NPORT-P false 0000823535 XXXXXXXX S000061711 C000199916 C000199915 C000211325 Variable Insurance Products Fund V 811-05361 0000823535 S8GYVGVVOPTJ8G3T5C60 245 Summer Street Boston 02210 1-800-FIDELITY VIP Bond Index Portfolio S000061711 549300G74XRVYKYPZH46 2022-12-31 2022-06-30 N 634580615.50 115346.20 634465269.30 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3188.59000000 USD N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KM2Y0 1113143.06900000 PA USD 968229.87000000 0.152605653429 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N NORTHERN STATES POWER CO (MN) 3S1GHB0TEH85KX44SB51 665772CQ0 50000.00000000 PA USD 41986.49000000 0.006617618336 Long DBT CORP US N 2 2047-09-15 Fixed 0.03600000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BK3 595000.00000000 PA USD 600502.55000000 0.094647032557 Long DBT CORP US N 2 2027-06-15 Fixed 0.05125000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBS7 285000.00000000 PA USD 250680.22000000 0.039510471593 Long DBT CORP JP N 2 2027-07-09 Variable 0.01554000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HLL2 135000.00000000 PA USD 128832.89000000 0.020305743471 Long DBT CORP US N 2 2045-06-01 Fixed 0.04950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132ADW38 271970.96200000 PA USD 271717.08000000 0.042826155054 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 0.03500000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312BW5 170000.00000000 PA USD 186818.94000000 0.029445101101 Long DBT CORP US N 2 2050-04-01 Fixed 0.05300000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NLC0 4650.84100000 PA USD 4455.38000000 0.000702225987 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J6GQ4 67795.79900000 PA USD 67841.92000000 0.010692771264 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.04000000 N N N N N N AIR PRODUCTS and CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158BA3 100000.00000000 PA USD 75480.39000000 0.011896693743 Long DBT CORP US N 2 2050-05-15 Fixed 0.02800000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RJZ6 1000000.00000000 PA USD 798476.91000000 0.125850373320 Long DBT CORP US N 2 2041-06-01 Fixed 0.03500000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DT4 772000.00000000 PA USD 724637.28000000 0.114212284747 Long DBT CORP US N 2 2025-05-11 Fixed 0.01125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KGKX5 49394.36700000 PA USD 50842.91000000 0.008013505618 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CVZ4 71524.56100000 PA USD 67425.13000000 0.010627079725 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D55T5 288190.48200000 PA USD 276244.09000000 0.043539670864 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RH3 687000.00000000 PA USD 650717.81000000 0.102561612350 Long DBT UST US N 2 2044-08-15 Fixed 0.03125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XG3A4 143260.71000000 PA USD 147875.34000000 0.023307081909 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCNV6 20066.14800000 PA USD 19366.03000000 0.003052338865 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 0.02500000 N N N N N N UNILEVER CAPITAL CORP MYF1DAS6G5WY7PRWCU78 904764BK2 135000.00000000 PA USD 109744.65000000 0.017297187932 Long DBT CORP US N 2 2030-09-14 Fixed 0.01375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QBS82 81897.45800000 PA USD 77081.94000000 0.012149118908 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.03000000 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 500630DF2 300000.00000000 PA USD 283770.00000000 0.044725852419 Long DBT CORP KR N 2 2024-06-19 Fixed 0.00400000 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 822582CH3 100000.00000000 PA USD 78793.21000000 0.012418837375 Long DBT CORP NL N 2 2050-04-06 Fixed 0.03250000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 760942AS1 678000.00000000 PA USD 847415.25000000 0.133563693870 Long DBT NUSS UY N 2 2036-03-21 Fixed 0.07625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UPB2 42348.23600000 PA USD 43269.19000000 0.006819788583 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 0.04500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 80000.00000000 PA USD 77033.57000000 0.012141495165 Long DBT CORP US N 2 2027-04-15 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L7ZS4 349244.28000000 PA USD 315205.01000000 0.049680419914 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCC8 189000.00000000 PA USD 159025.36000000 0.025064470459 Long DBT CORP US N 2 2032-04-22 Variable 0.02580000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828Z78 5287000.00000000 PA USD 4936323.23000000 0.778028911723 Long DBT UST US N 2 2027-01-31 Fixed 0.01500000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EB5 150000.00000000 PA USD 144614.64000000 0.022793153068 Long DBT CORP US N 2 2038-06-28 Fixed 0.03950000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3134A4KX1 360000.00000000 PA USD 447034.59000000 0.070458480807 Long DBT USGSE US N 2 2032-07-15 Fixed 0.06250000 N N N N N N ITALY REPUBLIC OF 815600DE60799F5A9309 465410BZ0 497000.00000000 PA USD 410652.21000000 0.064724143285 Long DBT NUSS IT N 2 2049-10-17 Fixed 0.04000000 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VAL7 189000.00000000 PA USD 168917.33000000 0.026623573924 Long DBT CORP US N 2 2032-03-15 Fixed 0.04279000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 110000.00000000 PA USD 85584.35000000 0.013489209597 Long DBT CORP US N 2 2037-11-15 Fixed 0.03800000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661DQ7 53000.00000000 PA USD 44248.42000000 0.006974128000 Long DBT CORP US N 2 2047-05-03 Fixed 0.04050000 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 500769JH8 300000.00000000 PA USD 289715.87000000 0.045662999066 Long DBT CORP DE N 2 2023-10-19 Fixed 0.00250000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804GC2 60000.00000000 PA USD 47740.17000000 0.007524473333 Long DBT CORP US N 2 2049-12-01 Fixed 0.03300000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EW8 600000.00000000 PA USD 561195.55000000 0.088451736786 Long DBT USGSE US N 2 2025-05-15 Fixed 0.00750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179T4R3 22746.15900000 PA USD 23426.81000000 0.003692370746 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 0.05000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABB0 410000.00000000 PA USD 400996.40000000 0.063202261715 Long DBT CORP US N 2 2025-04-15 Fixed 0.03500000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RKG6 200000.00000000 PA USD 173022.35000000 0.027270578607 Long DBT CORP US N 2 2028-02-01 Fixed 0.01650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJ4X5 53720.72500000 PA USD 54678.15000000 0.008617989454 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W5A2 399999.72300000 PA USD 355389.11000000 0.056013958083 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 0.02000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCB0 188000.00000000 PA USD 167304.31000000 0.026369340938 Long DBT CORP US N 2 2027-04-22 Variable 0.01578000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JJ7 682000.00000000 PA USD 455544.63000000 0.071799774084 Long DBT CORP US N 2 2050-08-01 Fixed 0.03500000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BK9 48000.00000000 PA USD 44846.40000000 0.007068377446 Long DBT CORP US N 2 2028-03-15 Fixed 0.04200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DCN0 29737.41800000 PA USD 31013.75000000 0.004888171425 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDR9 2213000.00000000 PA USD 2140904.62000000 0.337434485950 Long DBT UST US N 2 2023-12-31 Fixed 0.00750000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAR1 32000.00000000 PA USD 29920.23000000 0.004715818413 Long DBT CORP US N 2 2028-01-15 Fixed 0.03600000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFF6 84000.00000000 PA USD 82310.55000000 0.012973216026 Long DBT CORP US N 2 2028-04-01 Fixed 0.03800000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UQ54 126146.32800000 PA USD 126128.15000000 0.019879441177 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VMC1 73590.20600000 PA USD 67935.09000000 0.010707456071 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 0.02500000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EC3 80000.00000000 PA USD 78191.98000000 0.012324075687 Long DBT CORP US N 2 2048-06-29 Fixed 0.04050000 N N N N N N BENCHMARK 2021-B24 MTG TR N/A 08163CBC2 500000.00000000 PA USD 438572.20000000 0.069124697792 Long ABS-MBS CORP US N 2 2054-03-15 Fixed 0.02584300 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CZJ6 27942.44800000 PA USD 28176.26000000 0.004440946000 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4KD7 77441.66000000 PA USD 78745.23000000 0.012411275102 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SP4 7415000.00000000 PA USD 4880865.84000000 0.769288103883 Long DBT UST US N 2 2050-08-15 Fixed 0.01375000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137AU1 140000.00000000 PA USD 133716.72000000 0.021075498765 Long DBT CORP US N 2 2049-03-01 Fixed 0.04700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLK9 770322.08000000 PA USD 699936.44000000 0.110319110259 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02500000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 N/A 17327FAD8 1000000.00000000 PA USD 985865.50000000 0.155385258689 Long ABS-MBS CORP US N 2 2051-03-10 Fixed 0.04009000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDL2 1801000.00000000 PA USD 1635392.43000000 0.257759172823 Long DBT UST US N 2 2028-11-30 Fixed 0.01500000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CE2 534000.00000000 PA USD 421226.85000000 0.066390844445 Long DBT CORP US N 2 2052-03-17 Fixed 0.02921000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TUD5 13208.26100000 PA USD 13817.10000000 0.002177755137 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 0.05000000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 00440EAW7 128000.00000000 PA USD 120734.41000000 0.019029317417 Long DBT CORP US N 2 2045-11-03 Fixed 0.04350000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F83Q4 890000.00000000 PA USD 761181.58000000 0.119972142973 Long ABS-MBS USGSE US N 2 2030-10-25 Fixed 0.01547000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622AAXY5 119551.75900000 PA USD 124352.73000000 0.019599611833 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KG5F1 26981.63500000 PA USD 27260.53000000 0.004296615010 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 0.04500000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591CS9 260000.00000000 PA USD 313571.91000000 0.049423022058 Long DBT USGSE US N 2 2036-04-01 Fixed 0.05880000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VEU4 100000.00000000 PA USD 96851.99000000 0.015265136593 Long DBT CORP US N 2 2029-12-03 Fixed 0.04016000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJA8 220000.00000000 PA USD 189608.96000000 0.029884844636 Long DBT CORP US N 2 2051-03-20 Variable 0.04083000 N N N N N N CATERPILLAR FINL SVCS CORP EDBQKYOPJUCJKLOJDE72 14913Q2L2 182000.00000000 PA USD 182428.53000000 0.028753115233 Long DBT CORP US N 2 2023-05-15 Fixed 0.03450000 N N N N N N KIMCO REALTY CORP 549300EA7I6T15IBYS12 49446RAX7 570000.00000000 PA USD 493204.52000000 0.077735463840 Long DBT CORP US N 2 2028-03-01 Fixed 0.01900000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBE2 100000.00000000 PA USD 90878.00000000 0.014323557867 Long DBT CORP US N 2 2039-02-14 Fixed 0.05800000 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 776743AJ5 330000.00000000 PA USD 265738.91000000 0.041883917506 Long DBT CORP US N 2 2030-06-30 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJWP1 16196.00200000 PA USD 15413.10000000 0.002429305550 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DLP5 101489.69400000 PA USD 94515.78000000 0.014896919433 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 0.02500000 N N N N N N ONTARIO PROVINCE CDA C7PVKCRGLG18EBQGZV36 68323AFC3 90000.00000000 PA USD 89734.50000000 0.014143327356 Long DBT NUSS CA N 2 2024-01-29 Fixed 0.03050000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHR3 1900000.00000000 PA USD 1872588.40000000 0.295144350779 Long DBT CORP US N 2 2025-03-15 Variable 0.03458000 N N N N N N PIEDMONT HEALTHCARE INC N/A 72014TAD1 37000.00000000 PA USD 27711.15000000 0.004367638599 Long DBT CORP US N 2 2042-01-01 Fixed 0.02719000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687FQ4 110000.00000000 PA USD 106354.48000000 0.016762852932 Long DBT CORP US N 2 2030-03-22 Fixed 0.03800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCJA7 57861.29700000 PA USD 59558.14000000 0.009387139514 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.05000000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BH5 50000.00000000 PA USD 50054.18000000 0.007889191484 Long DBT CORP US N 2 2048-09-28 Fixed 0.05100000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13645RBH6 140000.00000000 PA USD 103120.11000000 0.016253074043 Long DBT CORP CA N 2 2051-12-02 Fixed 0.03100000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAS9 30000.00000000 PA USD 29499.69000000 0.004649535826 Long DBT CORP US N 2 2029-02-15 Fixed 0.04800000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QAV0 170000.00000000 PA USD 166950.63000000 0.026313596358 Long DBT NUSS MX N 2 2040-01-11 Fixed 0.06050000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SJS7 1015663.98500000 PA USD 969488.04000000 0.152803957428 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UKY7 33880.40100000 PA USD 34625.14000000 0.005457373582 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 0.04500000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAJ4 189000.00000000 PA USD 183486.33000000 0.028919838307 Long DBT CORP US N 2 2039-01-25 Fixed 0.05476000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JC1 350000.00000000 PA USD 345376.50000000 0.054435840180 Long DBT CORP LU N 2 2023-05-15 Fixed 0.01375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV3V5 356275.33300000 PA USD 354847.67000000 0.055928620078 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285J5 130000.00000000 PA USD 129786.72000000 0.020456079517 Long DBT UST US N 2 2025-10-31 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179USV5 121749.23200000 PA USD 124358.88000000 0.019600581153 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 0.04500000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DM6 280000.00000000 PA USD 250194.37000000 0.039433895298 Long DBT CORP US N 2 2048-04-01 Variable 0.05750000 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002BJ9 110000.00000000 PA USD 87388.58000000 0.013773579773 Long DBT CORP US N 2 2030-12-15 Fixed 0.01450000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058JC8 176000.00000000 PA USD 147629.48000000 0.023268331166 Long DBT CORP US N 2 2030-05-14 Fixed 0.00875000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAR7 86000.00000000 PA USD 97546.54000000 0.015374606731 Long DBT CORP US N 2 2046-03-15 Fixed 0.05950000 N N N N N N NXP B V/NXP FDG LLC/NXP USA INC N/A 62954HAJ7 270000.00000000 PA USD 221790.06000000 0.034957005644 Long DBT CORP NL N 2 2032-02-15 Fixed 0.02650000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AD5 175000.00000000 PA USD 161064.93000000 0.025385933287 Long DBT CORP US N 2 2047-12-01 Fixed 0.04375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133G96T1 256193.78400000 PA USD 240807.55000000 0.037954410060 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.02000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810FE3 4000.00000000 PA USD 4535.00000000 0.000714775137 Long DBT UST US N 2 2028-08-15 Fixed 0.05500000 N N N N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 4581X0CE6 39000.00000000 PA USD 43026.99000000 0.006781614704 Long DBT CORP US N 2 2044-01-24 Fixed 0.04375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WFE3 118329.03100000 PA USD 100676.37000000 0.015867908752 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 0.01500000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAP9 50000.00000000 PA USD 45487.45000000 0.007169415285 Long DBT CORP US N 2 2027-02-15 Fixed 0.02493000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UK27 14059.80600000 PA USD 14806.55000000 0.002333705360 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 0.05500000 N N N N N N DALLAS FORT WORTH TX INTL ARPT N/A 23503CAN7 65000.00000000 PA USD 63177.61000000 0.009957615185 Long DBT MUN US N 2 2051-11-01 Fixed 0.04507000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCL3 120000.00000000 PA USD 113821.87000000 0.017939810972 Long DBT UST US N 2 2024-07-15 Fixed 0.00375000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EM1 10000.00000000 PA USD 9916.07000000 0.001562901939 Long DBT CORP US N 2 2026-07-08 Fixed 0.03050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X5D42 78973.42200000 PA USD 81443.65000000 0.012836581282 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.05000000 N N N N N N BANK 2017-BNK4 N/A 06541FAY5 186652.40000000 PA USD 184358.50000000 0.029057303672 Long ABS-MBS CORP US N 2 2050-05-15 Fixed 0.03419000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687FY7 30000.00000000 PA USD 25574.54000000 0.004030881001 Long DBT CORP US N 2 2040-05-13 Fixed 0.03500000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EF6 320000.00000000 PA USD 292481.02000000 0.046098822764 Long DBT CORP AU N 2 2034-07-24 Variable 0.04110000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NDH1 31000.00000000 PA USD 27170.29000000 0.004282392010 Long DBT CORP US N 2 2040-04-01 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCNJ3 428180.91900000 PA USD 423028.79000000 0.066674853686 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.03500000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NDS7 179000.00000000 PA USD 127872.08000000 0.020154307286 Long DBT CORP US N 2 2051-11-01 Fixed 0.02887000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TNS0 52114.31600000 PA USD 52363.31000000 0.008253140484 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 0.04000000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167EL3 80000.00000000 PA USD 79487.82000000 0.012528316969 Long DBT CORP PH N 2 2024-01-30 Fixed 0.02625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UKX9 179847.27500000 PA USD 179975.92000000 0.028366551915 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SC3 169000.00000000 PA USD 163553.71000000 0.025778197470 Long DBT UST US N 2 2048-05-15 Fixed 0.03125000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFP4 91000.00000000 PA USD 89163.86000000 0.014053387051 Long DBT CORP US N 2 2027-07-01 Fixed 0.03500000 N N N N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 4581X0DK1 194000.00000000 PA USD 187202.24000000 0.029505514179 Long DBT CORP US N 2 2025-03-14 Fixed 0.01750000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236THF5 280000.00000000 PA USD 271507.02000000 0.042793046859 Long DBT CORP US N 2 2023-08-14 Fixed 0.00500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VKK5 80268.43900000 PA USD 74100.12000000 0.011679145192 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 0.02500000 N N N N N N MANITOBA PROVINCE CDA 5493003QILFOB3JRKE30 563469UU7 410000.00000000 PA USD 405617.10000000 0.063930544290 Long DBT NUSS CA N 2 2024-04-16 Fixed 0.02600000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GVS0 28000.00000000 PA USD 26025.71000000 0.004101991276 Long DBT CORP US N 2 2045-10-21 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KRYP8 677887.68700000 PA USD 591967.93000000 0.093301865152 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B9FW9 155485.21300000 PA USD 144872.96000000 0.022833867669 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128287C8 58000.00000000 PA USD 58011.93000000 0.009143436655 Long DBT UST US N 2 2022-07-15 Fixed 0.01750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HEAW2 37555.52200000 PA USD 37149.18000000 0.005855195200 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FN3 290000.00000000 PA USD 200719.95000000 0.031636081549 Long DBT CORP US N 2 2062-09-16 Fixed 0.02973000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4FH4 384665.19900000 PA USD 376550.65000000 0.059349292738 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAV3 5093000.00000000 PA USD 4300202.94000000 0.677768058879 Long DBT UST US N 2 2030-11-15 Fixed 0.00875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AHC96 771183.71400000 PA USD 672716.05000000 0.106028821836 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TNR2 187231.49100000 PA USD 183846.68000000 0.028976634166 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DKT8 929365.30400000 PA USD 873557.48000000 0.137684050218 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4Y26 24786.39400000 PA USD 24771.00000000 0.003904232618 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.03500000 N N N N N N EXPEDIA GROUP INC CI7MUJI4USF3V0NJ1H64 30212PAM7 160000.00000000 PA USD 159984.87000000 0.025215701747 Long DBT CORP US N 2 2026-02-15 Fixed 0.05000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBC2 200000.00000000 PA USD 186604.53000000 0.029411307289 Long DBT CORP GB N 2 2025-09-29 Fixed 0.01375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DNA6 518655.10300000 PA USD 497641.48000000 0.078434786595 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 0.02500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FHPJ6 80000.00000000 PA USD 81722.46000000 0.012880525373 Long ABS-MBS USGSE US N 2 2028-07-25 Fixed 0.03926000 N N N N N N BERKSHIRE HATHAWAY FIN CORP 549300RLHFT5RU20WM87 084664CQ2 243000.00000000 PA USD 222016.47000000 0.034992690812 Long DBT CORP US N 2 2048-08-15 Fixed 0.04200000 N N N N N N BECTON DICKINSON and CO ICE2EP6D98PQUILVRZ91 075887BX6 130000.00000000 PA USD 121613.97000000 0.019167947543 Long DBT CORP US N 2 2047-06-06 Fixed 0.04669000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SU3 2014000.00000000 PA USD 1510736.02000000 0.238111697062 Long DBT UST US N 2 2051-02-15 Fixed 0.01875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9UR0 29227.22000000 PA USD 30591.26000000 0.004821581492 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.05500000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BH6 230000.00000000 PA USD 217271.69000000 0.034244851611 Long DBT CORP US N 2 2028-01-15 Fixed 0.03400000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBK5 120000.00000000 PA USD 118715.58000000 0.018711123483 Long DBT CORP US N 2 2023-06-05 Fixed 0.03050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CP99 73302.63600000 PA USD 69192.92000000 0.010905706481 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 0.03000000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CAT2 80000.00000000 PA USD 62999.69000000 0.009929572672 Long DBT CORP US N 2 2046-09-01 Fixed 0.03750000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NDA6 80000.00000000 PA USD 71584.46000000 0.011282644372 Long DBT CORP US N 2 2030-02-01 Fixed 0.02650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MRLT2 799920.89600000 PA USD 745324.30000000 0.117472828863 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.03000000 N N N N N N NEW JERSEY ST TRANSN TR FD AUT N/A 6461366R7 80000.00000000 PA USD 71971.83000000 0.011343698935 Long DBT MUN US N 2 2039-06-15 Fixed 0.04081000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YF1 174000.00000000 PA USD 173939.72000000 0.027415168081 Long DBT UST US N 2 2022-09-15 Fixed 0.01500000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 74432QCC7 23000.00000000 PA USD 22455.24000000 0.003539238644 Long DBT CORP US N 2 2028-03-27 Fixed 0.03878000 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BF6 300000.00000000 PA USD 239979.43000000 0.037823887549 Long DBT CORP US N 2 2031-01-30 Fixed 0.01300000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BH6 200000.00000000 PA USD 163412.50000000 0.025755940932 Long DBT NUSS PA N 2 2050-04-16 Fixed 0.04500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAF0 200000.00000000 PA USD 200174.22000000 0.031550067385 Long DBT CORP GB N 2 2025-05-08 Fixed 0.04450000 N N N N N N ALABAMA POWER and LIGHT 0RL818ELFOHP5JHOFU19 010392FB9 180000.00000000 PA USD 198981.62000000 0.031362098073 Long DBT CORP US N 2 2039-03-01 Fixed 0.06000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QK7 52000.00000000 PA USD 56064.53000000 0.008836501021 Long DBT UST US N 2 2040-08-15 Fixed 0.03875000 N N N N N N BANNER HEALTH PLD0E0WJKFN8IZJ2WD85 06654DAE7 100000.00000000 PA USD 74632.09000000 0.011762990601 Long DBT CORP US N 2 2051-01-01 Fixed 0.02913000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBJW1 552901.70700000 PA USD 557925.59000000 0.087936348449 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.04500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GWZ3 60000.00000000 PA USD 57671.56000000 0.009089789905 Long DBT CORP US N 2 2029-05-01 Variable 0.04223000 N N N N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 92857WBK5 97000.00000000 PA USD 96552.16000000 0.015217879476 Long DBT CORP GB N 2 2028-05-30 Fixed 0.04375000 N N N N N N DALLAS FORT WORTH TX INTL ARPT N/A 2350368N3 150000.00000000 PA USD 116621.19000000 0.018381020308 Long DBT MUN US N 2 2046-11-01 Fixed 0.02843000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MM0 617000.00000000 PA USD 619769.05000000 0.097683684196 Long DBT CORP US N 2 2041-03-26 Variable 0.05316000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RGL0 143000.00000000 PA USD 140065.66000000 0.022076174501 Long DBT CORP US N 2 2028-02-15 Fixed 0.04100000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BJ1 40000.00000000 PA USD 37349.16000000 0.005886714656 Long DBT CORP US N 2 2036-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JKPY6 27929.28400000 PA USD 28783.25000000 0.004536615539 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 0.05000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AX2 220000.00000000 PA USD 199995.39000000 0.031521881445 Long DBT CORP US N 2 2031-01-15 Fixed 0.03250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285C0 148000.00000000 PA USD 147786.09000000 0.023293014945 Long DBT UST US N 2 2025-09-30 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VV49 96638.62500000 PA USD 98438.24000000 0.015515150279 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 0.04500000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CW5 110000.00000000 PA USD 105451.89000000 0.016620592978 Long DBT CORP US N 2 2027-06-01 Fixed 0.03300000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CM8 70000.00000000 PA USD 69331.65000000 0.010927572139 Long DBT CORP US N 2 2024-07-26 Fixed 0.02900000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TD0 1421000.00000000 PA USD 1169438.59000000 0.184318771505 Long DBT UST US N 2 2052-02-15 Fixed 0.02250000 N N N N N N FORD CREDIT AUTO LEASE TRUST 2021 N/A 34532QAC2 372758.47000000 PA USD 370159.15000000 0.058341908991 Long ABS-CBDO CORP US N 2 2024-02-15 Fixed 0.00260000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UCD2 12675.50300000 PA USD 13046.88000000 0.002056358422 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 0.05000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DE8 230000.00000000 PA USD 215150.40000000 0.033910508645 Long DBT CORP US N 2 2026-10-15 Fixed 0.02650000 N N N N N N CROWN CASTLE INTERNATIONAL CORP 54930012H97VSM0I2R19 22822VAC5 100000.00000000 PA USD 96471.39000000 0.015205149070 Long DBT CORP US N 2 2026-06-15 Fixed 0.03700000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058JR5 110000.00000000 PA USD 94001.94000000 0.014815931548 Long DBT CORP US N 2 2031-02-10 Fixed 0.01250000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 70000.00000000 PA USD 65963.80000000 0.010396755061 Long DBT CORP US N 2 2032-05-15 Fixed 0.05125000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 351000.00000000 PA USD 306392.51000000 0.048291454997 Long DBT CORP US N 2 2041-09-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DEV0 4164.36500000 PA USD 4212.61000000 0.000663962269 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.04500000 N N N N N N RAYTHEON TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 913017DB2 4000.00000000 PA USD 3995.80000000 0.000629790186 Long DBT CORP US N 2 2023-08-16 Fixed 0.03650000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAT5 13000.00000000 PA USD 12628.44000000 0.001990406821 Long DBT CORP CA N 2 2029-04-01 Fixed 0.04200000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CV7 18000.00000000 PA USD 15696.62000000 0.002473991999 Long DBT CORP US N 2 2045-06-01 Fixed 0.04450000 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAQ6 300000.00000000 PA USD 261828.00000000 0.041267507091 Long DBT CORP KY N 2 2030-07-08 Fixed 0.03750000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299AW4 100000.00000000 PA USD 108300.00000000 0.017069492254 Long DBT NUSS PA N 2 2036-01-26 Fixed 0.06700000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGN8 9000.00000000 PA USD 7462.25000000 0.001176147909 Long DBT CORP US N 2 2032-03-15 Fixed 0.02355000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JH0 250000.00000000 PA USD 207357.50000000 0.032682245984 Long DBT CORP LU N 2 2030-09-23 Fixed 0.00750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJVZ0 34438.62100000 PA USD 32806.16000000 0.005170678615 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.03000000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBA3 15000.00000000 PA USD 13842.66000000 0.002181783727 Long DBT CORP US N 2 2042-07-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AD3V8 15781.08700000 PA USD 16264.84000000 0.002563550880 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.05000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAE8 62000.00000000 PA USD 58275.48000000 0.009184975572 Long DBT CORP US N 2 2028-01-15 Fixed 0.03300000 N N N N N N CARMAX AUTO OWNER TR 2021-1 N/A 14316NAC3 400000.00000000 PA USD 389902.76000000 0.061453759388 Long ABS-CBDO CORP US N 2 2025-12-15 Fixed 0.00340000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YBN0 19000.00000000 PA USD 17723.33000000 0.002793427923 Long DBT CORP US N 2 2030-04-15 Fixed 0.03050000 N N N N N N NEW JERSEY ST TRANSN TR FD AUT N/A 6461366S5 80000.00000000 PA USD 69475.90000000 0.010950307820 Long DBT MUN US N 2 2042-06-15 Fixed 0.04131000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TEC5 1000000.00000000 PA USD 999616.79000000 0.157552641313 Long DBT CORP US N 2 2022-09-08 Fixed 0.02150000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CS7 110000.00000000 PA USD 84051.28000000 0.013247577774 Long DBT CORP US N 2 2050-02-21 Fixed 0.03375000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BT8 84000.00000000 PA USD 80117.29000000 0.012627529650 Long DBT CORP US N 2 2027-09-14 Fixed 0.02800000 N N N N N N DUKE REALTY LP 2549009GZDBNY1KE9O81 26441YBF3 370000.00000000 PA USD 300814.16000000 0.047412234294 Long DBT CORP US N 2 2031-02-01 Fixed 0.01750000 N N N N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 92857WAQ3 392000.00000000 PA USD 423040.17000000 0.066676647323 Long DBT CORP GB N 2 2037-02-27 Fixed 0.06150000 N N N N N N EXPORT DEVELOPMENT CANADA Z6MHCSLXHKYG4B6PHW02 30216BHC9 145000.00000000 PA USD 144915.90000000 0.022840635573 Long DBT CORP CA N 2 2023-03-15 Fixed 0.02750000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448FA1 440000.00000000 PA USD 361052.89000000 0.056906643668 Long DBT CORP US N 2 2031-02-25 Fixed 0.01400000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV4F9 20230.86000000 PA USD 20824.15000000 0.003282157591 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.05000000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAR1 619000.00000000 PA USD 511913.00000000 0.080684164251 Long DBT NUSS MX N 2 2034-02-12 Fixed 0.03500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810EP9 175000.00000000 PA USD 179785.16000000 0.028336485651 Long DBT UST US N 2 2023-02-15 Fixed 0.07125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SS8 4208000.00000000 PA USD 2959571.86000000 0.466467118565 Long DBT UST US N 2 2050-11-15 Fixed 0.01625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCP4 5694000.00000000 PA USD 5163746.25000000 0.813873745318 Long DBT UST US N 2 2026-07-31 Fixed 0.00625000 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAR2 500000.00000000 PA USD 417541.68000000 0.065810013597 Long DBT CORP US N 2 2030-02-06 Fixed 0.02700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X75T2 264546.11500000 PA USD 258530.23000000 0.040747735535 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.03000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 549300S8SEQBOJLKHW63 15189XAW8 250000.00000000 PA USD 203074.67000000 0.032007216127 Long DBT CORP US N 2 2051-04-01 Fixed 0.03350000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFR0 40000.00000000 PA USD 35723.31000000 0.005630459495 Long DBT CORP US N 2 2050-04-01 Fixed 0.04200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WKR31 178503.56400000 PA USD 176787.06000000 0.027863945995 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 0.03000000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EC3 36000.00000000 PA USD 34988.65000000 0.005514667499 Long DBT CORP US N 2 2036-12-15 Fixed 0.04000000 N N N N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807AW8 150000.00000000 PA USD 110015.30000000 0.017339845902 Long DBT CORP US N 2 2050-06-15 Fixed 0.02875000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G05Q2 339000.00000000 PA USD 280472.12000000 0.044206063526 Long DBT USGSE US N 2 2030-08-05 Fixed 0.00875000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBD4 120000.00000000 PA USD 114020.66000000 0.017971142868 Long DBT CORP US N 