N 2 2037-04-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UUL4 5110.51 OU Other Units USD 4961.94 0.0007931493882 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132D6AL4 346280.91 OU Other Units USD 306492.11 0.0489917309638 Long ABS-MBS USGA US N 2 2036-07-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128L8YM1 25211.72 OU Other Units USD 25357.65 0.004053334902 Long ABS-MBS USGA US N 2 2038-04-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31296XAN5 23719.78 OU Other Units USD 24264.61 0.0038786161414 Long ABS-MBS USGA US N 2 2034-04-01 Fixed 5.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128P7PH0 15480.21 OU Other Units USD 15156.37 0.0024226946704 Long ABS-MBS USGA US N 2 2030-08-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133AJPG2 331568.70 OU Other Units USD 269674.01 0.0431064817487 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410FFT7 10506.53 OU Other Units USD 10717.44 0.0017131466682 Long ABS-MBS USGA US N 2 2036-08-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QGBA4 338088.95 OU Other Units USD 287108.15 0.045893270278 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MAX8 59309.47 OU Other Units USD 55581.52 0.0088845186729 Long ABS-MBS USGA US N 2 2042-04-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31385JET1 582.66 OU Other Units USD 581.25 0.0000929108537 Long ABS-MBS USGA US N 2 2026-09-01 Fixed 7.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NX78 3311.68 OU Other Units USD 3272.98 0.0005231748236 Long ABS-MBS USGA US N 2 2044-01-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WFS49 51357.89 OU Other Units USD 47522.77 0.0075963546418 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WFX84 54019.97 OU Other Units USD 49985.92 0.007990080869 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XAJZ6 334315.54 OU Other Units USD 257806.53 0.0412095050618 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 1.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJCJ7 19070.66 OU Other Units USD 19180.84 0.0030659926382 Long ABS-MBS USGA US N 2 2035-08-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DBG6 23472.21 OU Other Units USD 22274.15 0.0035604478178 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31287LXB3 1878.69 OU Other Units USD 1870.73 0.0002990298864 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 5.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312933AP9 89990.05 OU Other Units USD 86226.67 0.0137830426321 Long ABS-MBS USGA US N 2 2039-05-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W9AS9 23579.45 OU Other Units USD 21176.99 0.0033850704891 Long ABS-MBS USGA US N 2 2043-07-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138LYST5 438791.46 OU Other Units USD 407322.81 0.0651091785786 Long ABS-MBS USGA US N 2 2042-06-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128LBC30 7498.51 OU Other Units USD 7541.84 0.0012055377094 Long ABS-MBS USGA US N 2 2038-05-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KYV71 176319.02 OU Other Units USD 148341.26 0.0237118505293 Long ABS-MBS USGA US N 2 2041-12-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QKQL5 361128.50 OU Other Units USD 306063.37 0.0489231983195 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JJGJ2 6425.44 OU Other Units USD 6255.57 0.0009999317844 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140H5TL5 74947.64 OU Other Units USD 68815.02 0.0109998490535 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 3.50 N N N N N N BANK N/A 06540BBD0 400000.00 OU Other Units USD 342796.00 0.0547947854431 Long ABS-MBS CORP US N 2 2052-10-03 Fixed 2.851 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DXR8 155621.62 OU Other Units USD 130990.54 0.0209383964059 Long ABS-MBS USGA US N 2 2041-03-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X5EJ8 67582.52 OU Other Units USD 64134.10 0.0102516197653 Long ABS-MBS USGA US N 2 2048-04-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31297APS7 7549.35 OU Other Units USD 7592.87 0.0012136946829 Long ABS-MBS USGA US N 2 2034-06-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SQV2 183451.47 OU Other Units USD 165863.97 0.0265127966746 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31296N4D6 13622.05 OU Other Units USD 13567.05 0.0021686472241 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 5.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312936Y43 4071.27 OU Other Units USD 4094.84 0.0006545463751 Long ABS-MBS USGA US N 2 2039-11-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179ME63 52004.08 OU Other Units USD 52715.36 0.0084263726553 Long ABS-MBS USGA US N 2 2042-06-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5AM7 314597.58 OU Other Units USD 282545.39 0.0451639284676 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410FYT6 15392.63 OU Other Units USD 15944.67 0.002548701769 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TJW6 104543.00 OU Other Units USD 94282.67 0.0150707670849 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X5FA6 65446.95 OU Other Units USD 62106.77 0.0099275578965 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 4.00 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAH3 290000.00 PA USD 281422.21 0.0449843919295 Long DBT CORP US N 2 2036-02-01 Fixed 4.70 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CXN9 102283.51 OU Other Units USD 97063.72 0.0155153085558 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DQ54 183936.84 OU Other Units USD 167468.67 0.0267693025621 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TZ40 20498.33 OU Other Units USD 19058.11 0.0030463746613 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31296UQJ3 10022.71 OU Other Units USD 10062.90 0.0016085206549 Long ABS-MBS USGA US N 2 2034-03-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QGYP6 384776.86 OU Other Units USD 312825.88 0.0500041627547 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292HJ54 414.46 OU Other Units USD 424.18 0.0000678037435 Long ABS-MBS USGA US N 2 2031-06-01 Fixed 6.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5CJ2 78923.43 OU Other Units USD 75238.04 0.0120265471562 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WJR0 325000.94 OU Other Units USD 280868.77 0.0448959264105 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MK66 150588.12 OU Other Units USD 136919.43 0.0218861094932 Long ABS-MBS USGA US N 2 2042-08-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128KCVK0 8381.36 OU Other Units USD 8667.32 0.0013854418947 Long ABS-MBS USGA US N 2 2036-07-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RBX6 6405.27 OU Other Units USD 5987.35 0.0009570577212 Long ABS-MBS USGA US N 2 2045-04-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312927ZT6 14180.86 OU Other Units USD 14462.01 0.0023117035642 Long ABS-MBS USGA US N 2 2038-09-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36210BV36 1662.89 OU Other Units USD 1693.94 0.0002707706007 Long ABS-MBS USGA US N 2 2029-08-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YHU24 182481.37 OU Other Units USD 163890.33 0.0261973169714 Long ABS-MBS USGA US N 2 2045-05-01 Fixed 3.00 N N N N N N FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FQJZ7 400000.00 OU Other Units USD 333914.44 0.0533750980063 Long ABS-MBS USGA US N 2 2034-10-01 Fixed 2.859 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QWF4 71420.18 OU Other Units USD 68953.86 0.0110220421597 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JWNT3 98310.49 OU Other Units USD 86753.00 0.013867174709 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140E0VP7 67108.68 OU Other Units USD 62097.81 0.0099261256707 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JAPG7 135802.38 OU Other Units USD 120912.92 0.0193275228086 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417YWJ2 52845.76 OU Other Units USD 51647.65 0.0082557028098 Long ABS-MBS USGA US N 2 2026-02-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5J63 38289.04 OU Other Units USD 36334.25 0.005807907423 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128KTAF7 3156.45 OU Other Units USD 3223.88 0.0005153263541 Long ABS-MBS USGA US N 2 2037-06-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31407NQC0 4373.67 OU Other Units USD 4282.68 0.0006845719661 Long ABS-MBS USGA US N 2 2035-08-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3131XPUE6 143730.22 OU Other Units USD 137285.75 0.0219446645108 Long ABS-MBS USGA US N 2 2044-02-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128KGGJ1 16030.91 OU Other Units USD 16470.47 0.0026327491271 Long ABS-MBS USGA US N 2 2036-11-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y9C30 58029.41 OU Other Units USD 55279.02 0.0088361650672 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DV4P7 120779.63 OU Other Units USD 106701.73 0.0170559119761 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416RR47 184048.13 OU Other Units USD 176147.09 0.0281565187545 Long ABS-MBS USGA US N 2 2039-07-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312942XB6 144800.60 OU Other Units USD 138744.70 0.0221778727519 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140KP3U5 365233.10 OU Other Units USD 309603.14 0.0494890186257 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128KAW49 2831.49 OU Other Units USD 2893.32 0.000462487452 Long ABS-MBS USGA US N 2 2036-06-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NBB3 125744.79 OU Other Units USD 117996.95 0.0188614148303 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UQ62 19294.20 OU Other Units USD 18819.37 0.0030082128768 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QRY9 98736.39 OU Other Units USD 92284.89 0.0147514286841 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RQZ5 153349.38 OU Other Units USD 139609.23 0.0223160649591 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DMJ8 7590.25 OU Other Units USD 6692.81 0.001069823125 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292HJU9 241.67 OU Other Units USD 246.45 0.000039394202 Long ABS-MBS USGA US N 2 2031-05-01 Fixed 7.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WDTY7 45351.01 OU Other Units USD 43172.23 0.0069009354833 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128KDHU2 8474.76 OU Other Units USD 8436.40 0.0013485301109 Long ABS-MBS USGA US N 2 2036-08-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WCCA9 18909.41 OU Other Units USD 18026.58 0.0028814880668 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31288EWB9 5332.45 OU Other Units USD 5373.01 0.0008588575424 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RBZ1 132786.61 OU Other Units USD 131236.18 0.0209776611322 Long ABS-MBS USGA US N 2 2045-04-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WDQ8 338609.35 OU Other Units USD 284145.41 0.0454196862729 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MMUV3 86997.37 OU Other Units USD 80522.96 0.012871323809 Long ABS-MBS USGA US N 2 2031-04-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179W2T4 374360.27 OU Other Units USD 313391.77 0.0500946183642 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SQW0 105111.84 OU Other Units USD 98199.76 0.0156969007216 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NLC0 117900.89 OU Other Units USD 107555.26 0.0171923458703 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5A21 133264.64 OU Other Units USD 119687.31 0.0191316131801 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3129396Y2 183709.60 OU Other Units USD 180976.91 0.0289285492059 Long ABS-MBS USGA US N 2 2040-03-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MX47 216954.58 OU Other Units USD 203493.93 0.0325278189749 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5HL2 141454.38 OU Other Units USD 128845.60 0.020595534975 Long ABS-MBS USGA US N 2 2047-09-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202FVG8 50965.27 OU Other Units USD 50464.29 0.0080665467015 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138X0Z35 304137.87 OU Other Units USD 288800.28 0.0461637515563 Long ABS-MBS USGA US N 2 2028-07-01 Fixed 2.50 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAT7 200000.00 PA USD 151790.75 0.0242632398817 Long DBT CORP US N 2 2032-08-01 Fixed 2.10 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36213CYY0 16982.00 OU Other Units USD 17072.84 0.0027290359418 Long ABS-MBS USGA US N 2 2035-11-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QLRQ1 388633.24 OU Other Units USD 328525.81 0.0525137436594 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36224YQN2 32.70 OU Other Units USD 32.65 0.0000052189924 Long ABS-MBS USGA US N 2 2024-08-01 Fixed 8.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128K3XA0 23847.58 OU Other Units USD 23766.46 0.0037989885425 Long ABS-MBS USGA US N 2 2036-02-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MQN3 79511.97 OU Other Units USD 72329.81 0.0115616763908 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWDR1 792065.79 OU Other Units USD 668059.26 0.1067870214792 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5GA7 130715.10 OU Other Units USD 116359.18 0.0185996228148 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DY71 122058.67 OU Other Units USD 103579.86 0.0165568915767 Long ABS-MBS USGA US N 2 2041-05-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DDN9 4348.59 OU Other Units USD 4318.61 0.0006903152556 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NLD8 186786.19 OU Other Units USD 175349.15 0.0280289707344 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128KXUP4 6920.35 OU Other Units USD 7145.90 0.0011422480346 Long ABS-MBS USGA US N 2 2037-10-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WCSE4 100248.84 OU Other Units USD 95463.94 0.0152595891138 Long ABS-MBS USGA US N 2 2044-09-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QWE7 164952.77 OU Other Units USD 154098.17 0.0246320731931 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128KERU9 12164.29 OU Other Units USD 12373.31 0.0019778319078 Long ABS-MBS USGA US N 2 2036-09-01 Fixed 6.00 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBA1 200000.00 PA USD 172199.82 0.0275255609465 Long DBT CORP US N 2 2030-02-01 Fixed 2.45 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RNY1 33253.58 OU Other Units USD 32865.19 0.0052533898721 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJW97 45605.68 OU Other Units USD 42247.38 0.0067531013274 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312944ZD6 111587.90 OU Other Units USD 106919.64 0.0170907441552 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EPJD7 96624.86 OU Other Units USD 92115.08 0.0147242851278 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138X3EH1 95037.37 OU Other Units USD 85326.64 0.0136391758695 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DMD1 47840.74 OU Other Units USD 43562.23 0.0069632756691 Long ABS-MBS USGA US N 2 2035-03-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M9D25 223954.06 OU Other Units USD 225248.10 0.036005149742 Long ABS-MBS USGA US N 2 2039-09-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36213DGJ1 180.39 OU Other Units USD 181.73 0.0000290489281 Long ABS-MBS USGA US N 2 2031-11-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJV23 125042.97 OU Other Units USD 115887.59 0.0185242407425 Long ABS-MBS USGA US N 2 2045-03-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NQ35 130243.93 OU Other Units USD 118837.74 0.0189958122785 Long ABS-MBS USGA US N 2 2043-10-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31405SUH5 7016.67 OU Other Units USD 7181.52 0.0011479417716 Long ABS-MBS USGA US N 2 2035-02-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31296S3Y0 6390.08 OU Other Units USD 6364.26 0.0010173055146 Long ABS-MBS USGA US N 2 2034-02-01 Fixed 5.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312945KW7 93809.13 OU Other Units USD 92413.07 0.0147719178251 Long ABS-MBS USGA US N 2 2041-02-01 Fixed 4.50 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUS N/A 12532CBA2 250000.00 OU Other Units USD 232449.68 0.0371562980371 Long ABS-MBS CORP US N 2 2050-06-01 Fixed 3.5719 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XCWF1 365449.12 OU Other Units USD 308603.51 0.0493292311387 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X5DR1 50776.13 OU Other Units USD 46984.36 0.0075102916177 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 3.50 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAG5 315000.00 PA USD 304955.43 0.0487460978441 Long DBT CORP US N 2 2026-02-01 Fixed 3.65 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WY85 415197.67 OU Other Units USD 347578.37 0.0555592311719 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140MAVR2 421310.55 OU Other Units USD 382020.71 0.0610647231568 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418AXN3 14925.66 OU Other Units USD 14054.36 0.0022465420854 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31297HCJ6 9061.69 OU Other Units USD 8979.00 0.0014352628924 Long ABS-MBS USGA US N 2 2034-12-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128KQL87 3011.67 OU Other Units USD 3012.74 0.0004815763366 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DZW5 365468.67 OU Other Units USD 309335.55 0.0494462452659 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.50 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GT4 300000.00 PA USD 225144.31 0.0359885592603 Long DBT CORP US N 2 2050-02-01 Fixed 3.65 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NTE8 29613.49 OU Other Units USD 28508.18 0.0045569365058 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BTK2 48936.21 OU Other Units USD 45364.51 0.0072513640537 Long ABS-MBS USGA US N 2 2035-08-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133WJDP1 362462.59 OU Other Units USD 320661.84 0.051256714555 Long ABS-MBS USGA US N 2 2037-04-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292HJR6 563.30 OU Other Units USD 583.96 0.0000933440381 Long ABS-MBS USGA US N 2 2031-05-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HNMK5 390393.45 OU Other Units USD 317763.62 0.0507934438544 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140MA2R4 345228.91 OU Other Units USD 302494.02 0.0483526497501 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RS83 208766.73 OU Other Units USD 189957.21 0.030364019899 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292HDP6 154.72 OU Other Units USD 160.12 0.0000255946424 Long ABS-MBS USGA US N 2 2030-06-01 Fixed 8.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DC67 15159.52 OU Other Units USD 13913.03 0.0022239509612 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31298VDU8 799.94 OU Other Units USD 817.17 0.0001306218707 Long ABS-MBS USGA US N 2 2031-09-01 Fixed 6.50 N N N N N N FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136B9KC0 295297.84 OU Other Units USD 249577.94 0.0398941926791 Long ABS-MBS USGA US N 2 2030-05-01 Fixed 1.784 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DEU2 30106.04 OU Other Units USD 28505.96 0.0045565816463 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWBQ5 304044.97 OU Other Units USD 257488.77 0.0411587121966 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292HGC2 716.45 OU Other Units USD 736.36 0.0001177046646 Long ABS-MBS USGA US N 2 2030-11-01 Fixed 7.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179N2L1 29416.82 OU Other Units USD 29072.95 0.0046472130872 Long ABS-MBS USGA US N 2 2044-02-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KYVF3 102163.62 OU Other Units USD 86709.77 0.0138602645391 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QAJB7 40904.61 OU Other Units USD 39995.38 0.0063931267162 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WCJ95 101954.81 OU Other Units USD 97037.92 0.0155111845128 Long ABS-MBS USGA US N 2 2044-08-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QT68 149125.23 OU Other Units USD 147383.94 0.0235588261533 Long ABS-MBS USGA US N 2 2044-11-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312938S20 189642.18 OU Other Units USD 186819.93 0.0298625362631 Long ABS-MBS USGA US N 2 2040-01-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3129343E0 4232.77 OU Other Units USD 4245.79 0.000678675224 Long ABS-MBS USGA US N 2 2039-08-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128LCSM9 6703.41 OU Other Units USD 6882.99 0.0011002227571 Long ABS-MBS USGA US N 2 2038-06-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138LTJD1 235495.50 OU Other Units USD 225377.34 0.0360258083205 Long ABS-MBS USGA US N 2 2042-05-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NND6 22197.34 OU Other Units USD 22446.35 0.0035879734076 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138M3SP0 563175.52 OU Other Units USD 524284.92 0.0838051777222 Long ABS-MBS USGA US N 2 2042-07-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DES7 95862.09 OU Other Units USD 84602.38 0.0135234053491 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XFA84 372950.47 OU Other Units USD 316137.64 0.0505335364307 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.50 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJL5 200000.00 PA USD 187914.25 0.0300374596274 Long DBT CORP US N 2 2034-02-01 Variable 4.839 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31383HA79 215.30 OU Other Units USD 219.73 0.0000351231 Long ABS-MBS USGA US N 2 2029-08-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TUC7 31996.23 OU Other Units USD 31256.71 0.0049962797643 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VDN7 141360.95 OU Other Units USD 127063.03 0.0203105971674 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WFG8 363319.31 OU Other Units USD 314504.28 0.0502724493388 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WLP1 418066.32 OU Other Units USD 361168.32 0.0577315388839 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140KKLK8 229965.59 OU Other Units USD 195148.93 0.0311938988459 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XFTD3 373646.35 OU Other Units USD 316748.48 0.0506311771463 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371LFX2 10258.56 OU Other Units USD 10305.47 0.001647294652 Long ABS-MBS USGA US N 2 2033-12-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DRT1 91709.31 OU Other Units USD 80860.78 0.0129253231976 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJZZ6 24262.44 OU Other Units USD 23750.90 0.003796501329 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CS47 251560.25 OU Other Units USD 231443.52 0.0369954667516 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31349TCV1 238.27 OU Other Units USD 236.58 0.0000378165157 Long ABS-MBS USGA US N 2 2034-08-01 Variable 4.25 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DRP9 60287.31 OU Other Units USD 51590.34 0.0082465419994 Long ABS-MBS USGA US N 2 2040-08-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133L8SB2 273560.34 OU Other Units USD 242685.21 0.0387924130158 Long ABS-MBS USGA US N 2 2036-11-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292HKY9 1006.79 OU Other Units USD 1037.90 0.0001659048174 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 7.