2 2029-02-14 Fixed 0.04800000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAP8 60000.00000000 PA USD 56041.70000000 0.008832902715 Long DBT CORP US N 2 2048-08-20 Fixed 0.04450000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179M5L0 8512.33100000 PA USD 8154.59000000 0.001285269721 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWB69 3023308.57900000 PA USD 2724625.04000000 0.429436435977 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02500000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DQ2 100000.00000000 PA USD 61800.00000000 0.009740485884 Long DBT NUSS PE N 2 2060-12-01 Fixed 0.02780000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284N7 216000.00000000 PA USD 213477.19000000 0.033646788930 Long DBT UST US N 2 2028-05-15 Fixed 0.02875000 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813CL1 180000.00000000 PA USD 161194.78000000 0.025406399341 Long DBT CORP US N 2 2027-02-01 Fixed 0.01915000 N N N N N N LYB INTERNATIONAL FINANCE III LLC N/A 50249AAH6 20000.00000000 PA USD 15397.67000000 0.002426873580 Long DBT CORP US N 2 2040-10-01 Fixed 0.03375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9D32 497715.39200000 PA USD 488926.93000000 0.077061259876 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CV92 75979.81500000 PA USD 75201.70000000 0.011852768565 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2C59 248245.85800000 PA USD 237813.00000000 0.037482429930 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 0.03000000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YBJ9 177000.00000000 PA USD 158758.19000000 0.025022360983 Long DBT CORP US N 2 2029-08-26 Fixed 0.02375000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BJ1 70000.00000000 PA USD 69549.71000000 0.010961941238 Long DBT CORP US N 2 2026-03-01 Fixed 0.04000000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EB9 300000.00000000 PA USD 227300.39000000 0.035825505508 Long DBT CORP US N 2 2051-04-01 Fixed 0.03500000 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAF1 76000.00000000 PA USD 72183.50000000 0.011377060887 Long DBT CORP US N 2 2048-09-01 Fixed 0.04950000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828U24 585000.00000000 PA USD 559314.84000000 0.088155312365 Long DBT UST US N 2 2026-11-15 Fixed 0.02000000 N N N N N N PIONEER NATURAL RESOURCES CO FY8JBF7CCL2VE4F1B628 723787AT4 230000.00000000 PA USD 205506.29000000 0.032390471148 Long DBT CORP US N 2 2026-01-15 Fixed 0.01125000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918BS2 31000.00000000 PA USD 29221.73000000 0.004605725705 Long DBT CORP US N 2 2036-08-08 Fixed 0.03450000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAH1 60000.00000000 PA USD 45823.68000000 0.007222409518 Long DBT CORP US N 2 2050-01-15 Fixed 0.03450000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDD0 599000.00000000 PA USD 578877.34000000 0.091238617464 Long DBT UST US N 2 2023-10-31 Fixed 0.00375000 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABJ1 61000.00000000 PA USD 58076.69000000 0.009153643676 Long DBT CORP US N 2 2028-03-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDG3 2630000.00000000 PA USD 2424223.04000000 0.382089163473 Long DBT UST US N 2 2026-10-31 Fixed 0.01125000 N N N N N N BALTIMORE GAS and ELECTRIC CO 88V8C2WYSOD1SPSSLH72 059165EM8 200000.00000000 PA USD 145995.81000000 0.023010843471 Long DBT CORP US N 2 2050-06-15 Fixed 0.02900000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAL4 69000.00000000 PA USD 69233.44000000 0.010912092962 Long DBT CORP US N 2 2046-04-01 Fixed 0.06750000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MBR6 246000.00000000 PA USD 217514.12000000 0.034283061741 Long DBT CORP US N 2 2026-03-01 Fixed 0.01150000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687FL5 50000.00000000 PA USD 42967.77000000 0.006772280860 Long DBT CORP US N 2 2029-09-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMBH7 439468.96500000 PA USD 413628.45000000 0.065193237520 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285T3 331000.00000000 PA USD 326319.45000000 0.051432200593 Long DBT UST US N 2 2025-12-31 Fixed 0.02625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284R8 144000.00000000 PA USD 143381.25000000 0.022598754721 Long DBT UST US N 2 2025-05-31 Fixed 0.02875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HBH68 100439.24300000 PA USD 99691.50000000 0.015712680397 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UMM1 25552.31000000 PA USD 26115.98000000 0.004116219005 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284X5 1634000.00000000 PA USD 1629851.18000000 0.256885799564 Long DBT UST US N 2 2023-08-31 Fixed 0.02750000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFT6 60000.00000000 PA USD 44013.99000000 0.006937178775 Long DBT CORP US N 2 2040-11-20 Fixed 0.02650000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140K84X6 937803.60500000 PA USD 818061.28000000 0.128937125416 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286B1 391000.00000000 PA USD 380690.43000000 0.060001776049 Long DBT UST US N 2 2029-02-15 Fixed 0.02625000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167EY5 100000.00000000 PA USD 82476.97000000 0.012999445988 Long DBT CORP PH N 2 2030-10-08 Fixed 0.00750000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AU2 50000.00000000 PA USD 49012.17000000 0.007724957120 Long DBT CORP GB N 2 2048-08-17 Fixed 0.04375000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YAJ4 266000.00000000 PA USD 252239.17000000 0.039756182442 Long DBT CORP US N 2 2043-05-18 Fixed 0.04150000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468N2 90000.00000000 PA USD 97036.52000000 0.015294220928 Long DBT CORP US N 2 2051-03-24 Variable 0.05597000 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DBH1 100000.00000000 PA USD 78636.16000000 0.012394084247 Long DBT CORP US N 2 2050-05-15 Fixed 0.04650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJV56 47523.89600000 PA USD 45271.17000000 0.007135326737 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XCR72 105827.23400000 PA USD 103421.97000000 0.016300651115 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 0.03500000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785HR0 260000.00000000 PA USD 259697.59000000 0.040931726694 Long DBT CORP LU N 2 2023-08-15 Fixed 0.02875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D55R9 96538.18600000 PA USD 97663.16000000 0.015392987563 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 0.04000000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451AV0 176000.00000000 PA USD 180918.23000000 0.028515072259 Long DBT CORP AU N 2 2043-09-30 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZW3 635000.00000000 PA USD 584646.48000000 0.092147909159 Long DBT UST US N 2 2025-06-30 Fixed 0.00250000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863CE6 325000.00000000 PA USD 271537.50000000 0.042797850905 Long DBT NUSS CL N 2 2047-06-21 Fixed 0.03860000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SJ8 129000.00000000 PA USD 105845.51000000 0.016682632623 Long DBT UST US N 2 2049-08-15 Fixed 0.02250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAY7 1680000.00000000 PA USD 1475250.00000000 0.232518637565 Long DBT UST US N 2 2027-11-30 Fixed 0.00625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JADM7 13324.98000000 PA USD 12619.56000000 0.001989007217 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285Z9 3559000.00000000 PA USD 3532307.50000000 0.556737724020 Long DBT UST US N 2 2024-01-31 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLF0 1614513.21700000 PA USD 1470019.61000000 0.231694259895 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02500000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BT9 180000.00000000 PA USD 125611.12000000 0.019797950506 Long DBT CORP US N 2 2050-10-01 Fixed 0.02800000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667AZ4 100000.00000000 PA USD 72216.65000000 0.011382285760 Long DBT CORP US N 2 2050-06-15 Fixed 0.02900000 N N N N N N TJX COMPANIES INC V167QI9I69W364E2DY52 872540AT6 687000.00000000 PA USD 668509.57000000 0.105365825735 Long DBT CORP US N 2 2030-04-15 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X3CN6 382356.39800000 PA USD 359396.13000000 0.056645516687 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03000000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BJ0 50000.00000000 PA USD 49011.80000000 0.007724898804 Long DBT CORP US N 2 2049-03-15 Fixed 0.04900000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BG4 617000.00000000 PA USD 523497.60000000 0.082510048276 Long DBT CORP US N 2 2047-12-08 Fixed 0.03734000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAL8 138000.00000000 PA USD 99376.01000000 0.015662955059 Long DBT CORP US N 2 2050-06-15 Fixed 0.03000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844BV9 90000.00000000 PA USD 78398.63000000 0.012356646422 Long DBT CORP US N 2 2052-08-15 Fixed 0.04050000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CW8 32000.00000000 PA USD 32206.39000000 0.005076147041 Long DBT CORP US N 2 2025-03-25 Fixed 0.04100000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAM5 150000.00000000 PA USD 136739.23000000 0.021551885755 Long DBT CORP US N 2 2027-12-01 Fixed 0.03950000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785HN9 510000.00000000 PA USD 508584.71000000 0.080159582345 Long DBT CORP LU N 2 2022-12-15 Fixed 0.02000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 150000.00000000 PA USD 128099.67000000 0.020190178438 Long DBT CORP US N 2 2030-04-01 Fixed 0.02950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KJ4D1 25455.26300000 PA USD 22244.81000000 0.003506072132 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ABCG3 156760.14700000 PA USD 154956.28000000 0.024423130389 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.04000000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822BK9 290000.00000000 PA USD 251401.92000000 0.039624220925 Long DBT CORP JP N 2 2039-07-18 Fixed 0.03751000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBP5 3054000.00000000 PA USD 2745975.45000000 0.432801539007 Long DBT UST US N 2 2028-02-29 Fixed 0.01125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WNE4 844275.62100000 PA USD 776428.20000000 0.122375209104 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6K91 42502.07600000 PA USD 42449.12000000 0.006690534857 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.03500000 N N N N N N PUBLIC SERVICE ELEC and GAS CO 549300RUHPVD434XUK18 74456QCC8 70000.00000000 PA USD 54350.49000000 0.008566345965 Long DBT CORP US N 2 2050-01-01 Fixed 0.03150000 N N N N N N THOMSON REUTERS CORP 549300561UZND4C7B569 884903BV6 76000.00000000 PA USD 73727.27000000 0.011620379170 Long DBT CORP CA N 2 2026-05-15 Fixed 0.03350000 N N N N N N BLACKROCK INC 549300LRIF3NWCU26A80 09247XAL5 470000.00000000 PA USD 471889.98000000 0.074376014390 Long DBT CORP US N 2 2024-03-18 Fixed 0.03500000 N N N N N N TWDC ENTERPRISES 18 CORP 7260JQNI6SCF9FIV2392 25468PDV5 98000.00000000 PA USD 93441.73000000 0.014727635147 Long DBT CORP US N 2 2027-06-15 Fixed 0.02950000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FWHT0 770000.00000000 PA USD 653754.95000000 0.103040305219 Long ABS-MBS USGSE US N 2 2030-07-25 Fixed 0.01378000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179T7K5 60173.46500000 PA USD 60277.62000000 0.009500538944 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828Y95 909000.00000000 PA USD 868308.05000000 0.136856671596 Long DBT UST US N 2 2026-07-31 Fixed 0.01875000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3137EAEV7 500000.00000000 PA USD 484853.96000000 0.076419306691 Long DBT USGSE US N 2 2023-08-24 Fixed 0.00250000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AU2 80000.00000000 PA USD 72974.98000000 0.011501808456 Long DBT CORP US N 2 2029-07-01 Fixed 0.03500000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FG8 70000.00000000 PA USD 58429.81000000 0.009209299992 Long DBT CORP US N 2 2060-03-20 Fixed 0.03839000 N N N N N N JOHNSON and JOHNSON 549300G0CFPGEF6X2043 478160CQ5 110000.00000000 PA USD 92528.52000000 0.014583701343 Long DBT CORP US N 2 2030-09-01 Fixed 0.01300000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822AU8 84000.00000000 PA USD 83373.14000000 0.013140694066 Long DBT CORP JP N 2 2025-03-02 Fixed 0.03777000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAL6 298000.00000000 PA USD 241007.50000000 0.037985924787 Long DBT CORP AT N 2 2028-09-15 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QCCL8 103880.75700000 PA USD 103464.49000000 0.016307352822 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.04000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AN7 85000.00000000 PA USD 74162.50000000 0.011688977094 Long DBT CORP US N 2 2026-01-15 Fixed 0.01600000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAB8 158000.00000000 PA USD 148712.38000000 0.023439010328 Long DBT CORP US N 2 2026-06-01 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C4Y7 15246.04800000 PA USD 15722.93000000 0.002478138798 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.05000000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XCS3 250000.00000000 PA USD 249392.67000000 0.039307536923 Long DBT CORP US N 2 2029-01-17 Fixed 0.05650000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EE6 330000.00000000 PA USD 252420.13000000 0.039784704098 Long DBT CORP US N 2 2041-02-08 Fixed 0.02375000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2K8 310000.00000000 PA USD 291358.12000000 0.045921839082 Long DBT CORP US N 2 2026-02-11 Variable 0.02164000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TV69 66226.05600000 PA USD 66459.69000000 0.010474913792 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 0.04000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AH3 30000.00000000 PA USD 29768.48000000 0.004691900635 Long DBT CORP US N 2 2028-10-15 Fixed 0.04375000 N N N N N N UNITED AIRLS PASS THRU TR 2016-AA N/A 90931LAA6 209702.01300000 PA USD 191485.03000000 0.030180537732 Long DBT CORP US N 2 2030-01-07 Fixed 0.03100000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BX9 90000.00000000 PA USD 87696.05000000 0.013822041054 Long DBT CORP US N 2 2048-12-06 Fixed 0.04500000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAQ0 160000.00000000 PA USD 148008.08000000 0.023328003463 Long DBT CORP US N 2 2049-04-15 Fixed 0.04875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D54U3 736475.35400000 PA USD 706636.61000000 0.111375144423 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X5SE4 1515234.44000000 PA USD 1488479.04000000 0.234603706778 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D57K2 2205646.53700000 PA USD 2069735.70000000 0.326217336101 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 0.02000000 N N N N N N LINCOLN NATIONAL CORP IND EFQMQROEDSNBRIP7LE47 534187BG3 160000.00000000 PA USD 135573.57000000 0.021368162539 Long DBT CORP US N 2 2048-03-01 Fixed 0.04350000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QX9 197000.00000000 PA USD 176753.63000000 0.027858676991 Long DBT UST US N 2 2042-08-15 Fixed 0.02750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L7ZT2 1070609.49000000 PA USD 933240.87000000 0.147090930765 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N ONTARIO PROVINCE CDA C7PVKCRGLG18EBQGZV36 68323AFF6 50000.00000000 PA USD 48002.00000000 0.007565741156 Long DBT NUSS CA N 2 2026-06-15 Fixed 0.02300000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBV2 2669000.00000000 PA USD 2547852.44000000 0.401574769066 Long DBT UST US N 2 2024-04-15 Fixed 0.00375000 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BP0 215000.00000000 PA USD 188097.12000000 0.029646558937 Long DBT CORP US N 2 2043-03-01 Fixed 0.05000000 N N N N N N FLORIDA PWR and LT CO A89MY1K3YLIGJMYWVX50 341081FR3 26000.00000000 PA USD 24347.45000000 0.003837475615 Long DBT CORP US N 2 2048-06-01 Fixed 0.04125000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137AX5 100000.00000000 PA USD 96090.36000000 0.015145093774 Long DBT CORP US N 2 2029-03-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YX2 527000.00000000 PA USD 498262.03000000 0.078532593367 Long DBT UST US N 2 2026-12-31 Fixed 0.01750000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCY3 80000.00000000 PA USD 77815.80000000 0.012264784814 Long DBT CORP US N 2 2035-03-15 Fixed 0.04550000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828B66 1118000.00000000 PA USD 1114069.54000000 0.175591887201 Long DBT UST US N 2 2024-02-15 Fixed 0.02750000 N N N N N N OVINTIV INC N/A 292505AG9 50000.00000000 PA USD 51598.01000000 0.008132519224 Long DBT CORP US N 2 2038-02-01 Fixed 0.06500000 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BU9 168000.00000000 PA USD 168474.38000000 0.026553759228 Long DBT CORP US N 2 2045-03-15 Fixed 0.04625000 N N N N N N SCHWAB CHARLES CORP 549300VSGCJ7E698NM85 808513BP9 215000.00000000 PA USD 191893.61000000 0.030244935268 Long DBT CORP US N 2 2028-03-20 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D54V1 73049.44600000 PA USD 71730.64000000 0.011305684246 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 0.03000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F8ZV8 700000.00000000 PA USD 602071.19000000 0.094894270676 Long ABS-MBS USGSE US N 2 2030-12-25 Fixed 0.01621000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLWK8 908510.61500000 PA USD 822446.41000000 0.129628279087 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02500000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DK0 125000.00000000 PA USD 106050.04000000 0.016714869218 Long DBT CORP US N 2 2030-07-15 Fixed 0.02650000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VSG6 1297835.19800000 PA USD 1197391.97000000 0.188724588710 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 0.02500000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EUM9 290000.00000000 PA USD 291366.58000000 0.045923172488 Long DBT CORP US N 2 2023-10-12 Fixed 0.03650000 N N N N N N TWDC ENTERPRISES 18 CORP 7260JQNI6SCF9FIV2392 25468PDK9 210000.00000000 PA USD 203803.16000000 0.032122035651 Long DBT CORP US N 2 2026-02-13 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CAF1 5920.06300000 PA USD 5612.20000000 0.000884555904 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 0.03000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229AV8 60000.00000000 PA USD 59475.00000000 0.009374035566 Long DBT CORP US N 2 2023-04-01 Variable 0.04350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9VC2 21746.63700000 PA USD 21523.93000000 0.003392452044 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBV72 3594859.75500000 PA USD 3375620.40000000 0.532041793828 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.03000000 N N N N N N ONTARIO PROVINCE CDA C7PVKCRGLG18EBQGZV36 683234AR9 175000.00000000 PA USD 145559.75000000 0.022942114729 Long DBT NUSS CA N 2 2030-10-07 Fixed 0.01125000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200KL4 175000.00000000 PA USD 126706.56000000 0.019970606135 Long DBT CORP US N 2 2050-05-15 Fixed 0.02950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AA2G8 1056762.88100000 PA USD 1040084.42000000 0.163930867507 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179T4P7 28405.46500000 PA USD 28454.63000000 0.004484820742 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 0.04000000 N N N N N N PAYPAL HLDGS INC 5493005X2GO78EFZ3E94 70450YAH6 120000.00000000 PA USD 103015.50000000 0.016236586143 Long DBT CORP US N 2 2030-06-01 Fixed 0.02300000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAZ8 150000.00000000 PA USD 108085.90000000 0.017035747302 Long DBT CORP IE N 2 2041-10-29 Fixed 0.03850000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAJ2 41000.00000000 PA USD 36993.04000000 0.005830585500 Long DBT CORP US N 2 2030-07-01 Fixed 0.04050000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3137EAEU9 448000.00000000 PA USD 413258.11000000 0.065134867107 Long DBT USGSE US N 2 2025-07-21 Fixed 0.00375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBJ9 598000.00000000 PA USD 526660.47000000 0.083008557833 Long DBT UST US N 2 2028-01-31 Fixed 0.00750000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BX6 1060000.00000000 PA USD 1035609.37000000 0.163225541272 Long DBT CORP GB N 2 2026-09-12 Variable 0.04292000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAM3 14303000.00000000 PA USD 13067690.08000000 2.059638361989 Long DBT UST US N 2 2025-09-30 Fixed 0.00250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KSRJ8 2138282.06000000 PA USD 1859912.38000000 0.293146444730 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M2ZL9 68261.15000000 PA USD 63841.62000000 0.010062271819 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HDSY1 71779.92600000 PA USD 67469.58000000 0.010634085625 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X8SZ1 289375.33500000 PA USD 288577.47000000 0.045483572381 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.04000000 N N N N N N NORTHERN STATES POWER CO (MN) 3S1GHB0TEH85KX44SB51 665772CR8 80000.00000000 PA USD 60132.96000000 0.009477738642 Long DBT CORP US N 2 2050-03-01 Fixed 0.02900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L6YK4 395114.90200000 PA USD 344418.18000000 0.054284796452 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CBF0 66910.40200000 PA USD 63430.89000000 0.009997535415 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.03000000 N N N N N N JPMBB COML MTG SECS TR 2014-C24 N/A 46643GAE0 150000.00000000 PA USD 147987.08000000 0.023324693590 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 0.03638500 N N N N N N PORT AUTH NY and NJ 54930006MR4KZ4W74Z83 73358XCN0 400000.00000000 PA USD 299195.84000000 0.047157165959 Long DBT MUN US N 2 2060-07-15 Fixed 0.03175000 N N N N N N TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 89352HBA6 190000.00000000 PA USD 181475.84000000 0.028602958866 Long DBT CORP CA N 2 2030-04-15 Fixed 0.04100000 N N N N N N BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC N/A 05723KAF7 172000.00000000 PA USD 145407.83000000 0.022918170156 Long DBT CORP US N 2 2047-12-15 Fixed 0.04080000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAC4 640000.00000000 PA USD 627370.62000000 0.098881790754 Long DBT CORP JP N 2 2026-03-09 Fixed 0.03784000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RK6 128000.00000000 PA USD 108560.00000000 0.017110471644 Long DBT UST US N 2 2045-02-15 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AEJ80 19259.32700000 PA USD 19182.15000000 0.003023356979 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 0.04000000 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002AS0 156000.00000000 PA USD 168706.40000000 0.026590328606 Long DBT CORP US N 2 2035-05-09 Fixed 0.05550000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KHWS1 223874.03000000 PA USD 210500.49000000 0.033177622193 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.03000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AC7 89000.00000000 PA USD 87771.36000000 0.013833910892 Long DBT CORP US N 2 2024-12-01 Fixed 0.03350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HMXF6 14685.18600000 PA USD 14870.02000000 0.002343709060 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04500000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DK3 96000.00000000 PA USD 92991.29000000 0.014656639929 Long DBT CORP US N 2 2027-11-13 Fixed 0.03000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2Q5 100000.00000000 PA USD 77441.46000000 0.012205783948 Long DBT CORP US N 2 2041-04-30 Variable 0.03068000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818EH7 160000.00000000 PA USD 153525.30000000 0.024197589281 Long DBT CORP US N 2 2026-03-01 Fixed 0.02750000 N N N N N N INTERSTATE PWR and LT CO EF9UQIIO4KY2BWOK3P26 461070AS3 93000.00000000 PA USD 79134.31000000 0.012472599183 Long DBT CORP US N 2 2030-06-01 Fixed 0.02300000 N N N N N N HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 438516BS4 20000.00000000 PA USD 18301.37000000 0.002884534565 Long DBT CORP US N 2 2047-11-21 Fixed 0.03812000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QY7 587000.00000000 PA USD 525617.23000000 0.082844129605 Long DBT UST US N 2 2042-11-15 Fixed 0.02750000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AX8 500000.00000000 PA USD 392513.89000000 0.061865307526 Long DBT CORP US N 2 2031-02-15 Fixed 0.01450000 N N N N N N TEXAS INSTRUMENTS INC. WDJNR2L6D8RWOEB8T652 882508BD5 70000.00000000 PA USD 67142.05000000 0.010582462626 Long DBT CORP US N 2 2048-05-15 Fixed 0.04150000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TB4 2575000.00000000 PA USD 1932054.69000000 0.304517013536 Long DBT UST US N 2 2051-11-15 Fixed 0.01875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBB6 4690000.00000000 PA USD 4109795.69000000 0.647757393329 Long DBT UST US N 2 2027-12-31 Fixed 0.00625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DES7 358421.93800000 PA USD 337234.94000000 0.053152624157 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.03000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AZ5 150000.00000000 PA USD 142424.27000000 0.022447922193 Long DBT CORP US N 2 2030-04-15 Fixed 0.04000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFL3 270000.00000000 PA USD 215787.18000000 0.034010873477 Long DBT CORP US N 2 2030-09-18 Fixed 0.01500000 N N N N N N PROCTER and GAMBLE CO 2572IBTT8CCZW6AU4141 742718FH7 105000.00000000 PA USD 99066.10000000 0.015614109202 Long DBT CORP US N 2 2030-03-25 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBT7 2331000.00000000 PA USD 2140968.86000000 0.337444611012 Long DBT UST US N 2 2026-03-31 Fixed 0.00750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WQB7 45450.48000000 PA USD 42979.34000000 0.006774104443 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EVS99 76744.30300000 PA USD 77108.29000000 0.012153272012 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.04000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 25152R2Y8 200000.00000000 PA USD 197536.82000000 0.031134378752 Long DBT CORP DE N 2 2026-01-13 Fixed 0.04100000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAA1 290000.00000000 PA USD 262342.61000000 0.041348616337 Long DBT CORP US N 2 2026-05-28 Fixed 0.01200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UZT2 19003.58900000 PA USD 18581.35000000 0.002928663064 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 0.03500000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JBR4 100000.00000000 PA USD 77361.92000000 0.012193247407 Long DBT CORP US N 2 2049-09-15 Fixed 0.03100000 N N N N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 4581X0DG0 1029000.00000000 PA USD 966981.36000000 0.152408871972 Long DBT CORP US N 2 2029-06-18 Fixed 0.02250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKCJ5 1283085.85100000 PA USD 1158029.25000000 0.182520510740 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.02500000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475AY1 70000.00000000 PA USD 67795.53000000 0.010685459595 Long DBT CORP US N 2 2024-11-01 Fixed 0.02200000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2A0 82000.00000000 PA USD 77794.15000000 0.012261372491 Long DBT CORP US N 2 2028-05-22 Variable 0.03584000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCF6 1269000.00000000 PA USD 1161085.43000000 0.183002204562 Long DBT UST US N 2 2026-05-31 Fixed 0.00750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CRH9 31367.19100000 PA USD 30331.58000000 0.004780652538 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TZ57 14589.02100000 PA USD 14626.81000000 0.002305375992 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SL3 287000.00000000 PA USD 222402.58000000 0.035053546783 Long DBT UST US N 2 2050-02-15 Fixed 0.02000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FBBX3 130000.00000000 PA USD 128648.21000000 0.020276635495 Long ABS-MBS USGSE US N 2 2027-08-25 Fixed 0.03244000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAF4 170000.00000000 PA USD 113969.87000000 0.017963137702 Long DBT CORP US N 2 2050-08-15 Fixed 0.02050000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAB6 30000.00000000 PA USD 30180.59000000 0.004756854545 Long DBT CORP US N 2 2023-11-15 Fixed 0.04205000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H6F38 60857.42600000 PA USD 60234.18000000 0.009493692234 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.03000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBA0 234000.00000000 PA USD 196118.14000000 0.030910776285 Long DBT CORP US N 2 2026-07-15 Fixed 0.02150000 N N N N N N NEXTERA ENERGY CAP HLDGS INC UMI46YPGBLUE4VGNNT48 65339KBZ2 500000.00000000 PA USD 416426.50000000 0.065634246687 Long DBT CORP US N 2 2032-01-15 Fixed 0.02440000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128283D0 279000.00000000 PA USD 274313.67000000 0.043235411498 Long DBT UST US N 2 2024-10-31 Fixed 0.02250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBX0 562211.76200000 PA USD 467565.15000000 0.073694364786 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.01500000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AY8 62000.00000000 PA USD 61228.71000000 0.009650443131 Long DBT CORP US N 2 2025-04-15 Fixed 0.03625000 N N N N N N CSAIL 2019-C17 COML MTG TR N/A 12597BAU3 200000.00000000 PA USD 182584.96000000 0.028777770641 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 0.03016100 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJK6 924000.00000000 PA USD 826803.49000000 0.130315011712 Long DBT CORP US N 2 2026-10-24 Variable 0.01197000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZS2 3333000.00000000 PA USD 2943455.63000000 0.463926990558 Long DBT UST US N 2 2027-05-31 Fixed 0.00500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAL2 120000.00000000 PA USD 107368.50000000 0.016922675707 Long DBT CORP US N 2 2038-07-22 Variable 0.03971000 N N N N N N QUEBEC PROVINCE CDA 549300WN65YFEQH74Y36 748148RZ8 2149000.00000000 PA USD 2059300.74000000 0.324572650331 Long DBT NUSS CA N 2 2025-02-11 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JHY23 4672.06900000 PA USD 4699.48000000 0.000740699330 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.04500000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BN8 70000.00000000 PA USD 65169.02000000 0.010271487369 Long DBT CORP US N 2 2052-09-15 Fixed 0.04090000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G03U5 258000.00000000 PA USD 241256.73000000 0.038025206685 Long DBT USGSE US N 2 2025-04-22 Fixed 0.00625000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCB3 390000.00000000 PA USD 346215.36000000 0.054568055455 Long DBT CORP US N 2 2049-11-21 Fixed 0.04250000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 220000.00000000 PA USD 204876.78000000 0.032291252163 Long DBT CORP US N 2 2028-12-20 Variable 0.03419000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543DC4 250000.00000000 PA USD 205997.16000000 0.032467838661 Long DBT CORP US N 2 2030-11-15 Fixed 0.02100000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828K74 50000.00000000 PA USD 48439.45000000 0.007634688980 Long DBT UST US N 2 2025-08-15 Fixed 0.02000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AM1 1518000.00000000 PA USD 1488357.39000000 0.234584533152 Long DBT CORP GB N 2 2025-12-10 Fixed 0.04582000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAN1 42000.00000000 PA USD 41825.19000000 0.006592195353 Long DBT UST US N 2 2022-09-30 Fixed 0.00125000 N N N N N N UNILEVER CAPITAL CORP MYF1DAS6G5WY7PRWCU78 904764BA4 100000.00000000 PA USD 100239.20000000 0.015799005059 Long DBT CORP US N 2 2023-03-22 Fixed 0.03125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335BT48 69659.91000000 PA USD 70509.50000000 0.011113216658 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 0.04000000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE CO LLC N/A 893574AR4 180000.00000000 PA USD 149407.67000000 0.023548597098 Long DBT CORP US N 2 2050-05-15 Fixed 0.03950000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AY3 110000.00000000 PA USD 105132.27000000 0.016570216698 Long DBT CORP US N 2 2026-11-19 Fixed 0.03550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C3D4 17957.91100000 PA USD 17908.40000000 0.002822597369 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JLLY8 29067.56700000 PA USD 30387.82000000 0.004789516695 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.05500000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGB4 500000.00000000 PA USD 400836.23000000 0.063177016835 Long DBT CORP US N 2 2051-03-22 Fixed 0.03550000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818EU8 270000.00000000 PA USD 269999.98000000 0.042555517703 Long DBT CORP US N 2 2023-06-08 Fixed 0.03500000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAU2 103000.00000000 PA USD 102497.16000000 0.016154889000 Long DBT CORP CA N 2 2049-04-01 Fixed 0.05000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 130000.00000000 PA USD 119401.32000000 0.018819205049 Long DBT CORP US N 2 2050-05-01 Fixed 0.05805000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SA7 87000.00000000 PA USD 81970.31000000 0.012919589765 Long DBT UST US N 2 2048-02-15 Fixed 0.03000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAQ7 115000.00000000 PA USD 105294.04000000 0.016595713760 Long DBT CORP US N 2 2050-03-26 Fixed 0.03850000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAD3 1259000.00000000 PA USD 1100592.23000000 0.173467687398 Long DBT UST US N 2 2027-07-31 Fixed 0.00375000 N N N N N N PPL CAP FDG INC 549300MROK5WY0D2NU17 69352PAM5 20000.00000000 PA USD 17116.74000000 0.002697821429 Long DBT CORP US N 2 2047-09-15 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QU5 65000.00000000 PA USD 62255.27000000 0.009812242373 Long DBT UST US N 2 2042-02-15 Fixed 0.03125000 N N N N N N OREILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAF4 260000.00000000 PA USD 251071.66000000 0.039572167642 Long DBT CORP US N 2 2027-09-01 Fixed 0.03600000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 300000.00000000 PA USD 208397.48000000 0.032846160394 Long DBT CORP US N 2 2050-04-01 Fixed 0.03600000 N N N N N N NATIONAL RETAIL PROPERTIES INC 5493008JKH5SOTI0JS97 637417AR7 100000.00000000 PA USD 68155.34000000 0.010742170343 Long DBT CORP US N 2 2052-04-15 Fixed 0.03000000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBV9 130000.00000000 PA USD 132771.67000000 0.020926546562 Long DBT CORP US N 2 2049-01-23 Fixed 0.05550000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJYN4 123084.18800000 PA USD 120517.49000000 0.018995127996 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128283P3 160000.00000000 PA USD 157012.50000000 0.024747217475 Long DBT UST US N 2 2024-12-31 Fixed 0.02250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284U1 1031000.00000000 PA USD 1028261.41000000 0.162067406957 Long DBT UST US N 2 2023-06-30 Fixed 0.02625000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAX3 74000.00000000 PA USD 66054.40000000 0.010411034803 Long DBT CORP US N 2 2040-04-15 Fixed 0.04375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QZ4 838000.00000000 PA USD 796198.21000000 0.125491220485 Long DBT UST US N 2 2043-02-15 Fixed 0.03125000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAP0 150000.00000000 PA USD 149282.38000000 0.023528849761 Long DBT CORP IE N 2 2023-09-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XX2D2 201941.34400000 PA USD 197113.41000000 0.031067643815 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132ADPE2 67906.71800000 PA USD 68697.76000000 0.010827662808 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.04500000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UCZ0 50000.00000000 PA USD 46450.65000000 0.007321228166 Long DBT CORP US N 2 2049-03-15 Fixed 0.04600000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAR5 195000.00000000 PA USD 152864.35000000 0.024093414942 Long DBT CORP US N 2 2040-04-05 Fixed 0.03377000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAD9 200000.00000000 PA USD 164144.68000000 0.025871342048 Long DBT CORP US N 2 2030-08-15 Fixed 0.01100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNGD9 970721.65000000 PA USD 874668.84000000 0.137859215046 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329PZR7 133601.81500000 PA USD 134402.46000000 0.021183580331 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 0.04000000 N N N N N N ITALY REPUBLIC OF 815600DE60799F5A9309 465410BX5 200000.00000000 PA USD 193319.60000000 0.030469689887 Long DBT NUSS IT N 2 2024-10-17 Fixed 0.02375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TJZ9 8741.91800000 PA USD 9001.01000000 0.001418676551 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 0.04500000 N N N N N N MAGELLAN MIDSTREAM PARTNRS MLP MZF5TI8NFVZZNUSKDL39 559080AP1 75000.00000000 PA USD 59153.91000000 0.009323427595 Long DBT CORP US N 2 2050-03-01 Fixed 0.03950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133A2SF8 259640.02100000 PA USD 252073.59000000 0.039730084875 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCB5 4543000.00000000 PA USD 4059241.46000000 0.639789387444 Long DBT UST US N 2 2031-05-15 Fixed 0.01625000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BP6 106000.00000000 PA USD 94123.79000000 0.014835136697 Long DBT CORP US N 2 2047-10-15 Fixed 0.04030000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400GG2 562000.00000000 PA USD 455864.62000000 0.071850208680 Long DBT CORP US N 2 2047-04-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V7G9 791669.01700000 PA USD 772656.53000000 0.121780744728 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VSL5 41345.81500000 PA USD 42131.91000000 0.006640538424 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C7F5 94236.52500000 PA USD 95681.77000000 0.015080694662 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.04500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFM6 370000.00000000 PA USD 368356.36000000 0.058057765779 Long DBT CORP US N 2 2025-01-22 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284L1 84000.00000000 PA USD 83911.41000000 0.013225532438 Long DBT UST US N 2 2023-04-30 Fixed 0.02750000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833AL4 369000.00000000 PA USD 339378.77000000 0.053490519721 Long DBT CORP US N 2 2043-05-04 Fixed 0.03850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWB51 328867.50300000 PA USD 286157.05000000 0.045102082627 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02000000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EUY3 220000.00000000 PA USD 202490.63000000 0.031915163807 Long DBT CORP US N 2 2029-07-18 Fixed 0.02800000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329PME0 88401.47100000 PA USD 88157.73000000 0.013894807843 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.04000000 N N N N N N BANK 2020-BN28 N/A 06540YAH2 360000.00000000 PA USD 299795.69000000 0.047251710141 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 0.01844000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CY4 30000.00000000 PA USD 21216.58000000 0.003344009676 Long DBT CORP US N 2 2060-06-01 Fixed 0.02750000 N N N N N N PAYPAL HLDGS INC 5493005X2GO78EFZ3E94 70450YAG8 70000.00000000 PA USD 66033.01000000 0.010407663460 Long DBT CORP US N 2 2025-06-01 Fixed 0.01650000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SY5 280000.00000000 PA USD 233646.87000000 0.036825793515 Long DBT UST US N 2 2041-05-15 Fixed 0.02250000 N N N N N N AFRICAN DEVELOPMENT BANK 549300LNCLMO3ITVCU07 00828EEF2 160000.00000000 PA USD 145888.00000000 0.022993851209 Long DBT CORP CI N 2 2026-07-22 Fixed 0.00875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZU7 3000.00000000 PA USD 2923.71000000 0.000460814821 Long DBT UST US N 2 2023-06-15 Fixed 0.00250000 N N N N N N PUBLIC SERVICE ELEC and GAS CO 549300RUHPVD434XUK18 74456QBT2 44000.00000000 PA USD 37215.58000000 0.005865660706 Long DBT CORP US N 2 2047-12-01 Fixed 0.03600000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAD2 35000.00000000 PA USD 35114.98000000 0.005534578754 Long DBT CORP US N 2 2028-11-15 Fixed 0.04725000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CBF1 90000.00000000 PA USD 75092.30000000 0.011835525699 Long DBT CORP US N 2 2049-06-15 Fixed 0.04200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6BM2 83499.99700000 PA USD 82670.96000000 0.013030021342 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XXNS4 240681.50700000 PA USD 234985.61000000 0.037036796396 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 0.03500000 N N N N N N ENTERGY CORP NEW 4XM3TW50JULSLG8BNC79 29364GAM5 400000.00000000 PA USD 360062.53000000 0.056750550017 Long DBT CORP US N 2 2025-09-15 Fixed 0.00900000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBP5 145000.00000000 PA USD 109787.71000000 0.017303974750 Long DBT CORP US N 2 2050-04-15 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329QNG2 700713.38300000 PA USD 694839.86000000 0.109515822791 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KHBG0 542547.84000000 PA USD 558797.69000000 0.088073802781 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.05000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BW9 90000.00000000 PA USD 93808.44000000 0.014785433425 Long DBT CORP US N 2 2036-02-23 Fixed 0.04500000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBG2 100000.00000000 PA USD 98562.54000000 0.015534741579 Long DBT CORP US N 2 2043-11-13 Fixed 0.04875000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NDW8 305000.00000000 PA USD 208032.23000000 0.032788592231 Long DBT CORP US N 2 2063-11-01 Fixed 0.02987000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CDL5 264951.72100000 PA USD 250925.18000000 0.039549080484 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03000000 N N N N N N ONCOR ELEC DELIVERY CO LLC 549300SP2X2BS1KERD24 68233JBB9 120000.00000000 PA USD 103004.42000000 0.016234839790 Long DBT CORP US N 2 2045-04-01 Fixed 0.03750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDW8 581000.00000000 PA USD 535677.46000000 0.084429753040 Long DBT UST US N 2 2029-01-31 Fixed 0.01750000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AW6 30000.00000000 PA USD 30278.96000000 0.004772358939 Long DBT CORP US N 2 2047-08-15 Fixed 0.04950000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PAR7 43000.00000000 PA USD 41214.14000000 0.006495885904 Long DBT CORP US N 2 2029-04-23 Variable 0.04005000 N N N N N N MOLSON COORS BEVERAGE CO 54930073LBBH6ZCBE225 60871RAH3 92000.00000000 PA USD 75530.18000000 0.011904541297 Long DBT CORP US N 2 2046-07-15 Fixed 0.04200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TLT0 17623.24600000 PA USD 17707.45000000 0.002790925028 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 0.04000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BX3 6000.00000000 PA USD 5456.43000000 0.000860004520 Long DBT CORP US N 2 2026-05-12 Fixed 0.01000000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687CZ7 300000.00000000 PA USD 300734.99000000 0.047399756070 Long DBT CORP US N 2 2024-09-15 Fixed 0.03700000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2019-C16 N/A 90276YAE3 350000.00000000 PA USD 332002.44000000 0.052327913924 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 0.03604800 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAK9 270000.00000000 PA USD 189006.40000000 0.029789873322 Long DBT CORP US N 2 2051-02-15 Fixed 0.03250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QBG28 79708.00300000 PA USD 77879.91000000 0.012274889386 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.03500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SH2 1000.00000000 PA USD 932.38000000 0.000146955246 Long DBT UST US N 2 2049-05-15 Fixed 0.02875000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550AX6 160000.00000000 PA USD 149972.36000000 0.023637599606 Long DBT CORP US N 2 2026-08-15 Fixed 0.02125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828Z29 2000.00000000 PA USD 1987.50000000 0.000313255917 Long DBT UST US N 2 2023-01-15 Fixed 0.01500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RD2 1470000.00000000 PA USD 1537700.39000000 0.242361633395 Long DBT UST US N 2 2043-11-15 Fixed 0.03750000 N N N N N N PECO ENERGY COMPANY YH65D4JBECK76IFEJ279 693304AW7 96000.00000000 PA USD 85899.34000000 0.013538856129 Long DBT CORP US N 2 2048-03-01 Fixed 0.03900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DTS1 162913.18800000 PA USD 152875.80000000 0.024095219612 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QAFK1 35697.25200000 PA USD 34373.67000000 0.005417738631 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 0.02500000 N N N N N N TAKEDA PHARMACEUTICAL CO LTD 549300ZLMVP4X0OGR454 874060AY2 272000.00000000 PA USD 209342.81000000 0.032995156729 Long DBT CORP JP N 2 2040-07-09 Fixed 0.03025000 N N N N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 92857WBM1 170000.00000000 PA USD 161732.24000000 0.025491110045 Long DBT CORP GB N 2 2048-05-30 Fixed 0.05250000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 74432QCE3 285000.00000000 PA USD 262401.09000000 0.041357833548 Long DBT CORP US N 2 2050-02-25 Fixed 0.04350000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBM2 2144000.00000000 PA USD 2048441.26000000 0.322861054673 Long DBT UST US N 2 2024-02-15 Fixed 0.00125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128282W9 358000.00000000 PA USD 358053.60000000 0.056433916452 Long DBT UST US N 2 2022-09-30 Fixed 0.01875000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AU4 50000.00000000 PA USD 43705.81000000 0.006888605588 Long DBT CORP US N 2 2060-06-01 Fixed 0.04600000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W5B0 1594009.62000000 PA USD 1459312.14000000 0.230006622996 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131X7QP6 79772.13400000 PA USD 77587.13000000 0.012228743440 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 0.02500000 N N N N N N WELLS FARGO COML MTG TR 2019-C54 N/A 95001YAE4 538000.00000000 PA USD 495671.77000000 0.078124334614 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 0.03146000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HBJA7 1898376.44000000 PA USD 1884243.60000000 0.296981362286 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 0.04000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 80000.00000000 PA USD 54881.36000000 0.008650018000 Long DBT CORP US N 2 2060-04-01 Fixed 0.03850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KLPC0 121291.68200000 PA USD 105994.22000000 0.016706071258 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02000000 N N N N N N TRAVELERS COS INC 549300Y650407RU8B149 89417EAM1 32000.00000000 PA USD 28337.25000000 0.004466320123 Long DBT CORP US N 2 2047-05-30 Fixed 0.04000000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MEZ3 109000.00000000 PA USD 108485.26000000 0.017098691646 Long DBT CORP US N 2 2035-12-09 Fixed 0.04700000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAF9 357000.00000000 PA USD 331017.42000000 0.052172661927 Long DBT CORP NO N 2 2030-04-06 Fixed 0.03125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCR0 1229000.00000000 PA USD 1086944.88000000 0.171316687074 Long DBT UST US N 2 2028-07-31 Fixed 0.01000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBA8 357000.00000000 PA USD 342552.66000000 0.053990766173 Long DBT UST US N 2 2023-12-15 Fixed 0.00125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GSRR5 43051.97900000 PA USD 43054.36000000 0.006785928573 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 0.04000000 N N N N N N FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM INC 254900OPFK0OOKZFLV35 351837AA7 120000.00000000 PA USD 104045.54000000 0.016398933879 Long DBT CORP US N 2 2049-07-01 Fixed 0.03914000 N N N N N N AIR PRODUCTS and CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158BB1 100000.00000000 PA USD 94124.89000000 0.014835310072 Long DBT CORP US N 2 2025-10-15 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QA4W7 27113.06900000 PA USD 28276.77000000 0.004456787686 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCC3 524000.00000000 PA USD 498025.16000000 0.078495259567 Long DBT UST US N 2 2024-05-15 Fixed 0.00250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YV6 2519000.00000000 PA USD 2429949.42000000 0.382991715634 Long DBT UST US N 2 2024-11-30 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV5U5 88627.20500000 PA USD 89349.42000000 0.014082633726 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDJ7 10000.00000000 PA USD 8673.44000000 0.001367047247 Long DBT UST US N 2 2031-11-15 Fixed 0.01375000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 744320BJ0 50000.00000000 PA USD 46157.50000000 0.007275023903 Long DBT CORP US N 2 2052-03-01 Variable 0.05125000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAN2 250000.00000000 PA USD 200001.01000000 0.031522767230 Long DBT CORP US N 2 2031-02-15 Fixed 0.01100000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDF5 580000.00000000 PA USD 522928.90000000 0.082420413740 Long DBT UST US N 2 2028-10-31 Fixed 0.01375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D6B3 652206.73400000 PA USD 567299.98000000 0.089413874557 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TG66 8881.96300000 PA USD 9145.20000000 0.001441402775 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q93N1 168530.66800000 PA USD 168066.00000000 0.026489393215 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AGAB5 902430.07000000 PA USD 815461.35000000 0.128527342544 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02500000 N N N N N N NEW YORK ST DORM AUTH ST PERSINCOME TAX REV N/A 64990FE42 200000.00000000 PA USD 163280.86000000 0.025735192752 Long DBT MUN US N 2 2034-03-15 Fixed 0.02202000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QB7C6 26717.60200000 PA USD 26684.31000000 0.004205795224 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 0.03500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SW9 5825000.00000000 PA USD 4568301.74000000 0.720023925823 Long DBT UST US N 2 2041-02-15 Fixed 0.01875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XAA93 2177072.28500000 PA USD 2138630.41000000 0.337076040798 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CES6 530000.00000000 PA USD 519565.63000000 0.081890318531 Long DBT UST US N 2 2029-05-31 Fixed 0.02750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179USU7 133170.86100000 PA USD 133141.27000000 0.020984800341 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QA9 8000.00000000 PA USD 8357.19000000 0.001317202123 Long DBT UST US N 2 2039-02-15 Fixed 0.03500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RY6 51000.00000000 PA USD 45605.16000000 0.007187967916 Long DBT UST US N 2 2047-08-15 Fixed 0.02750000 N N N N N N TOTAL CAPITAL INTL SA 549300U37G2I8G4RUG09 89153VAV1 220000.00000000 PA USD 168168.06000000 0.026505479202 Long DBT CORP FR N 2 2050-05-29 Fixed 0.03127000 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BK2 20000.00000000 PA USD 19065.92000000 0.003005037615 Long DBT CORP US N 2 2028-04-15 Fixed 0.04550000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RKE1 50000.00000000 PA USD 36697.30000000 0.005783973020 Long DBT CORP US N 2 2052-02-01 Fixed 0.03300000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46513JXN6 225000.00000000 PA USD 181472.85000000 0.028602487603 Long DBT NUSS IL N 2 2050-01-15 Fixed 0.03375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D7E6 1392176.61300000 PA USD 1210937.77000000 0.190859583430 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N CATERPILLAR FINL SVCS CORP EDBQKYOPJUCJKLOJDE72 14913R2G1 530000.00000000 PA USD 463896.05000000 0.073116066780 Long DBT CORP US N 2 2027-09-14 Fixed 0.01100000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EZ7 267000.00000000 PA USD 226410.44000000 0.035685237782 Long DBT CORP US N 2 2030-05-01 Fixed 0.01625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286F2 191000.00000000 PA USD 187329.22000000 0.029525527883 Long DBT UST US N 2 2026-02-28 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284V9 113000.00000000 PA USD 111622.81000000 0.017593210440 Long DBT UST US N 2 2028-08-15 Fixed 0.02875000 N N N N N N CONOCOPHILLIPS INC WPTL2Z3FIYTHSP5V2253 20825CAQ7 260000.00000000 PA USD 305123.67000000 0.048091469267 Long DBT CORP US N 2 2039-02-01 Fixed 0.06500000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBN7 18000.00000000 PA USD 15896.91000000 0.002505560314 Long DBT CORP US N 2 2045-03-01 Fixed 0.04050000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBP7 2033450.28000000 PA USD 1772540.71000000 0.279375530193 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02000000 N N N N N N NORTHWESTERN UNIV OBWWNZE695DUK77DTI34 668444AQ5 100000.00000000 PA USD 87405.08000000 0.013776180388 Long DBT CORP US N 2 2057-12-01 Fixed 0.03662000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBJ8 250000.00000000 PA USD 255329.58000000 0.040243271358 Long DBT CORP US N 2 2025-05-01 Fixed 0.05800000 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAU7 250000.00000000 PA USD 221555.58000000 0.034920048538 Long DBT CORP ES N 2 2047-03-08 Fixed 0.05213000 N N N N N N CREDIT SUISSE AG NY BRNCH ANGGYXNX0JLX3X63JN86 22550L2E0 700000.00000000 PA USD 659799.60000000 0.103993020883 Long DBT CORP US N 2 2024-02-02 Fixed 0.00495000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDQ1 2240000.00000000 PA USD 2070425.01000000 0.326325980346 Long DBT UST US N 2 2026-12-31 Fixed 0.01250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V4Z0 51498.88500000 PA USD 52409.62000000 0.008260439544 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 0.04500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 195000.00000000 PA USD 178008.08000000 0.028056394670 Long DBT CORP US N 2 2029-08-15 Fixed 0.03250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H3ZK5 12608.58500000 PA USD 11893.80000000 0.001874617977 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAL5 1151000.00000000 PA USD 1001190.16000000 0.157800624942 Long DBT UST US N 2 2027-09-30 Fixed 0.00375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AD3T3 33972.33400000 PA USD 33857.43000000 0.005336372475 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.04000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAY6 63000.00000000 PA USD 57888.01000000 0.009123905247 Long DBT CORP US N 2 2030-06-01 Fixed 0.03400000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SGK7 154085.47700000 PA USD 147080.17000000 0.023181752747 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X5T78 75013.73900000 PA USD 77242.90000000 0.012174488303 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.05000000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167EQ2 200000.00000000 PA USD 193023.63000000 0.030423041156 Long DBT CORP PH N 2 2024-10-18 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A5KC8 5036.59200000 PA USD 5121.70000000 0.000807246708 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YD6 253000.00000000 PA USD 236446.29000000 0.037267018612 Long DBT UST US N 2 2026-08-31 Fixed 0.01375000 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FIN LTD N/A 11134LAR0 1324000.00000000 PA USD 1225504.34000000 0.193155464814 Long DBT CORP US N 2 2028-01-15 Fixed 0.03500000 N N N N N N RAYTHEON TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 913017CY3 260000.00000000 PA USD 256586.48000000 0.040441375188 Long DBT CORP US N 2 2028-11-16 Fixed 0.04125000 N N N N N N UNIV CA REGTS MED CTR POOLED REV N/A 913366KB5 175000.00000000 PA USD 132026.30000000 0.020809066530 Long DBT MUN US N 2 2050-05-15 Fixed 0.03006000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312BL9 88000.00000000 PA USD 86952.42000000 0.013704835269 Long DBT CORP US N 2 2024-11-15 Fixed 0.02800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M3RH5 468740.45000000 PA USD 427054.19000000 0.067309309218 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 0.01500000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AJ0 170000.00000000 PA USD 145743.11000000 0.022971014656 Long DBT CORP US N 2 2029-09-15 Fixed 0.02950000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NCG4 146000.00000000 PA USD 127592.89000000 0.020110303301 Long DBT CORP US N 2 2052-11-01 Fixed 0.04049000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YBM2 24000.00000000 PA USD 23535.34000000 0.003709476489 Long DBT CORP US N 2 2025-04-15 Fixed 0.02650000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 836000.00000000 PA USD 779792.81000000 0.122905515515 Long DBT CORP US N 2 2040-05-01 Fixed 0.05705000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GQHN9 15988.05700000 PA USD 16305.45000000 0.002569951546 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBG5 93000.00000000 PA USD 91688.55000000 0.014451311117 Long DBT UST US N 2 2023-01-31 Fixed 0.00125000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAM9 50000.00000000 PA USD 37802.38000000 0.005958148038 Long DBT CORP US N 2 2050-02-15 Fixed 0.03362000 N N N N N N TAKEDA PHARMACEUTICAL CO LTD 549300ZLMVP4X0OGR454 874060AX4 200000.00000000 PA USD 167282.90000000 0.026365966443 Long DBT CORP JP N 2 2030-03-31 Fixed 0.02050000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CG2 219000.00000000 PA USD 213073.62000000 0.033583181036 Long DBT CORP US N 2 2024-07-30 Fixed 0.02500000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AZ6 210000.00000000 PA USD 197377.30000000 0.031109236320 Long DBT CORP US N 2 2029-06-01 Fixed 0.04200000 N N N N N N JAPAN BANK INTL COOPERATION 549300TJ3QFYVCTSCJ29 471048CJ5 750000.00000000 PA USD 693123.96000000 0.109245374575 Long DBT CORP JP N 2 2025-07-15 Fixed 0.00625000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBD9 50000.00000000 PA USD 49083.30000000 0.007736168136 Long DBT CORP US N 2 2048-11-15 Fixed 0.05250000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDR0 90000.00000000 PA USD 88090.95000000 0.013884282444 Long DBT CORP US N 2 2024-08-15 Fixed 0.02375000 N N N N N N MARRIOTT INTERNATIONAL INC/MD 225YDZ14ZO8E1TXUSU86 571903AS2 390000.00000000 PA USD 372111.50000000 0.058649624810 Long DBT CORP US N 2 2026-06-15 Fixed 0.03125000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAQ2 623000.00000000 PA USD 529933.60000000 0.083524445803 Long DBT CORP JP N 2 2030-01-16 Fixed 0.03103000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132ADUE6 334572.55500000 PA USD 333650.07000000 0.052587601897 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.04000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DG2 57000.00000000 PA USD 51220.66000000 0.008073043943 Long DBT CORP US N 2 2047-11-13 Fixed 0.03750000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918BY9 115000.00000000 PA USD 114244.29000000 0.018006389873 Long DBT CORP US N 2 2027-02-06 Fixed 0.03300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9JD8 271529.13900000 PA USD 265461.79000000 0.041840239780 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EVAK3 75575.47500000 PA USD 75933.91000000 0.011968174409 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828V98 393000.00000000 PA USD 378922.62000000 0.059723146141 Long DBT UST US N 2 2027-02-15 Fixed 0.02250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZE3 2260000.00000000 PA USD 2017491.40000000 0.317982953145 Long DBT UST US N 2 2027-03-31 Fixed 0.00625000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543CV3 50000.00000000 PA USD 45443.47000000 0.007162483464 Long DBT CORP US N 2 2049-05-15 Fixed 0.04800000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NDU2 385000.00000000 PA USD 267534.42000000 0.042166913296 Long DBT CORP US N 2 2056-11-01 Fixed 0.02937000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZP8 806000.00000000 PA USD 786920.46000000 0.124028926101 Long DBT UST US N 2 2023-05-15 Fixed 0.00125000 N N N N N N PHILLIPS 66 CO RVJMT2IZVVSKIRJJBH76 718547AJ1 170000.00000000 PA USD 152684.89000000 0.024065129706 Long DBT CORP US N 2 2029-12-15 Fixed 0.03150000 N N N N N N CHEVRON CORP NEW N/A 166764BY5 80000.00000000 PA USD 70208.78000000 0.011065819265 Long DBT CORP US N 2 2030-05-11 Fixed 0.02236000 N N N N N N NOVARTIS CAP CORP 5493002KF87V5RSRQS84 66989HAS7 50000.00000000 PA USD 38925.28000000 0.006135131721 Long DBT CORP US N 2 2050-08-14 Fixed 0.02750000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAF3 100000.00000000 PA USD 66958.71000000 0.010553565851 Long DBT CORP US N 2 2050-06-22 Fixed 0.04000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAQ7 100000.00000000 PA USD 86343.22000000 0.013608817405 Long DBT CORP US N 2 2030-02-15 Fixed 0.02722000 N N N N N N BON SECOURS MERCY HEALTH INC 5493006NA7JSVYYYF398 09778PAB1 71000.00000000 PA USD 59334.30000000 0.009351859411 Long DBT CORP US N 2 2031-06-01 Fixed 0.02095000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AS7 440000.00000000 PA USD 429190.35000000 0.067645995890 Long DBT CORP US N 2 2024-07-01 Fixed 0.02750000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CF5 465000.00000000 PA USD 442949.70000000 0.069814648875 Long DBT CORP US N 2 2046-07-15 Fixed 0.04800000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AX7 125000.00000000 PA USD 84030.26000000 0.013244264747 Long DBT CORP US N 2 2051-05-18 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VQT0 259962.71700000 PA USD 246864.31000000 0.038909034417 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 0.03000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AR5 94000.00000000 PA USD 91307.21000000 0.014391206960 Long DBT CORP US N 2 2028-03-15 Fixed 0.03900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D5B4 1885875.10000000 PA USD 1719338.18000000 0.270990117693 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 0.01500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VHU7 597037.66900000 PA USD 596205.34000000 0.093969736224 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 0.04000000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NDP3 135000.00000000 PA USD 89601.12000000 0.014122304929 Long DBT CORP US N 2 2052-08-15 Fixed 0.02450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K06R4 69689.31000000 PA USD 65765.84000000 0.010365553984 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RS9 93000.00000000 PA USD 78824.77000000 0.012423811643 Long DBT UST US N 2 2046-05-15 Fixed 0.02500000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RHW5 43000.00000000 PA USD 42124.83000000 0.006639422524 Long DBT CORP US N 2 2027-02-15 Fixed 0.03800000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284S6 176000.00000000 PA USD 175766.25000000 0.027703053028 Long DBT UST US N 2 2023-05-31 Fixed 0.02750000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AG5 461000.00000000 PA USD 438803.35000000 0.069161130046 Long DBT CORP US N 2 2042-01-15 Fixed 0.04950000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RAH0 27000.00000000 PA USD 26349.05000000 0.004152953877 Long DBT CORP US N 2 2028-04-28 Fixed 0.03850000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BY7 686000.00000000 PA USD 640233.60000000 0.100909164138 Long DBT CORP US N 2 2029-06-15 Fixed 0.02950000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AT7 100000.00000000 PA USD 89897.59000000 0.014169032467 Long DBT CORP US N 2 2050-06-01 Fixed 0.04500000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAH6 19000.00000000 PA USD 17699.98000000 0.002789747659 Long DBT CORP US N 2 2029-05-15 Fixed 0.04125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VBF6 157001.45100000 PA USD 149238.01000000 0.023521856470 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.03000000 N N N N N N CANADIAN NATIONAL RAILWAY CO 3SU7BEP7TH9YEQOZCS77 136375CZ3 210000.00000000 PA USD 141278.69000000 0.022267363847 Long DBT CORP CA N 2 2050-05-01 Fixed 0.02450000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UXT4 40703.17800000 PA USD 39811.52000000 0.006274814702 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 0.03500000 N N N N N N JEFFERIES GROUP LLC / JEFFERIES GROUP CAP FIN INC N/A 47233JAG3 100000.00000000 PA USD 100034.29000000 0.015766708571 Long DBT CORP US N 2 2027-01-15 Fixed 0.04850000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBQ5 105000.00000000 PA USD 88323.89000000 0.013920996825 Long DBT CORP US N 2 2048-02-15 Fixed 0.04250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TLV5 18983.06300000 PA USD 19929.29000000 0.003141115986 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 0.05000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BS0 29000.00000000 PA USD 25924.75000000 0.004086078664 Long DBT CORP US N 2 2047-06-15 Fixed 0.03900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9JY2 28278.42700000 PA USD 28625.38000000 0.004511733168 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SZ2 1564000.00000000 PA USD 1208739.84000000 0.190513161001 Long DBT UST US N 2 2051-08-15 Fixed 0.02000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BY8 489000.00000000 PA USD 415360.54000000 0.065466237491 Long DBT CORP US N 2 2050-05-01 Fixed 0.04350000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AH6 120000.00000000 PA USD 113470.80000000 0.017884477762 Long DBT CORP US N 2 2048-03-01 Fixed 0.04550000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAJ5 80000.00000000 PA USD 93382.76000000 0.014718340706 Long DBT CORP US N 2 2036-07-15 Fixed 0.08100000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAK1 23000.00000000 PA USD 22435.62000000 0.003536146277 Long DBT CORP US N 2 2049-01-25 Fixed 0.05576000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9VH7 65880.68400000 PA USD 65839.77000000 0.010377206316 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.03500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAA0 170000.00000000 PA USD 167943.30000000 0.026470054095 Long DBT CORP US N 2 2024-02-01 Fixed 0.04250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ECR9 844415.44200000 PA USD 787045.86000000 0.124048690776 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.03000000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591ES7 30000.00000000 PA USD 30700.99000000 0.004838876371 Long DBT USGSE US N 2 2065-09-15 Fixed 0.04250000 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020 N/A 46652JAW2 500000.00000000 PA USD 426324.55000000 0.067194308440 Long ABS-MBS CORP US N 2 2053-05-13 Fixed 0.02179800 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 45950KCP3 112000.00000000 PA USD 111985.73000000 0.017650411365 Long DBT CORP US N 2 2023-07-31 Fixed 0.02875000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BK9 800000.00000000 PA USD 712650.00000000 0.112322933103 Long DBT NUSS PA N 2 2030-01-23 Fixed 0.03160000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAB8 120000.00000000 PA USD 117267.14000000 0.018482830451 Long DBT CORP NO N 2 2028-09-10 Fixed 0.03625000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JM3 42000.00000000 PA USD 37754.51000000 0.005950603102 Long DBT CORP US N 2 2048-03-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBE0 908000.00000000 PA USD 869161.72000000 0.136991221120 Long DBT UST US N 2 2024-01-15 Fixed 0.00125000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBP0 50000.00000000 PA USD 43169.18000000 0.006804025703 Long DBT CORP US N 2 2031-05-13 Variable 0.02956000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SD1 3000.00000000 PA USD 2834.65000000 0.000446777804 Long DBT UST US N 2 2048-08-15 Fixed 