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140Q9QT3 11467.69 OU Other Units USD 10569.06 0.0016894286252 Long ABS-MBS USGA US N 2 2033-07-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31400RRY9 11504.45 OU Other Units USD 11557.07 0.0018473586943 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WVT2 361192.45 OU Other Units USD 302368.46 0.0483325794072 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133B76S2 271371.65 OU Other Units USD 237848.10 0.0380192172824 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133AYLJ7 379428.71 OU Other Units USD 307956.05 0.0492257368396 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X8KA4 231148.06 OU Other Units USD 188153.99 0.0300757812586 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31374F6L8 68.24 OU Other Units USD 68.27 0.0000109127294 Long ABS-MBS USGA US N 2 2026-04-01 Fixed 7.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292HQN7 2042.65 OU Other Units USD 2098.11 0.0003353758132 Long ABS-MBS USGA US N 2 2032-05-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292HX33 6277.46 OU Other Units USD 6313.65 0.0010092156767 Long ABS-MBS USGA US N 2 2033-08-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QPJ4 55805.68 OU Other Units USD 54878.46 0.0087721369011 Long ABS-MBS USGA US N 2 2044-09-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31385JRN0 23189.18 OU Other Units USD 23810.20 0.0038059802341 Long ABS-MBS USGA US N 2 2032-11-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DV6U4 211743.81 OU Other Units USD 179645.96 0.0287158013335 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 2.50 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CQ6 125000.00 PA USD 95022.56 0.0151890360081 Long DBT CORP US N 2 2050-02-01 Fixed 3.75 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X8QX8 358000.57 OU Other Units USD 291402.01 0.0465796293295 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292GXF8 829.02 OU Other Units USD 839.15 0.0001341352997 Long ABS-MBS USGA US N 2 2028-11-01 Fixed 7.00 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36258YBL1 200000.00 OU Other Units USD 166436.74 0.026604352029 Long ABS-MBS CORP US N 2 2053-02-01 Variable 3.1731 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FPFH7 86293.38 OU Other Units USD 79285.35 0.012673496021 Long ABS-MBS USGA US N 2 2047-07-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJGU8 9167.32 OU Other Units USD 9503.46 0.0015190960561 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31283HWZ4 6521.86 OU Other Units USD 6698.96 0.0010708061817 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WXH6 191286.97 OU Other Units USD 160133.88 0.0255968610975 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133BFXB1 189436.90 OU Other Units USD 176968.35 0.028287794398 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140K9EV7 63982.50 OU Other Units USD 58521.48 0.0093544613718 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DNAN3 377706.39 OU Other Units USD 320032.75 0.0511561566384 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132D6BQ2 366665.85 OU Other Units USD 315804.94 0.0504803554568 Long ABS-MBS USGA US N 2 2037-04-01 Fixed 1.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 313615MX1 1.16 OU Other Units USD 1.16 0.000000185422 Long ABS-MBS USGA US N 2 2023-08-01 Fixed 7.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292G5V4 451.04 OU Other Units USD 459.58 0.0000734623143 Long ABS-MBS USGA US N 2 2029-09-01 Fixed 7.00 N N N N N N FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FREH0 400000.00 OU Other Units USD 347521.08 0.0555500735585 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.253 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31307VT89 20762.82 OU Other Units USD 19531.42 0.0031220316698 Long ABS-MBS USGA US N 2 2033-03-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128FX4E4 813.83 OU Other Units USD 832.54 0.0001330787134 Long ABS-MBS USGA US N 2 2028-03-01 Fixed 6.50 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CN3 125000.00 PA USD 109596.24 0.0175185896456 Long DBT CORP US N 2 2030-02-01 Fixed 2.95 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31401BYX7 82.72 OU Other Units USD 81.02 0.0000129507739 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 5.00 N N N N N N WELLS FARGO COMMERCIAL MORTGAG 549300AGZIS1CJS4RM30 95001JAX5 900000.00 OU Other Units USD 847777.95 0.1355144484582 Long ABS-MBS CORP US N 2 2051-05-01 Fixed 4.212 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KNLA9 366827.71 OU Other Units USD 311361.23 0.0497700433878 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJUX6 46574.99 OU Other Units USD 43265.00 0.0069157644552 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QFS91 407357.34 OU Other Units USD 345260.48 0.0551887242663 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31283GLL9 60.85 OU Other Units USD 60.73 0.0000097074858 Long ABS-MBS USGA US N 2 2024-12-01 Fixed 7.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MMSG9 64360.60 OU Other Units USD 61291.87 0.0097972988776 Long ABS-MBS USGA US N 2 2029-07-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XGP29 181006.90 OU Other Units USD 153637.26 0.0245583982828 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VN30 140633.61 OU Other Units USD 126434.69 0.0202101591358 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WR26 229936.69 OU Other Units USD 198443.42 0.0317205119706 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DFQ0 69935.75 OU Other Units USD 61822.28 0.0098820831287 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TV51 112041.57 OU Other Units USD 104386.23 0.0166857871039 Long ABS-MBS USGA US N 2 2048-04-01 Fixed 3.50 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49306CAB7 100000.00 PA USD 98094.97 0.0156801503932 Long DBT CORP US N 2 2028-02-01 Fixed 6.95 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179XFG6 193488.93 OU Other Units USD 182309.16 0.029141504879 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.00 N N N N N N FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137BQYS0 500000.00 OU Other Units USD 468559.45 0.0748976491269 Long ABS-MBS USGA US N 2 2026-05-01 Fixed 2.525 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132ACYL8 122118.95 OU Other Units USD 108321.74 0.0173148651154 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133GGSJ3 344228.11 OU Other Units USD 296481.39 0.047391551106 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 1.50 N N N N N N CHURCH & DWIGHT CO INC POOXSI30AWAQGYJZC921 171340AL6 150000.00 PA USD 123372.54 0.0197206847771 Long DBT CORP US N 2 2047-08-01 Fixed 3.95 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MMKT9 3330.72 OU Other Units USD 3277.91 0.0005239628675 Long ABS-MBS USGA US N 2 2024-04-01 Fixed 4.00 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36257UAL1 250000.00 OU Other Units USD 216373.08 0.0345865077021 Long ABS-MBS CORP US N 2 2052-09-01 Fixed 3.0005 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08162LAC4 400000.00 OU Other Units USD 325636.20 0.0520518492383 Long ABS-MBS CORP US N 2 2043-09-01 Fixed 2.6866 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWDH3 375727.12 OU Other Units USD 304578.30 0.0486858148844 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31368HKZ5 63.95 OU Other Units USD 65.31 0.0000104395834 Long ABS-MBS USGA US N 2 2031-04-01 Fixed 6.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31283H7G4 8048.25 OU Other Units USD 7911.08 0.0012645594791 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WY93 363828.96 OU Other Units USD 313943.95 0.0501828824765 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418C3F9 17176.08 OU Other Units USD 15831.70 0.0025306438952 Long ABS-MBS USGA US N 2 2033-08-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31293FJ73 165.81 OU Other Units USD 167.07 0.0000267055765 Long ABS-MBS USGA US N 2 2028-12-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X4DF0 168312.76 OU Other Units USD 154542.95 0.0247031697773 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CA79 36751.56 OU Other Units USD 35177.72 0.0056230399998 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31374TVR7 172.84 OU Other Units USD 172.49 0.0000275719452 Long ABS-MBS USGA US N 2 2029-05-01 Fixed 8.00 N N N N N N FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137H2NY6 300000.00 OU Other Units USD 224198.10 0.0358373107803 Long ABS-MBS USGA US N 2 2036-08-01 Fixed 2.184 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWCM3 272405.91 OU Other Units USD 209632.68 0.033509077476 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 1.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31283H4Z5 4801.37 OU Other Units USD 4910.59 0.0007849412637 Long ABS-MBS USGA US N 2 2034-12-01 Fixed 5.50 N N N N N N KROGER CO/THE 6CPEOKI6OYJ13Q6O7870 501044DJ7 300000.00 PA USD 286644.80 0.0458192053419 Long DBT CORP US N 2 2027-08-01 Fixed 3.70 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179W5B0 559702.95 OU Other Units USD 482961.42 0.0771997554995 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292GQE9 110.97 OU Other Units USD 113.36 0.0000181202139 Long ABS-MBS USGA US N 2 2026-04-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J6GK7 82407.04 OU Other Units USD 76252.68 0.012188733941 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371K3A7 6196.43 OU Other Units USD 6329.82 0.0010118003967 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VQT0 150655.17 OU Other Units USD 135151.05 0.0216034399093 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31384WNM8 677.37 OU Other Units USD 702.60 0.0001123082423 Long ABS-MBS USGA US N 2 2031-06-01 Fixed 7.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31375HE34 2407.33 OU Other Units USD 2391.20 0.0003822252621 Long ABS-MBS USGA US N 2 2026-01-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179XFF8 93839.21 OU Other Units USD 86245.24 0.013786010984 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UV90 14594.22 OU Other Units USD 13874.92 0.0022178592061 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DSS2 494036.13 OU Other Units USD 422765.14 0.0675775829914 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XCH43 380481.72 OU Other Units USD 292909.28 0.0468205613598 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 1.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132D6N30 349467.11 OU Other Units USD 311043.12 0.0497191945762 Long ABS-MBS USGA US N 2 2036-02-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SWW3 250102.92 OU Other Units USD 226044.79 0.0361324979538 Long ABS-MBS USGA US N 2 2047-02-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MMT37 52661.82 OU Other Units USD 50143.06 0.0080151991684 Long ABS-MBS USGA US N 2 2030-09-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWDC4 372345.68 OU Other Units USD 301837.43 0.0482476960511 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MDAY9 48677.59 OU Other Units USD 47107.88 0.0075300358734 Long ABS-MBS USGA US N 2 2026-12-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133AQXM4 396441.70 OU Other Units USD 335242.46 0.0535873775281 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292GWZ5 156.41 OU Other Units USD 156.19 0.0000249664451 Long ABS-MBS USGA US N 2 2028-09-01 Fixed 7.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NQ50 109701.64 OU Other Units USD 105878.09 0.0169242558976 Long ABS-MBS USGA US N 2 2043-10-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132AEBH8 20933.32 OU Other Units USD 19732.97 0.0031542487581 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292GWT9 315.72 OU Other Units USD 322.52 0.0000515537351 Long ABS-MBS USGA US N 2 2028-10-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WG28 390003.70 OU Other Units USD 327021.87 0.0522733439184 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31293HJS3 1433.93 OU Other Units USD 1444.75 0.0002309384189 Long ABS-MBS USGA US N 2 2028-06-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31382WKU5 1818.71 OU Other Units USD 1790.66 0.0002862309668 Long ABS-MBS USGA US N 2 2028-11-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWD75 397532.28 OU Other Units USD 360409.29 0.0576102104962 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133A4BS4 170016.76 OU Other Units USD 150036.06 0.0239827585982 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KLZW0 366655.83 OU Other Units USD 297976.20 0.0476304914472 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RQ36 145735.48 OU Other Units USD 140027.44 0.0223829144183 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140LVR76 421740.05 OU Other Units USD 342517.60 0.0547502841413 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJHA1 14071.04 OU Other Units USD 14658.15 0.0023430558823 Long ABS-MBS USGA US N 2 2037-09-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31378RU64 41.88 OU Other Units USD 42.16 0.0000067391339 Long ABS-MBS USGA US N 2 2024-05-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292HN34 1419.26 OU Other Units USD 1463.00 0.0002338556199 Long ABS-MBS USGA US N 2 2032-03-01 Fixed 6.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5JC0 34755.82 OU Other Units USD 31910.27 0.005100749128 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DHD7 48969.10 OU Other Units USD 44830.41 0.0071659899686 Long ABS-MBS USGA US N 2 2034-11-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179R7K9 14786.35 OU Other Units USD 14185.50 0.0022675043725 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VFP0 106105.91 OU Other Units USD 95349.56 0.0152413058562 Long ABS-MBS USGA US N 2 2050-02-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DYG1 328390.36 OU Other Units USD 265879.14 0.0424998845672 Long ABS-MBS USGA US N 2 2041-04-01 Fixed 1.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KPYZ5 93168.75 OU Other Units USD 89260.22 0.0142679453771 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312943DQ3 125716.69 OU Other Units USD 123845.77 0.0197963289979 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292HR71 1644.65 OU Other Units USD 1693.36 0.0002706778897 Long ABS-MBS USGA US N 2 2032-10-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36291AVX4 3215.24 OU Other Units USD 3212.01 0.0005134289746 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YSGF7 4842.28 OU Other Units USD 4602.14 0.0007356365706 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 4.00 N N N N N N WELLS FARGO COMMERCIAL MORTGAG N/A 95001XAZ9 200000.00 OU Other Units USD 188776.66 0.0301753129598 Long ABS-MBS CORP US N 2 2052-05-01 Fixed 3.635 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJTQ3 8894.86 OU Other Units USD 8511.46 0.001360528199 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31384VMC3 842.83 OU Other Units USD 857.26 0.0001370301221 Long ABS-MBS USGA US N 2 2029-08-01 Fixed 7.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128K7ZV3 418.18 OU Other Units USD 419.46 0.0000670492675 Long ABS-MBS USGA US N 2 2035-09-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371JSC9 211.70 OU Other Units USD 218.49 0.0000349248902 Long ABS-MBS USGA US N 2 2030-11-01 Fixed 7.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292HD50 490.21 OU Other Units USD 497.28 0.0000794885322 Long ABS-MBS USGA US N 2 2030-07-01 Fixed 7.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312929MQ2 26953.60 OU Other Units USD 27036.46 0.0043216870233 Long ABS-MBS USGA US N 2 2038-11-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31346Y2X0 139867.82 OU Other Units USD 118721.79 0.0189772780618 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179W2W7 186821.91 OU Other Units USD 171710.50 0.0274473447935 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XH4X2 380445.16 OU Other Units USD 322553.03 0.0515590149035 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MMQT3 12312.71 OU Other Units USD 11719.54 0.0018733289763 Long ABS-MBS USGA US N 2 2028-05-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QNB50 374749.59 OU Other Units USD 328505.82 0.0525105483253 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292HZM9 32834.65 OU Other Units USD 33023.96 0.0052787687215 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31356GR76 80.56 OU Other Units USD 80.37 0.0000128468736 Long ABS-MBS USGA US N 2 2024-06-01 Fixed 7.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DGL0 37139.89 OU Other Units USD 32769.86 0.0052381516928 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DHK1 112726.47 OU Other Units USD 95986.49 0.0153431169704 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292HNB6 4925.35 OU Other Units USD 5059.03 0.0008086688975 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EPKL7 27586.86 OU Other Units USD 26405.15 0.0042207742472 Long ABS-MBS USGA US N 2 2030-04-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DMP4 129022.43 OU Other Units USD 113843.82 0.0181975509951 Long ABS-MBS USGA US N 2 2040-03-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DGF3 53546.63 OU Other Units USD 49020.95 0.0078358336662 Long ABS-MBS USGA US N 2 2034-10-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140L2RQ8 419566.22 OU Other Units USD 340586.29 0.0544415707459 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292HNH3 7334.61 OU Other Units USD 7533.68 0.0012042333609 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WH5G3 33369.59 OU Other Units USD 30845.89 0.0049306115717 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WRPB0 78754.05 OU Other Units USD 70730.73 0.0113060688414 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RNX3 91296.04 OU Other Units USD 87666.40 0.014013178621 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WRZ3 383275.69 OU Other Units USD 321028.00 0.0513152439971 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31297TN82 7469.55 OU Other Units USD 7442.45 0.0011896505528 Long ABS-MBS USGA US N 2 2035-09-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371HDQ8 312.71 OU Other Units USD 314.77 0.0000503149237 Long ABS-MBS USGA US N 2 2029-01-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132WLAL0 58424.42 OU Other Units USD 56961.23 0.009105060667 Long ABS-MBS USGA US N 2 2047-02-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31307U5S3 26398.70 OU Other Units USD 24832.74 0.0039694298074 Long ABS-MBS USGA US N 2 2032-12-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31283HJN6 1917.85 OU Other Units USD 1917.68 0.0003065346857 Long ABS-MBS USGA US N 2 2030-01-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DSH6 356369.35 OU Other Units USD 290090.47 0.0463699840801 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KMJZ9 427956.88 OU Other Units USD 347102.57 0.0554831761453 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DSK9 170015.60 OU Other Units USD 150559.55 0.0240664367106 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UGE6 8955.53 OU Other Units USD 8914.23 0.0014249096262 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWBY8 377564.88 OU Other Units USD 306082.12 0.0489261954438 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJDX5 10844.92 OU Other Units USD 11182.56 0.0017874945329 Long ABS-MBS USGA US N 2 2036-03-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371LVD8 5502.25 OU Other Units USD 5697.00 0.0009106462522 Long ABS-MBS USGA US N 2 2034-10-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WEXS3 18551.64 OU Other Units USD 17641.58 0.0028199471142 Long ABS-MBS USGA US N 2 2045-06-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KMBC8 424548.34 OU Other Units USD 359150.20 0.0574089492026 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DQZ8 69013.67 OU Other Units USD 57288.04 0.0091573001442 Long ABS-MBS USGA US N 2 2040-07-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292GT71 200.48 OU Other Units USD 202.71 0.0000324025104 Long ABS-MBS USGA US N 2 2028-01-01 Fixed 7.00 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08162LAF7 500000.00 OU Other Units USD 395653.10 0.0632438147598 Long ABS-MBS CORP US N 2 2043-09-01 Variable 2.9086 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M86C3 464738.42 OU Other Units USD 445292.69 0.0711785359454 Long ABS-MBS USGA US N 2 2042-01-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XCDH8 398951.19 OU Other Units USD 337537.63 0.0539542527183 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3131XVMS1 117119.77 OU Other Units USD 104247.96 0.0166636851103 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DZV7 368871.04 OU Other Units USD 299289.35 0.0478403940497 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QG4T1 366704.09 OU Other Units USD 298346.29 0.0476896490866 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140KEFG8 177936.80 OU Other Units USD 156777.68 0.0250603838372 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TLS2 262603.93 OU Other Units USD 244638.64 0.0391046622186 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJAG5 2373.54 OU Other Units USD 2461.37 0.0003934417001 Long ABS-MBS USGA US N 2 2034-08-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31297S6L4 11994.42 OU Other Units USD 12063.65 0.0019283338003 Long ABS-MBS USGA US N 2 2035-09-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJZ45 9959.30 OU Other Units USD 9463.02 0.0015126318584 Long ABS-MBS USGA US N 2 2047-05-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WDKR1 7613.95 OU Other Units USD 7247.37 0.0011584676722 Long ABS-MBS USGA US N 2 2044-11-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410LAQ5 11942.09 OU Other Units USD 11725.06 0.0018742113297 Long ABS-MBS USGA US N 2 2025-08-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TUA1 109884.14 OU Other Units USD 102380.65 0.0163652018993 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.50 N N N N N N FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FUZJ6 400000.00 OU Other Units USD 289859.56 0.0463330738948 Long ABS-MBS USGA US N 2 2035-05-01 Fixed 1.721 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292GQX7 344.23 OU Other Units USD 349.59 0.0000558807834 Long ABS-MBS USGA US N 2 2026-08-01 Fixed 8.