0.03000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAU5 150000.00000000 PA USD 145544.15000000 0.022939655965 Long DBT CORP US N 2 2026-04-15 Fixed 0.03400000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2021-1 N/A 36261LAC5 396000.00000000 PA USD 386235.15000000 0.060875696226 Long ABS-CBDO CORP US N 2 2025-10-16 Fixed 0.00350000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F9Z79 100000.00000000 PA USD 87348.91000000 0.013767327263 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 0.01846000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VCM4 38000.00000000 PA USD 38601.89000000 0.006084161240 Long DBT CORP US N 2 2054-08-21 Fixed 0.05012000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JSDG1 943015.61300000 PA USD 823786.57000000 0.129839505779 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WVT2 979810.19000000 PA USD 872066.24000000 0.137449011348 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 0.02000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAV2 455000.00000000 PA USD 470351.00000000 0.074133451074 Long DBT CORP US N 2 2025-10-01 Fixed 0.06125000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBV0 50000.00000000 PA USD 47377.33000000 0.007467285018 Long DBT CORP US N 2 2026-11-21 Fixed 0.02950000 N N N N N N TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12 N/A 95002EBB2 90000.00000000 PA USD 80289.50000000 0.012654672191 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 0.02725000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCC7 207000.00000000 PA USD 185422.04000000 0.029224931445 Long DBT CORP US N 2 2026-03-25 Fixed 0.01650000 N N N N N N JOHNSON and JOHNSON 549300G0CFPGEF6X2043 478160CL6 116000.00000000 PA USD 104340.95000000 0.016445494347 Long DBT CORP US N 2 2038-01-15 Fixed 0.03400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WLC43 21113.23700000 PA USD 21536.01000000 0.003394356010 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9JH9 164504.80100000 PA USD 160623.29000000 0.025316325064 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 0.03500000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAB9 290000.00000000 PA USD 252443.93000000 0.039788455289 Long DBT CORP US N 2 2031-05-28 Fixed 0.02250000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822BN3 740000.00000000 PA USD 702313.04000000 0.110693693411 Long DBT CORP JP N 2 2025-02-25 Fixed 0.02193000 N N N N N N ONTARIO PROVINCE CDA C7PVKCRGLG18EBQGZV36 683234AQ1 1413000.00000000 PA USD 1266726.24000000 0.199652573796 Long DBT NUSS CA N 2 2027-05-21 Fixed 0.01050000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286A3 461000.00000000 PA USD 454319.10000000 0.071606614575 Long DBT UST US N 2 2026-01-31 Fixed 0.02625000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 360000.00000000 PA USD 347275.58000000 0.054735159953 Long DBT CORP US N 2 2028-04-20 Fixed 0.04350000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SB89 52671.20300000 PA USD 51768.38000000 0.008159371758 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 0.03500000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058GE7 92000.00000000 PA USD 88867.57000000 0.014006687883 Long DBT CORP US N 2 2027-11-22 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179T7J8 59868.11100000 PA USD 58715.64000000 0.009254350528 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBX8 751000.00000000 PA USD 734102.50000000 0.115704126848 Long DBT UST US N 2 2023-04-30 Fixed 0.00125000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EA4 200000.00000000 PA USD 136964.62000000 0.021587410158 Long DBT CORP US N 2 2060-08-20 Fixed 0.02550000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 80000.00000000 PA USD 70984.29000000 0.011188049753 Long DBT CORP US N 2 2050-04-15 Fixed 0.04500000 N N N N N N KAISER FNDTN HOSPS DW4Z57L3G4IRMHYZYK62 48305QAF0 63000.00000000 PA USD 48848.83000000 0.007699212606 Long DBT CORP US N 2 2041-06-01 Fixed 0.02810000 N N N N N N WELLS FARGO COML MTG TR 2019-C52 N/A 95002MAX7 200000.00000000 PA USD 182015.42000000 0.028688003710 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 0.02892000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AS8 50000.00000000 PA USD 45204.10000000 0.007124755630 Long DBT CORP US N 2 2048-11-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D54R0 118576.84100000 PA USD 116436.10000000 0.018351847710 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.03000000 N N N N N N CDW LLC / CDW FIN CORP N/A 12513GBG3 150000.00000000 PA USD 133640.13000000 0.021063427182 Long DBT CORP US N 2 2026-12-01 Fixed 0.02670000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H2Z43 58958.46400000 PA USD 57530.48000000 0.009067553857 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D55A6 13173.52000000 PA USD 12935.69000000 0.002038833428 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 0.03000000 N N N N N N GS MTG SECS TR 2014-GC26 N/A 36250HAD5 74970.66000000 PA USD 73100.37000000 0.011521571555 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 0.03364000 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 931427AQ1 81000.00000000 PA USD 78767.02000000 0.012414709490 Long DBT CORP US N 2 2026-06-01 Fixed 0.03450000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AV6 220000.00000000 PA USD 186830.31000000 0.029446893161 Long DBT CORP US N 2 2030-05-01 Fixed 0.01950000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RJK9 40000.00000000 PA USD 36315.17000000 0.005723744349 Long DBT CORP US N 2 2044-06-01 Fixed 0.04650000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UN99 431952.86900000 PA USD 423165.31000000 0.066696371019 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 0.03500000 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 822582CE0 100000.00000000 PA USD 76697.24000000 0.012088485171 Long DBT CORP NL N 2 2049-11-07 Fixed 0.03125000 N N N N N N OESTERREICHISCHE KONTROLLBANK 5299000OVRLMF858L016 676167CB3 83000.00000000 PA USD 76017.21000000 0.011981303576 Long DBT CORP AT N 2 2025-09-17 Fixed 0.00375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UH54 11764.77800000 PA USD 12027.06000000 0.001895621491 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 0.04500000 N N N N N N MAGELLAN MIDSTREAM PARTNRS MLP MZF5TI8NFVZZNUSKDL39 559080AK2 72000.00000000 PA USD 73608.12000000 0.011601599577 Long DBT CORP US N 2 2026-03-01 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VFR6 424602.53700000 PA USD 424143.29000000 0.066850513420 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 0.04000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBD2 50000.00000000 PA USD 49024.93000000 0.007726968263 Long DBT CORP US N 2 2030-04-15 Fixed 0.05000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAU6 363000.00000000 PA USD 339140.56000000 0.053452974719 Long DBT CORP US N 2 2043-09-01 Fixed 0.05850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D53Z3 77389.50600000 PA USD 76064.90000000 0.011988820142 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.03000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142DW0 20000.00000000 PA USD 17755.03000000 0.002798424257 Long DBT CORP US N 2 2047-12-15 Fixed 0.03625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMTE4 776610.94800000 PA USD 676964.93000000 0.106698500730 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DGG1 176540.09500000 PA USD 173518.42000000 0.027348765708 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 0.03000000 N N N N N N JAPAN INTERNATIONAL COOPERATION AGENCY 254900XEIG78M2AJB031 47109LAE4 200000.00000000 PA USD 172071.61000000 0.027120729585 Long DBT CORP JP N 2 2031-04-28 Fixed 0.01750000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AR7 55000.00000000 PA USD 54627.68000000 0.008610034724 Long DBT CORP US N 2 2028-01-15 Fixed 0.03850000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHA0 23000.00000000 PA USD 19540.36000000 0.003079815546 Long DBT CORP US N 2 2049-01-23 Variable 0.03946000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AT2 190000.00000000 PA USD 184584.47000000 0.029092919491 Long DBT CORP US N 2 2029-04-15 Fixed 0.03650000 N N N N N N CHEVRON CORP NEW N/A 166764BX7 80000.00000000 PA USD 73532.18000000 0.011589630442 Long DBT CORP US N 2 2027-05-11 Fixed 0.01995000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WTX6 194957.08000000 PA USD 173610.18000000 0.027363228280 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 0.02000000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YBP5 24000.00000000 PA USD 20564.06000000 0.003241164015 Long DBT CORP US N 2 2050-04-15 Fixed 0.03700000 N N N N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587CV7 112000.00000000 PA USD 107174.95000000 0.016892169703 Long DBT CORP US N 2 2026-07-01 Fixed 0.03250000 N N N N N N BURLINGTON NORTHN SANTA FE LLC N/A 12189LBF7 211000.00000000 PA USD 160466.70000000 0.025291644438 Long DBT CORP US N 2 2051-02-15 Fixed 0.03050000 N N N N N N GLAXOSMITHKLINE CAPITAL INC 5493007Q8VD7Q3ZYZS59 377372AN7 130000.00000000 PA USD 129291.32000000 0.020377998017 Long DBT CORP US N 2 2028-05-15 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DGN6 544864.65900000 PA USD 542511.01000000 0.085506809631 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GAXH4 121781.61000000 PA USD 114391.66000000 0.018029617306 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.02000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BL7 190000.00000000 PA USD 161777.69000000 0.025498273558 Long DBT CORP US N 2 2047-05-01 Fixed 0.05375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AEJ72 123202.25800000 PA USD 119919.90000000 0.018900940020 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZB9 691000.00000000 PA USD 633047.77000000 0.099776583625 Long DBT UST US N 2 2027-02-28 Fixed 0.01125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AP5M6 26792.64100000 PA USD 27655.67000000 0.004358894227 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HEAS1 19068.40100000 PA USD 19588.12000000 0.003087343145 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.05000000 N N N N N N RAYTHEON TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 913017CW7 370000.00000000 PA USD 352912.31000000 0.055623582105 Long DBT CORP US N 2 2038-11-16 Fixed 0.04450000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YU8 180000.00000000 PA USD 169368.75000000 0.026694723603 Long DBT UST US N 2 2026-11-30 Fixed 0.01625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128283W8 363000.00000000 PA USD 356661.68000000 0.056214531710 Long DBT UST US N 2 2028-02-15 Fixed 0.02750000 N N N N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 038222AM7 28000.00000000 PA USD 27091.77000000 0.004270016234 Long DBT CORP US N 2 2047-04-01 Fixed 0.04350000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RLV2 257000.00000000 PA USD 192479.61000000 0.030337296509 Long DBT CORP US N 2 2059-09-15 Fixed 0.03650000 N N N N N N PNC BANK NA PITTSBURGH PA AD6GFRVSDT01YPT1CS68 20453KAA3 260000.00000000 PA USD 257799.82000000 0.040632613394 Long DBT CORP US N 2 2025-04-10 Fixed 0.03875000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBF9 30000.00000000 PA USD 26287.76000000 0.004143293773 Long DBT CORP US N 2 2049-02-14 Fixed 0.05950000 N N N N N N DEVON ENERGY CORP NEW 54930042348RKR3ZPN35 25179MAU7 80000.00000000 PA USD 74187.04000000 0.011692844918 Long DBT CORP US N 2 2045-06-15 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828Z52 1386000.00000000 PA USD 1329314.76000000 0.209517340715 Long DBT UST US N 2 2025-01-31 Fixed 0.01375000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687FX9 200000.00000000 PA USD 176018.06000000 0.027742741567 Long DBT CORP US N 2 2031-01-13 Fixed 0.02650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A5GK5 25677.26000000 PA USD 23439.41000000 0.003694356670 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.02500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAE2 346000.00000000 PA USD 304801.16000000 0.048040637486 Long DBT CORP US N 2 2026-03-01 Fixed 0.01200000 N N N N N N BERKSHIRE HATHAWAY FIN CORP 549300RLHFT5RU20WM87 084664CV1 220000.00000000 PA USD 158377.12000000 0.024962299382 Long DBT CORP US N 2 2050-10-15 Fixed 0.02850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV7C3 77167.47400000 PA USD 69778.94000000 0.010998070875 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J8YS6 69182.84700000 PA USD 70107.82000000 0.011049906652 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 0.04000000 N N N N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 867224AB3 179000.00000000 PA USD 152887.54000000 0.024097069989 Long DBT CORP CA N 2 2047-11-15 Fixed 0.04000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHS1 60000.00000000 PA USD 53883.35000000 0.008492718610 Long DBT CORP US N 2 2050-03-15 Variable 0.04330000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3133A3XG8 798501.25000000 PA USD 805008.16000000 0.126879783488 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128283C2 48000.00000000 PA USD 47978.96000000 0.007562109751 Long DBT UST US N 2 2022-10-31 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DMF6 18435.10200000 PA USD 18371.81000000 0.002895636828 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 0.03500000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAM7 150000.00000000 PA USD 142889.75000000 0.022521287911 Long DBT CORP IE N 2 2024-08-14 Fixed 0.02875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCH4 715086.51000000 PA USD 621993.83000000 0.098034338536 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UD90 59472.32500000 PA USD 59552.04000000 0.009386178074 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 0.04000000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DT6 170000.00000000 PA USD 126735.00000000 0.019975088650 Long DBT NUSS PE N 2 2051-03-10 Fixed 0.03550000 N N N N N N BP CAP MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QBG4 240000.00000000 PA USD 174232.18000000 0.027461263591 Long DBT CORP US N 2 2050-02-24 Fixed 0.03000000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 731011AU6 73000.00000000 PA USD 70778.06000000 0.011155545216 Long DBT NUSS PL N 2 2026-04-06 Fixed 0.03250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DJ78 26686.34900000 PA USD 27446.02000000 0.004325850653 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4F27 7201.84200000 PA USD 7308.27000000 0.001151878653 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DPN6 40842.87300000 PA USD 40702.64000000 0.006415266834 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DEB4 269248.64000000 PA USD 258760.57000000 0.040784040123 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FEN67 6642.73700000 PA USD 6297.30000000 0.000992536598 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UV74 280560.77000000 PA USD 267432.80000000 0.042150896659 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MG46 35432.03500000 PA USD 33942.96000000 0.005349853119 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JRG70 2468.93100000 PA USD 2498.31000000 0.000393766234 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128283V0 238000.00000000 PA USD 234876.25000000 0.037019559834 Long DBT UST US N 2 2025-01-31 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9U62 43003.37200000 PA USD 42976.67000000 0.006773683616 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 0.03500000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BH4 104000.00000000 PA USD 97614.53000000 0.015385322841 Long DBT CORP US N 2 2046-04-01 Fixed 0.04250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YY0 2363000.00000000 PA USD 2290079.29000000 0.360946359211 Long DBT UST US N 2 2024-12-31 Fixed 0.01750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B42U8 792633.13000000 PA USD 689197.44000000 0.108626503821 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UH39 239090.54800000 PA USD 234357.27000000 0.036937761819 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M1F33 949299.42000000 PA USD 865469.16000000 0.136409225512 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 0.01500000 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 822582BY7 70000.00000000 PA USD 59773.70000000 0.009421114581 Long DBT CORP NL N 2 2046-09-12 Fixed 0.03750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XSHL7 30219.93700000 PA USD 28551.36000000 0.004500066651 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 0.03000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G05X7 95000.00000000 PA USD 87250.27000000 0.013751780313 Long DBT USGSE US N 2 2025-08-25 Fixed 0.00375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV4X0 60612.99100000 PA USD 58998.14000000 0.009298876211 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QEJH6 355643.70400000 PA USD 340901.17000000 0.053730469813 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.02500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJP5 180000.00000000 PA USD 151264.83000000 0.023841309732 Long DBT CORP US N 2 2032-03-11 Variable 0.02651000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UBD0 130000.00000000 PA USD 150400.11000000 0.023705018584 Long DBT CORP US N 2 2038-06-15 Fixed 0.07000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SE9 157000.00000000 PA USD 159520.59000000 0.025142525165 Long DBT UST US N 2 2048-11-15 Fixed 0.03375000 N N N N N N BENCHMARK 2020-B19 A5 N/A 08162WBC9 410000.00000000 PA USD 343910.17000000 0.054204727451 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 0.01850000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HK2 140000.00000000 PA USD 127738.52000000 0.020133256488 Long DBT CORP US N 2 2048-03-01 Fixed 0.04300000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAK1 280000.00000000 PA USD 251500.99000000 0.039639835648 Long DBT CORP US N 2 2025-08-15 Fixed 0.00950000 N N N N N N CHICAGO IL OHARE INTL ARPT REV N/A 167593AN2 250000.00000000 PA USD 308306.25000000 0.048593085377 Long DBT MUN US N 2 2040-01-01 Fixed 0.06395000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJ6A3 22112.78000000 PA USD 22814.17000000 0.003595810693 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V4V9 514645.70300000 PA USD 474494.13000000 0.074786462389 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEG2 9020000.00000000 PA USD 8906545.36000000 1.403787691929 Long DBT UST US N 2 2024-03-31 Fixed 0.02250000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VCV4 276000.00000000 PA USD 259859.22000000 0.040957201689 Long DBT CORP US N 2 2036-01-15 Fixed 0.04272000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687FZ4 30000.00000000 PA USD 25039.25000000 0.003946512316 Long DBT CORP US N 2 2051-01-13 Fixed 0.03600000 N N N N N N JOHNSON and JOHNSON 549300G0CFPGEF6X2043 478160CT9 110000.00000000 PA USD 74574.35000000 0.011753890024 Long DBT CORP US N 2 2060-09-01 Fixed 0.02450000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDC5 54000.00000000 PA USD 47868.29000000 0.007544666716 Long DBT CORP US N 2 2046-08-15 Fixed 0.04125000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AGWK7 100000.00000000 PA USD 96847.81000000 0.015264477771 Long DBT USGSE US N 2 2024-08-15 Fixed 0.01500000 N N N N N N KELLOGG CO LONOZNOJYIBXOHXWDB86 487836BQ0 32000.00000000 PA USD 29372.95000000 0.004629559949 Long DBT CORP US N 2 2046-04-01 Fixed 0.04500000 N N N N N N EASTERN ENERGY GAS HOLDINGS LLC 549300BFOD6TDMVV4O24 257375AN5 50000.00000000 PA USD 48297.89000000 0.007612377278 Long DBT CORP US N 2 2024-11-15 Fixed 0.02500000 N N N N N N WESTERN UNION CO/THE 28ID94QU1140NC23S047 959802AY5 70000.00000000 PA USD 67137.09000000 0.010581680865 Long DBT CORP US N 2 2025-01-10 Fixed 0.02850000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NAV2 290000.00000000 PA USD 292813.71000000 0.046151259047 Long DBT CORP US N 2 2024-09-30 Fixed 0.05125000 N N N N N N BAY AREA TOLL AU CA BRIDGE REV N/A 072024ND0 75000.00000000 PA USD 95708.10000000 0.015084844613 Long DBT MUN US N 2 2049-04-01 Fixed 0.06263000 N N N N N N GE CAPITAL INTL FUNDING CO 549300G6UZOB126GBY72 36164QNA2 200000.00000000 PA USD 186799.04000000 0.029441964602 Long DBT CORP IE N 2 2035-11-15 Fixed 0.04418000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMSJ4 1205718.95600000 PA USD 1089144.98000000 0.171663451523 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AK9 570000.00000000 PA USD 523641.79000000 0.082532774501 Long DBT CORP US N 2 2030-03-27 Fixed 0.02850000 N N N N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746AG3 248000.00000000 PA USD 246429.25000000 0.038840463288 Long DBT CORP US N 2 2025-05-15 Fixed 0.04000000 N N N N N N AMERICAN WATER CAP CORP 5IDHQUFVC8Q2KIBBFF06 03040WAR6 240000.00000000 PA USD 199702.67000000 0.031475744956 Long DBT CORP US N 2 2047-09-01 Fixed 0.03750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCG6 1932098.26000000 PA USD 1605627.95000000 0.253067902640 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.01500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDZ2 120000.00000000 PA USD 89870.88000000 0.014164822622 Long DBT CORP US N 2 2050-05-15 Fixed 0.02900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DH54 71322.47000000 PA USD 71970.53000000 0.011343494038 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CXN9 12998.54100000 PA USD 12974.89000000 0.002045011859 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WB49 228899.87500000 PA USD 232804.82000000 0.036693075454 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 0.04500000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DP9 240000.00000000 PA USD 212818.47000000 0.033542966068 Long DBT CORP US N 2 2050-06-30 Fixed 0.04375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C6A7 64785.71900000 PA USD 65779.30000000 0.010367675455 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.04500000 N N N N N N BARCLAYS PLC (UNGTD) 213800LBQA1Y9L22JB70 06738EBL8 516000.00000000 PA USD 487256.66000000 0.076798003543 Long DBT CORP GB N 2 2026-05-07 Variable 0.02852000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAP9 53000.00000000 PA USD 50584.66000000 0.007972802050 Long DBT CORP US N 2 2030-03-26 Fixed 0.03350000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DL8 100000.00000000 PA USD 93528.05000000 0.014741240305 Long DBT CORP US N 2 2048-04-01 Fixed 0.04750000 N N N N N N AIR PRODUCTS and CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158AZ9 60000.00000000 PA USD 47983.94000000 0.007562894664 Long DBT CORP US N 2 2040-05-15 Fixed 0.02700000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AL0 964000.00000000 PA USD 983159.50000000 0.154958757803 Long DBT NUSS HU N 2 2024-03-25 Fixed 0.05375000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AX4 100000.00000000 PA USD 88307.48000000 0.013918410395 Long DBT CORP US N 2 2029-10-01 Fixed 0.02800000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CQ9 100000.00000000 PA USD 95510.71000000 0.015053733375 Long DBT CORP US N 2 2039-06-15 Fixed 0.04125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B7Z68 37767.85200000 PA USD 33980.57000000 0.005355780945 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N BERKSHIRE HATHAWAY INC DEL 5493000C01ZX7D35SD85 084670BK3 33000.00000000 PA USD 31470.17000000 0.004960109169 Long DBT CORP US N 2 2043-02-11 Fixed 0.04500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHF9 113000.00000000 PA USD 112637.04000000 0.017753066314 Long DBT CORP US N 2 2024-03-05 Variable 0.03550000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SF6 134000.00000000 PA USD 127692.58000000 0.020126015745 Long DBT UST US N 2 2049-02-15 Fixed 0.03000000 N N N N N N QUEBEC PROVINCE CDA 549300WN65YFEQH74Y36 748149AN1 95000.00000000 PA USD 92632.60000000 0.014600105708 Long DBT NUSS CA N 2 2027-04-12 Fixed 0.02750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D6G2 1282150.98000000 PA USD 1199138.76000000 0.188999905593 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 0.02000000 N N N N N N DALLAS FORT WORTH TX INTL ARPT N/A 2350364X5 20000.00000000 PA USD 16197.62000000 0.002552956132 Long DBT MUN US N 2 2045-11-01 Fixed 0.03144000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KSP84 259751.75400000 PA USD 215861.01000000 0.034022510048 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.01500000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058JG9 160000.00000000 PA USD 132115.38000000 0.020823106699 Long DBT CORP US N 2 2030-08-26 Fixed 0.00750000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G0V75 100000.00000000 PA USD 97740.58000000 0.015405189965 Long DBT USGSE US N 2 2024-07-02 Fixed 0.01750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QN1 48000.00000000 PA USD 57806.25000000 0.009111018805 Long DBT UST US N 2 2041-02-15 Fixed 0.04750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WFH6 38555.21600000 PA USD 36534.27000000 0.005758277366 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 0.03000000 N N N N N N MASSACHUSETTS ST WTR RES AUTH N/A 576051ZT6 100000.00000000 PA USD 82439.40000000 0.012993524466 Long DBT MUN US N 2 2041-08-01 Fixed 0.02823000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBS9 2218000.00000000 PA USD 2003824.38000000 0.315828852572 Long DBT UST US N 2 2028-03-31 Fixed 0.01250000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAH0 48000.00000000 PA USD 45455.83000000 0.007164431561 Long DBT CORP US N 2 2025-04-05 Fixed 0.02056000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RZS1 289497.11200000 PA USD 276787.81000000 0.043625368226 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 0.03000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC53 270000.00000000 PA USD 235658.71000000 0.037142885734 Long DBT CORP US N 2 2030-11-05 Variable 0.02976000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBV4 70000.00000000 PA USD 62995.45000000 0.009928904393 Long DBT CORP US N 2 2029-07-31 Fixed 0.03125000 N N N N N N HARTFORD FINL SVCS GROUP INC IU7C3FTM7Y3BQM112U94 416515BD5 70000.00000000 PA USD 63313.75000000 0.009979072624 Long DBT CORP US N 2 2048-03-15 Fixed 0.04400000 N N N N N N NOVARTIS CAP CORP 5493002KF87V5RSRQS84 66989HAN8 90000.00000000 PA USD 87593.02000000 0.013805802183 Long DBT CORP US N 2 2027-05-17 Fixed 0.03100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QAJY7 31713.95600000 PA USD 33322.89000000 0.005252122001 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HEA93 22740.54500000 PA USD 22472.12000000 0.003541899153 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 0.03000000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAE1 100000.00000000 PA USD 69659.96000000 0.010979318076 Long DBT CORP US N 2 2040-12-21 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128283F5 682000.00000000 PA USD 653840.86000000 0.103053845756 Long DBT UST US N 2 2027-11-15 Fixed 0.02250000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DM0 28000.00000000 PA USD 29298.23000000 0.004617783102 Long DBT CORP US N 2 2049-01-15 Fixed 0.05400000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BZ8 105000.00000000 PA USD 89948.91000000 0.014177121168 Long DBT CORP US N 2 2031-05-12 Fixed 0.02100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X7CA5 73437.01900000 PA USD 73257.49000000 0.011546335716 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.04000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABL8 529000.00000000 PA USD 394523.99000000 0.062182125498 Long DBT CORP US N 2 2041-02-15 Fixed 0.03000000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231GBF8 421000.00000000 PA USD 397814.96000000 0.062700825285 Long DBT CORP US N 2 2040-03-19 Fixed 0.04227000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJ5X4 19611.62300000 PA USD 19116.86000000 0.003013066423 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.03500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHQ5 60000.00000000 PA USD 56674.99000000 0.008932717477 Long DBT CORP US N 2 2030-02-07 Variable 0.03974000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YG9 653000.00000000 PA USD 615988.16000000 0.097087766628 Long DBT UST US N 2 2026-09-30 Fixed 0.01625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YQ7 457000.00000000 PA USD 430419.02000000 0.067839650305 Long DBT UST US N 2 2026-10-31 Fixed 0.01625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UCB6 29231.35200000 PA USD 29281.95000000 0.004615217162 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CZC1 46826.34300000 PA USD 46797.26000000 0.007375858421 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.03500000 N N N N N N CATERPILLAR FINL SVCS CORP EDBQKYOPJUCJKLOJDE72 14913R2F3 170000.00000000 PA USD 164850.09000000 0.025982523863 Long DBT CORP US N 2 2023-09-14 Fixed 0.00450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DQF2 14042.16900000 PA USD 13460.08000000 0.002121484130 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 0.02500000 N N N N N N NOVARTIS CAP CORP 5493002KF87V5RSRQS84 66989HAK4 35000.00000000 PA USD 32552.56000000 0.005130707948 Long DBT CORP US N 2 2045-11-20 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SX7 2575000.00000000 PA USD 2173762.70000000 0.342613347835 Long DBT UST US N 2 2051-05-15 Fixed 0.02375000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFQ2 340000.00000000 PA USD 323660.06000000 0.051013046050 Long DBT CORP US N 2 2030-07-01 Fixed 0.03600000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AN0 78000.00000000 PA USD 70027.82000000 0.011037297609 Long DBT CORP US N 2 2048-04-15 Fixed 0.04600000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VDN7 753863.76700000 PA USD 716468.81000000 0.112924827357 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 0.03000000 N N N N N N PUBLIC SERVICE CO OF CO 5BANEF6PGSEK0SNMQF44 744448CP4 87000.00000000 PA USD 85612.62000000 0.013493665318 Long DBT CORP US N 2 2028-06-15 Fixed 0.03700000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RKH4 50000.00000000 PA USD 40849.18000000 0.006438363449 Long DBT CORP US N 2 2032-02-01 Fixed 0.02250000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BD3 110000.00000000 PA USD 97265.78000000 0.015330355293 Long DBT CORP US N 2 2048-03-01 Fixed 0.04200000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SR0 3721000.00000000 PA USD 2590164.84000000 0.408243755069 Long DBT UST US N 2 2040-05-15 Fixed 0.01125000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDQ2 102000.00000000 PA USD 97893.14000000 0.015429235410 Long DBT CORP US N 2 2048-12-15 Fixed 0.04450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WJM96 41662.09400000 PA USD 39417.44000000 0.006212702555 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.03000000 N N N N N N UNIV CA REGTS MED CTR POOLED REV N/A 913366KC3 150000.00000000 PA USD 111496.37000000 0.017573281847 Long DBT MUN US N 2 2060-05-15 Fixed 0.03256000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828R36 264000.00000000 PA USD 250191.56000000 0.039433452405 Long DBT UST US N 2 2026-05-15 Fixed 0.01625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FPFQ7 27507.68600000 PA USD 27526.40000000 0.004338519589 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.04000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCX5 61000.00000000 PA USD 60511.69000000 0.009537431428 Long DBT CORP US N 2 2025-03-15 Fixed 0.03800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L0LT2 162938.71900000 PA USD 146955.98000000 0.023162178784 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 160000.00000000 PA USD 136151.10000000 0.021459188798 Long DBT CORP US N 2 2050-05-15 Fixed 0.05000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 780082AD5 55000.00000000 PA USD 55454.95000000 0.008740423264 Long DBT CORP CA N 2 2026-01-27 Fixed 0.04650000 N N N N N N CALIFORNIA ST N/A 13063BJC7 350000.00000000 PA USD 483315.70000000 0.076176856856 Long DBT MUN US N 2 2040-11-01 Fixed 0.07600000 N N N N N N PROGRESSIVE CORP OHIO 529900TACNVLY9DCR586 743315AT0 135000.00000000 PA USD 123873.55000000 0.019524086816 Long DBT CORP US N 2 2048-03-15 Fixed 0.04200000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128282R0 639000.00000000 PA USD 613764.49000000 0.096737287239 Long DBT UST US N 2 2027-08-15 Fixed 0.02250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WY85 395775.00000000 PA USD 351851.97000000 0.055456458694 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HJJP7 31326.13200000 PA USD 32374.51000000 0.005102644946 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FNQZ0 40231.36300000 PA USD 38991.11000000 0.006145507388 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 0.02500000 N N N N N N SOUTHWESTERN ELEC POWER CO R64UBJHEC74EB3HGQ410 845437BQ4 190000.00000000 PA USD 153988.78000000 0.024270639773 Long DBT CORP US N 2 2048-02-01 Fixed 0.03850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XA4S8 59784.45100000 PA USD 58744.76000000 0.009258940219 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QDAZ7 379053.86300000 PA USD 355394.61000000 0.056014824955 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CB0 105000.00000000 PA USD 82683.71000000 0.013032030908 Long DBT CORP US N 2 2051-05-12 Fixed 0.03100000 N N N N N N NATWEST GROUP PLC (UNGTD) 2138005O9XJIJN4JPN90 780097BD2 220000.00000000 PA USD 219274.77000000 0.034560563140 Long DBT CORP GB N 2 2023-09-12 Fixed 0.03875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VTW0 492687.19000000 PA USD 454556.70000000 0.071644063433 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 0.02500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBS4 790000.00000000 PA USD 757118.07000000 0.119331680808 Long DBT CORP US N 2 2024-09-16 Variable 0.00653000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GUMX2 117977.93100000 PA USD 113861.61000000 0.017946074514 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCNU8 63147.48000000 PA USD 62167.71000000 0.009798441775 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZY9 534000.00000000 