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KYTK5 305431.56 OU Other Units USD 269232.07 0.043035839129 Long ABS-MBS USGA US N 2 2040-06-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJAD2 8201.71 OU Other Units USD 8505.19 0.0013595259606 Long ABS-MBS USGA US N 2 2034-07-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371JNP5 493.50 OU Other Units USD 504.27 0.0000806058602 Long ABS-MBS USGA US N 2 2030-08-01 Fixed 8.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36241KA73 2622.47 OU Other Units USD 2639.42 0.0004219023926 Long ABS-MBS USGA US N 2 2034-11-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140EUXU8 10281.19 OU Other Units USD 9513.37 0.0015206801362 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWDN0 384994.21 OU Other Units USD 296276.12 0.0473587393882 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 1.50 N N N N N N DELL INT LLC / EMC CORP N/A 24703DBL4 200000.00 PA USD 203485.38 0.0325264522862 Long DBT CORP US N 2 2033-02-01 Fixed 5.75 N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31283HWY7 5260.27 OU Other Units USD 5379.80 0.0008599429011 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292HSR6 1622.54 OU Other Units USD 1659.39 0.0002652478996 Long ABS-MBS USGA US N 2 2032-11-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371KMK4 4060.00 OU Other Units USD 4165.38 0.0006658219564 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TJZ9 11234.49 OU Other Units USD 10977.45 0.0017547083905 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MML35 13784.54 OU Other Units USD 13485.68 0.0021556405038 Long ABS-MBS USGA US N 2 2025-04-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KL2U0 376768.16 OU Other Units USD 306766.01 0.0490355129558 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140GQ4H6 22221.24 OU Other Units USD 21087.40 0.0033707498295 Long ABS-MBS USGA US N 2 2047-08-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DQ88 195413.61 OU Other Units USD 166008.49 0.0265358977096 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M8G99 490536.36 OU Other Units USD 457542.01 0.0731365484695 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DV7K5 367316.20 OU Other Units USD 298914.19 0.0477804259879 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31335BAU0 81370.92 OU Other Units USD 79656.66 0.0127328486733 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WJQ2 328719.06 OU Other Units USD 275951.88 0.044109978113 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DX80 301461.32 OU Other Units USD 259671.14 0.041507556687 Long ABS-MBS USGA US N 2 2036-04-01 Fixed 1.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CPM0 27308.23 OU Other Units USD 25050.21 0.004004191654 Long ABS-MBS USGA US N 2 2037-09-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QPAB3 237836.71 OU Other Units USD 215782.31 0.0344920751084 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31385JJC3 1612.70 OU Other Units USD 1680.12 0.0002685615203 Long ABS-MBS USGA US N 2 2032-07-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RJG5 40048.47 OU Other Units USD 39580.66 0.0063268351217 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MMVD2 60641.08 OU Other Units USD 56125.52 0.0089714752397 Long ABS-MBS USGA US N 2 2031-09-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WTX6 365520.77 OU Other Units USD 306040.14 0.0489194850823 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XHLC9 258770.35 OU Other Units USD 227103.38 0.0363017099981 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJC24 3485.61 OU Other Units USD 3650.40 0.0005835041388 Long ABS-MBS USGA US N 2 2035-10-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WVU9 366989.80 OU Other Units USD 316684.60 0.0506209661435 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371JWB6 1169.79 OU Other Units USD 1201.72 0.0001920908924 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 7.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XCLS5 373285.15 OU Other Units USD 314871.54 0.0503311546122 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QBF60 36928.47 OU Other Units USD 32609.00 0.0052124387639 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31388XZP2 3900.87 OU Other Units USD 3929.70 0.0006281493026 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292GWD4 723.46 OU Other Units USD 742.94 0.0001187564554 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292HEF7 582.82 OU Other Units USD 596.94 0.0000954188474 Long ABS-MBS USGA US N 2 2030-08-01 Fixed 8.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31283HN43 955.61 OU Other Units USD 975.08 0.0001558632521 Long ABS-MBS USGA US N 2 2031-09-01 Fixed 7.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SSP3 211276.58 OU Other Units USD 191192.38 0.0305614576613 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 3.00 N N N N N N JABIL INC 5493000CGCQY2OQU7669 46656PAA2 100000.00 PA USD 99552.64 0.0159131540306 Long DBT CORP US N 2 2029-02-01 Fixed 5.45 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371HNM6 852.14 OU Other Units USD 867.16 0.0001386126038 Long ABS-MBS USGA US N 2 2029-06-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CM43 9561.63 OU Other Units USD 8777.08 0.0014029866609 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133BBTH2 331214.47 OU Other Units USD 279361.33 0.0446549672063 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TG66 24582.37 OU Other Units USD 24073.95 0.0038481397829 Long ABS-MBS USGA US N 2 2047-09-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KNVE0 432787.88 OU Other Units USD 351306.36 0.0561551378108 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36225BLL0 3045.27 OU Other Units USD 3132.95 0.0005007915 Long ABS-MBS USGA US N 2 2030-12-01 Fixed 7.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DNDQ3 369127.84 OU Other Units USD 311795.89 0.049839522324 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132ADPD4 42804.78 OU Other Units USD 40619.39 0.0064928726119 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QHJT3 423271.82 OU Other Units USD 343821.05 0.0549586362314 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.00 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 190000.00 PA USD 152113.05 0.0243147584506 Long DBT CORP US N 2 2031-08-01 Fixed 2.625 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWCB7 328198.85 OU Other Units USD 266095.02 0.0425343922577 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138A8SR8 3042.99 OU Other Units USD 2965.40 0.0004740091971 Long ABS-MBS USGA US N 2 2026-03-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179XBS4 43955.45 OU Other Units USD 40398.66 0.0064575896652 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ASXQ0 12524.95 OU Other Units USD 12116.23 0.0019367385361 Long ABS-MBS USGA US N 2 2026-10-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5F59 105027.82 OU Other Units USD 93271.07 0.0149090662338 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292GZF6 622.59 OU Other Units USD 642.65 0.0001027254368 Long ABS-MBS USGA US N 2 2029-04-01 Fixed 6.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DV6K6 151149.19 OU Other Units USD 133433.05 0.0213288233986 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371HYB8 1085.42 OU Other Units USD 1114.07 0.0001780803352 Long ABS-MBS USGA US N 2 2029-10-01 Fixed 7.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402DJF8 8521.76 OU Other Units USD 8784.93 0.0014042414569 Long ABS-MBS USGA US N 2 2034-08-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWBG7 415695.38 OU Other Units USD 319902.51 0.0511353382133 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 1.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TNR2 161849.19 OU Other Units USD 150997.68 0.0241364703147 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J5LM9 25281.59 OU Other Units USD 24475.07 0.0039122574632 Long ABS-MBS USGA US N 2 2031-11-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36225BPC6 1196.88 OU Other Units USD 1258.45 0.0002011589917 Long ABS-MBS USGA US N 2 2031-07-01 Fixed 7.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179U4B5 342456.60 OU Other Units USD 307835.74 0.0492065056915 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128PS5B9 32836.63 OU Other Units USD 32183.20 0.0051443760687 Long ABS-MBS USGA US N 2 2025-11-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418EHJ2 310265.83 OU Other Units USD 289875.89 0.0463356841902 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MMNY5 117251.67 OU Other Units USD 113540.97 0.0181491414431 Long ABS-MBS USGA US N 2 2026-10-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QFSY6 365495.78 OU Other Units USD 310014.98 0.0495548498619 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417Y2J5 2675.63 OU Other Units USD 2616.53 0.0004182435032 Long ABS-MBS USGA US N 2 2031-06-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36290YER5 4699.60 OU Other Units USD 4786.51 0.0007651074938 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138MCHE7 235653.95 OU Other Units USD 211643.17 0.0338304475275 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31288DGQ6 2104.42 OU Other Units USD 2114.19 0.000337946147 Long ABS-MBS USGA US N 2 2032-12-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31404JTX3 2505.00 OU Other Units USD 2489.26 0.0003978998226 Long ABS-MBS USGA US N 2 2034-04-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36295EFS1 11108.92 OU Other Units USD 11097.75 0.0017739379402 Long ABS-MBS USGA US N 2 2038-07-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SEH6 32647.56 OU Other Units USD 30500.81 0.0048754516966 Long ABS-MBS USGA US N 2 2046-06-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KYUU1 276384.09 OU Other Units USD 234236.53 0.0374419199882 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31287NDD7 2788.52 OU Other Units USD 2809.66 0.0004491146829 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36201YQ82 6046.13 OU Other Units USD 6159.03 0.0009845001907 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QDXD1 228352.86 OU Other Units USD 193920.95 0.030997610381 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140H6NH8 52293.77 OU Other Units USD 49134.40 0.0078539682664 Long ABS-MBS USGA US N 2 2033-03-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WHMG4 84350.10 OU Other Units USD 80115.02 0.0128061159747 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416PPN1 57928.86 OU Other Units USD 55443.01 0.0088623783161 Long ABS-MBS USGA US N 2 2039-05-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WVV7 229091.67 OU Other Units USD 204312.98 0.0326587413573 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140E0JE6 14468.69 OU Other Units USD 13740.77 0.0021964157807 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31419E2E8 273401.74 OU Other Units USD 261669.23 0.0418269446403 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJDD9 22121.27 OU Other Units USD 22249.10 0.0035564436597 Long ABS-MBS USGA US N 2 2035-12-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJTY6 21827.01 OU Other Units USD 20272.77 0.0032405339691 Long ABS-MBS USGA US N 2 2044-01-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31389S6V1 17232.99 OU Other Units USD 17587.20 0.0028112546545 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31404JF75 7090.51 OU Other Units USD 7138.34 0.0011410395941 Long ABS-MBS USGA US N 2 2034-02-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FHPJ0 47116.49 OU Other Units USD 41947.07 0.0067050977859 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HEAK8 49636.84 OU Other Units USD 47058.02 0.0075220659204 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418D5C2 455269.19 OU Other Units USD 402941.13 0.064408781796 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VMD9 134599.34 OU Other Units USD 120816.09 0.0193120448594 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RVB2 17274.21 OU Other Units USD 16063.82 0.002567747495 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36295XYV1 14626.62 OU Other Units USD 14773.08 0.0023614270555 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620AR3D1 280618.34 OU Other Units USD 268700.38 0.0429508502741 Long ABS-MBS USGA US N 2 2041-02-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36290RRE5 9366.78 OU Other Units USD 9461.59 0.0015124032777 Long ABS-MBS USGA US N 2 2033-07-01 Fixed 5.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132GDA36 51837.70 OU Other Units USD 51066.63 0.0081628287207 Long ABS-MBS USGA US N 2 2041-04-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31288DKG3 1956.60 OU Other Units USD 2017.45 0.000322482584 Long ABS-MBS USGA US N 2 2032-12-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132XWY88 38740.09 OU Other Units USD 35610.78 0.0056922631814 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QMFW9 231598.91 OU Other Units USD 204886.49 0.0327504149982 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YBSA2 5084.65 OU Other Units USD 4836.75 0.0007731381885 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MMUF8 9348.94 OU Other Units USD 8676.33 0.0013868821129 Long ABS-MBS USGA US N 2 2031-01-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31411YTT0 6205.32 OU Other Units USD 6364.16 0.00101728953 Long ABS-MBS USGA US N 2 2037-06-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138X0XW3 21167.38 OU Other Units USD 18174.16 0.0029050782325 Long ABS-MBS USGA US N 2 2043-07-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWCG6 366920.00 OU Other Units USD 282472.77 0.0451523204053 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 1.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414LKW7 55119.96 OU Other Units USD 56666.22 0.0090579043126 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132D56Z0 336870.02 OU Other Units USD 290174.84 0.0463834703403 Long ABS-MBS USGA US N 2 2036-02-01 Fixed 1.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36225AUJ7 279.42 OU Other Units USD 278.94 0.000044587619 Long ABS-MBS USGA US N 2 2027-06-01 Fixed 8.25 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KYUK3 87800.15 OU Other Units USD 76903.59 0.0122927797111 Long ABS-MBS USGA US N 2 2040-11-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KJGE6 256430.01 OU Other Units USD 217559.42 0.0347761401534 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31388WXC5 5127.94 OU Other Units USD 5212.10 0.0008331366212 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WF5Y8 55443.77 OU Other Units USD 51303.46 0.0082006851981 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3131YAZR4 86203.00 OU Other Units USD 81678.58 0.0130560457718 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UEA6 9088.45 OU Other Units USD 8866.43 0.0014172689573 Long ABS-MBS USGA US N 2 2048-10-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620AR3T6 68570.02 OU Other Units USD 65655.59 0.0104948248147 Long ABS-MBS USGA US N 2 2041-02-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NJA7 150860.31 OU Other Units USD 141577.52 0.0226306894828 Long ABS-MBS USGA US N 2 2043-07-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWA60 451139.98 OU Other Units USD 382764.34 0.0611835899065 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31409JEW6 1916.47 OU Other Units USD 1916.71 0.0003063796345 Long ABS-MBS USGA US N 2 2036-05-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416NB50 3813.53 OU Other Units USD 3742.49 0.000598224415 Long ABS-MBS USGA US N 2 2039-08-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UZS4 131193.74 OU Other Units USD 117930.36 0.0188507706432 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RJE0 72571.92 OU Other Units USD 67696.25 0.0108210174391 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132FCAC9 23147.90 OU Other Units USD 23570.15 0.0037676090506 Long ABS-MBS USGA US N 2 2036-11-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WC7H0 23441.88 OU Other Units USD 21983.96 0.0035140619242 Long ABS-MBS USGA US N 2 2029-09-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X83S4 323750.89 OU Other Units USD 263538.44 0.0421257315599 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WB4G7 9370.41 OU Other Units USD 9005.86 0.0014395563729 Long ABS-MBS USGA US N 2 2044-06-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NAH1 9625.13 OU Other Units USD 9163.87 0.001464813739 Long ABS-MBS USGA US N 2 2028-04-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WFJG2 50489.97 OU Other Units USD 48023.52 0.0076763978419 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418AE87 65330.44 OU Other Units USD 60815.82 0.0097212038893 Long ABS-MBS USGA US N 2 2032-05-01 Fixed 3.00 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724FAC5 250000.00 PA USD 243222.75 0.0388783369734 Long DBT CORP US N 2 2025-02-01 Fixed 3.25 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140F02D5 4136.65 OU Other Units USD 3926.49 0.0006276361949 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138A9C28 408836.56 OU Other Units USD 391277.35 0.0625443658677 Long ABS-MBS USGA US N 2 2041-03-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36291XAD1 22283.46 OU Other Units USD 22060.53 0.0035263013807 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36225BB31 2528.04 OU Other Units USD 2546.82 0.0004071005947 Long ABS-MBS USGA US N 2 2029-01-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HPBG1 38169.86 OU Other Units USD 36531.73 0.0058394739355 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31403V3M9 9285.82 OU Other Units USD 9485.74 0.0015162635738 Long ABS-MBS USGA US N 2 2033-12-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36211EQL5 407.24 OU Other Units USD 407.30 0.0000651055324 Long ABS-MBS USGA US N 2 2029-12-01 Fixed 8.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36183BCF3 3110.83 OU Other Units USD 2914.70 0.000465904973 Long ABS-MBS USGA US N 2 2044-09-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132L7CJ6 83766.54 OU Other Units USD 79783.81 0.0127531731723 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31401BYN9 2272.19 OU Other Units USD 2287.18 0.0003655980156 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DV6C4 93250.58 OU Other Units USD 79433.32 0.0126971485269 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CZ98 4735.89 OU Other Units USD 4490.91 0.0007178568299 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WDY88 131135.92 OU Other Units USD 117781.82 0.0188270270248 Long ABS-MBS USGA US N 2 2045-01-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31298V7G6 602.66 OU Other Units USD 618.39 0.0000988475576 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 8.