PA USD 518626.64000000 0.081742321462 Long DBT UST US N 2 2023-07-15 Fixed 0.00125000 N N N N N N ENTERGY TEX INC LWXX58X12AJXISQ28573 29365TAJ3 29000.00000000 PA USD 23115.09000000 0.003643239609 Long DBT CORP US N 2 2049-09-30 Fixed 0.03550000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAV2 20000.00000000 PA USD 19448.37000000 0.003065316722 Long DBT CORP US N 2 2028-06-01 Fixed 0.04350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J94Q1 21251.86400000 PA USD 20123.59000000 0.003171740199 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 0.02500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 80000.00000000 PA USD 74660.49000000 0.011767466812 Long DBT CORP US N 2 2030-04-15 Fixed 0.03875000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDG1 720000.00000000 PA USD 658179.55000000 0.103737679877 Long DBT CORP US N 2 2030-04-01 Fixed 0.03375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UQ47 49386.83200000 PA USD 48382.12000000 0.007625653024 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828X88 46000.00000000 PA USD 44530.16000000 0.007018533898 Long DBT UST US N 2 2027-05-15 Fixed 0.02375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q83V5 36876.48900000 PA USD 37534.23000000 0.005915884102 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCB7 1275449.19000000 PA USD 1109406.37000000 0.174856910800 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AW3 200000.00000000 PA USD 166440.75000000 0.026233232621 Long DBT CORP NL N 2 2032-04-01 Variable 0.02727000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMFA8 1414781.22000000 PA USD 1231041.74000000 0.194028231262 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JGUU7 14894.51300000 PA USD 14848.79000000 0.002340362935 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WQA9 95715.07800000 PA USD 87955.95000000 0.013863004683 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJW71 125285.87800000 PA USD 126109.16000000 0.019876448105 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 0.04000000 N N N N N N LYB INTERNATIONAL FINANCE II BV 549300ZSNDBYN4Z4VZ93 50247WAB3 166000.00000000 PA USD 158410.41000000 0.024967546320 Long DBT CORP NL N 2 2027-03-02 Fixed 0.03500000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167AW3 110000.00000000 PA USD 125061.03000000 0.019711249149 Long DBT CORP PH N 2 2028-06-16 Fixed 0.05820000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UQ39 21606.14000000 PA USD 20606.96000000 0.003247925615 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 0.03000000 N N N N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 01609WAZ5 245000.00000000 PA USD 168082.25000000 0.026491954427 Long DBT CORP KY N 2 2051-02-09 Fixed 0.03150000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CAY1 250000.00000000 PA USD 202762.23000000 0.031957971509 Long DBT CORP US N 2 2047-08-15 Fixed 0.03950000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828XT2 442000.00000000 PA USD 434006.01000000 0.068405006704 Long DBT UST US N 2 2024-05-31 Fixed 0.02000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 50000.00000000 PA USD 44586.54000000 0.007027420121 Long DBT CORP US N 2 2039-11-21 Fixed 0.04050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMUA0 975040.06900000 PA USD 879245.60000000 0.138580572104 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058JE4 270000.00000000 PA USD 248309.21000000 0.039136769499 Long DBT CORP US N 2 2025-07-28 Fixed 0.00375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810ST6 4560000.00000000 PA USD 3284090.61000000 0.517615505356 Long DBT UST US N 2 2040-11-15 Fixed 0.01375000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523BZ2 74000.00000000 PA USD 74738.69000000 0.011779792151 Long DBT CORP US N 2 2026-02-25 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBZ3 2488000.00000000 PA USD 2244156.57000000 0.353708339697 Long DBT UST US N 2 2028-04-30 Fixed 0.01250000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBU1 270000.00000000 PA USD 274508.31000000 0.043266089301 Long DBT CORP US N 2 2039-01-23 Fixed 0.05450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D6F4 942150.43000000 PA USD 858362.64000000 0.135289145290 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 0.01500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QW1 89000.00000000 PA USD 83430.55000000 0.013149742631 Long DBT UST US N 2 2042-05-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DRW4 361587.82800000 PA USD 315983.90000000 0.049803183135 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZQ6 3069000.00000000 PA USD 2559018.50000000 0.403334685730 Long DBT UST US N 2 2030-05-15 Fixed 0.00625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CJAW3 91169.85500000 PA USD 88929.07000000 0.014016381085 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CXP4 15870.64400000 PA USD 15966.25000000 0.002516489203 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 0.04500000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAL2 120000.00000000 PA USD 101663.64000000 0.016023515378 Long DBT CORP US N 2 2031-03-15 Fixed 0.02550000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142DP5 3220000.00000000 PA USD 3226188.71000000 0.508489410863 Long DBT CORP US N 2 2024-04-22 Fixed 0.03300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F0H80 75066.43100000 PA USD 75422.46000000 0.011887563220 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9VD0 21620.27300000 PA USD 21405.61000000 0.003373803269 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 0.03000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 949746JM4 100000.00000000 PA USD 103467.36000000 0.016307805171 Long DBT CORP US N 2 2035-02-07 Fixed 0.05375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9N29 42760.08800000 PA USD 42348.90000000 0.006674738878 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 0.03000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 660000.00000000 PA USD 657563.68000000 0.103640610734 Long DBT CORP US N 2 2025-05-01 Fixed 0.04875000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543BJ1 46000.00000000 PA USD 53390.00000000 0.008414960216 Long DBT CORP US N 2 2029-11-01 Fixed 0.07375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QCS56 275117.02900000 PA USD 270150.18000000 0.042579191182 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 0.03000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAS3 50000.00000000 PA USD 37841.04000000 0.005964241358 Long DBT CORP US N 2 2050-04-05 Fixed 0.03577000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UV82 243057.62200000 PA USD 237809.08000000 0.037481812087 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 0.03500000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AJ9 80000.00000000 PA USD 77814.16000000 0.012264526328 Long DBT CORP US N 2 2038-08-15 Fixed 0.04800000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31346YBV4 400755.61100000 PA USD 412163.80000000 0.064962389581 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.05000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TGX7 580000.00000000 PA USD 568957.83000000 0.089675173335 Long DBT CORP US N 2 2025-04-01 Fixed 0.03000000 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 02364WBH7 200000.00000000 PA USD 189787.50000000 0.029912984868 Long DBT CORP MX N 2 2029-04-22 Fixed 0.03625000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBZ1 60000.00000000 PA USD 58077.63000000 0.009153791832 Long DBT CORP US N 2 2024-11-21 Fixed 0.02600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X8F36 687897.20500000 PA USD 644864.42000000 0.101639041757 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 0.02000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RZ3 107000.00000000 PA USD 95856.95000000 0.015108305314 Long DBT UST US N 2 2047-11-15 Fixed 0.02750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AAYG3 13548.77900000 PA USD 13714.89000000 0.002161645509 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329PYB3 10905.68600000 PA USD 11157.52000000 0.001758570648 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.05000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FMTY8 300000.00000000 PA USD 288918.72000000 0.045537357831 Long ABS-MBS USGSE US N 2 2029-06-25 Fixed 0.02903000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ME8 160000.00000000 PA USD 149641.97000000 0.023585525834 Long DBT CORP US N 2 2030-03-20 Variable 0.03980000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBD0 200000.00000000 PA USD 170615.03000000 0.026891153583 Long DBT CORP GB N 2 2030-04-29 Fixed 0.02000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBA1 88000.00000000 PA USD 83991.70000000 0.013238187189 Long DBT CORP US N 2 2025-03-01 Fixed 0.03250000 N N N N N N PROCTER and GAMBLE CO 2572IBTT8CCZW6AU4141 742718FJ3 160000.00000000 PA USD 144631.45000000 0.022795802544 Long DBT CORP US N 2 2040-03-25 Fixed 0.03550000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TQP3 38306.10400000 PA USD 37601.63000000 0.005926507221 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 0.03500000 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAM6 341000.00000000 PA USD 314224.17000000 0.049525826740 Long DBT CORP US N 2 2041-12-15 Fixed 0.04250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DYY2 874301.37900000 PA USD 789087.16000000 0.124370426275 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335BVW3 178977.39200000 PA USD 171220.62000000 0.026986602464 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 0.03000000 N N N N N N CHEVRON CORP NEW N/A 166764BZ2 80000.00000000 PA USD 63528.78000000 0.010012964156 Long DBT CORP US N 2 2040-05-11 Fixed 0.02978000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H7MB0 54708.86500000 PA USD 54063.10000000 0.008521049554 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 0.03000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 80000.00000000 PA USD 73595.27000000 0.011599574249 Long DBT CORP US N 2 2029-11-21 Fixed 0.03200000 N N N N N N DUKE UNIV NC REV FY5ICUIRRDCHN4HHL592 26442TAH0 30000.00000000 PA USD 22878.02000000 0.003605874286 Long DBT MUN US N 2 2055-10-01 Fixed 0.02832000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAY4 63000.00000000 PA USD 59769.36000000 0.009420430540 Long DBT CORP US N 2 2028-02-15 Fixed 0.03600000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCY5 748000.00000000 PA USD 669956.72000000 0.105593915446 Long DBT UST US N 2 2028-09-30 Fixed 0.01250000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CC6 326000.00000000 PA USD 240107.57000000 0.037844084084 Long DBT CORP US N 2 2050-06-01 Fixed 0.02525000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KH3P9 78341.74200000 PA USD 80376.02000000 0.012668308871 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WXJ2 245676.45000000 PA USD 225184.92000000 0.035492079849 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 0.02500000 N N N N N N GEORGE WASHINGTON UNIVERSITY 5493002S4P5IVD462L47 372546AW1 100000.00000000 PA USD 91949.16000000 0.014492386652 Long DBT CORP US N 2 2048-09-15 Fixed 0.04126000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LS8 205000.00000000 PA USD 191537.97000000 0.030188881766 Long DBT CORP US N 2 2028-10-27 Variable 0.03520000 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 776743AM8 50000.00000000 PA USD 45205.90000000 0.007125039334 Long DBT CORP US N 2 2025-09-15 Fixed 0.01000000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BQ8 103000.00000000 PA USD 80929.06000000 0.012755475187 Long DBT CORP US N 2 2031-02-15 Fixed 0.02000000 N N N N N N HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 438516CA2 150000.00000000 PA USD 115434.67000000 0.018194009283 Long DBT CORP US N 2 2050-06-01 Fixed 0.02800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X5N82 266549.95600000 PA USD 270887.76000000 0.042695443408 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D3Y6 645169.98000000 PA USD 581431.32000000 0.091641158016 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HEVR0 36197.64600000 PA USD 36165.71000000 0.005700187504 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MX39 4159.92800000 PA USD 3985.10000000 0.000628103726 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 0.03000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F62M8 590000.00000000 PA USD 504271.05000000 0.079479693278 Long ABS-MBS USGSE US N 2 2030-09-25 Fixed 0.01493000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAB3 190000.00000000 PA USD 180881.87000000 0.028509341448 Long DBT CORP US N 2 2031-01-15 Fixed 0.04950000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RAP2 1100000.00000000 PA USD 1059621.88000000 0.167010225976 Long DBT CORP US N 2 2023-12-07 Fixed 0.00350000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEB3 230000.00000000 PA USD 213765.23000000 0.033692187790 Long DBT UST US N 2 2029-02-28 Fixed 0.01875000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EUX5 60000.00000000 PA USD 59296.97000000 0.009345975716 Long DBT CORP US N 2 2024-03-07 Fixed 0.02600000 N N N N N N MASSACHUSETTS INSTITUTE OF TECHNOLOGY DLZO3A31IADZ27B62557 575718AG6 250000.00000000 PA USD 204676.15000000 0.032259630259 Long DBT CORP US N 2 2050-07-01 Fixed 0.02989000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UEA6 24940.39200000 PA USD 25496.41000000 0.004018566694 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TUA1 67946.81000000 PA USD 66697.22000000 0.010512351617 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UZS4 100096.29100000 PA USD 95240.55000000 0.015011152636 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 0.03000000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAK2 187000.00000000 PA USD 232875.69000000 0.036704245491 Long DBT CORP US N 2 2046-07-15 Fixed 0.08350000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UCC1 26000.00000000 PA USD 24031.31000000 0.003787647829 Long DBT CORP US N 2 2044-12-01 Fixed 0.04700000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BM1 240000.00000000 PA USD 242359.14000000 0.038198960877 Long DBT CORP US N 2 2025-09-15 Fixed 0.03875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TG3 780000.00000000 PA USD 736734.38000000 0.116118945456 Long DBT UST US N 2 2052-05-15 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZN3 718000.00000000 PA USD 635486.09000000 0.100160894654 Long DBT UST US N 2 2027-04-30 Fixed 0.00500000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804FY5 50000.00000000 PA USD 42870.14000000 0.006756893099 Long DBT CORP US N 2 2047-09-15 Fixed 0.03800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DKC5 548521.19300000 PA USD 525824.76000000 0.082876839039 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 0.03000000 N N N N N N BRIGHTHOUSE FINANCIAL INC 5493003T8SZSHOGGAW52 10922NAF0 28000.00000000 PA USD 22286.39000000 0.003512625683 Long DBT CORP US N 2 2047-06-22 Fixed 0.04700000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BU2 1013000.00000000 PA USD 973900.92000000 0.153499484861 Long DBT CORP US N 2 2027-02-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CV43 17054.12000000 PA USD 17368.96000000 0.002737574590 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KEN95 31959.66300000 PA USD 27908.89000000 0.004398805001 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02000000 N N N N N N TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12 N/A 95001RAX7 123000.00000000 PA USD 122784.48000000 0.019352435183 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 0.04302000 N N N N N N FLORIDA PWR and LT CO A89MY1K3YLIGJMYWVX50 341081FZ5 317000.00000000 PA USD 311216.79000000 0.049051824435 Long DBT CORP US N 2 2025-04-01 Fixed 0.02850000 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 776743AN6 50000.00000000 PA USD 42828.65000000 0.006750353734 Long DBT CORP US N 2 2027-09-15 Fixed 0.01400000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810PX0 92000.00000000 PA USD 108480.94000000 0.017098010757 Long DBT UST US N 2 2038-05-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV7K5 47107.37900000 PA USD 41136.69000000 0.006483678774 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02000000 N N N N N N CATERPILLAR FINL SVCS CORP EDBQKYOPJUCJKLOJDE72 14913Q2S7 310000.00000000 PA USD 311749.93000000 0.049135854251 Long DBT CORP US N 2 2023-12-07 Fixed 0.03650000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NCR0 30000.00000000 PA USD 30071.79000000 0.004739706246 Long DBT CORP US N 2 2024-04-15 Fixed 0.03700000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EZX8 480000.00000000 PA USD 448224.56000000 0.070646035596 Long DBT CORP CA N 2 2024-10-07 Fixed 0.00750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VDR8 43359.98400000 PA USD 44221.64000000 0.006969907123 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EDC1 28657.44100000 PA USD 25783.73000000 0.004063852073 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QD3 24000.00000000 PA USD 27725.63000000 0.004369920835 Long DBT UST US N 2 2039-11-15 Fixed 0.04375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KJR20 24556.36500000 PA USD 21482.31000000 0.003385892189 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDW9 81000.00000000 PA USD 74705.67000000 0.011774587769 Long DBT CORP US N 2 2026-01-15 Fixed 0.01250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WFG8 1851881.65300000 PA USD 1705376.15000000 0.268789519697 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 0.02500000 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AX4 850000.00000000 PA USD 814570.08000000 0.128386866770 Long DBT CORP US N 2 2030-05-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SUX3 12984.25200000 PA USD 13486.75000000 0.002125687670 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 0.04500000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBK1 77000.00000000 PA USD 69093.96000000 0.010890109095 Long DBT CORP US N 2 2030-09-15 Fixed 0.02650000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAJ0 154000.00000000 PA USD 141006.25000000 0.022224423750 Long DBT UST US N 2 2025-08-31 Fixed 0.00250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HMN26 4003.40800000 PA USD 3993.62000000 0.000629446589 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810PW2 12000.00000000 PA USD 13972.03000000 0.002202174126 Long DBT UST US N 2 2038-02-15 Fixed 0.04375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VBE9 159393.50100000 PA USD 147194.54000000 0.023199778951 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VFS4 32287.01400000 PA USD 32918.54000000 0.005188391168 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 0.04500000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAX9 150000.00000000 PA USD 143937.78000000 0.022686471106 Long DBT CORP US N 2 2030-04-15 Fixed 0.04050000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844BY3 38000.00000000 PA USD 33841.28000000 0.005333827025 Long DBT CORP US N 2 2048-02-28 Fixed 0.04150000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAJ1 120000.00000000 PA USD 110147.51000000 0.017360683922 Long DBT CORP US N 2 2026-01-15 Fixed 0.02875000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38148YAA6 887000.00000000 PA USD 774553.67000000 0.122079758732 Long DBT CORP US N 2 2038-10-31 Variable 0.04017000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L77B2 30352.79000000 PA USD 26458.26000000 0.004170166797 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.02000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEF9 96000.00000000 PA USD 92981.64000000 0.014655118963 Long DBT CORP US N 2 2027-01-20 Fixed 0.03625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WDQ8 2623568.84000000 PA USD 2346138.50000000 0.369782021731 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CNG5 136249.02000000 PA USD 134896.26000000 0.021261409651 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SQ2 331000.00000000 PA USD 228674.45000000 0.036042075282 Long DBT UST US N 2 2040-08-15 Fixed 0.01125000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CQ1 150000.00000000 PA USD 147522.47000000 0.023251464995 Long DBT CORP US N 2 2050-03-25 Fixed 0.04200000 N N N N N N CITIGROUP COML MTG TR 2015-GC29 N/A 17323VAZ8 80000.00000000 PA USD 77623.42000000 0.012234463217 Long ABS-MBS CORP US N 2 2048-04-10 Fixed 0.03192000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDT6 772000.00000000 PA USD 673094.39000000 0.106088453154 Long DBT CORP US N 2 2039-08-15 Fixed 0.03500000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 26138EAU3 50000.00000000 PA USD 46544.56000000 0.007336029606 Long DBT CORP US N 2 2026-09-15 Fixed 0.02550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QAE55 11802.53300000 PA USD 11983.54000000 0.001888762171 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TAK1 46396.22200000 PA USD 45571.96000000 0.007182735163 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 0.03500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBK1 200000.00000000 PA USD 187014.57000000 0.029475934940 Long DBT CORP US N 2 2026-04-22 Variable 0.02083000 N N N N N N DH EUROPE FINANCE II SARL 222100KDGL314CKTZ511 23291KAH8 80000.00000000 PA USD 71735.42000000 0.011306437636 Long DBT CORP LU N 2 2029-11-15 Fixed 0.02600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C2W3 60378.54800000 PA USD 59665.86000000 0.009404117591 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132ADP77 84964.04600000 PA USD 86219.65000000 0.013589341162 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VBJ8 23551.28100000 PA USD 24019.29000000 0.003785753320 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.04500000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 744320BA9 38000.00000000 PA USD 32709.23000000 0.005155401183 Long DBT CORP US N 2 2049-12-07 Fixed 0.03935000 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAN5 395000.00000000 PA USD 354361.13000000 0.055851935030 Long DBT CORP US N 2 2027-06-20 Fixed 0.01375000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAL9 150000.00000000 PA USD 143238.41000000 0.022576241274 Long DBT CORP IE N 2 2026-04-03 Fixed 0.04450000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285P1 1045000.00000000 PA USD 1043652.93000000 0.164493311218 Long DBT UST US N 2 2023-11-30 Fixed 0.02875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CZ49 49257.11100000 PA USD 49226.52000000 0.007758741476 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZL7 1297000.00000000 PA USD 1203727.46000000 0.189723144551 Long DBT UST US N 2 2025-04-30 Fixed 0.00375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WFKX3 1544913.66800000 PA USD 1468919.36000000 0.231520846148 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CUA0 97085.70900000 PA USD 94734.28000000 0.014931357882 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.03500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DL1 37000.00000000 PA USD 31854.54000000 0.005020690893 Long DBT CORP US N 2 2050-04-01 Fixed 0.04250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WDR6 81232.57000000 PA USD 74831.51000000 0.011794421794 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 0.02500000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AY2 100000.00000000 PA USD 83005.46000000 0.013082742904 Long DBT CORP US N 2 2030-10-01 Fixed 0.02250000 N N N N N N US BANCORP DEL N1GZ7BBF3NP8GI976H15 91159HJA9 210000.00000000 PA USD 167340.76000000 0.026375085934 Long DBT CORP US N 2 2030-07-22 Fixed 0.01375000 N N N N N N NATWEST GROUP PLC (UNGTD) 2138005O9XJIJN4JPN90 780097BP5 290000.00000000 PA USD 263624.71000000 0.041550692016 Long DBT CORP GB N 2 2028-05-22 Variable 0.03073000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEC2 180000.00000000 PA USD 163191.29000000 0.025721075352 Long DBT CORP US N 2 2026-05-15 Fixed 0.01150000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBW0 1731000.00000000 PA USD 1586840.16000000 0.250106701939 Long DBT UST US N 2 2026-04-30 Fixed 0.00750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828VS6 57000.00000000 PA USD 56692.73000000 0.008935513532 Long DBT UST US N 2 2023-08-15 Fixed 0.02500000 N N N N N N BANK 2020-BNK25 N/A 06539WBB1 220000.00000000 PA USD 196806.50000000 0.031019270797 Long ABS-MBS CORP US N 2 2063-01-15 Fixed 0.02649000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAV2 76000.00000000 PA USD 74283.15000000 0.011707993107 Long DBT CORP US N 2 2028-06-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KM4U6 927467.99400000 PA USD 806726.69000000 0.127150646226 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N TAMPA ELECTRIC CO WS423EPRKJIIJUITXD73 875127BF8 100000.00000000 PA USD 92435.66000000 0.014569065396 Long DBT CORP US N 2 2049-06-15 Fixed 0.04450000 N N N N N N LANDWIRTSCHAFTLICHE RENTENBANK 529900Z3J0N6S0F7CT25 515110BV5 80000.00000000 PA USD 80162.17000000 0.012634603323 Long DBT CORP DE N 2 2023-11-14 Fixed 0.03125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9UF2 9561.52500000 PA USD 9463.60000000 0.001491586767 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDZ1 1480000.00000000 PA USD 1422418.75000000 0.224191743634 Long DBT UST US N 2 2025-02-15 Fixed 0.01500000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBJ1 300000.00000000 PA USD 254479.01000000 0.040109210434 Long DBT CORP US N 2 2030-05-06 Fixed 0.03400000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAU5 3232000.00000000 PA USD 2823707.52000000 0.445053126882 Long DBT UST US N 2 2027-10-31 Fixed 0.00500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RG5 1976000.00000000 PA USD 1950296.57000000 0.307392171702 Long DBT UST US N 2 2044-05-15 Fixed 0.03375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEF4 220000.00000000 PA USD 214646.09000000 0.033831022813 Long DBT UST US N 2 2027-03-31 Fixed 0.02500000 N N N N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 843646AU4 80000.00000000 PA USD 73540.78000000 0.011590985914 Long DBT CORP US N 2 2046-12-15 Fixed 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMSK1 1095767.90900000 PA USD 987769.90000000 0.155685416963 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DVX7 402260.91400000 PA USD 377850.92000000 0.059554232246 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286G0 394000.00000000 PA USD 390275.47000000 0.061512503344 Long DBT UST US N 2 2024-02-29 Fixed 0.02375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCV1 110000.00000000 PA USD 97895.70000000 0.015429638900 Long DBT UST US N 2 2028-08-31 Fixed 0.01125000 N N N N N N CROWN CASTLE INTERNATIONAL CORP 54930012H97VSM0I2R19 22822VAS0 79000.00000000 PA USD 72209.95000000 0.011381229752 Long DBT CORP US N 2 2025-07-15 Fixed 0.01350000 N N N N N N KIMBERLY-CLARK CORP MP3J6QPYPGN75NVW2S34 494368CB7 22000.00000000 PA USD 20565.02000000 0.003241315324 Long DBT CORP US N 2 2030-03-26 Fixed 0.03100000 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 931427AT5 130000.00000000 PA USD 102540.21000000 0.016161674241 Long DBT CORP US N 2 2050-04-15 Fixed 0.04100000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058FF5 55000.00000000 PA USD 54530.58000000 0.008594730498 Long DBT CORP US N 2 2023-04-19 Fixed 0.01750000 N N N N N N CROWN CASTLE INTERNATIONAL CORP 54930012H97VSM0I2R19 22822VAU5 40000.00000000 PA USD 28693.37000000 0.004522449279 Long DBT CORP US N 2 2051-01-15 Fixed 0.03250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CER8 4850000.00000000 PA USD 4806236.32000000 0.757525518347 Long DBT UST US N 2 2024-05-31 Fixed 0.02500000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BT2 110000.00000000 PA USD 77527.12000000 0.012219285081 Long DBT CORP US N 2 2050-06-03 Fixed 0.02500000 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DAT6 18000.00000000 PA USD 15440.02000000 0.002433548493 Long DBT CORP US N 2 2047-09-20 Fixed 0.05200000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DJ7 100000.00000000 PA USD 96944.47000000 0.015279712647 Long DBT CORP US N 2 2027-08-01 Fixed 0.03700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K5L54 916929.50000000 PA USD 862154.97000000 0.135886865951 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJ5C0 64718.28900000 PA USD 64205.15000000 0.010119568888 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CPE8 319535.60600000 PA USD 311996.13000000 0.049174658582 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 0.03500000 N N N N N N SHERWIN WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BK1 80000.00000000 PA USD 63974.94000000 0.010083284790 Long DBT CORP US N 2 2049-08-15 Fixed 0.03800000 N N N N N N GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV N/A 38122NB50 80000.00000000 PA USD 68962.67000000 0.010869416079 Long DBT MUN US N 2 2034-06-01 Fixed 0.02746000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCM0 800000.00000000 PA USD 723468.58000000 0.114028082387 Long DBT CORP JP N 2 2027-01-14 Fixed 0.02174000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V7F1 794289.50100000 PA USD 753648.17000000 0.118784779319 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TNQ4 257596.21800000 PA USD 245723.92000000 0.038729294082 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 0.03000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BJ4 280000.00000000 PA USD 262080.74000000 0.041307342211 Long DBT CORP US N 2 2047-08-22 Fixed 0.04050000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VHS2 99051.74700000 PA USD 94099.65000000 0.014831331918 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 0.03000000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780CR5 200000.00000000 PA USD 157475.00000000 0.024820113506 Long DBT NUSS ID N 2 2050-02-14 Fixed 0.03500000 N N N N N N SOUTHERN CO GAS CAPITAL CORP E8CD46SWUD2TSN8PA636 8426EPAB4 308000.00000000 PA USD 251908.84000000 0.039704118127 Long DBT CORP US N 2 2046-10-01 Fixed 0.03950000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAC7 30000.00000000 PA USD 30044.55000000 0.004735412867 Long DBT CORP US N 2 2023-09-15 Fixed 0.04200000 N N N N N N KIMCO REALTY CORP 549300EA7I6T15IBYS12 49446RAU3 180000.00000000 PA USD 176099.78000000 0.027755621705 Long DBT CORP US N 2 2025-02-01 Fixed 0.03300000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 310000.00000000 PA USD 287532.61000000 0.045318888820 Long DBT CORP US N 2 2049-02-15 Fixed 0.05500000 N N N N N N BARCLAYS PLC (UNGTD) 213800LBQA1Y9L22JB70 06738EAU9 200000.00000000 PA USD 191124.37000000 0.030123693013 Long DBT CORP GB N 2 2028-01-10 Fixed 0.04337000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A5KF1 19285.77300000 PA USD 19859.33000000 0.003130089377 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.05000000 N N N N N N MOODYS CORP 549300GCEDD8YCF5WU84 615369AQ8 123000.00000000 PA USD 119751.89000000 0.018874459453 Long DBT CORP US N 2 2048-12-17 Fixed 0.04875000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DY3 50000.00000000 PA USD 41010.54000000 0.006463795889 Long DBT CORP US N 2 2030-08-20 Fixed 0.01250000 N N N N N N SHERWIN WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AW6 290000.00000000 PA USD 276392.24000000 0.043563021235 Long DBT CORP US N 2 2027-06-01 Fixed 0.03450000 N N N N N N BARCLAYS PLC (UNGTD) 213800LBQA1Y9L22JB70 06738EBK0 726000.00000000 PA USD 685269.57000000 0.108007420288 Long DBT CORP GB N 2 2030-06-20 Variable 0.05088000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHG7 125000.00000000 PA USD 119193.04000000 0.018786377405 Long DBT CORP US N 2 2029-03-05 Variable 0.03970000 N N N N N N Morgan Stanley Capital I Trust N/A 61770KAX3 100000.00000000 PA USD 89246.19000000 0.014066363332 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 0.02698000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EWR80 11197.58900000 PA USD 11254.20000000 0.001773808677 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 0.04000000 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665WDL2 330000.00000000 PA USD 304536.81000000 0.047998972478 Long DBT CORP US N 2 2025-07-08 Fixed 0.01200000 N N N N N N DALLAS TX AREA RAP TR SALE TAX N/A 235241WM4 200000.00000000 PA USD 147215.06000000 0.023203013170 Long DBT MUN US N 2 2048-12-01 Fixed 0.02613000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBU4 3056000.00000000 PA USD 2996670.63000000 0.472314368492 Long DBT UST US N 2 2023-03-31 Fixed 0.00125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VSK7 134177.45700000 PA USD 133979.92000000 0.021116982517 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 0.04000000 N N N N N N AON CORP2 LTS3U8DGK38SETRUWX71 037389BC6 120000.00000000 PA USD 113340.63000000 0.017863961273 Long DBT CORP US N 2 2029-05-02 Fixed 0.03750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UUK6 247191.03700000 PA USD 247155.42000000 0.038954917149 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F8CM7 8215.07600000 PA USD 8254.04000000 0.001300944338 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.04000000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BJ6 50000.00000000 PA USD 48075.72000000 0.007577360389 Long DBT CORP US N 2 2050-04-01 Fixed 0.04250000 N N N N N N DH EUROPE FINANCE II SARL 222100KDGL314CKTZ511 23291KAG0 70000.00000000 PA USD 67148.69000000 0.010583509176 Long DBT CORP LU N 2 2024-11-15 Fixed 0.02200000 N N N N N N CSAIL 2019-C17 COML MTG TR N/A 12597BAT6 200000.00000000 PA USD 179244.70000000 0.028251302107 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 0.02762800 N N N N N N INTER AMERICAN DEV BANK VKU1UKDS9E7LYLMACP54 4581X0DN5 390000.00000000 PA USD 361170.43000000 0.056925169505 Long DBT CORP US N 2 2025-07-15 Fixed 0.00625000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DA5 200000.00000000 PA USD 183287.62000000 0.028888519020 Long DBT CORP US N 2 2027-05-05 Fixed 0.02550000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BA0 311000.00000000 PA USD 286306.99000000 0.045125715126 Long DBT CORP US N 2 