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KMSR7 359371.81 OU Other Units USD 291330.54 0.0465682050908 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371LDJ5 8123.03 OU Other Units USD 8380.55 0.0013396026766 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CZJ6 17574.56 OU Other Units USD 17092.76 0.0027322200866 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M4S46 7129.53 OU Other Units USD 7320.51 0.0011701588547 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QL66 201317.64 OU Other Units USD 194677.24 0.0311185007889 Long ABS-MBS USGA US N 2 2044-08-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417YD53 1399.31 OU Other Units USD 1374.74 0.0002197475563 Long ABS-MBS USGA US N 2 2024-07-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138XRGL7 59584.09 OU Other Units USD 58221.38 0.0093064913981 Long ABS-MBS USGA US N 2 2044-03-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31307EMG6 46462.30 OU Other Units USD 43635.06 0.0069749172992 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJYX2 51510.10 OU Other Units USD 44271.53 0.0070766548839 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202F4Y9 2258.27 OU Other Units USD 2169.25 0.0003467473025 Long ABS-MBS USGA US N 2 2027-03-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EPN91 91263.66 OU Other Units USD 86938.24 0.0138967846987 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36213GT68 1693.60 OU Other Units USD 1725.22 0.0002757706033 Long ABS-MBS USGA US N 2 2031-11-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TQP3 101430.68 OU Other Units USD 94687.43 0.015135466607 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132M3YW1 42127.13 OU Other Units USD 40232.95 0.0064311014801 Long ABS-MBS USGA US N 2 2043-12-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DGK2 27114.57 OU Other Units USD 23048.91 0.003684290593 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36195JMF1 33095.89 OU Other Units USD 28727.03 0.0045919189409 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X4WN2 142409.12 OU Other Units USD 126780.40 0.0202654197143 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MNG1 92492.37 OU Other Units USD 84111.58 0.013444952623 Long ABS-MBS USGA US N 2 2042-09-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31390NAA0 1206.78 OU Other Units USD 1204.26 0.0001924969028 Long ABS-MBS USGA US N 2 2032-07-01 Fixed 7.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36200QQK3 3754.54 OU Other Units USD 3833.93 0.0006128407908 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UCB6 12673.07 OU Other Units USD 12041.50 0.0019247931974 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y3XQ9 106355.83 OU Other Units USD 98545.27 0.0157521293308 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132JPYS5 4084.38 OU Other Units USD 3984.05 0.000636836967 Long ABS-MBS USGA US N 2 2043-10-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414GM71 1395.72 OU Other Units USD 1407.70 0.0002250161013 Long ABS-MBS USGA US N 2 2038-03-01 Fixed 5.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWAN3 364647.99 OU Other Units USD 296741.26 0.0474330904498 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36291NTW1 15127.59 OU Other Units USD 15258.19 0.0024389702543 Long ABS-MBS USGA US N 2 2036-01-01 Fixed 5.50 N N N N N N COMM MORTGAGE TRUST N/A 12593YBE2 535000.00 OU Other Units USD 507272.13 0.0810857405706 Long ABS-MBS CORP US N 2 2049-02-01 Fixed 3.762 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31298M3T2 1976.53 OU Other Units USD 2019.86 0.0003228678144 Long ABS-MBS USGA US N 2 2031-05-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NTG3 20505.08 OU Other Units USD 20709.56 0.0033103533787 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CBF0 115920.88 OU Other Units USD 102935.54 0.0164538991959 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SZU4 22104.30 OU Other Units USD 20573.23 0.0032885614876 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133AFA84 393382.98 OU Other Units USD 320131.29 0.0511719079253 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJXN3 224199.50 OU Other Units USD 198908.52 0.0317948566383 Long ABS-MBS USGA US N 2 2047-02-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YNE94 7446.43 OU Other Units USD 7063.34 0.0011290510968 Long ABS-MBS USGA US N 2 2030-05-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140H5MQ1 46469.71 OU Other Units USD 42667.17 0.0068202033443 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138LR6X5 274376.30 OU Other Units USD 255587.15 0.0408547446477 Long ABS-MBS USGA US N 2 2042-06-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MD5C3 73369.18 OU Other Units USD 68950.92 0.0110215722106 Long ABS-MBS USGA US N 2 2029-01-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132D54U3 59399.82 OU Other Units USD 53949.03 0.0086235706476 Long ABS-MBS USGA US N 2 2035-03-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KYVT3 102015.09 OU Other Units USD 88879.88 0.0142071493098 Long ABS-MBS USGA US N 2 2041-09-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371KEY3 1508.35 OU Other Units USD 1558.57 0.0002491321624 Long ABS-MBS USGA US N 2 2031-11-01 Fixed 7.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31288DWY1 3846.97 OU Other Units USD 3859.30 0.0006168960998 Long ABS-MBS USGA US N 2 2032-12-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W9L99 30725.81 OU Other Units USD 29450.10 0.0047074992438 Long ABS-MBS USGA US N 2 2028-09-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJVL1 94678.96 OU Other Units USD 90245.57 0.0144254502542 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418U2D5 46389.79 OU Other Units USD 45270.65 0.007236360849 Long ABS-MBS USGA US N 2 2025-06-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TCX1 159045.37 OU Other Units USD 148382.19 0.0237183930519 Long ABS-MBS USGA US N 2 2047-07-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M4HW6 30403.19 OU Other Units USD 29907.67 0.0047806402663 Long ABS-MBS USGA US N 2 2037-01-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140F1UQ3 39816.37 OU Other Units USD 36906.11 0.0058993173169 Long ABS-MBS USGA US N 2 2031-05-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X8A98 150406.98 OU Other Units USD 132661.62 0.0212055129127 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MMU35 66152.16 OU Other Units USD 62232.17 0.009947602664 Long ABS-MBS USGA US N 2 2031-05-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417YR90 33309.30 OU Other Units USD 32574.41 0.0052069096689 Long ABS-MBS USGA US N 2 2030-09-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410GL35 24281.06 OU Other Units USD 25075.12 0.0040081734336 Long ABS-MBS USGA US N 2 2037-10-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MVR8 196916.95 OU Other Units USD 179228.93 0.0286491404933 Long ABS-MBS USGA US N 2 2042-12-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31385XD95 3952.75 OU Other Units USD 4055.37 0.0006482372286 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36296XEB6 13711.02 OU Other Units USD 13861.65 0.0022157380413 Long ABS-MBS USGA US N 2 2038-11-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y8QB9 16417.38 OU Other Units USD 15615.12 0.002496024312 Long ABS-MBS USGA US N 2 2029-12-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DV5X9 106770.93 OU Other Units USD 93936.38 0.0150154137953 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413UUE7 10491.58 OU Other Units USD 10511.10 0.0016801639146 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MXC9 68856.02 OU Other Units USD 66233.83 0.0105872545301 Long ABS-MBS USGA US N 2 2028-01-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132WMY32 25789.36 OU Other Units USD 25123.14 0.0040158492688 Long ABS-MBS USGA US N 2 2047-05-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128P8D65 21261.28 OU Other Units USD 20041.56 0.0032035758297 Long ABS-MBS USGA US N 2 2037-04-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SB71 119239.98 OU Other Units USD 108031.61 0.0172684888126 Long ABS-MBS USGA US N 2 2046-05-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402NPB8 13029.83 OU Other Units USD 13056.07 0.002086968793 Long ABS-MBS USGA US N 2 2033-08-01 Fixed 5.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJU99 50520.31 OU Other Units USD 49455.75 0.007905334981 Long ABS-MBS USGA US N 2 2044-09-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412LBL3 18447.20 OU Other Units USD 18919.22 0.0030241735628 Long ABS-MBS USGA US N 2 2036-12-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402RDG1 32615.32 OU Other Units USD 33451.73 0.0053471463145 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ENM63 40120.97 OU Other Units USD 39229.61 0.0062707209622 Long ABS-MBS USGA US N 2 2044-05-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36184A2T5 2941.32 OU Other Units USD 2811.93 0.0004494775348 Long ABS-MBS USGA US N 2 2045-03-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410WF45 7179.54 OU Other Units USD 7329.84 0.0011716502238 Long ABS-MBS USGA US N 2 2037-04-01 Fixed 5.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MCJK2 2226.15 OU Other Units USD 2200.10 0.000351678571 Long ABS-MBS USGA US N 2 2024-09-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UGC0 21072.77 OU Other Units USD 20096.42 0.0032123450159 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31401BLH6 7003.76 OU Other Units USD 6966.32 0.0011135427768 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 5.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31288AX26 302.83 OU Other Units USD 309.73 0.0000495092967 Long ABS-MBS USGA US N 2 2032-06-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EKZ24 21323.62 OU Other Units USD 19151.32 0.0030612739657 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31287SCS4 1512.93 OU Other Units USD 1567.13 0.0002505004495 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KKVF3 179186.94 OU Other Units USD 145732.87 0.0232949081776 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KMVS1 361392.04 OU Other Units USD 293388.12 0.0468971023202 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36213FQU0 8941.13 OU Other Units USD 9280.33 0.0014834294775 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371N5J0 37037.03 OU Other Units USD 38154.67 0.0060988954255 Long ABS-MBS USGA US N 2 2038-11-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SJS7 381500.54 OU Other Units USD 345277.94 0.0551915151884 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W9KR0 112378.82 OU Other Units USD 100929.04 0.0161331669324 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36188RJ90 24505.13 OU Other Units USD 23522.67 0.0037600195326 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138AALD1 2723.42 OU Other Units USD 2679.75 0.0004283490072 Long ABS-MBS USGA US N 2 2041-04-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31411E4E4 25174.26 OU Other Units USD 26077.39 0.0041683829156 Long ABS-MBS USGA US N 2 2037-01-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132M7MX3 46682.25 OU Other Units USD 44641.21 0.0071357469861 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138E8P97 53606.40 OU Other Units USD 51771.50 0.0082754998149 Long ABS-MBS USGA US N 2 2027-02-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128P73Q4 130211.94 OU Other Units USD 121321.58 0.0193928457325 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KNGA5 372919.05 OU Other Units USD 314693.30 0.0503026635488 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31374GNC7 116.20 OU Other Units USD 116.94 0.0000186924649 Long ABS-MBS USGA US N 2 2027-09-01 Fixed 7.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NDR6 133667.89 OU Other Units USD 125591.89 0.0200754403958 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5EQ4 148870.79 OU Other Units USD 141518.64 0.0226212777132 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138XJDF1 12763.90 OU Other Units USD 12209.06 0.0019515770988 Long ABS-MBS USGA US N 2 2044-02-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ABBC2 4875.77 OU Other Units USD 4755.14 0.000760093105 Long ABS-MBS USGA US N 2 2026-03-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31391HDP6 5578.31 OU Other Units USD 5696.36 0.0009105439503 Long ABS-MBS USGA US N 2 2032-05-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XFMD0 377562.23 OU Other Units USD 306166.13 0.0489396241592 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XGPM5 356523.00 OU Other Units USD 307102.36 0.0490892773698 Long ABS-MBS USGA US N 2 2036-06-01 Fixed 1.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QNFJ6 363149.64 OU Other Units USD 306597.47 0.0490085724047 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.50 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F032674 -200000.00 OU Other Units USD -181113.28 -0.0289503474909 Short ABS-MBS USGA US N 2 2053-07-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413GBM1 9709.99 OU Other Units USD 9912.90 0.0015845436604 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140KSRJ8 472506.71 OU Other Units USD 383649.46 0.0613250733558 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36225BSS8 2755.48 OU Other Units USD 2889.58 0.0004618896256 Long ABS-MBS USGA US N 2 2032-03-01 Fixed 8.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132Y1W95 53283.30 OU Other Units USD 48978.95 0.0078291201078 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138XDUX6 13736.14 OU Other Units USD 13089.55 0.0020923204582 Long ABS-MBS USGA US N 2 2029-01-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140E0EV3 194193.24 OU Other Units USD 174421.91 0.027880754545 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132Y2UE4 84466.39 OU Other Units USD 80248.57 0.0128274634921 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31411JPP5 18512.23 OU Other Units USD 18982.32 0.0030342598852 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 5.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128E4C26 5783.10 OU Other Units USD 5787.71 0.00092514594 Long ABS-MBS USGA US N 2 2027-05-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CC36 17980.10 OU Other Units USD 16067.49 0.0025683341321 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36290R2Q5 8103.79 OU Other Units USD 8147.25 0.0013023104578 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VTW0 351168.95 OU Other Units USD 304441.39 0.0486639302823 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292GWG7 269.47 OU Other Units USD 275.27 0.0000440009818 Long ABS-MBS USGA US N 2 2028-09-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410GGR8 8421.31 OU Other Units USD 8723.29 0.0013943885106 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SSN8 15819.80 OU Other Units USD 13825.86 0.0022100171305 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31388DYZ5 1811.78 OU Other Units USD 1824.48 0.0002916369798 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CFD1 111043.22 OU Other Units USD 98965.76 0.0158193432403 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202EZG7 13347.78 OU Other Units USD 13733.34 0.0021952281202 Long ABS-MBS USGA US N 2 2039-01-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DRV6 195038.97 OU Other Units USD 177577.33 0.0283851377989 Long ABS-MBS USGA US N 2 2035-08-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138X3XH0 195504.57 OU Other Units USD 175585.93 0.0280668192195 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W75S9 179711.39 OU Other Units USD 161402.89 0.0257997080696 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VMC1 167426.23 OU Other Units USD 145085.56 0.0231914378554 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BT55 190852.47 OU Other Units USD 181486.39 0.0290099878671 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BLF1 68674.43 OU Other Units USD 63614.28 0.01016852829 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QNQ21 371991.65 OU Other Units USD 325994.50 0.0521091222859 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VSH4 163538.04 OU Other Units USD 146706.98 0.0234506163785 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36291FN46 15556.69 OU Other Units USD 13912.67 0.0022238934164 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371GN71 329.24 OU Other Units USD 331.11 0.0000529268177 Long ABS-MBS USGA US N 2 2028-04-01 Fixed 7.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MQS2 19781.02 OU Other Units USD 20051.41 0.003205150319 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140E9J80 72798.62 OU Other Units USD 69056.90 0.0110385127564 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CR89 146833.68 OU Other Units USD 135047.27 0.021586851026 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KH3C8 299358.04 OU Other Units USD 253977.90 0.0405975114581 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KYVN6 232578.74 OU Other Units USD 196531.70 0.0314149299708 Long ABS-MBS USGA US N 2 2041-08-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36290N4D1 2631.06 OU Other Units USD 2600.69 0.0004157115326 Long ABS-MBS USGA US N 2 2033-07-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402UR87 16650.76 OU Other Units USD 16343.73 0.0026124901652 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140Q9G72 64122.43 OU Other Units USD 56833.34 0.0090846178815 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 3.00 N N N N N N FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FUZV9 200000.00 OU Other Units USD 161411.74 0.0258011227123 Long ABS-MBS USGA US N 2 2030-05-01 Fixed 1.311 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179M5P1 124469.55 OU Other Units USD 123245.92 0.0197004449968 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TT96 102188.82 OU Other Units USD 92058.62 0.014715260187 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ELVP5 5773.30 OU Other Units USD 5644.98 0.0009023310304 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418XGC6 4822.05 OU Other Units USD 4813.67 0.0007694489283 Long ABS-MBS USGA US N 2 2040-08-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MMSL8 78508.20 OU Other Units USD 74766.39 0.011951155493 Long ABS-MBS USGA US N 2 2029-08-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36178WCU1 20057.19 OU Other Units USD 18103.17 0.0028937307202 Long ABS-MBS USGA US N 2 2042-09-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X7VZ9 251996.70 OU Other Units USD 213846.02 0.0341825656768 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138M5L80 112128.59 OU Other Units USD 104450.95 0.0166961323778 Long ABS-MBS USGA US N 2 2042-08-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BZP4 41471.15 OU Other Units USD 38373.43 0.0061338634743 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140H5CX7 57660.67 OU Other Units USD 53062.71 0.0084818953823 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 2.50 N N N N N N FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136B75M9 400000.00 OU Other Units USD 354610.92 0.0566833605911 Long ABS-MBS USGA US N 2 2029-10-01 Fixed 2.444 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VN48 40149.65 OU Other Units USD 37261.22 0.0059560804538 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WFF27 164188.18 OU Other Units USD 152192.72 0.0243274934316 Long ABS-MBS USGA US N 2 2030-08-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410PLC5 43563.63 OU Other Units USD 42865.38 0.0068518865448 Long ABS-MBS USGA US N 2 2039-03-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414AYQ9 14735.96 OU Other Units USD 15264.50 0.0024399788865 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128P8DH1 45381.67 OU Other Units USD 40818.55 0.0065247076668 Long ABS-MBS USGA US N 2 2036-11-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418D7E6 373844.79 OU Other Units USD 303354.40 0.0484901785937 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36213CVF4 5587.87 OU Other Units USD 5674.58 0.0009070624907 Long ABS-MBS USGA US N 2 2035-08-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ECM75 645472.56 OU Other Units USD 579745.40 0.092670348559 Long ABS-MBS USGA US N 2 2042-08-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292GWC6 318.19 OU Other Units USD 325.72 0.0000520652443 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412WZK5 2992.77 OU Other Units USD 3054.28 0.0004882163656 Long ABS-MBS USGA US N 2 2037-06-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WND6 229910.76 OU Other Units USD 192670.30 0.030797698193 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31407XFG1 4425.25 OU Other Units USD 4457.74 0.0007125547172 Long ABS-MBS USGA US N 2 2035-11-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418APY8 155308.95 OU Other Units USD 144535.93 0.0231035813521 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418EBE9 362328.97 OU Other Units USD 320571.89 0.0512423363506 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ENKH1 34059.01 OU Other Units USD 33302.21 0.0053232460464 Long ABS-MBS USGA US N 2 2044-08-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31288J6W1 6972.00 OU Other Units USD 6936.04 0.0011087026208 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31307CSY5 47047.04 OU Other Units USD 44712.78 0.0071471872094 Long ABS-MBS USGA US N 2 2028-06-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36225BPM4 3015.28 OU Other Units USD 3112.83 0.0004975753858 Long ABS-MBS USGA US N 2 2031-09-01 Fixed 7.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412MFU7 67053.27 OU Other Units USD 67360.21 0.0107673025774 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36204QDD9 14.72 OU Other Units USD 14.99 0.0000023961009 Long ABS-MBS USGA US N 2 2024-02-01 Fixed 6.