2045-02-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCS8 6314000.00000000 PA USD 5435466.13000000 0.856700341690 Long DBT UST US N 2 2031-08-15 Fixed 0.01250000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 45950KCR9 1051000.00000000 PA USD 1011454.87000000 0.159418477092 Long DBT CORP US N 2 2024-10-16 Fixed 0.01375000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111EY5 256000.00000000 PA USD 265188.93000000 0.041797233486 Long DBT CORP US N 2 2039-12-01 Fixed 0.05500000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863CF3 200000.00000000 PA USD 188350.00000000 0.029686416122 Long DBT NUSS CL N 2 2028-02-06 Fixed 0.03240000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BQ8 110000.00000000 PA USD 102412.44000000 0.016141536023 Long DBT CORP US N 2 2025-06-03 Fixed 0.00800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DET5 201557.59300000 PA USD 196124.71000000 0.030911811802 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TT96 94987.20200000 PA USD 90609.36000000 0.014281216700 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 0.03000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AQ2 90000.00000000 PA USD 83415.62000000 0.013147389468 Long DBT CORP US N 2 2049-04-15 Fixed 0.04850000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828XB1 13000.00000000 PA USD 12681.60000000 0.001998785530 Long DBT UST US N 2 2025-05-15 Fixed 0.02125000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BK8 60000.00000000 PA USD 52677.16000000 0.008302607337 Long DBT CORP US N 2 2047-03-01 Fixed 0.04150000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 30000.00000000 PA USD 29079.48000000 0.004583305250 Long DBT CORP US N 2 2049-04-15 Fixed 0.06250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179R7J2 217010.60200000 PA USD 213290.89000000 0.033617425621 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TQN8 25008.90700000 PA USD 23856.28000000 0.003760060818 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 0.03000000 N N N N N N CORNING INC 549300X2937PB0CJ7I56 219350BK0 10000.00000000 PA USD 10074.95000000 0.001587943499 Long DBT CORP US N 2 2048-11-15 Fixed 0.05350000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHM4 80000.00000000 PA USD 76865.04000000 0.012114932640 Long DBT CORP US N 2 2029-07-23 Variable 0.04271000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAP9 80000.00000000 PA USD 58142.06000000 0.009163946840 Long DBT CORP US N 2 2040-09-15 Fixed 0.02650000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617482V92 190000.00000000 PA USD 217633.45000000 0.034301869705 Long DBT CORP US N 2 2042-07-24 Fixed 0.06375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MJHE2 182819.61200000 PA USD 179591.46000000 0.028305956005 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03500000 N N N N N N ENBRIDGE ENERGY PARTNERS LP CZ6VG2MNE1J6YDI02G48 29250RAW6 76000.00000000 PA USD 79167.99000000 0.012477907590 Long DBT CORP US N 2 2025-10-15 Fixed 0.05875000 N N N N N N UNIVERSITY VA UNIV REVS N/A 915217XM0 140000.00000000 PA USD 102985.18000000 0.016231807316 Long DBT MUN US N 2 2051-11-01 Fixed 0.02584000 N N N N N N NOVANT HEALTH INC 549300ZUXEGFGE8EP917 66988AAH7 105000.00000000 PA USD 81526.15000000 0.012849584357 Long DBT CORP US N 2 2051-11-01 Fixed 0.03168000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HFQH5 169646.64900000 PA USD 159512.48000000 0.025141246923 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.03000000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BJ5 50000.00000000 PA USD 37282.80000000 0.005876255455 Long DBT CORP US N 2 2050-02-15 Fixed 0.03300000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBS4 102000.00000000 PA USD 97115.25000000 0.015306629802 Long DBT CORP US N 2 2048-10-17 Fixed 0.04950000 N N N N N N AVALONBAY COMMUNITIES INC K9G90K85RBWD2LAGQX17 05348EBC2 63000.00000000 PA USD 59336.70000000 0.009352237682 Long DBT CORP US N 2 2028-01-15 Fixed 0.03200000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAE2 38000.00000000 PA USD 37766.44000000 0.005952483426 Long DBT CORP US N 2 2035-12-14 Fixed 0.04150000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAT8 2234000.00000000 PA USD 2035732.50000000 0.320857988372 Long DBT UST US N 2 2025-10-31 Fixed 0.00250000 N N N N N N INTEGRIS BAPTIST MEDICAL CENTER INC 549300S00ZKDLJSB3927 45834QAA7 83000.00000000 PA USD 70602.89000000 0.011127936140 Long DBT CORP US N 2 2050-08-15 Fixed 0.03875000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GXA7 100000.00000000 PA USD 90766.18000000 0.014305933577 Long DBT CORP US N 2 2039-04-23 Variable 0.04411000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BD9 81000.00000000 PA USD 81496.66000000 0.012844936349 Long DBT CORP US N 2 2023-05-15 Fixed 0.03375000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBA8 50000.00000000 PA USD 48446.83000000 0.007635852164 Long DBT CORP US N 2 2029-04-15 Fixed 0.04750000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CW8 30000.00000000 PA USD 23471.29000000 0.003699381374 Long DBT CORP US N 2 2040-06-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4PD2 112735.10100000 PA USD 115062.96000000 0.018135422940 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.04500000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAH7 50000.00000000 PA USD 42438.87000000 0.006688919323 Long DBT CORP US N 2 2050-04-01 Fixed 0.03500000 N N N N N N KIMBERLY-CLARK CORP MP3J6QPYPGN75NVW2S34 494368CC5 110000.00000000 PA USD 96031.76000000 0.015135857650 Long DBT CORP US N 2 2027-09-15 Fixed 0.01050000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 521000.00000000 PA USD 413304.37000000 0.065142158286 Long DBT CORP US N 2 2037-08-15 Fixed 0.04390000 N N N N N N PUBLIC SERVICE ELEC and GAS CO 549300RUHPVD434XUK18 74456QCB0 70000.00000000 PA USD 62348.46000000 0.009826930332 Long DBT CORP US N 2 2030-01-15 Fixed 0.02450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D7J5 382270.40700000 PA USD 348274.14000000 0.054892546030 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 0.01500000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFJ8 150000.00000000 PA USD 134413.80000000 0.021185367663 Long DBT CORP US N 2 2029-09-01 Fixed 0.02625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X7KS7 150317.42800000 PA USD 149198.36000000 0.023515607113 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.04000000 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VAN3 100000.00000000 PA USD 85079.01000000 0.013409561423 Long DBT CORP US N 2 2042-03-15 Fixed 0.05050000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FYUJ3 200000.00000000 PA USD 177137.74000000 0.027919217736 Long ABS-MBS USGSE US N 2 2031-03-25 Fixed 0.02020000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FBJF8 7847.62100000 PA USD 7884.84000000 0.001242753603 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.04000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAV1 40000.00000000 PA USD 37572.36000000 0.005921893887 Long DBT CORP US N 2 2036-05-14 Fixed 0.04300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EAS9 958834.88600000 PA USD 896156.33000000 0.141245923671 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 0.02000000 N N N N N N BENCHMARK 2019-B9 MTG TR N/A 08160JAE7 130000.00000000 PA USD 127820.24000000 0.020146136626 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 0.04015600 N N N N N N TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 8935268Z9 231000.00000000 PA USD 284030.61000000 0.044766927953 Long DBT CORP CA N 2 2039-01-15 Fixed 0.07625000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175AZ7 621000.00000000 PA USD 624548.11000000 0.098436926372 Long DBT CORP US N 2 2035-10-23 Fixed 0.06384000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QF7C7 1967732.48200000 PA USD 1637700.65000000 0.258122978395 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.01500000 N N N N N N MARATHON OIL CORP 1FRVQX2CRLGC1XLP5727 565849AP1 240000.00000000 PA USD 234313.59000000 0.036930877281 Long DBT CORP US N 2 2027-07-15 Fixed 0.04400000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HBW4 251000.00000000 PA USD 236085.01000000 0.037210076173 Long DBT CORP US N 2 2028-01-31 Fixed 0.03800000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBL9 150000.00000000 PA USD 127757.78000000 0.020136292115 Long DBT CORP US N 2 2031-04-22 Variable 0.02522000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WFJ2 81329.11500000 PA USD 79318.76000000 0.012501670909 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128282A7 557000.00000000 PA USD 523101.33000000 0.082447590957 Long DBT UST US N 2 2026-08-15 Fixed 0.01500000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CE7 54000.00000000 PA USD 49247.95000000 0.007762119123 Long DBT CORP US N 2 2028-03-02 Fixed 0.03125000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 240000.00000000 PA USD 206258.81000000 0.032509078113 Long DBT CORP US N 2 2049-07-01 Fixed 0.04400000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 023551AM6 130000.00000000 PA USD 144689.71000000 0.022804985079 Long DBT CORP US N 2 2033-03-15 Fixed 0.07125000 N N N N N N MIDMICHIGAN HEALTH N/A 597861AA1 33000.00000000 PA USD 26350.20000000 0.004153135132 Long DBT CORP US N 2 2050-06-01 Fixed 0.03409000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAF2 300000.00000000 PA USD 297010.91000000 0.046812792499 Long DBT CORP IE N 2 2023-07-03 Fixed 0.04125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VSH4 411232.22700000 PA USD 390351.38000000 0.061524467750 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 0.03000000 N N N N N N AMERICAN UNIVERSITY DC 549300ZMGVN6I2E7LS27 030360AD3 130000.00000000 PA USD 111154.38000000 0.017519379764 Long DBT CORP US N 2 2049-04-01 Fixed 0.03672000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAP8 159000.00000000 PA USD 148754.42000000 0.023445636380 Long DBT CORP US N 2 2029-03-19 Fixed 0.05150000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DC83 42752.26100000 PA USD 43301.05000000 0.006824810134 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.04500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 94974BGU8 157000.00000000 PA USD 143726.46000000 0.022653164318 Long DBT CORP US N 2 2046-12-07 Fixed 0.04750000 N N N N N N ONEOK INC NEW 2T3D6M0JSY48PSZI1Q41 682680AU7 59000.00000000 PA USD 57041.13000000 0.008990425916 Long DBT CORP US N 2 2028-07-15 Fixed 0.04550000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VN22 354630.56900000 PA USD 327350.90000000 0.051594770563 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YM6 2714000.00000000 PA USD 2622084.45000000 0.413274701843 Long DBT UST US N 2 2024-10-31 Fixed 0.01500000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBW9 200000.00000000 PA USD 173900.69000000 0.027409016444 Long DBT CORP JP N 2 2030-01-15 Fixed 0.02750000 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HAS6 180000.00000000 PA USD 172916.95000000 0.027253966192 Long DBT CORP US N 2 2025-03-24 Fixed 0.04700000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SNT0 30805.29500000 PA USD 28464.50000000 0.004486376382 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 0.02500000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AV8 80000.00000000 PA USD 80159.17000000 0.012634130484 Long DBT CORP US N 2 2044-06-09 Fixed 0.05450000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JE7 18000.00000000 PA USD 15186.52000000 0.002393593587 Long DBT CORP LU N 2 2030-05-17 Fixed 0.00875000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 187000.00000000 PA USD 138667.64000000 0.021855828318 Long DBT CORP US N 2 2047-11-15 Fixed 0.04000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AJ8 449000.00000000 PA USD 484503.84000000 0.076364123214 Long DBT CORP GB N 2 2038-06-01 Fixed 0.06800000 N N N N N N BROOKFIELD FIN INC 549300XH8D8K6OYWGD17 11271LAH5 312000.00000000 PA USD 263662.61000000 0.041556665550 Long DBT CORP CA N 2 2031-04-15 Fixed 0.02724000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RLJ9 340000.00000000 PA USD 254741.60000000 0.040150598043 Long DBT CORP US N 2 2055-09-15 Fixed 0.03550000 N N N N N N CHEVRON CORP NEW N/A 166764BV1 80000.00000000 PA USD 78628.53000000 0.012392881660 Long DBT CORP US N 2 2023-05-11 Fixed 0.01141000 N N N N N N RAYTHEON TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 913017CP2 18000.00000000 PA USD 15939.53000000 0.002512277782 Long DBT CORP US N 2 2047-05-04 Fixed 0.04050000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDU3 40000.00000000 PA USD 34114.05000000 0.005376819134 Long DBT CORP US N 2 2049-08-15 Fixed 0.03700000 N N N N N N CHEVRON CORP NEW N/A 166764CA6 80000.00000000 PA USD 63612.58000000 0.010026172129 Long DBT CORP US N 2 2050-05-11 Fixed 0.03078000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VMF4 36632.84700000 PA USD 36581.78000000 0.005765765561 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FBJG6 7119.23000000 PA USD 7153.00000000 0.001127406076 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 0.04000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJG5 600000.00000000 PA USD 555114.59000000 0.087493298193 Long DBT CORP US N 2 2025-09-25 Variable 0.00981000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459056HV2 1012000.00000000 PA USD 979632.68000000 0.154402884980 Long DBT CORP US N 2 2024-08-28 Fixed 0.01500000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAH8 34000.00000000 PA USD 33334.21000000 0.005253906180 Long DBT CORP US N 2 2029-01-25 Fixed 0.04709000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AY7 19000.00000000 PA USD 17994.16000000 0.002836114263 Long DBT CORP CA N 2 2047-06-01 Fixed 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CT95 49720.03900000 PA USD 46870.33000000 0.007387375206 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.03000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBZ0 600000.00000000 PA USD 604982.65000000 0.095353154738 Long DBT CORP US N 2 2030-03-23 Fixed 0.04550000 N N N N N N TRINITY HEALTH CORP TWSRHFGEDJDX0GKMGJ67 896517AB5 50000.00000000 PA USD 37221.23000000 0.005866551220 Long DBT CORP US N 2 2040-12-01 Fixed 0.02632000 N N N N N N GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 37045XCK0 84000.00000000 PA USD 82964.44000000 0.013076277617 Long DBT CORP US N 2 2025-04-09 Fixed 0.04350000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D57A4 1153752.31000000 PA USD 1082658.67000000 0.170641124484 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JPM93 103739.56100000 PA USD 100975.73000000 0.015915091792 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 0.03500000 N N N N N N ONEOK INC NEW 2T3D6M0JSY48PSZI1Q41 682680AZ6 40000.00000000 PA USD 31857.42000000 0.005021144819 Long DBT CORP US N 2 2049-09-01 Fixed 0.04450000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286T2 108000.00000000 PA USD 103464.84000000 0.016307407986 Long DBT UST US N 2 2029-05-15 Fixed 0.02375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JHKQ5 8932.49400000 PA USD 8905.07000000 0.001403555155 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.04000000 N N N N N N BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP N/A 06684QAB8 100000.00000000 PA USD 79573.37000000 0.012541800765 Long DBT CORP US N 2 2050-08-15 Fixed 0.03540000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6W98 78730.87000000 PA USD 81468.37000000 0.012840477476 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FEFC3 39734.54100000 PA USD 38596.52000000 0.006083314858 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CHC1 71586.29300000 PA USD 71553.02000000 0.011277689018 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 0.03500000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BM5 42000.00000000 PA USD 37330.71000000 0.005883806696 Long DBT CORP US N 2 2038-04-01 Fixed 0.05375000 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAT0 150000.00000000 PA USD 146855.05000000 0.023146270900 Long DBT CORP ES N 2 2027-03-08 Fixed 0.04103000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TUB9 42676.08300000 PA USD 42853.31000000 0.006754240472 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 0.04000000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200KJ9 175000.00000000 PA USD 146656.48000000 0.023114973678 Long DBT CORP US N 2 2030-05-15 Fixed 0.01950000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAN3 45000.00000000 PA USD 44726.06000000 0.007049410293 Long DBT CORP US N 2 2024-03-19 Fixed 0.04375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H7LZ8 3335.89700000 PA USD 3329.83000000 0.000524824629 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V4W7 21438.14500000 PA USD 20346.25000000 0.003206834319 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 0.03000000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFM1 400000.00000000 PA USD 341947.16000000 0.053895331477 Long DBT CORP US N 2 2030-03-01 Fixed 0.02125000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAC6 160000.00000000 PA USD 126864.25000000 0.019995460136 Long DBT CORP NO N 2 2049-11-18 Fixed 0.03250000 N N N N N N BARCLAYS PLC (UNGTD) 213800LBQA1Y9L22JB70 06738EBU8 400000.00000000 PA USD 354604.98000000 0.055890368970 Long DBT CORP GB N 2 2027-11-24 Variable 0.02279000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DQ47 29688.10600000 PA USD 27905.13000000 0.004398212376 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GE7H5 486535.11000000 PA USD 443570.41000000 0.069912480865 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 0.01500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAR2 55000.00000000 PA USD 54637.62000000 0.008611601397 Long DBT UST US N 2 2022-10-31 Fixed 0.00125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QERV6 817627.83700000 PA USD 714507.55000000 0.112615707206 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAB7 45000.00000000 PA USD 41317.38000000 0.006512157875 Long DBT UST US N 2 2025-07-31 Fixed 0.00250000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CR9 410000.00000000 PA USD 324106.01000000 0.051083333585 Long DBT CORP US N 2 2040-02-21 Fixed 0.03150000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VER1 643000.00000000 PA USD 639498.35000000 0.100793279150 Long DBT CORP US N 2 2028-09-21 Fixed 0.04329000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AK6 30000.00000000 PA USD 28795.46000000 0.004538539994 Long DBT CORP US N 2 2048-12-15 Fixed 0.04900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KR5P0 725877.08600000 PA USD 633194.34000000 0.099799684969 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JG6P5 20063.27800000 PA USD 20273.80000000 0.003195415254 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.04500000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBJ6 67000.00000000 PA USD 64428.10000000 0.010154708715 Long DBT CORP US N 2 2027-06-15 Fixed 0.03410000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RZT9 287628.99600000 PA USD 282968.49000000 0.044599523991 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A8D63 56546.15900000 PA USD 54926.64000000 0.008657154718 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 0.02500000 N N N N N N MERCEDES-BENZ AUTO LEASE TR 2021-A N/A 58770GAC4 362342.92000000 PA USD 358789.50000000 0.056549903889 Long ABS-CBDO CORP US N 2 2024-01-16 Fixed 0.00250000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BZ2 102000.00000000 PA USD 91982.23000000 0.014497598915 Long DBT CORP US N 2 2045-05-01 Fixed 0.04400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F8ET0 47670.85500000 PA USD 46305.53000000 0.007298355361 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 0.02500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEG7 148000.00000000 PA USD 134298.20000000 0.021167147596 Long DBT CORP US N 2 2047-01-22 Fixed 0.04375000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MD0 78000.00000000 PA USD 72608.62000000 0.011444065343 Long DBT CORP US N 2 2048-07-23 Fixed 0.04650000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058JL8 218000.00000000 PA USD 199898.27000000 0.031506574066 Long DBT CORP US N 2 2025-10-28 Fixed 0.00500000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123CF6 110000.00000000 PA USD 90399.05000000 0.014248069102 Long DBT CORP US N 2 2049-09-19 Fixed 0.03250000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AJ5 50000.00000000 PA USD 51025.00000000 0.008042205376 Long DBT NUSS HU N 2 2023-11-22 Fixed 0.05750000 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DBL2 85000.00000000 PA USD 59543.00000000 0.009384753253 Long DBT CORP US N 2 2055-09-15 Fixed 0.04000000 N N N N N N AB SVENSK EXPORTKREDIT 1FOLRR5RWTWWI397R131 00254ENC2 200000.00000000 PA USD 193056.23000000 0.030428179341 Long DBT CORP SE N 2 2023-09-29 Fixed 0.00250000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAD5 70000.00000000 PA USD 65567.47000000 0.010334288285 Long DBT CORP US N 2 2038-06-15 Fixed 0.05800000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAG9 50000.00000000 PA USD 43766.82000000 0.006898221560 Long DBT CORP US N 2 2040-04-01 Fixed 0.03500000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AB9 70000.00000000 PA USD 66812.90000000 0.010530584294 Long DBT CORP US N 2 2028-02-15 Fixed 0.04750000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CP2 30000.00000000 PA USD 28854.99000000 0.004547922699 Long DBT CORP US N 2 2027-05-03 Fixed 0.03300000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 82000.00000000 PA USD 67793.03000000 0.010685065563 Long DBT CORP US N 2 2033-04-15 Fixed 0.03419000 N N N N N N BECTON DICKINSON and CO ICE2EP6D98PQUILVRZ91 075887CJ6 150000.00000000 PA USD 131938.28000000 0.020795193430 Long DBT CORP US N 2 2030-05-20 Fixed 0.02823000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V4Y3 61927.88200000 PA USD 61817.36000000 0.009743222047 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 0.04000000 N N N N N N METROPOLITAN TRANSN AUTH NY RV N/A 59259YBY4 60000.00000000 PA USD 71691.17000000 0.011299463259 Long DBT MUN US N 2 2039-11-15 Fixed 0.06668000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAN4 216000.00000000 PA USD 183391.21000000 0.028904846155 Long DBT CORP US N 2 2031-06-15 Fixed 0.02000000 N N N N N N BECTON DICKINSON and CO ICE2EP6D98PQUILVRZ91 075887BW8 52000.00000000 PA USD 50250.57000000 0.007920145109 Long DBT CORP US N 2 2027-06-06 Fixed 0.03700000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BH2 20000.00000000 PA USD 20958.07000000 0.003303265129 Long DBT CORP US N 2 2046-11-30 Fixed 0.04900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A5J71 395200.63500000 PA USD 401879.09000000 0.063341385170 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.04500000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 491430.35700000 NS USD 491528.64000000 0.077471323299 Long STIV RF US N 1 N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 94974BFY1 1194000.00000000 PA USD 1174428.42000000 0.185105233781 Long DBT CORP US N 2 2026-06-03 Fixed 0.04100000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PAX4 200000.00000000 PA USD 194781.30000000 0.030700072868 Long DBT CORP US N 2 2029-12-05 Variable 0.04452000 N N N N N N INGERSOLL-RAND GLOBAL HLDG CO LTD 549300UCF0D858BIOV83 45687AAP7 210000.00000000 PA USD 198272.46000000 0.031250325209 Long DBT CORP US N 2 2028-08-21 Fixed 0.03750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WJR0 458411.41100000 PA USD 421751.75000000 0.066473575530 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 0.02500000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DQ1 400000.00000000 PA USD 318931.98000000 0.050267838986 Long DBT CORP US N 2 2031-01-15 Fixed 0.01700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GAXS0 384163.19000000 PA USD 360851.40000000 0.056874886216 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EHBH4 52999.69900000 PA USD 54812.32000000 0.008639136395 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CF66 35661.40100000 PA USD 32553.40000000 0.005130840343 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X5SH7 735583.30600000 PA USD 722594.67000000 0.113890342775 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.03500000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAJ3 50000.00000000 PA USD 48024.34000000 0.007569262231 Long DBT CORP US N 2 2028-09-21 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DGL0 300968.79500000 PA USD 283177.96000000 0.044632539195 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03000000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BR6 52000.00000000 PA USD 35719.04000000 0.005629786487 Long DBT CORP US N 2 2051-02-15 Fixed 0.03125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWAW3 1682087.26000000 PA USD 1467311.97000000 0.231267500523 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBG7 46000.00000000 PA USD 38157.99000000 0.006014196812 Long DBT CORP US N 2 2048-03-30 Fixed 0.03950000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058GL1 100000.00000000 PA USD 99975.56000000 0.015757451957 Long DBT CORP US N 2 2023-09-27 Fixed 0.03000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2M4 130000.00000000 PA USD 127503.82000000 0.020096264708 Long DBT CORP US N 2 2051-04-04 Variable 0.05013000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VHW3 76807.72700000 PA USD 78890.08000000 0.012434105350 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 0.05000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GYB4 255000.00000000 PA USD 211709.98000000 0.033368253589 Long DBT CORP US N 2 2032-04-22 Variable 0.02615000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HP1 160000.00000000 PA USD 149781.09000000 0.023607452960 Long DBT CORP US N 2 2049-03-15 Fixed 0.04500000 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAU8 31000.00000000 PA USD 27283.10000000 0.004300172337 Long DBT CORP US N 2 2048-03-15 Fixed 0.03950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DJK9 297819.32900000 PA USD 292721.82000000 0.046136775985 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329KMR2 8631.75200000 PA USD 8899.72000000 0.001402711926 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 0.05000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3137EAEX3 231000.00000000 PA USD 211895.02000000 0.033397418306 Long DBT USGSE US N 2 2025-09-23 Fixed 0.00375000 N N N N N N JAPAN BANK INTL COOPERATION 549300TJ3QFYVCTSCJ29 471048CL0 580000.00000000 PA USD 488206.78000000 0.076947754845 Long DBT CORP JP N 2 2031-01-21 Fixed 0.01250000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638BU5 50000.00000000 PA USD 49025.00000000 0.007726979296 Long DBT NUSS PE N 2 2027-08-25 Fixed 0.04125000 N N N N N N CALIFORNIA ST UNIV REV N/A 13077DRW4 195000.00000000 PA USD 145036.73000000 0.022859679956 Long DBT MUN US N 2 2052-11-01 Fixed 0.02719000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KSXM4 477452.37600000 PA USD 434842.14000000 0.068536791695 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 0.01500000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058HT3 155000.00000000 PA USD 149618.13000000 0.023581768339 Long DBT CORP US N 2 2025-01-15 Fixed 0.01625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9SN2 415374.67700000 PA USD 391827.09000000 0.061757058890 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.03000000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137AW7 120000.00000000 PA USD 118444.62000000 0.018668416654 Long DBT CORP US N 2 2026-03-01 Fixed 0.03750000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBN4 96000.00000000 PA USD 88537.64000000 0.013954686613 Long DBT CORP US N 2 2027-11-15 Fixed 0.03250000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DP2 467000.00000000 PA USD 337159.74000000 0.053140771656 Long DBT CORP US N 2 2040-08-21 Fixed 0.02700000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAK1 150000.00000000 PA USD 149215.96000000 0.023518381102 Long DBT CORP IE N 2 2024-01-16 Fixed 0.04875000 N N N N N N CAMPBELL SOUP CO 5493007JDSMX8Z5Z1902 134429BG3 80000.00000000 PA USD 78560.67000000 0.012382186039 Long DBT CORP US N 2 2028-03-15 Fixed 0.04150000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QS0 45000.00000000 PA USD 47281.64000000 0.007452203026 Long DBT UST US N 2 2041-08-15 Fixed 0.03750000 N N N N N N AVALONBAY COMMUNITIES INC K9G90K85RBWD2LAGQX17 05348EBG3 130000.00000000 PA USD 111812.31000000 0.017623078111 Long DBT CORP US N 2 2030-03-01 Fixed 0.02300000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YB0 66000.00000000 PA USD 60090.94000000 0.009471115742 Long DBT UST US N 2 2029-08-15 Fixed 0.01625000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAV5 38000.00000000 PA USD 25563.25000000 0.004029101550 Long DBT CORP US N 2 2046-09-16 Fixed 0.03875000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AG5 25000.00000000 PA USD 25027.41000000 0.003944646178 Long DBT CORP US N 2 2025-11-15 Fixed 0.04125000 N N N N N N DEERE and CO PWFTNG3EI0Y73OXWDH08 244199BG9 130000.00000000 PA USD 102154.16000000 0.016100827727 Long DBT CORP US N 2 2049-09-07 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDV0 2980000.00000000 PA USD 2883615.63000000 0.454495426232 Long DBT UST US N 2 2024-01-31 Fixed 0.00875000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DP4 340000.00000000 PA USD 258570.00000000 0.040754003806 Long DBT NUSS PE N 2 2032-12-01 Fixed 0.01862000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AP9 110000.00000000 PA USD 92542.80000000 0.014585952057 Long DBT CORP US N 2 2049-06-14 Fixed 0.04000000 N N N N N N LYB INTERNATIONAL FINANCE III LLC N/A 50249AAJ2 120000.00000000 PA USD 88682.12000000 0.013977458545 Long DBT CORP US N 2 2051-04-01 Fixed 0.03625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZV5 2827000.00000000 PA USD 2491845.89000000 0.392747406449 Long DBT UST US N 2 2027-06-30 Fixed 0.00500000 N N N N N N EXPORT IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154BT5 350000.00000000 PA USD 344232.16000000 0.054255477274 Long DBT CORP KR N 2 2025-01-21 Fixed 0.02875000 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BN5 100000.00000000 PA USD 87555.93000000 0.013799956315 Long DBT CORP US N 2 2042-08-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XA5H1 153731.75600000 PA USD 149539.95000000 0.023569446151 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.03500000 N N N N N N JPMBB COML MTG SECS TR 2014-C21 N/A 46642EAY2 150000.00000000 PA USD 148900.26000000 0.023468622666 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 0.03774800 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D7D8 956136.12000000 PA USD 794575.98000000 0.125235535883 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.01500000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAV2 80000.00000000 PA USD 60939.17000000 0.009604807851 Long DBT CORP US N 2 2033-06-15 Fixed 0.02100000 N N N N N N BARRICK GOLD CORP 0O4KBQCJZX82UKGCBV73 067901AH1 163000.00000000 PA USD 160426.44000000 0.025285298937 Long DBT CORP CA N 2 2042-04-01 Fixed 0.05250000 N N N N N N AIR PRODUCTS and CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158BC9 60000.00000000 PA USD 51860.86000000 0.008173947812 Long DBT CORP US N 2 2030-05-15 Fixed 0.02050000 N N N N N N MICHIGAN ST STRATEGIC FD LTD OBLIG REV N/A 594698SJ2 100000.00000000 PA USD 77312.33000000 0.012185431376 Long DBT MUN US N 2 2047-09-01 Fixed 0.03225000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWDJ9 754378.00700000 PA USD 678730.49000000 0.106976776009 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V7E4 365931.98000000 PA USD 337239.77000000 0.053153385428 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QCNG7 289270.19400000 PA USD 284319.02000000 0.044812385130 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.03000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CD2 100000.00000000 PA USD 81199.87000000 0.012798158375 Long DBT CORP US N 2 2050-04-15 Fixed 0.03350000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AT7 28000.00000000 PA USD 27449.35000000 0.004326375505 Long DBT CORP US N 2 2028-05-15 Fixed 0.03950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCM3 576838.08000000 PA USD 479368.65000000 0.075554750306 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.01500000 N N N N N N LYB INTERNATIONAL FINANCE III LLC N/A 50249AAA1 100000.00000000 PA USD 81259.76000000 0.012807597820 Long DBT CORP US N 2 2049-10-15 Fixed 0.04200000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167EW9 450000.00000000 PA USD 412195.29000000 0.064967352815 Long DBT CORP PH N 2 2025-09-03 Fixed 0.00375000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661DR5 80000.00000000 PA USD 75423.35000000 0.011887703496 Long DBT CORP US N 2 2029-04-05 Fixed 0.03650000 N N N N N N CITIBANK CR CARD ISSUANCE TR R8AG6FXVDQAMDKCSJJ64 17305EGS8 250000.00000000 PA USD 252889.88000000 0.039858742824 Long ABS-CBDO CORP US N 2 2030-10-13 Fixed 0.03960000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WBX5 3551107.08900000 PA USD 3176148.89000000 0.500602482702 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 0.02000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RE0 2647000.00000000 PA USD 2715863.35000000 0.428055479379 Long DBT UST US N 2 2044-02-15 Fixed 0.03625000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NCH2 76000.00000000 PA USD 73670.19000000 0.011611382618 Long DBT CORP US N 2 2028-05-01 Fixed 0.03550000 N N N N N N INTERNATIONAL PAPER CO 824LMFJDH41EY779Q875 460146CK7 155000.00000000 PA USD 145493.26000000 0.022931635038 Long DBT CORP US N 2 2044-06-15 Fixed 0.04800000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 131000.00000000 PA USD 125399.49000000 0.019764594859 Long DBT CORP US N 2 2048-03-25 Fixed 0.05050000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBG0 40000.00000000 PA USD 35858.41000000 0.005651753017 Long DBT CORP US N 2 