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5D36 60631.47 OU Other Units USD 56100.48 0.0089674726801 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31329KRZ9 98383.12 OU Other Units USD 91555.77 0.014634881309 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5D28 197477.35 OU Other Units USD 177346.08 0.0283481732656 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VQU7 44098.79 OU Other Units USD 40966.15 0.0065483010294 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179T7L3 8932.80 OU Other Units USD 8707.87 0.0013919236756 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RVA4 38597.01 OU Other Units USD 35079.69 0.0056073702346 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YGHP0 4086.45 OU Other Units USD 3670.21 0.0005866707005 Long ABS-MBS USGA US N 2 2045-04-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NM88 11556.62 OU Other Units USD 10143.63 0.0016214250734 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128P7B69 2177.61 OU Other Units USD 2133.38 0.0003410136039 Long ABS-MBS USGA US N 2 2026-01-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJV72 122704.03 OU Other Units USD 116908.14 0.0186873722209 Long ABS-MBS USGA US N 2 2045-04-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132J4DH9 32357.75 OU Other Units USD 30504.05 0.0048759695996 Long ABS-MBS USGA US N 2 2035-02-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31408DPH1 10664.19 OU Other Units USD 10726.04 0.0017145213493 Long ABS-MBS USGA US N 2 2035-12-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179R7J2 140197.22 OU Other Units USD 130776.33 0.0209041556593 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138E2E27 31791.51 OU Other Units USD 30927.48 0.0049436534583 Long ABS-MBS USGA US N 2 2026-12-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DMG4 26128.50 OU Other Units USD 23728.77 0.003792963923 Long ABS-MBS USGA US N 2 2040-03-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WTZ1 208685.17 OU Other Units USD 186148.46 0.0297552040463 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412XX33 38376.30 OU Other Units USD 39612.48 0.0063319214415 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJVV9 67244.04 OU Other Units USD 62341.53 0.0099650834914 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140KYBS2 415549.50 OU Other Units USD 337979.74 0.054024922512 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WLN6 183907.91 OU Other Units USD 154035.77 0.0246220987634 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138XRHX0 3885.23 OU Other Units USD 3798.89 0.0006072397649 Long ABS-MBS USGA US N 2 2044-04-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VKL3 284923.57 OU Other Units USD 255895.21 0.0409039870006 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJ5P1 18702.93 OU Other Units USD 18232.46 0.0029143972911 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31391RL75 834.67 OU Other Units USD 840.18 0.0001342999417 Long ABS-MBS USGA US N 2 2032-12-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418C4E1 49455.96 OU Other Units USD 45409.06 0.0072584852211 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36206JBB9 64.83 OU Other Units USD 64.89 0.0000103724478 Long ABS-MBS USGA US N 2 2027-10-01 Fixed 7.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M9U91 5247.70 OU Other Units USD 5137.18 0.0008211609116 Long ABS-MBS USGA US N 2 2043-10-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371MGH4 7556.77 OU Other Units USD 7827.47 0.0012511947024 Long ABS-MBS USGA US N 2 2035-10-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402C3J9 6005.23 OU Other Units USD 6190.65 0.0009895545411 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 6.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132M75U8 16551.77 OU Other Units USD 15783.60 0.0025229552722 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202DP96 2207.35 OU Other Units USD 2196.69 0.000351133494 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W9AB6 87955.23 OU Other Units USD 82647.67 0.0132109515426 Long ABS-MBS USGA US N 2 2028-07-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FDET9 57462.70 OU Other Units USD 51173.71 0.0081799450979 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XBGS3 757192.19 OU Other Units USD 639571.45 0.1022333410492 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402YGE8 5939.46 OU Other Units USD 5966.62 0.0009537441006 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RD71 38734.34 OU Other Units USD 36169.52 0.0057815758876 Long ABS-MBS USGA US N 2 2045-05-01 Fixed 3.50 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F032674 200000.00 OU Other Units USD 181113.28 0.0289503474909 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W7GC2 52690.47 OU Other Units USD 47323.07 0.0075644332698 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EGQX5 180110.32 OU Other Units USD 167807.14 0.026823405851 Long ABS-MBS USGA US N 2 2040-11-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QEAE2 211055.59 OU Other Units USD 179231.09 0.028649485762 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QBG5 153806.22 OU Other Units USD 148735.28 0.0237748332986 Long ABS-MBS USGA US N 2 2044-04-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128LXML1 20547.49 OU Other Units USD 20666.03 0.0033033952549 Long ABS-MBS USGA US N 2 2036-04-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31389PQV5 595.65 OU Other Units USD 607.89 0.000097169168 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140LNHS9 369014.46 OU Other Units USD 299238.62 0.0478322850301 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WCQG1 93294.22 OU Other Units USD 88861.07 0.0142041425947 Long ABS-MBS USGA US N 2 2044-08-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132WDAG9 35031.93 OU Other Units USD 33326.33 0.0053271015471 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WNXD6 254685.06 OU Other Units USD 228737.92 0.036562985709 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJYN4 161027.90 OU Other Units USD 150013.99 0.023979230783 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SNU7 194315.12 OU Other Units USD 175743.87 0.0280920653963 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WHMS8 27997.39 OU Other Units USD 27375.33 0.0043758542508 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140GV3Q6 185521.59 OU Other Units USD 170343.36 0.0272288120715 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417QUF9 1449.59 OU Other Units USD 1416.69 0.0002264531225 Long ABS-MBS USGA US N 2 2024-11-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VN22 347303.50 OU Other Units USD 301494.01 0.0481928015214 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YXK38 1604.96 OU Other Units USD 1515.44 0.0002422379772 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36212C6U0 1401.07 OU Other Units USD 1398.64 0.0002235678908 Long ABS-MBS USGA US N 2 2030-11-01 Fixed 7.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BVG8 44153.69 OU Other Units USD 40718.25 0.0065086750497 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138XU4X7 3461.94 OU Other Units USD 3385.03 0.0005410856385 Long ABS-MBS USGA US N 2 2044-06-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SQU4 24008.06 OU Other Units USD 21056.66 0.003365836144 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WQNL2 55882.83 OU Other Units USD 47841.70 0.0076473345276 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179M4J6 30288.40 OU Other Units USD 28852.77 0.0046120180561 Long ABS-MBS USGA US N 2 2028-03-01 Fixed 2.50 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BJ7 50000.00 PA USD 39047.50 0.0062416112924 Long DBT CORP US N 2 2048-02-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413BWG2 22572.41 OU Other Units USD 23196.15 0.0037078264109 Long ABS-MBS USGA US N 2 2037-08-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X9Y25 363898.94 OU Other Units USD 308649.32 0.0493365537129 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36178YRE7 7506.49 OU Other Units USD 7033.40 0.0011242652887 Long ABS-MBS USGA US N 2 2042-11-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36211LY48 95.60 OU Other Units USD 95.43 0.0000152541639 Long ABS-MBS USGA US N 2 2030-05-01 Fixed 8.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31335H7D9 1603.77 OU Other Units USD 1586.02 0.0002535199524 Long ABS-MBS USGA US N 2 2025-04-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202EWD7 10945.18 OU Other Units USD 11261.40 0.0018000968412 Long ABS-MBS USGA US N 2 2038-09-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179W5C8 87935.34 OU Other Units USD 78271.13 0.0125113763717 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371MRR0 4076.18 OU Other Units USD 4175.42 0.0006674268166 Long ABS-MBS USGA US N 2 2036-04-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418C4F8 40858.52 OU Other Units USD 38733.72 0.0061914546167 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YSSX5 9909.99 OU Other Units USD 9185.19 0.0014682216691 Long ABS-MBS USGA US N 2 2030-06-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SUU9 38346.33 OU Other Units USD 34659.10 0.0055401403404 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31298QCU0 470.05 OU Other Units USD 473.61 0.0000757049625 Long ABS-MBS USGA US N 2 2031-06-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31411ECY1 63961.44 OU Other Units USD 63907.74 0.0102154368821 Long ABS-MBS USGA US N 2 2036-12-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JQRZ8 83492.46 OU Other Units USD 73806.08 0.0117976531756 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BHY5 66837.33 OU Other Units USD 62932.92 0.0100596151901 Long ABS-MBS USGA US N 2 2034-10-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWAF0 379418.86 OU Other Units USD 308762.58 0.0493546579422 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MDER0 61159.40 OU Other Units USD 59055.99 0.0094399009941 Long ABS-MBS USGA US N 2 2027-05-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WE3S6 4850.50 OU Other Units USD 4613.12 0.0007373916866 Long ABS-MBS USGA US N 2 2030-07-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31407PRA8 17375.44 OU Other Units USD 17454.91 0.0027901085437 Long ABS-MBS USGA US N 2 2035-10-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YWKD8 59568.27 OU Other Units USD 55433.20 0.0088608102207 Long ABS-MBS USGA US N 2 2030-10-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371MT23 5632.64 OU Other Units USD 5776.74 0.0009233924224 Long ABS-MBS USGA US N 2 2036-06-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138M3QJ6 43446.38 OU Other Units USD 41513.15 0.0066357371361 Long ABS-MBS USGA US N 2 2027-07-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WDAD3 9396.82 OU Other Units USD 8936.81 0.0014285189631 Long ABS-MBS USGA US N 2 2029-10-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H032670 -75000.00 OU Other Units USD -68866.64 -0.0110081003366 Short ABS-MBS USGA US N 2 2053-07-20 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31283GZR1 88.63 OU Other Units USD 89.16 0.0000142519255 Long ABS-MBS USGA US N 2 2027-08-01 Fixed 7.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418A6X1 191413.68 OU Other Units USD 177548.93 0.0283805981546 Long ABS-MBS USGA US N 2 2044-02-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KJ4M1 338341.58 OU Other Units USD 287052.35 0.045884350836 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WG2M5 81137.66 OU Other Units USD 74997.90 0.0119881615864 Long ABS-MBS USGA US N 2 2031-04-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ELTP8 191146.97 OU Other Units USD 171670.08 0.0274408837927 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140Q83U7 24025.73 OU Other Units USD 23414.64 0.0037427513011 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJXW5 28627.50 OU Other Units USD 25669.85 0.00410323902 Long ABS-MBS USGA US N 2 2046-02-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XBS68 381248.21 OU Other Units USD 321725.78 0.0514267817787 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31409JTP5 9426.89 OU Other Units USD 9559.89 0.0015281162015 Long ABS-MBS USGA US N 2 2036-06-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140EVGJ0 96481.62 OU Other Units USD 89276.90 0.0142706116189 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133B0QP1 377656.85 OU Other Units USD 306595.06 0.0490081871743 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138AT4H0 5634.35 OU Other Units USD 5413.56 0.0008653393233 Long ABS-MBS USGA US N 2 2042-06-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36291HUV4 1716.59 OU Other Units USD 1737.20 0.0002776855659 Long ABS-MBS USGA US N 2 2034-06-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36201M4K5 9552.40 OU Other Units USD 9511.09 0.0015203156859 Long ABS-MBS USGA US N 2 2032-08-01 Fixed 7.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36201JEQ8 1044.97 OU Other Units USD 1064.48 0.0001701535409 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.50 N N N N N N MORGAN STANLEY BAML TRUST N/A 61764RBF4 275000.00 OU Other Units USD 262357.43 0.0419369510912 Long ABS-MBS CORP US N 2 2048-02-01 Fixed 3.249 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31419GB94 311248.45 OU Other Units USD 297882.88 0.0476155745597 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X9MU6 57911.40 OU Other Units USD 54961.09 0.0087853450281 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36290V2U7 11510.61 OU Other Units USD 11640.54 0.0018607010926 Long ABS-MBS USGA US N 2 2035-01-01 Fixed 5.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31307UX78 90787.09 OU Other Units USD 83796.19 0.0133945385943 Long ABS-MBS USGA US N 2 2032-11-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CTC8 47535.18 OU Other Units USD 43819.10 0.007004335473 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RNW5 53014.29 OU Other Units USD 49451.50 0.0079046556329 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 3.50 N N N N N N BARCLAYS COMMERCIAL MORTGAGE S N/A 05492VAJ4 200000.00 OU Other Units USD 158321.30 0.0253071262925 Long ABS-MBS CORP US N 2 2053-04-01 Fixed 2.444 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31365EJZ7 2665.79 OU Other Units USD 2656.20 0.0004245846191 Long ABS-MBS USGA US N 2 2027-04-01 Fixed 7.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36177UJN5 32967.84 OU Other Units USD 29756.03 0.0047564011233 Long ABS-MBS USGA US N 2 2042-09-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412QBG3 125656.63 OU Other Units USD 123641.96 0.0197637506562 Long ABS-MBS USGA US N 2 2039-07-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418AXY9 86604.71 OU Other Units USD 84508.87 0.0135084580907 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3622A2MZ2 124666.94 OU Other Units USD 115561.73 0.0184721531196 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YHV23 9677.41 OU Other Units USD 8727.16 0.0013950071171 Long ABS-MBS USGA US N 2 2030-05-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5E76 61276.78 OU Other Units USD 54581.70 0.0087247008151 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FE3H5 16513.89 OU Other Units USD 14889.24 0.0023799948401 Long ABS-MBS USGA US N 2 2032-03-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XHHP5 464461.47 OU Other Units USD 400036.57 0.0639444976678 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 1.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179XDE3 383732.89 OU Other Units USD 369603.27 0.0590798372172 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJJF8 11371.06 OU Other Units USD 11436.86 0.0018281435309 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UH54 18139.29 OU Other Units USD 17694.94 0.0028284765304 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31335GNV3 130.14 OU Other Units USD 131.01 0.000020941507 Long ABS-MBS USGA US N 2 2026-05-01 Fixed 8.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416W6C1 12499.00 OU Other Units USD 12222.24 0.0019536838773 Long ABS-MBS USGA US N 2 2025-11-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620ACV84 35070.25 OU Other Units USD 34547.65 0.0055223254335 Long ABS-MBS USGA US N 2 2040-01-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128PQVW8 18371.71 OU Other Units USD 17974.55 0.0028731712467 Long ABS-MBS USGA US N 2 2025-01-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31385SK56 829.86 OU Other Units USD 828.04 0.0001323594036 Long ABS-MBS USGA US N 2 2030-09-01 Fixed 7.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJ4X5 21315.96 OU Other Units USD 20789.34 0.0033231059429 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KYS83 109196.13 OU Other Units USD 96362.32 0.0154031921294 Long ABS-MBS USGA US N 2 2040-04-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138MN4K3 7994.47 OU Other Units USD 7691.48 0.0012294571591 Long ABS-MBS USGA US N 2 2027-11-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36200JUT5 5223.69 OU Other Units USD 5220.26 0.0008344409697 Long ABS-MBS USGA US N 2 2033-03-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620A56D6 52659.93 OU Other Units USD 51874.87 0.0082920231611 Long ABS-MBS USGA US N 2 2039-06-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FVWN2 261614.36 OU Other Units USD 240509.59 0.0384446474902 Long ABS-MBS USGA US N 2 2047-07-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36295NM20 15789.58 OU Other Units USD 15771.44 0.0025210115372 Long ABS-MBS USGA US N 2 2038-06-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414DQ90 73.64 OU Other Units USD 73.98 0.0000118254537 Long ABS-MBS USGA US N 2 2038-05-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179R4E6 154748.03 OU Other Units USD 144349.53 0.0230737859402 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31385JRT7 10029.40 OU Other Units USD 10289.74 0.0016447802645 Long ABS-MBS USGA US N 2 2032-11-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371LCD9 16003.48 OU Other Units USD 16068.10 0.0025684316385 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132D55N8 179354.28 OU Other Units USD 163295.58 0.0261022481881 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TQQ1 62002.19 OU Other Units USD 59330.71 0.0094838140603 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UUK6 4667.26 OU Other Units USD 4449.04 0.0007111640515 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36208TYT1 2350.86 OU Other Units USD 2335.28 0.0003732866385 Long ABS-MBS USGA US N 2 2028-01-01 Fixed 7.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WGVX9 85505.56 OU Other Units USD 76581.31 0.0122412643391 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CH31 24942.01 OU Other Units USD 21356.93 0.0034138332917 Long ABS-MBS USGA US N 2 2047-02-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DNP64 384079.34 OU Other Units USD 323952.97 0.051782790595 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJTZ3 54474.30 OU Other Units USD 52092.63 0.0083268313633 Long ABS-MBS USGA US N 2 2044-01-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJH76 25667.66 OU Other Units USD 23621.70 0.0037758491443 Long ABS-MBS USGA US N 2 2036-11-01 Fixed 3.00 N N N N N N CALIFORNIA INSTITUTE OF 549300CITPNHOTVPHC04 13034VAB0 110000.00 PA USD 99349.86 0.015880740331 Long DBT CORP US N 2 2045-08-01 Fixed 4.321 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WC2F9 57142.52 OU Other Units USD 54427.79 0.0087000988202 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TNQ4 73488.30 OU Other Units USD 66208.58 0.0105832184027 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36241KK56 19286.72 OU Other Units USD 20077.62 0.0032093398992 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140KQWW7 411986.30 OU Other Units USD 335346.44 0.0536039983807 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31307ERM8 4874.06 OU Other Units USD 4625.02 0.0007392938615 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138MDTS1 156927.99 OU Other Units USD 146047.67 0.0233452278968 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140MMT24 377865.21 OU Other Units USD 306802.74 0.0490413841225 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36291FVS4 420.24 OU Other Units USD 422.57 0.0000675463905 Long ABS-MBS USGA US N 2 2034-03-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VXX3 522862.10 OU Other Units USD 439931.96 0.0703216413195 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371KP70 2843.32 OU Other Units USD 2929.80 0.0004683186571 Long ABS-MBS USGA US N 2 2032-06-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31390REX7 4426.25 OU Other Units USD 4518.80 0.0007223149525 Long ABS-MBS USGA US N 2 2032-08-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36210BYF6 36872.60 OU Other Units USD 36220.79 0.0057897712243 Long ABS-MBS USGA US N 2 2039-03-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416RGR8 1280.53 OU Other Units USD 1260.00 0.000201406754 Long ABS-MBS USGA US N 2 2039-06-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QBPL6 7429.12 OU Other Units USD 6821.16 0.0010903394399 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138E0RA9 404502.73 OU Other Units USD 376805.16 0.0602310350647 Long ABS-MBS USGA US N 2 2041-12-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XHY50 382240.77 OU Other Units USD 310102.18 0.049568788488 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WKTU9 10153.35 OU Other Units USD 9035.35 0.0014442702501 Long ABS-MBS USGA US N 2 2047-05-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36178GFP4 46176.42 OU Other Units USD 43279.04 0.0069180087019 Long ABS-MBS USGA US N 2 2042-07-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132D6BM1 355843.94 OU Other Units USD 306486.37 0.0489908134441 Long ABS-MBS USGA US N 2 2037-03-01 Fixed 1.