2047-11-15 Fixed 0.03900000 N N N N N N EXPORT DEVELOPMENT CANADA Z6MHCSLXHKYG4B6PHW02 30216BHH8 120000.00000000 PA USD 119454.00000000 0.018827508104 Long DBT CORP CA N 2 2024-02-21 Fixed 0.02625000 N N N N N N MERCK and CO INC 4YV9Y5M8S0BRK1RP0397 58933YAT2 45000.00000000 PA USD 39370.78000000 0.006205348331 Long DBT CORP US N 2 2045-02-10 Fixed 0.03700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DFJ6 254435.06200000 PA USD 250080.13000000 0.039415889584 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DWS7 667013.00200000 PA USD 602731.83000000 0.094998396155 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02500000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780CQ7 200000.00000000 PA USD 178037.50000000 0.028061031645 Long DBT NUSS ID N 2 2030-02-14 Fixed 0.02850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNGT4 1068808.74000000 PA USD 931671.17000000 0.146843525576 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BRQJ7 159400.00000000 PA USD 154509.86000000 0.024352768776 Long ABS-MBS USGSE US N 2 2026-07-25 Fixed 0.02570000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMTG9 1109503.20500000 PA USD 967144.18000000 0.152434534528 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAE0 82000.00000000 PA USD 82233.11000000 0.012961010472 Long DBT CORP US N 2 2023-07-15 Fixed 0.04500000 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VAQ6 175000.00000000 PA USD 146886.25000000 0.023151188427 Long DBT CORP US N 2 2052-03-15 Fixed 0.05141000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CBH7 182000.00000000 PA USD 153405.12000000 0.024178647346 Long DBT CORP US N 2 2030-06-01 Fixed 0.02450000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CET4 2770000.00000000 PA USD 2717629.69000000 0.428333877597 Long DBT UST US N 2 2027-05-31 Fixed 0.02625000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBJ7 400000.00000000 PA USD 384577.64000000 0.060614451035 Long DBT CORP JP N 2 2024-09-08 Variable 0.00849000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BJ2 100000.00000000 PA USD 92345.87000000 0.014554913321 Long DBT CORP US N 2 2028-02-15 Fixed 0.03750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TC2 1258000.00000000 PA USD 999127.19000000 0.157475473969 Long DBT UST US N 2 2041-11-15 Fixed 0.02000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140H2GQ5 41775.07200000 PA USD 40317.51000000 0.006354565324 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VKQ2 170721.23100000 PA USD 175283.00000000 0.027626886526 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 0.05000000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE CO LLC N/A 893574AP8 66000.00000000 PA USD 59270.70000000 0.009341835222 Long DBT CORP US N 2 2030-05-15 Fixed 0.03250000 N N N N N N PERKINELMER INC 549300IKL1SDPFI7N655 714046AN9 90000.00000000 PA USD 71117.12000000 0.011208985493 Long DBT CORP US N 2 2031-09-15 Fixed 0.02250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DJS2 48643.33400000 PA USD 47316.98000000 0.007457773071 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCH2 2989000.00000000 PA USD 2688815.66000000 0.423792410728 Long DBT UST US N 2 2028-06-30 Fixed 0.01250000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBE5 720000.00000000 PA USD 628202.51000000 0.099012907466 Long DBT CORP US N 2 2030-10-15 Variable 0.02739000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDY4 1466000.00000000 PA USD 1326386.37000000 0.209055788264 Long DBT UST US N 2 2032-02-15 Fixed 0.01875000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MBT2 200000.00000000 PA USD 162325.24000000 0.025584574578 Long DBT CORP US N 2 2031-03-01 Fixed 0.02250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A5JS5 130085.65000000 PA USD 132405.91000000 0.020868898016 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 0.04500000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DL9 42000.00000000 PA USD 41086.01000000 0.006475690946 Long DBT CORP US N 2 2048-02-20 Fixed 0.04550000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 230000.00000000 PA USD 199207.61000000 0.031397717044 Long DBT CORP US N 2 2031-01-22 Variable 0.02699000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RP5 224000.00000000 PA USD 208145.00000000 0.032806366253 Long DBT UST US N 2 2045-11-15 Fixed 0.03000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GWL4 440000.00000000 PA USD 417244.16000000 0.065763120566 Long DBT CORP US N 2 2028-06-05 Variable 0.03691000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 89114QCA4 510000.00000000 PA USD 500470.20000000 0.078880629754 Long DBT CORP CA N 2 2024-06-12 Fixed 0.02650000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDN8 1610000.00000000 PA USD 1533210.55000000 0.241653976062 Long DBT UST US N 2 2024-12-15 Fixed 0.01000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PAV8 30000.00000000 PA USD 28934.54000000 0.004560460816 Long DBT CORP US N 2 2029-07-23 Variable 0.04203000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAM7 60000.00000000 PA USD 61714.47000000 0.009727005241 Long DBT CORP CA N 2 2046-12-01 Fixed 0.05500000 N N N N N N CITIBANK CR CARD ISSUANCE TR R8AG6FXVDQAMDKCSJJ64 17305EGR0 100000.00000000 PA USD 100211.55000000 0.015794647059 Long ABS-CBDO CORP US N 2 2024-12-07 Fixed 0.03210000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13645RBE3 140000.00000000 PA USD 126696.72000000 0.019969055223 Long DBT CORP CA N 2 2026-12-02 Fixed 0.01750000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2C6 150000.00000000 PA USD 150355.20000000 0.023697940182 Long DBT CORP US N 2 2024-01-24 Fixed 0.03750000 N N N N N N BALTIMORE GAS and ELECTRIC CO 88V8C2WYSOD1SPSSLH72 059165EL0 150000.00000000 PA USD 116191.65000000 0.018313319203 Long DBT CORP US N 2 2049-09-15 Fixed 0.03200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C4W1 7114.31000000 PA USD 7092.47000000 0.001117865759 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H6F20 29185.51700000 PA USD 28167.22000000 0.004439521178 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCN1 1636876.67500000 PA USD 1423781.85000000 0.224406585969 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAG8 125000.00000000 PA USD 100330.83000000 0.015813447142 Long DBT CORP US N 2 2050-10-01 Fixed 0.03910000 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABK8 330000.00000000 PA USD 323986.81000000 0.051064546111 Long DBT CORP US N 2 2028-12-01 Fixed 0.04150000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBH3 1602000.00000000 PA USD 1456693.60000000 0.229593906945 Long DBT UST US N 2 2026-01-31 Fixed 0.00375000 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813CS6 180000.00000000 PA USD 151949.60000000 0.023949238414 Long DBT CORP US N 2 2032-02-01 Fixed 0.02539000 N N N N N N BERKSHIRE HATHAWAY FIN CORP 549300RLHFT5RU20WM87 084664CW9 120000.00000000 PA USD 97477.63000000 0.015363745616 Long DBT CORP US N 2 2030-10-15 Fixed 0.01450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132Y0JM3 43479.57300000 PA USD 43194.62000000 0.006808035378 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128284A5 262000.00000000 PA USD 261856.72000000 0.041272033737 Long DBT UST US N 2 2023-02-28 Fixed 0.02625000 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CH7 45000.00000000 PA USD 39855.02000000 0.006281670869 Long DBT CORP US N 2 2048-06-15 Fixed 0.04223000 N N N N N N RAYTHEON TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 913017CJ6 30000.00000000 PA USD 25408.25000000 0.004004671528 Long DBT CORP US N 2 2046-11-01 Fixed 0.03750000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBD0 100000.00000000 PA USD 95828.04000000 0.015103748721 Long DBT CORP US N 2 2048-11-14 Fixed 0.04875000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RKJ0 347000.00000000 PA USD 263025.50000000 0.041456248706 Long DBT CORP US N 2 2053-09-15 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VBG4 645984.79300000 PA USD 631682.24000000 0.099561358291 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.03500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TA6 2780000.00000000 PA USD 2114646.09000000 0.333295799206 Long DBT UST US N 2 2041-08-15 Fixed 0.01750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WRZ3 1112827.89000000 PA USD 991586.96000000 0.156287035395 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 0.02000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAV9 170000.00000000 PA USD 141133.99000000 0.022244557240 Long DBT CORP US N 2 2032-03-15 Fixed 0.02650000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058GQ0 130000.00000000 PA USD 128875.48000000 0.020312456210 Long DBT CORP US N 2 2024-03-19 Fixed 0.02500000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 96949LAE5 83000.00000000 PA USD 75074.76000000 0.011832761166 Long DBT CORP US N 2 2048-03-01 Fixed 0.04850000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526BZ1 200000.00000000 PA USD 196196.71000000 0.030923159941 Long DBT CORP US N 2 2026-01-13 Fixed 0.04100000 N N N N N N UNIVERSITY SOUTHN CALIF 0GMCSQ6M60R4T46U5511 914886AF3 240000.00000000 PA USD 187077.12000000 0.029485793636 Long DBT CORP US N 2 2051-10-01 Fixed 0.02945000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G04Z3 2248000.00000000 PA USD 2085267.93000000 0.328665418093 Long DBT USGSE US N 2 2025-06-17 Fixed 0.00500000 N N N N N N AMERICAN MUN PWR REV N/A 02765UEJ9 55000.00000000 PA USD 74021.12000000 0.011666693762 Long DBT MUN US N 2 2041-02-15 Fixed 0.07834000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UQ62 15494.87900000 PA USD 15831.85000000 0.002495306010 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 0.04500000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBF6 80000.00000000 PA USD 80338.08000000 0.012662329033 Long DBT CORP JP N 2 2023-10-16 Fixed 0.03936000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FY4 130000.00000000 PA USD 112836.96000000 0.017784576313 Long DBT CORP US N 2 2050-04-01 Fixed 0.03950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6WA5 215541.75300000 PA USD 214599.62000000 0.033823698535 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VXY1 827750.19400000 PA USD 763364.80000000 0.120316246914 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 0.02500000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CC9 200000.00000000 PA USD 189022.00000000 0.029792332085 Long DBT NUSS PH N 2 2028-02-01 Fixed 0.03000000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAP3 60000.00000000 PA USD 55023.67000000 0.008672447912 Long DBT CORP US N 2 2044-03-15 Fixed 0.04750000 N N N N N N SPECTRA ENERGY PARTNERS LP 2HKVXE7U4NF5B6UGSU72 84756NAH2 158000.00000000 PA USD 150274.35000000 0.023685197168 Long DBT CORP US N 2 2026-10-15 Fixed 0.03375000 N N N N N N ONTARIO PROVINCE CDA C7PVKCRGLG18EBQGZV36 68323ADP6 115000.00000000 PA USD 111788.05000000 0.017619254419 Long DBT NUSS CA N 2 2026-04-27 Fixed 0.02500000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 13607HR53 143000.00000000 PA USD 129808.87000000 0.020459570646 Long DBT CORP CA N 2 2032-04-07 Fixed 0.03600000 N N N N N N KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 49456BAP6 112000.00000000 PA USD 108955.39000000 0.017172790264 Long DBT CORP US N 2 2028-03-01 Fixed 0.04300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9UP0 7139.31300000 PA USD 7066.20000000 0.001113725264 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TV44 102354.60800000 PA USD 97637.21000000 0.015388897505 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 0.03000000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAK6 387000.00000000 PA USD 371907.00000000 0.058617392944 Long DBT NUSS MX N 2 2032-04-27 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DAS1 62163.34200000 PA USD 63116.70000000 0.009948014974 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UWA6 44026.21400000 PA USD 44942.38000000 0.007083505145 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QB4F2 76412.99200000 PA USD 71896.07000000 0.011331758171 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03000000 N N N N N N JOHNSON and JOHNSON 549300G0CFPGEF6X2043 478160CR3 220000.00000000 PA USD 160765.27000000 0.025338702964 Long DBT CORP US N 2 2040-09-01 Fixed 0.02100000 N N N N N N CALIFORNIA ST N/A 13063A5G5 145000.00000000 PA USD 196690.76000000 0.031001028664 Long DBT MUN US N 2 2039-04-01 Fixed 0.07550000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HN6 70000.00000000 PA USD 68350.30000000 0.010772898582 Long DBT CORP US N 2 2048-11-15 Fixed 0.04750000 N N N N N N UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 91412NBG4 100000.00000000 PA USD 78919.71000000 0.012438775425 Long DBT CORP US N 2 2052-10-01 Fixed 0.03000000 N N N N N N RABOBANK NEDERLAND NEW YORK BRH DG3RU1DBUFHT4ZF9WN62 21688AAQ5 1300000.00000000 PA USD 1236316.95000000 0.194859673148 Long DBT CORP US N 2 2024-01-12 Fixed 0.00375000 N N N N N N LAUDER ESTEE COS INC 549300VFZ8XJ9NUPU221 29736RAR1 200000.00000000 PA USD 168449.53000000 0.026549842544 Long DBT CORP US N 2 2031-03-15 Fixed 0.01950000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAR6 220000.00000000 PA USD 207102.83000000 0.032642106671 Long DBT CORP IE N 2 2027-10-15 Fixed 0.04625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VKL3 37419.03400000 PA USD 35536.58000000 0.005601028412 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 0.03000000 N N N N N N WEST VA UNIV HEALTH SYS OBLIGATED GROUP N/A 956708AB7 70000.00000000 PA USD 51078.99000000 0.008050714904 Long DBT CORP US N 2 2050-06-01 Fixed 0.03129000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q8W27 13487.51600000 PA USD 13736.51000000 0.002165053102 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04500000 N N N N N N SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 549300XK5HGW68R8K327 82481LAD1 110000.00000000 PA USD 105651.54000000 0.016652060421 Long DBT CORP IE N 2 2026-09-23 Fixed 0.03200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DQ96 374875.54200000 PA USD 352013.04000000 0.055481845426 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VN30 697577.94200000 PA USD 662484.54000000 0.104416202439 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 0.03000000 N N N N N N EASTMAN CHEMICAL CO FDPVHDGJ1IQZFK9KH630 277432AW0 174000.00000000 PA USD 170765.70000000 0.026914901140 Long DBT CORP US N 2 2028-12-01 Fixed 0.04500000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687FM3 100000.00000000 PA USD 71379.36000000 0.011250317937 Long DBT CORP US N 2 2049-09-01 Fixed 0.02750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XA2H4 129153.97500000 PA USD 129403.28000000 0.020395644373 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.04000000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RJY9 300000.00000000 PA USD 259052.36000000 0.040830030032 Long DBT CORP US N 2 2031-06-01 Fixed 0.02750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMR31 1663333.78900000 PA USD 1625646.64000000 0.256223109232 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JARW0 428121.65000000 PA USD 409202.95000000 0.064495721011 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VFP0 436010.37600000 PA USD 414177.94000000 0.065279844309 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D54K5 735142.08000000 PA USD 705357.36000000 0.111173517941 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 0.02500000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CH0 80000.00000000 PA USD 79083.70000000 0.012464622387 Long DBT CORP US N 2 2024-05-01 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDH1 3110000.00000000 PA USD 2948911.70000000 0.464786938338 Long DBT UST US N 2 2024-11-15 Fixed 0.00750000 N N N N N N KOHLS CORP 549300JF6LPRTRJ0FH50 500255AU8 265000.00000000 PA USD 251954.46000000 0.039711308434 Long DBT CORP US N 2 2025-07-17 Fixed 0.04250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CFK5 6524.55500000 PA USD 6423.32000000 0.001012398993 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 0.02500000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAU7 110000.00000000 PA USD 101256.81000000 0.015959393665 Long DBT CORP US N 2 2026-09-16 Fixed 0.02625000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFC8 400000.00000000 PA USD 392897.36000000 0.061925747398 Long DBT CORP US N 2 2044-01-21 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV7L3 965152.35000000 PA USD 872742.20000000 0.137555551458 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02500000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAV3 144000.00000000 PA USD 130105.07000000 0.020506255629 Long DBT CORP US N 2 2046-04-15 Fixed 0.04450000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BJ8 110000.00000000 PA USD 85504.03000000 0.013476550118 Long DBT CORP US N 2 2049-11-15 Fixed 0.03250000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 130000.00000000 PA USD 118929.02000000 0.018744764411 Long DBT CORP US N 2 2027-08-15 Fixed 0.03557000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DB27 128345.69100000 PA USD 128626.96000000 0.020273286218 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 0.03500000 N N N N N N BAYLOR SCOTT and WHITE HLDGS 549300JQDKSBWYRGGV95 072863AJ2 120000.00000000 PA USD 87835.32000000 0.013843991822 Long DBT CORP US N 2 2050-11-15 Fixed 0.02839000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DLM2 13753.47400000 PA USD 13505.17000000 0.002128590902 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.03000000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAE0 679000.00000000 PA USD 672123.28000000 0.105935393554 Long DBT CORP US N 2 2038-11-15 Fixed 0.05319000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BF2 440000.00000000 PA USD 417082.77000000 0.065737683397 Long DBT CORP US N 2 2037-08-22 Fixed 0.03875000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAV7 250000.00000000 PA USD 217690.71000000 0.034310894627 Long DBT CORP IE N 2 2026-10-29 Fixed 0.02450000 N N N N N N ALLINA HEALTH SYSTEM 5493001V00JCD7SQ0G44 01959LAC6 20000.00000000 PA USD 17680.05000000 0.002786606431 Long DBT CORP US N 2 2049-04-15 Fixed 0.03887000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PAJ5 734000.00000000 PA USD 646939.03000000 0.101966027346 Long DBT CORP US N 2 2038-07-24 Variable 0.03882000 N N N N N N HEALTHPEAK PROPERTIES INC PZ9HF5U52KPF0MH0QN75 42250PAA1 140000.00000000 PA USD 123591.79000000 0.019479677766 Long DBT CORP US N 2 2030-01-15 Fixed 0.03000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAD8 100000.00000000 PA USD 80256.11000000 0.012649409492 Long DBT CORP US N 2 2030-06-22 Fixed 0.02700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H2AC2 64690.36900000 PA USD 65925.08000000 0.010390652284 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DU83 1816346.79100000 PA USD 1706127.24000000 0.268907901276 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWDY6 1994031.62000000 PA USD 1794074.12000000 0.282769476409 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.02500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DJ6 380000.00000000 PA USD 355435.86000000 0.056021326493 Long DBT CORP US N 2 2030-04-01 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J6GR2 338145.63100000 PA USD 337635.98000000 0.053215833291 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3133A3CE6 329498.84000000 PA USD 309815.60000000 0.048830978619 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03000000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBV1 200000.00000000 PA USD 191268.00000000 0.030146330974 Long DBT CORP JP N 2 2025-01-15 Fixed 0.02348000 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FT5 50000.00000000 PA USD 47170.37000000 0.007434665423 Long DBT CORP US N 2 2048-12-01 Fixed 0.04650000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081ET6 70000.00000000 PA USD 67972.14000000 0.010713295634 Long DBT CORP US N 2 2029-03-15 Fixed 0.03450000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEN7 2550000.00000000 PA USD 2515535.17000000 0.396481145890 Long DBT UST US N 2 2027-04-30 Fixed 0.02750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6NU1 148179.30700000 PA USD 147585.52000000 0.023261402497 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.04000000 N N N N N N GS MTG SECS TR 2020-GC45 N/A 36258YBG2 260000.00000000 PA USD 235344.10000000 0.037093299095 Long ABS-MBS CORP US N 2 2053-02-13 Fixed 0.02910600 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HME59 199376.94800000 PA USD 202933.11000000 0.031984904425 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 0.04500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBT1 80000.00000000 PA USD 76009.35000000 0.011980064737 Long DBT CORP US N 2 2025-04-01 Fixed 0.02500000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BN1 80000.00000000 PA USD 76041.73000000 0.011985168247 Long DBT CORP US N 2 2028-01-15 Fixed 0.03250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828J27 82000.00000000 PA USD 79895.55000000 0.012592580534 Long DBT UST US N 2 2025-02-15 Fixed 0.02000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAL9 200000.00000000 PA USD 179744.78000000 0.028330121237 Long DBT CORP ES N 2 2026-03-25 Fixed 0.01849000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RN0 156000.00000000 PA USD 141716.25000000 0.022336329009 Long DBT UST US N 2 2045-08-15 Fixed 0.02875000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DF4 20000.00000000 PA USD 19127.80000000 0.003014790710 Long DBT CORP US N 2 2026-08-15 Fixed 0.03000000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAF1 100000.00000000 PA USD 91548.43000000 0.014429226378 Long DBT CORP US N 2 2030-04-01 Fixed 0.02850000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RV2 49000.00000000 PA USD 45755.66000000 0.007211688679 Long DBT UST US N 2 2047-02-15 Fixed 0.03000000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159MK9 140000.00000000 PA USD 139324.95000000 0.021959428946 Long DBT CORP CA N 2 2024-02-11 Fixed 0.03400000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABC5 410000.00000000 PA USD 419573.86000000 0.066130311665 Long DBT CORP US N 2 2026-12-15 Fixed 0.05125000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAK8 150000.00000000 PA USD 120602.14000000 0.019008469940 Long DBT CORP US N 2 2040-04-15 Fixed 0.02700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X95Z4 417113.68600000 PA USD 425934.43000000 0.067132820441 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.05000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AK5E2 160000.00000000 PA USD 146934.10000000 0.023158730211 Long DBT USGSE US N 2 2025-09-04 Fixed 0.00375000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBW2 418000.00000000 PA USD 348560.89000000 0.054937741570 Long DBT CORP US N 2 2050-01-31 Fixed 0.04200000 N N N N N N LILLY (ELI) and CO FRDRIPF3EKNDJ2CQJL29 532457BY3 200000.00000000 PA USD 141358.81000000 0.022279991804 Long DBT CORP US N 2 2050-05-15 Fixed 0.02250000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EM1 590000.00000000 PA USD 558999.96000000 0.088105683171 Long DBT CORP AU N 2 2030-02-04 Variable 0.02894000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VZR4 739738.51300000 PA USD 682025.67000000 0.107496139347 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 0.02500000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAA0 700000.00000000 PA USD 643075.53000000 0.101357089365 Long DBT CORP US N 2 2025-08-05 Fixed 0.01200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4HG4 432765.41800000 PA USD 413641.51000000 0.065195295946 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QB3Q9 96357.11800000 PA USD 90872.05000000 0.014322620070 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAR5 38000.00000000 PA USD 37339.56000000 0.005885201571 Long DBT CORP US N 2 2027-03-26 Fixed 0.03300000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844BZ0 63000.00000000 PA USD 61581.42000000 0.009706034826 Long DBT CORP US N 2 2028-08-01 Fixed 0.03800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DLT7 457149.56500000 PA USD 429698.01000000 0.067726009726 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 0.03000000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAV0 110000.00000000 PA USD 108635.48000000 0.017122368277 Long DBT CORP US N 2 2023-06-15 Fixed 0.02800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D4H2 185038.46000000 PA USD 170588.71000000 0.026887005208 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.02500000 N N N N N N ARCHER DANIELS MIDLAND CO 549300LO13MQ9HYSTR83 039483BL5 350000.00000000 PA USD 335019.28000000 0.052803407248 Long DBT CORP US N 2 2026-08-11 Fixed 0.02500000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAD4 29000.00000000 PA USD 25974.57000000 0.004093930945 Long DBT CORP US N 2 2027-03-02 Variable 0.01267000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBQ5 1489563.54500000 PA USD 1344382.49000000 0.211892211449 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CL9 500000.00000000 PA USD 342555.00000000 0.053991134988 Long DBT NUSS PH N 2 2045-12-10 Fixed 0.02650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DVA7 9954399.67300000 PA USD 8692716.35000000 1.370085451578 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AUL22 3665743.64000000 PA USD 3188523.20000000 0.502552835321 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VKP4 169467.19000000 PA USD 172781.90000000 0.027232680551 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CV35 66108.63300000 PA USD 66050.31000000 0.010410390165 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAH8 190000.00000000 PA USD 168293.59000000 0.026525264367 Long DBT CORP US N 2 2029-09-01 Fixed 0.02950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFDC2 178242.29100000 PA USD 187740.00000000 0.029590272168 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.05000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CX6 264000.00000000 PA USD 261206.78000000 0.041169594718 Long DBT CORP US N 2 2028-03-25 Fixed 0.04300000 N N N N N N DOW CHEMICAL CO ZQUIP1CSZO8LXRBSOU78 260543DD2 150000.00000000 PA USD 114511.82000000 0.018048556089 Long DBT CORP US N 2 2050-11-15 Fixed 0.03600000 N N N N N N KAISER FNDTN HOSPS DW4Z57L3G4IRMHYZYK62 48305QAD5 30000.00000000 PA USD 27993.32000000 0.004412112270 Long DBT CORP US N 2 2047-05-01 Fixed 0.04150000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAH6 50000.00000000 PA USD 50022.84000000 0.007884251892 Long DBT CORP US N 2 2024-04-15 Fixed 0.04500000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCA6 400000.00000000 PA USD 367356.32000000 0.057900146434 Long DBT CORP JP N 2 2025-07-08 Fixed 0.01474000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6QH7 46405.53800000 PA USD 47828.06000000 0.007538325943 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DPA4 38280.27000000 PA USD 35745.52000000 0.005633960080 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UGD8 37287.04500000 PA USD 38118.32000000 0.006007944302 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 0.04500000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AS4 30000.00000000 PA USD 25434.76000000 0.004008849850 Long DBT CORP US N 2 2048-08-01 Fixed 0.03650000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DQ0 240000.00000000 PA USD 188793.37000000 0.029756297016 Long DBT CORP US N 2 2049-09-11 Fixed 0.02950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV5N1 83286.15400000 PA USD 83964.84000000 0.013233953702 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.04500000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CD2 13000.00000000 PA USD 12256.79000000 0.001931829935 Long DBT CORP US N 2 2038-11-01 Fixed 0.05300000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687GA8 30000.00000000 PA USD 25079.13000000 0.003952797925 Long DBT CORP US N 2 2060-05-13 Fixed 0.03800000 N N N N N N CROWN CASTLE INTERNATIONAL CORP 54930012H97VSM0I2R19 22822VAT8 100000.00000000 PA USD 81113.63000000 0.012784565826 Long DBT CORP US N 2 2031-01-15 Fixed 0.02250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EB90 2038353.45200000 PA USD 1834747.63000000 0.289180151976 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02500000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBB8 156000.00000000 PA USD 150589.84000000 0.023734922506 Long DBT CORP US N 2 2043-02-15 Fixed 0.05250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X5SQ7 470955.24600000 PA USD 442674.67000000 0.069771300561 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 0.03000000 N N N N N N FEDEX CORP 2020-1 CLASS AA PASS THROUGH TRUST N/A 314353AA1 35871.85100000 PA USD 31119.14000000 0.004904782264 Long DBT CORP US N 2 2035-08-20 Fixed 0.01875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMCC7 175124.35900000 PA USD 181852.67000000 0.028662352188 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 0.05500000 N N N N N N WRKCO INC 549300JEB576INN13W07 92940PAB0 290000.00000000 PA USD 291752.68000000 0.045984026883 Long DBT CORP US N 2 2026-03-15 Fixed 0.04650000 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 960413AT9 625000.00000000 PA USD 608440.01000000 0.095898079759 Long DBT CORP US N 2 2026-08-15 Fixed 0.03600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9VA6 32820.87000000 PA USD 32495.00000000 0.005121635741 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KACG9 71842.87700000 PA USD 64964.16000000 0.010239198762 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 0.02500000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAM4 350000.00000000 PA USD 307026.55000000 0.048391387969 Long DBT CORP US N 2 2030-04-15 Fixed 0.02050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DAT9 11414.53900000 PA USD 11764.44000000 0.001854229154 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.05000000 N N N N N N MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV N/A 576000XQ1 100000.00000000 PA USD 84459.46000000 0.013311912264 Long DBT MUN US N 2 2040-10-15 Fixed 0.03395000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAK6 190000.00000000 PA USD 150857.66000000 0.023777134431 Long DBT CORP US N 2 2050-05-01 Fixed 0.03800000 N N N N N N ILLINOIS ST N/A 452151LF8 500000.00000000 PA USD 503044.75000000 0.079286412407 Long DBT MUN US N 2 2033-06-01 Fixed 0.05100000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAR9 295000.00000000 PA USD 274787.04000000 0.043310020783 Long DBT CORP US N 2 2039-04-22 Variable 0.04457000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJ3Y4 28424.27400000 PA USD 28275.29000000 0.004456554419 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAU8 240000.00000000 PA USD 202266.49000000 0.031879836420 Long DBT CORP US N 2 2031-11-18 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9WN7 35874.82000000 PA USD 37459.42000000 0.005904093070 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KTV51 99331.86300000 PA USD 100023.35000000 0.015764984285 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J7UD5 37098.97100000 PA USD 39645.15000000 0.006248592620 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 0.05500000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818EQ7 38000.00000000 PA USD 33901.74000000 0.005343356309 Long DBT CORP US N 2 2037-09-15 Fixed 0.03600000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCT6 1798000.00000000 PA USD 1700865.85000000 0.268078637602 Long DBT UST US N 2 2024-08-15 Fixed 0.00375000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBD1 160000.00000000 PA USD 110606.40000000 0.017433010970 Long DBT CORP US N 2 2050-06-15 Fixed 0.03100000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585AAH5 21000.00000000 PA USD 18500.57000000 0.002915931083 Long DBT CORP US N 2 2044-09-15 Fixed 0.04750000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HRV4 224000.00000000 PA USD 213145.11000000 0.033594448792 Long DBT CORP US N 2 2026-10-01 Fixed 0.02950000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828N30 19000.00000000 PA USD 18959.92000000 0.002988330633 Long DBT UST US N 2 2022-12-31 Fixed 0.02125000 N N N N N N PPL ELEC UTILS CORP 549300GCZLSGYEYPIR35 69351UAW3 100000.00000000 PA USD 75453.41000000 0.011892441344 Long DBT CORP US N 2 2049-10-01 Fixed 0.03000000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231GBM3 330000.00000000 PA USD 269599.61000000 0.042492414170 Long DBT CORP US N 2 2051-04-15 Fixed 0.03452000 N N N N N N UNILEVER CAPITAL CORP MYF1DAS6G5WY7PRWCU78 904764AU1 280000.00000000 PA USD 263455.08000000 0.041523956116 Long DBT CORP US N 2 2026-07-28 Fixed 0.02000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAM7 200000.00000000 PA USD 167538.71000000 0.026406285435 Long DBT CORP ES N 2 2031-03-25 Fixed 0.02958000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDM0 4620000.00000000 PA USD 4462992.16000000 0.703425762756 Long DBT UST US N 2 2023-11-30 Fixed 0.00500000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CL0 235000.00000000 PA USD 257817.29000000 0.040635366894 Long DBT CORP US N 2 2039-01-15 Fixed 0.06000000 N N N N N N EASTERN GAS TRANSMISSION and STORAGE INC H2VQBNB3NSKRM5QWBI71 276480AA8 60000.00000000 PA USD 48117.16000000 0.007583891873 Long DBT CORP US N 2 2049-11-15 Fixed 0.03900000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFW9 227000.00000000 PA USD 157599.78000000 0.024839780461 Long DBT CORP US N 2 2056-10-30 Fixed 0.02987000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AG8 50000.00000000 PA USD 49481.25000000 0.007798890245 Long DBT CORP US N 2 2028-03-01 Fixed 0.04101000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBF1 213000.00000000 PA USD 156172.89000000 0.024614883990 Long DBT CORP US N 2 2047-08-15 Fixed 0.04540000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAS8 120000.00000000 PA USD 112957.68000000 0.017803603359 Long DBT CORP US N 2 2045-05-14 Fixed 0.04700000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78013XZU5 