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371LDG1 20539.16 OU Other Units USD 20633.07 0.00329812671 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KMNT8 354735.05 OU Other Units USD 301182.13 0.0481429485544 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FF5G2 170444.68 OU Other Units USD 157532.52 0.0251810424675 Long ABS-MBS USGA US N 2 2031-09-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TSF3 118026.55 OU Other Units USD 106171.96 0.0169712300268 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DBA9 36095.81 OU Other Units USD 34363.81 0.005492939229 Long ABS-MBS USGA US N 2 2034-04-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3131XYNZ8 79349.67 OU Other Units USD 72853.61 0.0116454040557 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412K7M8 19939.79 OU Other Units USD 20357.89 0.0032541401143 Long ABS-MBS USGA US N 2 2036-12-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DVC3 353606.86 OU Other Units USD 300836.70 0.0480877327329 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3131XLUN5 193705.21 OU Other Units USD 173973.27 0.0278090409529 Long ABS-MBS USGA US N 2 2043-02-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140Q83V5 25946.94 OU Other Units USD 25287.06 0.0040420513284 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y9EX2 3254.50 OU Other Units USD 3097.80 0.000495172891 Long ABS-MBS USGA US N 2 2044-11-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FCRM2 104610.06 OU Other Units USD 96048.32 0.0153530002875 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.50 N N N N N N FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136B2HA3 200000.00 OU Other Units USD 189157.92 0.030236256086 Long ABS-MBS USGA US N 2 2028-07-01 Variable 3.357397 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416RAK9 104208.30 OU Other Units USD 99733.77 0.0159421070508 Long ABS-MBS USGA US N 2 2039-05-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WFF0 369342.59 OU Other Units USD 309960.78 0.0495461861745 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W5AQ1 82787.67 OU Other Units USD 74352.91 0.0118850621084 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X7PZ6 223936.48 OU Other Units USD 199320.11 0.0318606479129 Long ABS-MBS USGA US N 2 2035-10-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417YUM7 106702.88 OU Other Units USD 103657.48 0.0165692988721 Long ABS-MBS USGA US N 2 2030-12-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QMYV0 378606.72 OU Other Units USD 319729.55 0.0511076911401 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36295ERB5 10438.91 OU Other Units USD 10431.80 0.0016674880768 Long ABS-MBS USGA US N 2 2037-03-01 Fixed 5.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJYH7 149563.70 OU Other Units USD 138459.93 0.022132353227 Long ABS-MBS USGA US N 2 2046-06-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312944PJ4 61317.39 OU Other Units USD 58752.68 0.0093914179127 Long ABS-MBS USGA US N 2 2040-12-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36290SGE5 5021.83 OU Other Units USD 5045.14 0.0008064486278 Long ABS-MBS USGA US N 2 2033-08-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36290T6V6 42645.58 OU Other Units USD 39970.08 0.0063890825964 Long ABS-MBS USGA US N 2 2042-02-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A4HS0 248603.00 OU Other Units USD 223275.66 0.0356898618548 Long ABS-MBS USGA US N 2 2043-10-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620A9PT2 13968.91 OU Other Units USD 13747.82 0.0021975426994 Long ABS-MBS USGA US N 2 2039-10-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QF3P2 338134.22 OU Other Units USD 260833.76 0.0416933975761 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 1.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140M83M9 732491.32 OU Other Units USD 594580.32 0.0950416605302 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133A26A3 135212.32 OU Other Units USD 119364.00 0.0190799331661 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWA52 366083.69 OU Other Units USD 297228.55 0.0475109821142 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31415BD48 7264.00 OU Other Units USD 7220.84 0.0011542269411 Long ABS-MBS USGA US N 2 2038-07-01 Fixed 5.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KJ6L1 351154.17 OU Other Units USD 285760.86 0.0456779105116 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31404JGQ2 2785.10 OU Other Units USD 2767.60 0.0004423915337 Long ABS-MBS USGA US N 2 2034-03-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3617A4AK4 7498.92 OU Other Units USD 7194.60 0.0011500325655 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DQA3 144269.42 OU Other Units USD 127228.14 0.0203369894445 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WEZE2 105858.55 OU Other Units USD 100679.43 0.0160932676151 Long ABS-MBS USGA US N 2 2030-06-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202CZL0 138.46 OU Other Units USD 140.76 0.0000225000116 Long ABS-MBS USGA US N 2 2028-02-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RXF1 57256.03 OU Other Units USD 56588.73 0.0090455177973 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412RE78 11060.39 OU Other Units USD 10805.72 0.0017272579287 Long ABS-MBS USGA US N 2 2025-03-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CAF1 42328.69 OU Other Units USD 37730.14 0.0060310357356 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133BFB74 238331.05 OU Other Units USD 222717.87 0.0356007010029 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202CHP1 36.06 OU Other Units USD 36.04 0.0000057608725 Long ABS-MBS USGA US N 2 2025-07-01 Fixed 8.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292R7M8 472983.88 OU Other Units USD 441115.45 0.0705108182079 Long ABS-MBS USGA US N 2 2042-06-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417W2V2 44096.20 OU Other Units USD 44059.44 0.0070427530121 Long ABS-MBS USGA US N 2 2040-02-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132QSZN1 1417.87 OU Other Units USD 1349.72 0.0002157481937 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X4SD9 57041.70 OU Other Units USD 54130.63 0.0086525987956 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36200NLL3 6493.15 OU Other Units USD 6527.48 0.0010433956816 Long ABS-MBS USGA US N 2 2034-05-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36297CXV6 194996.77 OU Other Units USD 193790.76 0.0309767999482 Long ABS-MBS USGA US N 2 2039-02-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJ3M0 62072.21 OU Other Units USD 55215.24 0.0088259700492 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A9M87 253845.90 OU Other Units USD 241487.66 0.0386009886838 Long ABS-MBS USGA US N 2 2028-03-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KKQX0 264452.78 OU Other Units USD 224525.31 0.0358896141962 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128E4YG1 17079.08 OU Other Units USD 16794.95 0.0026846161617 Long ABS-MBS USGA US N 2 2028-07-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140KSVF1 381763.56 OU Other Units USD 309520.96 0.0494758824296 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWBA0 449376.08 OU Other Units USD 346511.72 0.0553887307638 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 1.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJN55 24662.72 OU Other Units USD 24805.59 0.0039650899714 Long ABS-MBS USGA US N 2 2040-07-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371GKK5 182.71 OU Other Units USD 186.47 0.0000298066011 Long ABS-MBS USGA US N 2 2028-02-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418AKP2 79033.12 OU Other Units USD 75106.29 0.0120054873626 Long ABS-MBS USGA US N 2 2032-10-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179W2U1 366781.03 OU Other Units USD 316491.25 0.0505900597976 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.50 N N N N N N FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FRUS8 287887.53 OU Other Units USD 256022.12 0.0409242731365 Long ABS-MBS USGA US N 2 2029-10-01 Fixed 1.783 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NF94 190354.01 OU Other Units USD 188483.92 0.0301285194572 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWCH4 358465.90 OU Other Units USD 290849.07 0.0464912437338 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TXW0 39691.37 OU Other Units USD 38740.34 0.0061925128014 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179N2K3 7196.55 OU Other Units USD 6959.23 0.0011124094642 Long ABS-MBS USGA US N 2 2044-02-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36295FH49 8586.87 OU Other Units USD 8479.98 0.001355496227 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DV5R2 106859.62 OU Other Units USD 94334.55 0.0150790599281 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 3.00 N N N N N N BARCLAYS COMMERCIAL MORTGAGE S N/A 05552FBA4 300000.00 OU Other Units USD 267215.37 0.0427134764298 Long ABS-MBS CORP US N 2 2055-04-01 Variable 3.662 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WTUP9 85662.20 OU Other Units USD 76934.52 0.0122977237674 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36295CH79 8749.77 OU Other Units USD 7912.03 0.0012647113334 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31283HLZ6 1859.60 OU Other Units USD 1899.65 0.000303652651 Long ABS-MBS USGA US N 2 2031-03-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CS96 14755.80 OU Other Units USD 13892.64 0.0022206916884 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36213XCD4 1909.29 OU Other Units USD 1944.94 0.0003108921049 Long ABS-MBS USGA US N 2 2031-09-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RZT9 68638.01 OU Other Units USD 64040.53 0.0102366629161 Long ABS-MBS USGA US N 2 2046-02-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XGYT0 411551.55 OU Other Units USD 334381.47 0.053449751178 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WFNP7 21456.18 OU Other Units USD 20403.35 0.0032614067421 Long ABS-MBS USGA US N 2 2030-09-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H032670 75000.00 OU Other Units USD 68866.64 0.0110081003366 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413ESZ9 6611.71 OU Other Units USD 6548.80 0.0010468036117 Long ABS-MBS USGA US N 2 2037-08-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410UYX4 2897.80 OU Other Units USD 2966.53 0.0004741898238 Long ABS-MBS USGA US N 2 2036-09-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W62D7 13717.69 OU Other Units USD 12724.00 0.0020338885225 Long ABS-MBS USGA US N 2 2043-07-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWGH0 143942.13 OU Other Units USD 143019.06 0.0228611147941 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UD82 131820.89 OU Other Units USD 122638.16 0.0196032966088 Long ABS-MBS USGA US N 2 2048-10-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WDTN1 96416.44 OU Other Units USD 89282.54 0.0142715131539 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417FSA7 156478.61 OU Other Units USD 140536.29 0.0224642523761 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179M2S8 6925.65 OU Other Units USD 6857.61 0.0010961658496 Long ABS-MBS USGA US N 2 2043-02-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y9QE1 5942.45 OU Other Units USD 5651.44 0.0009033636397 Long ABS-MBS USGA US N 2 2030-01-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SGK7 198852.27 OU Other Units USD 180339.81 0.0288267109178 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RTB5 5723.14 OU Other Units USD 5656.22 0.0009041277066 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414TCL3 34999.53 OU Other Units USD 35160.13 0.0056202282975 Long ABS-MBS USGA US N 2 2038-06-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DB92 40085.49 OU Other Units USD 36799.75 0.0058823160293 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NQ68 40507.81 OU Other Units USD 40034.55 0.0063993879087 Long ABS-MBS USGA US N 2 2043-10-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CXF6 83148.45 OU Other Units USD 73864.68 0.0118070201881 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132JBBX0 121058.19 OU Other Units USD 108856.53 0.0174003494948 Long ABS-MBS USGA US N 2 2043-07-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132ACYH7 84159.38 OU Other Units USD 79749.07 0.0127476201004 Long ABS-MBS USGA US N 2 2048-10-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJVJ6 99402.88 OU Other Units USD 94758.70 0.0151468588763 Long ABS-MBS USGA US N 2 2044-11-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EPAM6 3055.80 OU Other Units USD 2987.92 0.0004776089432 Long ABS-MBS USGA US N 2 2044-11-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TV44 59535.58 OU Other Units USD 53650.34 0.0085758260576 Long ABS-MBS USGA US N 2 2048-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31411SLG9 9042.02 OU Other Units USD 9333.33 0.0014919013489 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31409C4M4 16959.87 OU Other Units USD 16991.05 0.0027159620859 Long ABS-MBS USGA US N 2 2036-04-01 Fixed 5.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132D55E8 35089.16 OU Other Units USD 31949.77 0.0051070630698 Long ABS-MBS USGA US N 2 2035-05-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WQAT9 9245.27 OU Other Units USD 7864.22 0.001257069066 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414SED1 28359.14 OU Other Units USD 28489.31 0.0045539201999 Long ABS-MBS USGA US N 2 2038-04-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ESDA3 118277.23 OU Other Units USD 111140.65 0.0177654583798 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402ERL4 11048.74 OU Other Units USD 11286.67 0.0018041361655 Long ABS-MBS USGA US N 2 2033-07-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36225AAW0 2.91 OU Other Units USD 2.90 0.0000004635552 Long ABS-MBS USGA US N 2 2023-12-01 Fixed 7.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128PTGS8 28941.57 OU Other Units USD 28344.02 0.004530696083 Long ABS-MBS USGA US N 2 2025-12-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QLGW0 382780.48 OU Other Units USD 310787.57 0.0496783457699 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XGY45 378978.76 OU Other Units USD 320776.54 0.0512750489635 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5AX3 345763.69 OU Other Units USD 310536.37 0.0496381922964 Long ABS-MBS USGA US N 2 2043-07-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371JNL4 104.17 OU Other Units USD 108.00 0.000017263436 Long ABS-MBS USGA US N 2 2030-07-01 Fixed 8.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179DW63 13809.25 OU Other Units USD 12353.79 0.0019747117015 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WMFC0 105639.59 OU Other Units USD 90695.68 0.0144973988209 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417YTC1 11913.52 OU Other Units USD 11662.34 0.0018641857491 Long ABS-MBS USGA US N 2 2025-10-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31415A4X6 19138.22 OU Other Units USD 19225.95 0.0030732033197 Long ABS-MBS USGA US N 2 2038-05-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M7VA1 20965.19 OU Other Units USD 21347.52 0.0034123291349 Long ABS-MBS USGA US N 2 2038-06-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413BPH8 9889.28 OU Other Units USD 10244.10 0.0016374848643 Long ABS-MBS USGA US N 2 2037-08-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31307NWQ3 13523.14 OU Other Units USD 12958.01 0.0020712942324 Long ABS-MBS USGA US N 2 2030-08-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179N5W4 90242.18 OU Other Units USD 87266.59 0.0139492703398 Long ABS-MBS USGA US N 2 2044-03-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MMM67 46438.09 OU Other Units USD 45394.37 0.0072561370741 Long ABS-MBS USGA US N 2 2026-03-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWFF5 392839.07 OU Other Units USD 376328.95 0.060154914501 Long ABS-MBS USGA US N 2 2052-11-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371KWV9 3985.82 OU Other Units USD 3959.65 0.0006329367092 Long ABS-MBS USGA US N 2 2032-11-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31401V4E8 6734.97 OU Other Units USD 6872.47 0.0010985411705 Long ABS-MBS USGA US N 2 2033-08-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620A2XA9 12920.50 OU Other Units USD 12727.94 0.0020345183182 Long ABS-MBS USGA US N 2 2039-06-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5JY2 99563.89 OU Other Units USD 88457.39 0.014139615707 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NMP0 18314.66 OU Other Units USD 17738.90 0.0028355033883 Long ABS-MBS USGA US N 2 2028-09-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31403C6L0 3311.96 OU Other Units USD 3327.15 0.0005318337156 Long ABS-MBS USGA US N 2 2036-02-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EQX98 8864.50 OU Other Units USD 8249.74 0.0013186931389 Long ABS-MBS USGA US N 2 2034-05-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WAQM2 15263.66 OU Other Units USD 14610.66 0.0023354647658 Long ABS-MBS USGA US N 2 2028-12-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DQ96 153225.43 OU Other Units USD 135831.55 0.0217122155411 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MMYF4 28483.38 OU Other Units USD 26696.90 0.0042674095015 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31415RQ64 4930.01 OU Other Units USD 4915.03 0.0007856509827 Long ABS-MBS USGA US N 2 2038-08-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XHHT7 376622.91 OU Other Units USD 305706.08 0.048866086717 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RBW8 122068.65 OU Other Units USD 110858.68 0.0177203864254 Long ABS-MBS USGA US N 2 2045-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WRP38 288647.01 OU Other Units USD 259239.21 0.041438514132 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WTUT1 92293.64 OU Other Units USD 82891.88 0.0132499876882 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TLT0 132904.39 OU Other Units USD 127051.66 0.0203087797112 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 4.00 N N N N N N SG COMMERCIAL MORTGAGE SECURIT 549300SZQW4U3UN4A157 78419CAD6 600000.00 OU Other Units USD 546451.86 0.0873484883829 Long ABS-MBS CORP US N 2 2048-10-01 Fixed 3.055 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFA8 200000.00 PA USD 198053.07 0.0316581158385 Long DBT CORP US N 2 2029-02-01 Variable 5.123 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36178GHS6 17605.56 OU Other Units USD 16728.98 0.0026740710795 Long ABS-MBS USGA US N 2 2028-02-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VTX8 34994.56 OU Other Units USD 31371.42 0.0050146157713 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CU69 83321.38 OU Other Units USD 74188.77 0.0118588248825 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.00 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU N/A 46645JAD4 300000.00 OU Other Units USD 284516.55 0.0454790117512 Long ABS-MBS CORP US N 2 2048-12-01 Fixed 3.7697 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ETJ98 121631.00 OU Other Units USD 115811.29 0.0185120444446 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31329JM87 202881.13 OU Other Units USD 182214.05 0.029126301866 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WFZB5 46623.46 OU Other Units USD 43141.94 0.0068960937289 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128P8FJ5 10747.45 OU Other Units USD 9860.52 0.0015761708939 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EQWR9 161323.14 OU Other Units USD 144896.53 0.0231612220469 Long ABS-MBS USGA US N 2 2043-10-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HA2X7 61750.23 OU Other Units USD 54714.84 0.0087459827954 Long ABS-MBS USGA US N 2 2048-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DVA7 334853.53 OU Other Units USD 272574.63 0.0435701360812 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WPGY4 284354.82 OU Other Units USD 255385.87 0.040822570718 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412LQX1 40776.18 OU Other Units USD 41794.96 0.0066807835149 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140H1W30 38661.66 OU Other Units USD 35586.27 0.0056883453405 Long ABS-MBS USGA US N 2 2033-03-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W5GH5 5142.52 OU Other Units USD 4618.59 0.0007382660477 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132JNRZ2 10486.04 OU Other Units USD 9428.78 0.0015071587098 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WKRG2 72930.24 OU Other Units USD 69216.70 0.0110640562479 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31419AG43 51548.81 OU Other Units USD 50722.86 0.0081078782446 Long ABS-MBS USGA US N 2 2040-08-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31389SDF8 10694.97 OU Other Units USD 10826.07 0.0017305108077 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128P7ZN6 174748.25 OU Other Units USD 162818.24 0.0260259469977 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417GZP4 112716.11 OU Other Units USD 101232.48 0.0161816707939 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31374GHC4 178.07 OU Other Units USD 178.31 0.0000285022526 Long ABS-MBS USGA US N 2 2027-05-01 Fixed 8.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132ADPG7 27051.24 OU Other Units USD 24013.80 0.003838525008 Long ABS-MBS USGA US N 2 2048-10-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y9CK2 2846.88 OU Other Units USD 2707.51 0.0004327863497 Long ABS-MBS USGA US N 2 2029-12-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DPE6 33861.68 OU Other Units USD 29887.62 0.0047774353414 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36291X6Q7 14034.60 OU Other Units USD 14044.37 0.0022449452176 Long ABS-MBS USGA US N 2 2035-09-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140Q9C84 52411.02 OU Other Units USD 49736.46 0.0079502055286 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417VTQ6 23234.23 OU Other Units USD 22650.81 0.0036206556496 Long ABS-MBS USGA US N 2 2040-01-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3131XVKA2 385550.31 OU Other Units USD 342867.35 0.0548061905002 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BMN3 31044.78 OU Other Units USD 29230.55 0.0046724049161 Long ABS-MBS USGA US N 2 2035-02-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SLR6 210866.54 OU Other Units USD 191003.37 0.0305312450497 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31386TL78 1049.16 OU Other Units USD 1056.08 0.0001688108292 Long ABS-MBS USGA US N 2 2031-04-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140K3BL5 11382.44 OU Other Units USD 10047.55 0.0016060670091 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5HY4 131892.88 OU Other Units USD 121095.29 0.0193566740385 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XGYY9 370050.50 OU Other Units USD 314102.61 0.0502082437428 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138X3YG1 35109.23 OU Other Units USD 30033.73 0.0048007905325 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133BKFA2 370247.33 OU Other Units USD 354701.50 0.0566978394988 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5DK8 85031.74 OU Other Units USD 76364.01 0.0122065296664 Long ABS-MBS USGA US N 2 2045-03-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413D3F2 8212.02 OU Other Units USD 8584.43 0.0013721922076 Long ABS-MBS USGA US N 2 2037-08-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJQ68 50663.50 OU Other Units USD 49537.79 0.0079184487986 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y9NP9 150845.35 OU Other Units USD 143164.16 0.0228843085402 Long ABS-MBS USGA US N 2 2030-01-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31391LYA7 2261.83 OU Other Units USD 2367.44 0.0003784273061 Long ABS-MBS USGA US N 2 2032-07-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WCGQ0 3013.46 OU Other Units USD 2908.04 0.0004648403944 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31329NTH1 69669.56 OU Other Units USD 63965.86 0.0102247271683 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31307HVM6 20462.51 OU Other Units USD 19066.80 0.0030477637285 Long ABS-MBS USGA US N 2 2029-07-01 Fixed 2.50 N N N N N N BANK N/A 06539XAQ7 150000.00 OU Other Units USD 117343.22 0.0187569182928 Long ABS-MBS CORP US N 2 2063-04-01 Fixed 2.551 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YYCV3 48973.46 OU Other Units USD 45326.06 0.0072452179508 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31283HVL6 3239.13 OU Other Units USD 3327.02 0.0005318129355 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SB89 136637.49 OU Other Units USD 127603.24 0.0203969479155 Long ABS-MBS USGA US N 2 2046-05-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XHHS9 98249.37 OU Other Units USD 79734.71 0.0127453247028 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410GFL2 21980.84 OU Other Units USD 22081.54 0.0035296597584 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WHU75 137421.32 OU Other Units USD 122407.25 0.0195663864235 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36207REA9 1297.68 OU Other Units USD 1295.59 0.0002070956956 Long ABS-MBS USGA US N 2 2026-10-01 Fixed 8.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36213WET9 5167.02 OU Other Units USD 5263.50 0.000841352738 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36186S6R4 21913.74 OU Other Units USD 19597.24 0.003132552775 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BYU4 95058.88 OU Other Units USD 87960.03 0.014060114387 Long ABS-MBS USGA US N 2 2046-02-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJ4W7 28606.86 OU Other Units USD 27178.22 0.0043443468816 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31335GLP8 218.46 OU Other Units USD 218.79 0.0000349728442 Long ABS-MBS USGA US N 2 2025-08-01 Fixed 7.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292SCG3 4533.72 OU Other Units USD 4319.10 0.0006903935804 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36297A4A8 68692.20 OU Other Units USD 68930.84 0.0110183624902 Long ABS-MBS USGA US N 2 2039-02-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402DMP2 1871.69 OU Other Units USD 1838.31 0.0002938476587 Long ABS-MBS USGA US N 2 2034-09-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5F42 243141.24 OU Other Units USD 208521.42 0.0333314463097 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3131XVRE7 137431.45 OU Other Units USD 122519.16 0.0195842748599 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X4XP6 68170.11 OU Other Units USD 60261.55 0.0096326056976 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QKRU4 424841.50 OU Other Units USD 345283.65 0.0551924279127 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416RRB1 204250.55 OU Other Units USD 200448.85 0.0320410731982 Long ABS-MBS USGA US N 2 2039-06-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QCQ74 71513.99 OU Other Units USD 63077.06 0.0100826554833 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MMUS0 71515.48 OU Other Units USD 67283.53 0.0107550455378 Long ABS-MBS USGA US N 2 2031-03-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MMT29 154493.96 OU Other Units USD 143374.67 0.0229179578543 Long ABS-MBS USGA US N 2 2030-09-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292GY42 1297.23 OU Other Units USD 1338.99 0.0002140330393 Long ABS-MBS USGA US N 2 2029-03-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202SST6 10757.37 OU Other Units USD 11046.90 0.001765809739 Long ABS-MBS USGA US N 2 2033-03-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292HS88 4011.28 OU Other Units USD 4102.40 0.0006557548156 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179R7H6 28182.52 OU Other Units USD 25557.15 0.0040852243048 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402EYQ5 4639.93 OU Other Units USD 4554.32 0.0007279927048 Long ABS-MBS USGA US N 2 2033-08-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417F3F3 111354.95 OU Other Units USD 100011.11 0.0159864389152 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ENNE5 106188.85 OU Other Units USD 106676.70 0.0170519110149 Long ABS-MBS USGA US N 2 2042-05-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31404B3M2 18155.30 OU Other Units USD 18275.08 0.0029212099544 Long ABS-MBS USGA US N 2 2034-03-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W9BF6 305848.82 OU Other Units USD 283813.25 0.0453665916162 Long ABS-MBS USGA US N 2 2043-07-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31385HZE5 663.47 OU Other Units USD 679.67 0.0001086429591 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138X4CU2 40438.13 OU Other Units USD 36318.01 0.0058053115137 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NXB9 7519.43 OU Other Units USD 7259.41 0.0011603922256 Long ABS-MBS USGA US N 2 2029-01-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YLBG5 6936.57 OU Other Units USD 6429.50 0.0010277339088 Long ABS-MBS USGA US N 2 2030-03-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292SCC2 36878.03 OU Other Units USD 35162.68 0.0056206359065 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FRH57 153966.26 OU Other Units USD 137061.52 0.0219088221009 Long ABS-MBS USGA US N 2 2047-02-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KKQY8 273233.75 OU Other Units USD 231810.84 0.0370541816158 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X6XZ9 15606.48 OU Other Units USD 13779.74 0.0022026450039 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133ADUS3 337205.70 OU Other Units USD 274411.11 0.0438636912206 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QGE5 81090.29 OU Other Units USD 80142.98 0.0128105852865 Long ABS-MBS USGA US N 2 2044-06-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KLZV2 359963.53 OU Other Units USD 291966.14 0.046669803609 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36201QTL7 9100.59 OU Other Units USD 9177.89 0.0014670547887 Long ABS-MBS USGA US N 2 2032-10-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CUE2 9583.14 OU Other Units USD 9022.61 0.001442233804 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J5NB1 9325.98 OU Other Units USD 9118.75 0.001457601459 Long ABS-MBS USGA US N 2 2047-05-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X4VV5 105928.70 OU Other Units USD 95144.68 0.0152085564786 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128P8BY6 25524.42 OU Other Units USD 23649.32 0.0037802641083 Long ABS-MBS USGA US N 2 2035-11-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179R4D8 25647.12 OU Other Units USD 23197.92 0.0037081093394 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M5NN6 15544.02 OU Other Units USD 16120.28 0.0025767724357 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128P74C4 35499.34 OU Other Units USD 33467.41 0.0053496527097 Long ABS-MBS USGA US N 2 2033-08-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31419GCH5 3122.49 OU Other Units USD 3064.32 0.0004898212258 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31408BQ27 20285.64 OU Other Units USD 20021.89 0.0032004316465 Long ABS-MBS USGA US N 2 2035-12-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132KETA3 14546.31 OU Other Units USD 13557.38 0.0021671015072 Long ABS-MBS USGA US N 2 2029-07-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31385FZ33 387.08 OU Other Units USD 386.54 0.0000617871164 Long ABS-MBS USGA US N 2 2030-06-01 Fixed 7.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138M9X97 16946.41 OU Other Units USD 14535.57 0.0023234618824 Long ABS-MBS USGA US N 2 2042-12-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EADR5 12865.47 OU Other Units USD 12423.87 0.0019859137534 Long ABS-MBS USGA US N 2 2027-03-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620ARZF1 3670.00 OU Other Units USD 3575.14 0.0005714740814 Long ABS-MBS USGA US N 2 2026-02-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y6ZB3 64340.74 OU Other Units USD 61199.78 0.0097825786014 Long ABS-MBS USGA US N 2 2029-11-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140EBH61 3300.26 OU Other Units USD 2964.23 0.0004738221766 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414BWE6 886.77 OU Other Units USD 900.97 0.0001440170184 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31419LZU0 3053.72 OU Other Units USD 2844.67 0.0004547109135 Long ABS-MBS USGA US N 2 2040-12-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NDP0 137061.60 OU Other Units USD 120309.87 0.0192311272982 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36297CXR5 62825.58 OU Other Units USD 62107.91 0.0099277401217 Long ABS-MBS USGA US N 2 2039-01-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620AWCZ1 12597.61 OU Other Units USD 11803.63 0.0018867704795 Long ABS-MBS USGA US N 2 2041-11-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138XDCF5 29223.61 OU Other Units USD 27904.24 0.004460398732 Long ABS-MBS USGA US N 2 2043-12-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36181CXZ6 232057.50 OU Other Units USD 209837.35 0.0335417932858 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SJT5 92638.54 OU Other Units USD 86431.16 0.0138157296695 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DU67 297669.26 OU Other Units USD 247083.23 0.0394954216923 Long ABS-MBS USGA US N 2 2040-12-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CWX8 11732.89 OU Other Units USD 11265.79 0.0018007985679 Long ABS-MBS USGA US N 2 2038-05-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QGNT0 385302.84 OU Other Units USD 313373.07 0.0500916292322 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36184FSP4 42945.38 OU Other Units USD 38406.19 0.0061391000499 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y2C68 7685.80 OU Other Units USD 7312.76 0.0011689200433 Long ABS-MBS USGA US N 2 2044-09-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31382G5G8 167.46 OU Other Units USD 170.90 0.000027317789 Long ABS-MBS USGA US N 2 2029-03-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WQC5 114190.69 OU Other Units USD 104958.94 0.0167773328674 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DSL7 347028.44 OU Other Units USD 298939.28 0.0477844365398 Long ABS-MBS USGA US N 2 2035-09-01 Fixed 1.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HBK31 14593.78 OU Other Units USD 14193.56 0.0022687927364 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179S2M8 8810.76 OU Other Units USD 7731.87 0.0012359133645 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31335BU38 11405.88 OU Other Units USD 11352.22 0.0018146141121 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371K6B2 9819.20 OU Other Units USD 9861.56 0.0015763371344 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31385HSH6 2705.14 OU Other Units USD 2782.30 0.0004447412791 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 7.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31400JQX0 3852.95 OU Other Units USD 3866.60 0.0006180629802 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RXD6 159973.38 OU Other Units USD 149480.60 0.023893970189 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410LTW2 72749.83 OU Other Units USD 67317.33 0.0107604483539 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M9GZ9 790.19 OU Other Units USD 810.94 0.0001296260262 Long ABS-MBS USGA US N 2 2039-07-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WEP86 133044.65 OU Other Units USD 123317.55 0.0197118948109 Long ABS-MBS USGA US N 2 2030-05-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31403SWD4 2725.30 OU Other Units USD 2683.92 0.0004290155677 Long ABS-MBS USGA US N 2 2033-12-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31400TCV7 5970.84 OU Other Units USD 5949.57 0.0009510187155 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414YCJ7 33256.34 OU Other Units USD 32508.38 0.0051963549959 Long ABS-MBS USGA US N 2 2038-04-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y6LV4 120499.47 OU Other Units USD 111637.66 0.0178449037534 Long ABS-MBS USGA US N 2 2044-11-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31409AXM6 26118.20 OU Other Units USD 25990.10 0.0041544299033 Long ABS-MBS USGA US N 2 2036-02-01 Fixed 5.00 N N N N N N COLGATE-PALMOLIVE CO YMEGZFW4SBUSS5BQXF88 19416QEK2 250000.00 PA USD 214100.57 0.0342232546365 Long DBT CORP US N 2 2047-08-01 Fixed 3.70 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36296YXD9 160481.26 OU Other Units USD 158112.17 0.0252736975667 Long ABS-MBS USGA US N 2 2039-03-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36201A2R8 444.77 OU Other Units USD 453.08 0.0000724233112 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412TK36 37869.02 OU Other Units USD 38736.08 0.0061918318548 Long ABS-MBS USGA US N 2 2038-12-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31415VDT9 13287.80 OU Other Units USD 13386.50 0.002139786915 Long ABS-MBS USGA US N 2 2038-09-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36201YL53 24211.00 OU Other Units USD 24352.51 0.0038926666602 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CP99 33459.73 OU Other Units USD 29754.28 0.0047561213917 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NNB0 40168.83 OU Other Units USD 38721.35 0.0061894773139 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CUA0 60405.14 OU Other Units USD 55463.23 0.008865610415 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31307VU61 25709.49 OU Other Units USD 24125.53 0.003856384672 Long ABS-MBS USGA US N 2 2033-03-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36297GVW7 47045.80 OU Other Units USD 40839.92 0.0065281235892 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HJN31 10078.33 OU Other Units USD 9823.11 0.0015701910315 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WXJ2 366266.50 OU Other Units USD 316048.06 0.0505192173695 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QNDH2 386728.81 OU Other Units USD 313886.57 0.0501737104768 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJZV5 8594.02 OU Other Units USD 7377.52 0.0011792717111 Long ABS-MBS USGA US N 2 2047-02-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418ECU2 185374.32 OU Other Units USD 163993.41 0.0262137939621 Long ABS-MBS USGA US N 2 2037-04-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132L6NM9 11776.17 OU Other Units USD 11230.87 0.0017952167236 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140K9EE5 150761.01 OU Other Units USD 132974.03 0.0212554505984 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VTV2 264963.11 OU Other Units USD 223389.48 0.0357080555982 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MMYD9 40987.41 OU Other Units USD 39270.98 0.0062773338173 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJL24 69464.45 OU Other Units USD 68430.92 0.0109384519629 Long ABS-MBS USGA US N 2 2039-05-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WGHD9 146768.05 OU Other Units USD 139507.01 0.0222997254366 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31288HNJ5 11705.64 OU Other Units USD 11650.72 0.0018623283313 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 5.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31288BGU1 3273.80 OU Other Units USD 3300.61 0.000527591386 Long ABS-MBS USGA US N 2 2032-11-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31406EJR6 41.31 OU Other Units USD 41.39 0.000006616052 Long ABS-MBS USGA US N 2 2034-12-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJXE5 25082.60 OU Other Units USD 23180.88 0.0037053855528 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31288HEK2 2052.13 OU Other Units USD 2093.05 0.0003345669893 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179M5L0 204241.46 OU Other Units USD 185997.81 0.0297311231515 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414R6U4 37919.40 OU Other Units USD 38093.13 0.0060890584639 Long ABS-MBS USGA US N 2 2038-04-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412PFG1 33653.19 OU Other Units USD 33113.65 0.0052931053658 Long ABS-MBS USGA US N 2 2039-04-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412Q4A4 320576.61 OU Other Units USD 315440.24 0.0504220593908 Long ABS-MBS USGA US N 2 2040-01-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402DJS0 5102.82 OU Other Units USD 5212.80 0.0008332485138 Long ABS-MBS USGA US N 2 2034-09-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138XCBN1 1281.42 OU Other Units USD 1252.94 0.0002002782368 Long ABS-MBS USGA US N 2 2044-01-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VKK5 712641.13 OU Other Units USD 617763.03 0.0987473386024 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36211DU32 867.49 OU Other Units USD 865.98 0.0001384239848 Long ABS-MBS USGA US N 2 2029-07-01 Fixed 7.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36207EHF4 5732.94 OU Other Units USD 5722.93 0.0009147910753 Long ABS-MBS USGA US N 2 2026-12-01 Fixed 7.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31380WQZ0 2012.70 OU Other Units USD 2025.98 0.0003238460758 Long ABS-MBS USGA US N 2 2028-12-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DV6F7 30708.74 OU Other Units USD 28969.82 0.0046307281042 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DWR9 335792.77 OU Other Units USD 272909.15 0.0436236079759 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KLS57 361013.30 OU Other Units USD 293448.72 0.046906789026 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MMV42 16093.57 OU Other Units USD 14576.24 0.0023299628448 Long ABS-MBS USGA US N 2 2032-03-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36295PNE8 6744.32 OU Other Units USD 6884.48 0.0011004609286 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 5.50 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CP7 150000.00 PA USD 104967.38 0.016778681973 Long DBT CORP US N 2 2051-02-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FLCV8 210491.05 OU Other Units USD 194021.74 0.0310137213229 Long ABS-MBS USGA US N 2 2031-11-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MQP8 184205.63 OU Other Units USD 172759.81 0.027615073461 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36200QW67 3086.36 OU Other Units USD 3197.13 0.0005110504567 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DXL1 418345.15 OU Other Units USD 354699.44 0.0566975102148 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179V4U1 337438.05 OU Other Units USD 283273.51 0.045280315996 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620AR4C2 12027.10 OU Other Units USD 11836.63 0.0018920454183 Long ABS-MBS USGA US N 2 2041-02-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M5WR7 13103.73 OU Other Units USD 13501.73 0.0021582060422 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31298TW32 654.43 OU Other Units USD 669.09 0.0001069517817 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31400FXC6 5030.28 OU Other Units USD 5004.65 0.0007999764377 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413FGG1 12212.90 OU Other Units USD 12525.50 0.0020021589664 Long ABS-MBS USGA US N 2 2037-08-01 Fixed 5.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31283HMD4 1193.55 OU Other Units USD 1184.35 0.0001893143564 Long ABS-MBS USGA US N 2 2031-05-01 Fixed 7.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412PHD6 18041.26 OU Other Units USD 17435.31 0.0027869755498 Long ABS-MBS USGA US N 2 2034-12-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31407H6Q4 5639.03 OU Other Units USD 5946.98 0.0009506047128 Long ABS-MBS USGA US N 2 2036-08-01 Fixed 6.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414KHL7 20905.63 OU Other Units USD 20803.03 0.0033252942432 Long ABS-MBS USGA US N 2 2038-03-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MMTP8 43758.76 OU Other Units USD 41667.04 0.006660335934 Long ABS-MBS USGA US N 2 2030-06-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EJTK4 9332.00 OU Other Units USD 8693.07 0.0013895579455 Long ABS-MBS USGA US N 2 2042-08-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QJS1 103094.05 OU Other Units USD 96432.58 0.0154144229536 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36200MWW9 4969.50 OU Other Units USD 4995.88 0.0007985745828 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36213UZY9 16501.27 OU Other Units USD 16516.08 0.0026400397319 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DQB1 8130.74 OU Other Units USD 7447.03 0.0011903826504 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36206JBT0 789.33 OU Other Units USD 787.95 0.0001259511522 Long ABS-MBS USGA US N 2 2027-10-01 Fixed 7.50 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F030678 1025000.00 OU Other Units USD 896827.50 0.1433548537381 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36184CR80 5175.45 OU Other Units USD 4955.26 0.0007920816127 Long ABS-MBS USGA US N 2 2045-03-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5JQ9 47425.17 OU Other Units USD 43542.18 0.0069600707441 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XGQ44 95646.32 OU Other Units USD 83811.79 0.0133970322018 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5DX0 41207.76 OU Other Units USD 38132.67 0.0060953787997 Long ABS-MBS USGA US N 2 2045-06-01 Fixed 3.50 N N N N N N FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136B5NV3 245767.69 OU Other Units USD 224859.37 0.0359430125615 Long ABS-MBS USGA US N 2 2029-06-01 Variable 2.885 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3617A0DM5 35069.91 OU Other Units USD 31362.92 0.0050132570749 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UGD8 3884.95 OU Other Units USD 3789.89 0.0006058011452 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.50 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BR9 300000.00 PA USD 298355.15 0.0476910653278 Long DBT CORP US N 2 2025-02-01 Fixed 5.375 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F030678 -1025000.00 OU Other Units USD -896827.50 -0.1433548537381 Short ABS-MBS USGA US N 2 2053-07-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RZU6 123666.59 OU Other Units USD 118821.88 0.018993277111 Long ABS-MBS USGA US N 2 2046-02-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418D2U5 84843.80 OU Other Units USD 68613.32 0.0109676079882 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 1.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SWV5 91897.62 OU Other Units USD 80492.14 0.0128663973359 Long ABS-MBS USGA US N 2 2047-02-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312930TR1 12575.69 OU Other Units USD 12869.04 0.0020570726778 Long ABS-MBS USGA US N 2 2039-01-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RXE4 122276.54 OU Other Units USD 117488.69 0.0187801711821 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31401HDL3 7459.00 OU Other Units USD 7598.72 0.0012146297857 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31389HWS3 2660.99 OU Other Units USD 2714.44 0.0004338940868 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31307JQB2 19572.15 OU Other Units USD 18639.55 0.0029794692557 Long ABS-MBS USGA US N 2 2029-10-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292HRH9 1742.11 OU Other Units USD 1791.57 0.0002863764272 Long ABS-MBS USGA US N 2 2032-08-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138MFCL9 1081618.63 OU Other Units USD 971442.30 0.1552817780805 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31405X3Y7 3587.75 OU Other Units USD 3566.79 0.0005701393621 Long ABS-MBS USGA US N 2 2034-11-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31404FRB1 17267.60 OU Other Units USD 17206.51 0.0027504026408 Long ABS-MBS USGA US N 2 2034-04-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y5WF9 6296.89 OU Other Units USD 5993.22 0.0009579960209 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y9EL8 2513.13 OU Other Units USD 2393.69 0.0003826232802 Long ABS-MBS USGA US N 2 2044-09-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W9LS7 132588.54 OU Other Units USD 124412.63 0.0198869396587 Long ABS-MBS USGA US N 2 2028-09-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y2VQ3 5689.43 OU Other Units USD 5273.60 0.0008429671889 Long ABS-MBS USGA US N 2 2029-12-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140E2F48 7773.43 OU Other Units USD 7196.72 0.0011503714404 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31390TM63 27273.07 OU Other Units USD 28026.14 0.0044798840362 Long ABS-MBS USGA US N 2 2032-08-01 Fixed 6.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36201KAL0 5251.56 OU Other Units USD 5257.55 0.0008404016505 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TQN8 92987.14 OU Other Units USD 83927.71 0.0134155616231 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179T7K5 17928.81 OU Other Units USD 17094.57 0.002732509409 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5D85 39511.76 OU Other Units USD 37623.69 0.0060140200618 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140EUKN8 159920.52 OU Other Units USD 147977.72 0.0236537398854 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138XK4K7 32453.28 OU Other Units USD 30866.86 0.0049339635555 Long ABS-MBS USGA US N 2 2029-02-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJZA1 51313.94 OU Other Units USD 44049.60 0.0070411801212 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WTY4 361004.01 OU Other Units USD 311544.08 0.0497992713441 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XBGT1 359086.38 OU Other Units USD 303313.18 0.0484835897156 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.50 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08163RBQ8 150000.00 OU Other Units USD 138515.93 0.0221413046383 Long ABS-MBS CORP US N 2 2055-05-01 Variable 4.444771 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UCC4 3399.16 OU Other Units USD 3316.43 0.0005301201597 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.50 N N N N N N AFFILIATED MANAGERS GROUP INC 2JE75BUE3T1BLCYYGK54 008252AN8 250000.00 PA USD 238255.47 0.0380843340042 Long DBT CORP US N 2 2025-08-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31329NVV7 77351.88 OU Other Units USD 71019.12 0.0113521670111 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KH5E2 232141.76 OU Other Units USD 197094.64 0.0315049140328 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31293KS98 49.51 OU Other Units USD 49.89 0.0000079747483 Long ABS-MBS USGA US N 2 2029-02-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31414C6Y9 14943.41 OU Other Units USD 15011.93 0.0023996064231 Long ABS-MBS USGA US N 2 2038-04-01 Fixed 5.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M7E51 628.28 OU Other Units USD 602.00 0.0000962276713 Long ABS-MBS USGA US N 2 2039-03-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DN73 18470.88 OU Other Units USD 16863.27 0.0026955368835 Long ABS-MBS USGA US N 2 2035-05-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413RGV2 12472.22 OU Other Units USD 12742.45 0.0020368376928 Long ABS-MBS USGA US N 2 2037-10-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31383SF39 1485.09 OU Other Units USD 1476.14 0.0002359560046 Long ABS-MBS USGA US N 2 2029-10-01 Fixed 7.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJLW8 184053.59 OU Other Units USD 181315.30 0.0289826397071 Long ABS-MBS USGA US N 2 2039-04-01 Fixed 4.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MMUM3 64710.87 OU Other Units USD 60818.86 0.009721689823 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128LXDY3 2270.95 OU Other Units USD 2176.16 0.0003478518427 Long ABS-MBS USGA US N 2 2035-09-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31405JRL0 11816.45 OU Other Units USD 12005.04 0.0019189651893 Long ABS-MBS USGA US N 2 2034-09-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418AMZ8 158852.99 OU Other Units USD 147835.99 0.0236310848225 Long ABS-MBS USGA US N 2 2032-12-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202SBX5 2421.73 OU Other Units USD 2420.14 0.0003868512235 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RS91 103382.85 OU Other Units USD 96435.11 0.0154148273656 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138X1FQ4 4172.95 OU Other Units USD 3748.18 0.0005991339423 Long ABS-MBS USGA US N 2 2043-07-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36291P3M6 7843.98 OU Other Units USD 7805.95 0.0012477548029 Long ABS-MBS USGA US N 2 2038-07-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36297HQP6 250.24 OU Other Units USD 243.62 0.000038941836 Long ABS-MBS USGA US N 2 2039-06-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36201GAH8 7839.81 OU Other Units USD 7904.07 0.0012634389542 Long ABS-MBS USGA US N 2 2032-10-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132Y2LC8 94261.80 OU Other Units USD 86646.28 0.0138501158766 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36213FZ48 210858.96 OU Other Units USD 197573.47 0.0315814533947 Long ABS-MBS USGA US N 2 2042-01-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X9BX2 252322.01 OU Other Units USD 215334.78 0.034420538946 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132D53Q3 15434.95 OU Other Units USD 14696.15 0.0023491300542 Long ABS-MBS USGA US N 2 2034-09-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36241KXR4 13917.84 OU Other Units USD 14278.33 0.0022823429352 Long ABS-MBS USGA US N 2 2038-11-01 Fixed 5.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WG36 356443.78 OU Other Units USD 308082.87 0.0492460085892 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HBJA7 94905.39 OU Other Units USD 89941.65 0.0143768696663 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140EYCT6 11749.11 OU Other Units USD 10889.68 0.0017406786518 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJLT3 80548.85 OU Other Units USD 72138.69 0.0115311265029 Long ABS-MBS USGA US N 2 2036-12-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJ3X6 7785.89 OU Other Units USD 7153.47 0.0011434580736 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140EUWE5 14073.81 OU Other Units USD 12081.60 0.0019312030473 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5EP6 180703.43 OU Other Units USD 167198.39 0.0267260992149 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BSV9 25051.60 OU Other Units USD 23826.18 0.0038085345833 Long ABS-MBS USGA US N 2 2030-07-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5E43 133831.37 OU Other Units USD 123721.49 0.0197764632587 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138A7NS3 21915.31 OU Other Units USD 21418.31 0.0034236446778 Long ABS-MBS USGA US N 2 2026-02-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132JAYG4 11301.20 OU Other Units USD 10162.01 0.0016243630544 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138A9X74 3621.23 OU Other Units USD 3572.84 0.0005711064342 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31391TXK9 2282.85 OU Other Units USD 2298.25 0.0003673675178 Long ABS-MBS USGA US N 2 2032-12-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ERDM9 42333.06 OU Other Units USD 41406.25 0.0066186495313 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138E0RK7 309730.50 OU Other Units USD 296425.59 0.047382631664 Long ABS-MBS USGA US N 2 2041-12-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YBSR5 61068.28 OU Other Units USD 56549.51 0.0090392486124 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31386PZU0 2259.35 OU Other Units USD 2276.47 0.0003638860582 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 5.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128LXKW9 9686.85 OU Other Units USD 10045.09 0.0016056737864 Long ABS-MBS USGA US N 2 2036-03-01 Fixed 6.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36213DG44 1290.72 OU Other Units USD 1324.50 0.0002117168616 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 7.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36291AES4 671.93 OU Other Units USD 674.86 0.0001078740968 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 5.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132M7VP0 61119.54 OU Other Units USD 58283.01 0.0093163427459 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CUB8 73940.29 OU Other Units USD 70123.19 0.0112089556197 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 4.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HEDV1 11755.67 OU Other Units USD 11003.17 0.0017588196459 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36200NVV0 6221.07 OU Other Units USD 6329.97 0.0010118243737 Long ABS-MBS USGA US N 2 2034-10-01 Fixed 6.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WGC85 33346.77 OU Other Units USD 30856.49 0.004932305946 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36178DZN4 210153.51 OU Other Units USD 193482.25 0.0309274856643 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CE42 8576.65 OU Other Units USD 7352.69 0.0011753027193 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJCJ5 5668.21 OU Other Units USD 5092.58 0.0008140317519 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36296GR78 12519.26 OU Other Units USD 12656.76 0.0020231404351 Long ABS-MBS USGA US N 2 2038-06-01 Fixed 5.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DUG5 358752.22 OU Other Units USD 292029.14 0.0466798739467 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TEZ4 49242.36 OU Other Units USD 45810.66 0.0073226796278 Long ABS-MBS USGA US N 2 2047-08-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HPHT7 4455.59 OU Other Units USD 4228.21 0.0006758651202 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132A5FM2 37062.92 OU Other Units USD 34487.33 0.0055126834848 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UQ47 51784.77 OU Other Units USD 48102.96 0.0076890960582 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJWA4 41995.16 OU Other Units USD 37759.65 0.0060357528097 Long ABS-MBS USGA US N 2 2045-05-01 Fixed 3.00 N N N N N N FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136AX7E9 641245.03 OU Other Units USD 604550.62 0.0966353793872 Long ABS-MBS USGA US N 2 2027-06-01 Variable 3.062348 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QNEQ1 379728.12 OU Other Units USD 308704.86 0.0493454315947 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QKRY6 369637.35 OU Other Units USD 300099.04 0.0479698202677 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133AER55 324902.16 OU Other Units USD 264400.49 0.0422635273475 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179W5A2 190021.91 OU Other Units USD 159074.84 0.0254275771222 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QG5V5 373700.90 OU Other Units USD 316846.68 0.0506468740853 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128P8G47 14647.40 OU Other Units USD 14062.01 0.0022477649122 Long ABS-MBS USGA US N 2 2038-10-01 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGG0 1095000.00 PA USD 1078532.23 0.1723997425185 Long DBT UST US N 2 2025-01-31 Fixed 4.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGJ4 915000.00 PA USD 883386.04 0.1412062816522 Long DBT UST US N 2 2030-01-31 Fixed 3.50 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AH3 150000.00 PA USD 158121.90 0.0252752528744 Long DBT CORP US N 2 2030-07-30 Fixed 7.875 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CJ9 100000.00 PA USD 99647.58 0.0159283298697 Long DBT CORP US N 2 2026-10-01 Fixed 5.30 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBJ8 200000.00 PA USD 168738.15 0.0269722246622 Long DBT CORP US N 2 2028-01-31 Fixed 1.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDW8 290000.00 PA USD 255958.99 0.0409141820187 Long DBT UST US N 2 2029-01-31 Fixed 1.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Z78 425000.00 PA USD 385521.49 0.0616243110429 Long DBT UST US N 2 2027-01-31 Fixed 1.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128283V0 1435000.00 PA USD 1380234.57 0.2206258448884 Long DBT UST US N 2 2025-01-31 Fixed 2.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFA4 1740000.00 PA USD 1700048.35 0.2717469999102 Long DBT UST US N 2 2024-07-31 Fixed 3.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Y87 2340000.00 PA USD 2258026.34 0.3609379013328 Long DBT UST US N 2 2024-07-31 Fixed 1.75 N N N N N N AERCAP IRELAND CAP LTD/A N/A 00774MAX3 299000.00 PA USD 245451.05 0.0392345232194 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 1125000.00 PA USD 1091425.78 0.1744607330372 Long DBT UST US N 2 2028-01-31 Fixed 3.50 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBV4 300000.00 PA USD 270433.83 0.0432279364153 Long DBT CORP US N 2 2029-07-31 Fixed 3.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 1245000.00 PA USD 1067806.35 0.1706852467446 Long DBT UST US N 2 2028-07-31 Fixed 1.00 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BF6 150000.00 PA USD 118443.31 0.0189327639722 Long DBT CORP US N 2 2031-01-30 Fixed 1.30 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128282N9 1545000.00 PA USD 1496670.33 0.2392377087582 Long DBT UST US N 2 2024-07-31 Fixed 2.125 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCD3 200000.00 PA USD 204105.06 0.032625506046 Long DBT CORP US N 2 2033-01-31 Fixed 5.35 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFB2 905000.00 PA USD 853510.45 0.1364307692657 Long DBT UST US N 2 2027-07-31 Fixed 2.75 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EL8 200000.00 PA USD 180972.30 0.028927812313 Long DBT CORP US N 2 2029-07-29 Fixed 2.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCP4 1485000.00 PA USD 1325768.56 0.2119196367299 Long DBT UST US N 2 2026-07-31 Fixed 0.625 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBZ5 95000.00 PA USD 72639.97 0.0116112544217 Long DBT CORP US N 2 2060-01-31 Fixed 3.95 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058EP4 1000000.00 PA USD 954423.75 0.1525614202123 Long DBT CORP XX N 2 2025-07-29 Fixed 2.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286A3 275000.00 PA USD 261975.10 0.0418758369291 Long DBT UST US N 2 2026-01-31 Fixed 2.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBH3 1480000.00 PA USD 1332317.96 0.2129665362497 Long DBT UST US N 2 2026-01-31 Fixed 0.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Y79 1831000.00 PA USD 1761658.03 0.2815950996454 Long DBT UST US N 2 2025-07-31 Fixed 2.875 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 1175000.00 PA USD 1081390.14 0.1728565698014 Long DBT UST US N 2 2029-07-31 Fixed 2.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAD3 660000.00 PA USD 565666.40 0.0904198678526 Long DBT UST US N 2 2027-07-31 Fixed 0.375 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F040685 1225000.00 OU Other Units USD 1143700.19 0.1828166213209 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 640000.00 PA USD 546025.00 0.0872802562503 Long DBT UST US N 2 2030-02-15 Fixed 1.50 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAV8 150000.00 PA USD 143079.69 0.0228708062953 Long DBT CORP US N 2 2029-07-23 Variable 4.203 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 155000.00 PA USD 123369.92 0.019720265979 Long DBT CORP US N 2 2032-07-21 Variable 2.239 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYK4 65000.00 PA USD 46064.46 0.0073632487025 Long DBT CORP US N 2 2042-07-21 Variable 2.908 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAM8 135000.00 PA USD 125420.74 0.0200480826451 Long DBT CORP US N 2 2029-01-23 Variable 3.509 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 260000.00 PA USD 208107.20 0.0332652346386 Long DBT CORP US N 2 2032-07-21 Variable 2.299 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKB4 85000.00 PA USD 58331.02 0.0093240169826 Long DBT CORP US N 2 2052-07-21 Variable 2.972 N N N N N N DREYFUS INSTITUTIONAL PREFERRE 549300RBWL04JG8SIX57 N/A 37437032.78 OU Other Units USD 37437032.78 5.9841835342547 Long STIV RF US N 1 2099-12-01 Variable 5.384487 N N N N N N X9X9USD05574 N/A 26200T208 7669931.75 OU Other Units USD 7669931.75 1.2260127440369 Long RF US N 1 N N 2023-09-25 BNY Mellon Advantage Funds, Inc. James Windels James Windels Fund Treasurer XXXX