360000.00000000 PA USD 351508.38000000 0.055402304429 Long DBT CORP CA N 2 2024-07-16 Fixed 0.02550000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAK3 70000.00000000 PA USD 60470.07000000 0.009530871574 Long DBT CORP US N 2 2030-02-15 Fixed 0.02565000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179U6Y3 39497.78800000 PA USD 40562.45000000 0.006393171062 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D4X7 47857.52800000 PA USD 41627.25000000 0.006560997427 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CD5 126000.00000000 PA USD 109025.76000000 0.017183881494 Long DBT CORP US N 2 2029-03-01 Fixed 0.03200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VKM1 1427294.04200000 PA USD 1394800.69000000 0.219838777233 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 0.03500000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AW5 130000.00000000 PA USD 101853.41000000 0.016053425605 Long DBT CORP US N 2 2041-10-01 Fixed 0.02800000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBL9 508000.00000000 PA USD 490370.53000000 0.077288790061 Long DBT CORP US N 2 2025-04-15 Fixed 0.02250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMGN9 1584545.11700000 PA USD 1428002.20000000 0.225071768164 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBL4 4289000.00000000 PA USD 3685524.32000000 0.580886692831 Long DBT UST US N 2 2031-02-15 Fixed 0.01125000 N N N N N N BAY AREA TOLL AU CA BRIDGE REV N/A 072024NV0 75000.00000000 PA USD 103092.72000000 0.016248757022 Long DBT MUN US N 2 2050-04-01 Fixed 0.07043000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCR5 40000.00000000 PA USD 33233.57000000 0.005238044004 Long DBT CORP US N 2 2032-11-08 Variable 0.02545000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JGV36 8248.84000000 PA USD 8196.32000000 0.001291846913 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DRV6 331639.53800000 PA USD 317892.05000000 0.050103932458 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCZ4 2246771.02000000 PA USD 1954277.83000000 0.308019670195 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RM2 4000.00000000 PA USD 3710.31000000 0.000584793239 Long DBT UST US N 2 2045-05-15 Fixed 0.03000000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CP2 150000.00000000 PA USD 129447.32000000 0.020402585651 Long DBT CORP US N 2 2027-11-16 Variable 0.02311000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBQ3 9118000.00000000 PA USD 8310558.34000000 1.309852365783 Long DBT UST US N 2 2026-02-28 Fixed 0.00500000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BN6 220000.00000000 PA USD 253697.40000000 0.039986018506 Long DBT CORP US N 2 2050-04-01 Fixed 0.06600000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CX3 90000.00000000 PA USD 80543.53000000 0.012694710632 Long DBT CORP US N 2 2049-03-01 Fixed 0.04500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MQ1 500000.00000000 PA USD 479977.68000000 0.075650741376 Long DBT CORP US N 2 2026-04-08 Variable 0.03106000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RKA9 280000.00000000 PA USD 218995.91000000 0.034516611167 Long DBT CORP US N 2 2051-06-01 Fixed 0.03650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132Y2RH1 72955.22700000 PA USD 71160.29000000 0.011215789648 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K9ND7 69095.59300000 PA USD 64968.04000000 0.010239810300 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03000000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAA3 160000.00000000 PA USD 151202.50000000 0.023831485711 Long DBT CORP US N 2 2025-06-17 Fixed 0.02200000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QQ4 32000.00000000 PA USD 36651.25000000 0.005776714939 Long DBT UST US N 2 2041-05-15 Fixed 0.04375000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 100000.00000000 PA USD 86125.04000000 0.013574429392 Long DBT CORP US N 2 2049-06-15 Fixed 0.05250000 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 776743AL0 50000.00000000 PA USD 38959.95000000 0.006140596165 Long DBT CORP US N 2 2031-02-15 Fixed 0.01750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RJ9 869000.00000000 PA USD 805284.65000000 0.126923361918 Long DBT UST US N 2 2044-11-15 Fixed 0.03000000 N N N N N N IDAHO ENERGY RES AUTH TRANSMISSION FACS REV N/A 451174AX4 45000.00000000 PA USD 34738.24000000 0.005475199617 Long DBT MUN US N 2 2046-09-01 Fixed 0.02861000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179USW3 11841.83500000 PA USD 12173.06000000 0.001918632995 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 0.05000000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBD0 400000.00000000 PA USD 373849.33000000 0.058923529480 Long DBT CORP JP N 2 2026-05-25 Variable 0.02226000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828WJ5 217000.00000000 PA USD 215050.39000000 0.033894745765 Long DBT UST US N 2 2024-05-15 Fixed 0.02500000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BF8 445000.00000000 PA USD 436466.92000000 0.068792878210 Long DBT CORP US N 2 2027-03-15 Fixed 0.03950000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAK7 1233000.00000000 PA USD 1191627.07000000 0.187815965295 Long DBT UST US N 2 2023-09-15 Fixed 0.00125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828ZT0 3034000.00000000 PA USD 2799694.62000000 0.441268380708 Long DBT UST US N 2 2025-05-31 Fixed 0.00250000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VES9 210000.00000000 PA USD 203172.31000000 0.032022605464 Long DBT CORP US N 2 2029-02-08 Fixed 0.03875000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJE0 100000.00000000 PA USD 71951.88000000 0.011340554555 Long DBT CORP US N 2 2041-06-19 Variable 0.02676000 N N N N N N SANTANDER HLDGS USA INC 549300SMVCQN2P0O6I58 80282KAE6 82000.00000000 PA USD 81191.51000000 0.012796840730 Long DBT CORP US N 2 2025-07-17 Fixed 0.04500000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AJ6 140000.00000000 PA USD 118214.60000000 0.018632162502 Long DBT CORP US N 2 2047-07-15 Variable 0.05350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H7DR5 42833.94700000 PA USD 42782.77000000 0.006743122448 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04000000 N N N N N N AHS HOSPITAL CORP 549300D7W3C9Z4RGJG34 001306AC3 250000.00000000 PA USD 177573.35000000 0.027987875553 Long DBT CORP US N 2 2051-07-01 Fixed 0.02780000 N N N N N N DEERE JOHN CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422ETG4 64000.00000000 PA USD 63988.69000000 0.010085451969 Long DBT CORP US N 2 2023-03-06 Fixed 0.02800000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBZ8 175000.00000000 PA USD 169861.98000000 0.026772463083 Long DBT CORP US N 2 2030-05-15 Fixed 0.04250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828XZ8 113000.00000000 PA USD 112121.60000000 0.017671826248 Long DBT UST US N 2 2025-06-30 Fixed 0.02750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828Y87 2907000.00000000 PA USD 2834097.91000000 0.446690787838 Long DBT UST US N 2 2024-07-31 Fixed 0.01750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMXJ7 31178.98100000 PA USD 30116.79000000 0.004746798833 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RX8 208000.00000000 PA USD 194415.00000000 0.030642339211 Long DBT UST US N 2 2047-05-15 Fixed 0.03000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BV5 30000.00000000 PA USD 20300.85000000 0.003199678687 Long DBT CORP US N 2 2051-04-01 Fixed 0.03700000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAE1 360000.00000000 PA USD 298462.50000000 0.047041582012 Long DBT UST US N 2 2030-08-15 Fixed 0.00625000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAE7 264000.00000000 PA USD 189249.93000000 0.029828256826 Long DBT CORP US N 2 2040-08-15 Fixed 0.01900000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BQ5 230000.00000000 PA USD 220560.31000000 0.034763181008 Long DBT CORP US N 2 2030-02-15 Fixed 0.04663000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AX9 290000.00000000 PA USD 264654.56000000 0.041713009806 Long DBT CORP US N 2 2050-10-15 Fixed 0.04250000 N N N N N N GSK CONSUMER HEALTHCARE CAPITAL US LLC 549300N8C3A3L0UVQB07 36264FAD3 250000.00000000 PA USD 231040.22000000 0.036414951484 Long DBT CORP US N 2 2032-03-24 Fixed 0.03625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SN9 2000.00000000 PA USD 1272.50000000 0.000200562593 Long DBT UST US N 2 2050-05-15 Fixed 0.01250000 N N N N N N BANK NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RAW7 80000.00000000 PA USD 64769.08000000 0.010208451610 Long DBT CORP US N 2 2031-07-28 Fixed 0.01800000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EE9 170000.00000000 PA USD 169521.11000000 0.026718737526 Long DBT CORP US N 2 2028-06-26 Fixed 0.03700000 N N N N N N BENCHMARK 2019-B12 MTG TR N/A 08162FAE3 95000.00000000 PA USD 88160.87000000 0.013895302747 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 0.03115600 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GSPT3 33028.78900000 PA USD 33028.92000000 0.005205788495 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 0.03500000 N N N N N N BURLINGTON NORTHN SANTA FE LLC N/A 12189LBA8 30000.00000000 PA USD 29347.77000000 0.004625591252 Long DBT CORP US N 2 2027-06-15 Fixed 0.03250000 N N N N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 01609WAX0 240000.00000000 PA USD 198165.60000000 0.031233482680 Long DBT CORP KY N 2 2031-02-09 Fixed 0.02125000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FQ6 79000.00000000 PA USD 65303.55000000 0.010292691051 Long DBT CORP US N 2 2036-04-06 Fixed 0.02891000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131X6MJ6 17735.32200000 PA USD 17908.74000000 0.002822650957 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 0.04000000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBQ8 150000.00000000 PA USD 125533.59000000 0.019785730767 Long DBT CORP US N 2 2048-02-15 Fixed 0.04050000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AF7 10000.00000000 PA USD 10021.72000000 0.001579553757 Long DBT CORP US N 2 2023-07-15 Fixed 0.03750000 N N N N N N CITIZENS FINANCIAL GRP INC 2138004JDDA4ZQUPFW65 174610AW5 78000.00000000 PA USD 62215.14000000 0.009805917362 Long DBT CORP US N 2 2032-09-30 Fixed 0.02638000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 28000.00000000 PA USD 23537.67000000 0.003709843728 Long DBT CORP US N 2 2048-04-15 Fixed 0.04700000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RB6 190000.00000000 PA USD 173256.25000000 0.027307444297 Long DBT UST US N 2 2043-05-15 Fixed 0.02875000 N N N N N N CHEVRON CORP NEW N/A 166764BW9 80000.00000000 PA USD 75856.50000000 0.011955973584 Long DBT CORP US N 2 2025-05-11 Fixed 0.01554000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FKRV4 228208.67700000 PA USD 221672.64000000 0.034938498721 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DFQ0 834944.61300000 PA USD 785589.45000000 0.123819141568 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132ADXY9 33439.50500000 PA USD 33952.35000000 0.005351333105 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.04500000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NDL2 180000.00000000 PA USD 127350.92000000 0.020072165674 Long DBT CORP US N 2 2051-01-15 Fixed 0.02800000 N N N N N N PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP N/A 743820AB8 130000.00000000 PA USD 88243.57000000 0.013908337346 Long DBT CORP US N 2 2051-10-01 Fixed 0.02700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DG48 20638.73800000 PA USD 21226.25000000 0.003345533794 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.05000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XAM7 641000.00000000 PA USD 583802.17000000 0.092014834893 Long DBT CORP US N 2 2040-07-15 Fixed 0.05375000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAG1 390000.00000000 PA USD 384473.72000000 0.060598071888 Long DBT CORP US N 2 2029-10-01 Fixed 0.05300000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058GX5 20000.00000000 PA USD 19799.12000000 0.003120599496 Long DBT CORP US N 2 2023-06-19 Fixed 0.01875000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 45950KCU2 60000.00000000 PA USD 50048.18000000 0.007888245806 Long DBT CORP US N 2 2030-08-27 Fixed 0.00750000 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AM5 40000.00000000 PA USD 34015.37000000 0.005361265879 Long DBT CORP US N 2 2050-03-27 Fixed 0.03375000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAM6 50000.00000000 PA USD 46847.97000000 0.007383850979 Long DBT CORP US N 2 2029-06-01 Fixed 0.02950000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EZ2 125000.00000000 PA USD 97860.44000000 0.015424081464 Long DBT CORP US N 2 2040-05-28 Fixed 0.02550000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YH7 1783000.00000000 PA USD 1724773.91000000 0.271846859624 Long DBT UST US N 2 2024-09-30 Fixed 0.01500000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DN4 100000.00000000 PA USD 93811.07000000 0.014785847947 Long DBT CORP US N 2 2029-03-15 Fixed 0.04250000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081FA6 380000.00000000 PA USD 289236.70000000 0.045587475626 Long DBT CORP US N 2 2050-05-28 Fixed 0.02700000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AW9 125000.00000000 PA USD 98723.47000000 0.015560106246 Long DBT CORP US N 2 2032-05-18 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179U4E9 85000.28800000 PA USD 86709.34000000 0.013666522691 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 0.04500000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DA7 190000.00000000 PA USD 165632.50000000 0.026105841882 Long DBT NUSS PE N 2 2030-06-20 Fixed 0.02844000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAY6 190000.00000000 PA USD 183618.04000000 0.028940597521 Long DBT CORP US N 2 2025-04-15 Fixed 0.02850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMTD6 924877.93300000 PA USD 806207.96000000 0.127068887614 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 500769HX5 400000.00000000 PA USD 397285.51000000 0.062617377061 Long DBT CORP DE N 2 2024-02-28 Fixed 0.02625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VDP2 815786.66900000 PA USD 797533.36000000 0.125701657535 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 0.03500000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NCJ8 50000.00000000 PA USD 45219.29000000 0.007127149772 Long DBT CORP US N 2 2038-03-01 Fixed 0.03900000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AM0 45000.00000000 PA USD 43310.29000000 0.006826266479 Long DBT CORP GB N 2 2045-11-16 Fixed 0.04375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179UGE6 10289.31900000 PA USD 10587.57000000 0.001668739096 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 0.05000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJH3 500000.00000000 PA USD 476525.27000000 0.075106596540 Long DBT CORP US N 2 2024-10-24 Variable 0.00810000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687FS0 100000.00000000 PA USD 98627.07000000 0.015544912349 Long DBT CORP US N 2 2050-03-23 Fixed 0.04700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QEDD1 540693.42000000 PA USD 491289.34000000 0.077433606498 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEP2 1910000.00000000 PA USD 1888512.50000000 0.297654196593 Long DBT UST US N 2 2032-05-15 Fixed 0.02875000 N N N N N N PIONEER NATURAL RESOURCES CO FY8JBF7CCL2VE4F1B628 723787AQ0 19000.00000000 PA USD 15517.69000000 0.002445790297 Long DBT CORP US N 2 2030-08-15 Fixed 0.01900000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475BB0 514000.00000000 PA USD 459252.87000000 0.072384241064 Long DBT CORP US N 2 2026-08-13 Fixed 0.01150000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AK8 200000.00000000 PA USD 185895.62000000 0.029299573829 Long DBT CORP US N 2 2030-06-15 Fixed 0.04100000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CBN0 88000.00000000 PA USD 86504.69000000 0.013634267183 Long DBT UST US N 2 2023-02-28 Fixed 0.00125000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBL6 85000.00000000 PA USD 83638.59000000 0.013182532448 Long DBT CORP US N 2 2027-02-15 Fixed 0.03950000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 45906M3D1 290000.00000000 PA USD 271667.97000000 0.042818414678 Long DBT CORP US N 2 2032-03-29 Fixed 0.02500000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAU5 510000.00000000 PA USD 512018.43000000 0.080700781394 Long DBT CORP US N 2 2030-04-15 Fixed 0.04375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV3J2 377164.58000000 PA USD 367116.16000000 0.057862294086 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.03500000 N N N N N N IBM CORPORATION VGRQXHF3J8VDLUA7XE92 459200KA8 843000.00000000 PA USD 801457.28000000 0.126320118496 Long DBT CORP US N 2 2029-05-15 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAP6 3458000.00000000 PA USD 3333728.13000000 0.525439025792 Long DBT UST US N 2 2023-10-15 Fixed 0.00125000 N N N N N N QUEBEC PROVINCE CDA 549300WN65YFEQH74Y36 748149AQ4 140000.00000000 PA USD 138430.60000000 0.021818467723 Long DBT NUSS CA N 2 2024-04-09 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RC4 971000.00000000 PA USD 996564.60000000 0.157071576368 Long DBT UST US N 2 2043-08-15 Fixed 0.03625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133LPS40 156438.46700000 PA USD 150465.33000000 0.023715298107 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 0.02000000 N N N N N N NOVARTIS CAP CORP 5493002KF87V5RSRQS84 66989HAP3 100000.00000000 PA USD 96450.48000000 0.015201853382 Long DBT CORP US N 2 2025-02-14 Fixed 0.01750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q8K87 109310.66400000 PA USD 109982.80000000 0.017334723478 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.04500000 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804GA6 52000.00000000 PA USD 50010.27000000 0.007882270696 Long DBT CORP US N 2 2048-12-01 Fixed 0.04600000 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HAN7 160000.00000000 PA USD 145994.17000000 0.023010584986 Long DBT CORP US N 2 2025-01-15 Fixed 0.02700000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CP7 80000.00000000 PA USD 58127.56000000 0.009161661451 Long DBT CORP US N 2 2051-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EXER0 80539.68100000 PA USD 80921.66000000 0.012754308851 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CXW9 18600.41000000 PA USD 18588.86000000 0.002929846738 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 0.03500000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CG7 89000.00000000 PA USD 88300.09000000 0.013917245635 Long DBT CORP US N 2 2028-04-17 Fixed 0.04200000 N N N N N N BOSTON PPTY LTD PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RAX2 100000.00000000 PA USD 97082.33000000 0.015301441181 Long DBT CORP US N 2 2026-02-01 Fixed 0.03650000 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 931427AS7 130000.00000000 PA USD 114759.26000000 0.018087555860 Long DBT CORP US N 2 2030-04-15 Fixed 0.03200000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QT8 113000.00000000 PA USD 108493.24000000 0.017099949398 Long DBT UST US N 2 2041-11-15 Fixed 0.03125000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FX3Q9 590000.00000000 PA USD 500935.25000000 0.078953927699 Long ABS-MBS USGSE US N 2 2030-08-25 Fixed 0.01406000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828Z94 876000.00000000 PA USD 786825.93000000 0.124014026940 Long DBT UST US N 2 2030-02-15 Fixed 0.01500000 N N N N N N CAPTIAL ONE MULTI-ASSET EXECUT R42WS16M9R97TJJKGU15 14041NFV8 116000.00000000 PA USD 109893.69000000 0.017320678580 Long ABS-CBDO CORP US N 2 2028-08-15 Fixed 0.02060000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286S4 405000.00000000 PA USD 395286.33000000 0.062302280223 Long DBT UST US N 2 2026-04-30 Fixed 0.02375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286Z8 805000.00000000 PA USD 785692.57000000 0.123835394625 Long DBT UST US N 2 2024-06-30 Fixed 0.01750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DZW5 2154546.30200000 PA USD 1943205.78000000 0.306274570733 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TLR4 45243.58200000 PA USD 43172.50000000 0.006804548978 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128286R6 283000.00000000 PA USD 279307.73000000 0.044022540478 Long DBT UST US N 2 2024-04-30 Fixed 0.02250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179T7L3 120825.21000000 PA USD 123556.63000000 0.019474136092 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828W71 1201000.00000000 PA USD 1183313.40000000 0.186505622491 Long DBT UST US N 2 2024-03-31 Fixed 0.02125000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FL2L7 124000.00000000 PA USD 125984.74000000 0.019856837891 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 0.03718000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFN9 32000.00000000 PA USD 31788.73000000 0.005010318379 Long DBT CORP US N 2 2025-07-01 Fixed 0.03300000 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAJ2 130000.00000000 PA USD 99729.55000000 0.015718677573 Long DBT CORP US N 2 2050-08-15 Fixed 0.03361000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CC4 190000.00000000 PA USD 187390.03000000 0.029535112332 Long DBT CORP US N 2 2028-11-01 Fixed 0.04850000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FK9 50000.00000000 PA USD 39207.77000000 0.006179655829 Long DBT CORP US N 2 2050-02-05 Fixed 0.03250000 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 822582BF8 293000.00000000 PA USD 272409.32000000 0.042935261105 Long DBT CORP NL N 2 2045-05-11 Fixed 0.04375000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G0Q22 60000.00000000 PA USD 57089.72000000 0.008998084333 Long DBT USGSE US N 2 2026-09-24 Fixed 0.01875000 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAY0 190000.00000000 PA USD 169504.94000000 0.026716188923 Long DBT CORP US N 2 2029-08-15 Fixed 0.02450000 N N N N N N SHERWIN WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AX4 50000.00000000 PA USD 44308.76000000 0.006983638371 Long DBT CORP US N 2 2047-06-01 Fixed 0.04500000 N N N N N N CHILDREN'S HOSPITAL OF PHILADELPHIA/THE 254900N2KNSY5WTR1Q61 16877PAA8 79000.00000000 PA USD 55737.03000000 0.008784882750 Long DBT CORP US N 2 2050-07-01 Fixed 0.02704000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526BY4 200000.00000000 PA USD 196432.70000000 0.030960355043 Long DBT CORP US N 2 2024-05-30 Fixed 0.03700000 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VAG8 100000.00000000 PA USD 93799.17000000 0.014783972352 Long DBT CORP US N 2 2027-03-15 Fixed 0.03755000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WN2H4 1246406.96800000 PA USD 1241977.49000000 0.195751848067 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04000000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AX9 558000.00000000 PA USD 534755.24000000 0.084284399142 Long DBT CORP CA N 2 2027-06-01 Fixed 0.03850000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AR2 54000.00000000 PA USD 50303.02000000 0.007928411913 Long DBT CORP US N 2 2049-01-15 Fixed 0.04450000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CL6 40000.00000000 PA USD 35432.25000000 0.005584584643 Long DBT CORP US N 2 2030-04-15 Fixed 0.02875000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBX3 250000.00000000 PA USD 199818.42000000 0.031493988665 Long DBT CORP US N 2 2032-02-04 Variable 0.01953000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAN7 40000.00000000 PA USD 38512.99000000 0.006070149441 Long DBT CORP US N 2 2029-01-15 Fixed 0.04400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QEAB8 794303.29400000 PA USD 694124.73000000 0.109403108978 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02000000 N N N N N N COMCAST CORP NEW 51M0QTTNCGUN7KFCFZ59 20030NDG3 87000.00000000 PA USD 81630.14000000 0.012865974537 Long DBT CORP US N 2 2030-04-01 Fixed 0.03400000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167ER0 610000.00000000 PA USD 559020.52000000 0.088108923695 Long DBT CORP PH N 2 2030-01-24 Fixed 0.01875000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BP7 54000.00000000 PA USD 43612.24000000 0.006873857736 Long DBT CORP US N 2 2032-05-20 Fixed 0.01650000 N N N N N N RAYTHEON TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 75513ECK5 50000.00000000 PA USD 46267.32000000 0.007292332967 Long DBT CORP US N 2 2047-04-15 Fixed 0.04350000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DQ7 44000.00000000 PA USD 41934.09000000 0.006609359413 Long DBT CORP US N 2 2025-06-30 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179S2Q9 51008.63100000 PA USD 51284.22000000 0.008083061828 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 0.04000000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CX6 30000.00000000 PA USD 22340.04000000 0.003521081622 Long DBT CORP US N 2 2050-06-01 Fixed 0.02600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FMQV1 19819.34600000 PA USD 18751.53000000 0.002955485651 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2J1 690000.00000000 PA USD 593142.60000000 0.093487008462 Long DBT CORP US N 2 2031-02-11 Variable 0.02572000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DC67 316083.87900000 PA USD 307662.77000000 0.048491664538 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWC76 2530416.53000000 PA USD 2278450.56000000 0.359113519722 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02500000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780CS3 348000.00000000 PA USD 330447.75000000 0.052082874506 Long DBT NUSS ID N 2 2030-10-15 Fixed 0.03850000 N N N N N N KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 49456BAQ4 30000.00000000 PA USD 27404.23000000 0.004319264004 Long DBT CORP US N 2 2048-03-01 Fixed 0.05200000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FREH0 680000.00000000 PA USD 624200.97000000 0.098382212581 Long ABS-MBS USGSE US N 2 2030-01-25 Fixed 0.02253000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CT5 186000.00000000 PA USD 180921.85000000 0.028515642818 Long DBT CORP US N 2 2030-03-25 Fixed 0.03450000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAN4 180000.00000000 PA USD 140391.29000000 0.022127498035 Long DBT CORP US N 2 2032-09-15 Fixed 0.01850000 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DBJ7 220000.00000000 PA USD 195609.49000000 0.030830606412 Long DBT CORP US N 2 2030-05-15 Fixed 0.03625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W5C8 399999.22400000 PA USD 377282.51000000 0.059464643417 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RQ3 112000.00000000 PA USD 94968.13000000 0.014968215692 Long DBT UST US N 2 2046-02-15 Fixed 0.02500000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CV0 30000.00000000 PA USD 25439.30000000 0.004009565413 Long DBT CORP US N 2 2030-06-01 Fixed 0.01650000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBW7 170000.00000000 PA USD 176814.46000000 0.027868264593 Long DBT CORP US N 2 2059-01-23 Fixed 0.05800000 N N N N N N CREDIT SUISSE GRP AG 549300506SI9CRFV9Z86 225433AR2 250000.00000000 PA USD 244340.75000000 0.038511288453 Long DBT CORP CH N 2 2026-04-17 Fixed 0.04550000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TLS2 82191.44300000 PA USD 80705.57000000 0.012720250249 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 0.03500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PCP9 390000.00000000 PA USD 342053.77000000 0.053912134603 Long DBT CORP US N 2 2027-09-22 Variable 0.01470000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851AP4 274000.00000000 PA USD 289773.26000000 0.045672044479 Long DBT CORP US N 2 2039-10-15 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WHFR8 26451.99900000 PA USD 25101.23000000 0.003956281173 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 0.03000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CB6 146000.00000000 PA USD 132428.23000000 0.020872415939 Long DBT CORP US N 2 2030-04-15 Fixed 0.02700000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FGZT5 20000.00000000 PA USD 20479.44000000 0.003227826800 Long ABS-MBS USGSE US N 2 2028-06-25 Fixed 0.03926000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WG28 267130.70500000 PA USD 238736.77000000 0.037628028128 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 0.02000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BS2 60000.00000000 PA USD 49663.27000000 0.007827578971 Long DBT CORP US N 2 2049-07-01 Fixed 0.05125000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CE0 60000.00000000 PA USD 56663.48000000 0.008930903351 Long DBT CORP US N 2 2048-11-01 Fixed 0.05400000 N N N N N N CENOVUS ENERGY INC N/A 15135UAR0 124000.00000000 PA USD 119107.25000000 0.018772855783 Long DBT CORP CA N 2 2047-06-15 Fixed 0.05400000 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 500769JF2 2072000.00000000 PA USD 1907404.94000000 0.300631891498 Long DBT CORP DE N 2 2025-07-18 Fixed 0.00375000 N N N N N N KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 49456BAM3 119000.00000000 PA USD 118817.58000000 0.018727200013 Long DBT CORP US N 2 2023-01-15 Fixed 0.03150000 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 500769HS6 14000.00000000 PA USD 13779.78000000 0.002171873019 Long DBT CORP DE N 2 2028-04-03 Fixed 0.02875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KG4U9 113641.99200000 PA USD 113151.09000000 0.017834087297 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TF5 780000.00000000 PA USD 661415.63000000 0.104247728284 Long DBT UST US N 2 2042-02-15 Fixed 0.02375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EVUX3 77651.85700000 PA USD 78020.14000000 0.012296991462 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X7JP5 45695.64500000 PA USD 44913.51000000 0.007078954857 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 0.03000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAT7 200000.00000000 PA USD 185722.80000000 0.029272335143 Long DBT CORP US N 2 2049-04-01 Fixed 0.05950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X42H8 468609.20700000 PA USD 440908.83000000 0.069492981150 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335CC93 11764.48400000 PA USD 11489.75000000 0.001810934428 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.03500000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAW0 70000.00000000 PA USD 64251.88000000 0.010126934145 Long DBT CORP US N 2 2029-08-15 Fixed 0.03800000 N N N N N N NEXTERA ENERGY CAP HLDGS INC UMI46YPGBLUE4VGNNT48 65339KBY5 500000.00000000 PA USD 450958.29000000 0.071076907093 Long DBT CORP US N 2 2027-01-15 Fixed 0.01875000 N N N N N N COCA COLA CO UWJKFUJFZ02DKWI3RY53 191216CU2 30000.00000000 PA USD 27149.43000000 0.004279104202 Long DBT CORP US N 2 2027-06-01 Fixed 0.01450000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 96949LAD7 35000.00000000 PA USD 33421.50000000 0.005267664223 Long DBT CORP US N 2 2027-06-15 Fixed 0.03750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285K2 810000.00000000 PA USD 809114.06000000 0.127526926870 Long DBT UST US N 2 2023-10-31 Fixed 0.02875000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FXYV4 200000.00000000 PA USD 178075.30000000 0.028066989418 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 0.02074000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBC7 526000.00000000 PA USD 521356.38000000 0.082172564083 Long DBT CORP US N 2 2023-07-03 Fixed 0.03875000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBN5 100000.00000000 PA USD 73291.43000000 0.011551685103 Long DBT CORP US N 2 2051-04-22 Variable 0.03109000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179U4D1 306511.12000000 PA USD 306251.44000000 0.048269220526 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WDS4 808453.89100000 PA USD 766772.03000000 0.120853270793 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 0.03000000 N N N N N N DH EUROPE FINANCE II SARL 222100KDGL314CKTZ511 23291KAK1 50000.00000000 PA USD 40172.87000000 0.006331768174 Long DBT CORP LU N 2 2049-11-15 Fixed 0.03400000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBC3 160000.00000000 PA USD 128136.31000000 0.020195953379 Long DBT CORP US N 2 2030-06-15 Fixed 0.02100000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828P46 261000.00000000 PA USD 248062.15000000 0.039097829621 Long DBT UST US N 2 2026-02-15 Fixed 0.01625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X5V26 102080.62400000 PA USD 95950.74000000 0.015123087841 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 0.03000000 N N N N N N KAISER FNDTN HOSPS DW4Z57L3G4IRMHYZYK62 48305QAE3 80000.00000000 PA USD 63437.00000000 0.009998498431 Long DBT CORP US N 2 2049-11-01 Fixed 0.03266000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAE3 356000.00000000 PA USD 334429.45000000 0.052710442349 Long DBT CORP US N 2 2048-06-15 Fixed 0.06000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AZ2 597000.00000000 PA USD 509232.21000000 0.080261636789 Long DBT CORP US N 2 2030-11-15 Fixed 0.02550000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13645RBF0 140000.00000000 PA USD 119781.94000000 0.018879195725 Long DBT CORP CA N 2 2031-12-02 Fixed 0.02450000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BH2 230000.00000000 PA USD 227739.69000000 0.035894744916 Long DBT CORP US N 2 2026-01-15 Fixed 0.05250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133A1TD4 103519.09100000 PA USD 100631.74000000 0.015860874482 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YE4 1923000.00000000 PA USD 1852615.20000000 0.291996314005 Long DBT UST US N 2 2024-08-31 Fixed 0.01250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6MD0 61733.22300000 PA USD 60276.62000000 0.009500381331 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDS7 1860000.00000000 PA USD 1773829.70000000 0.279578691826 Long DBT UST US N 2 2025-01-15 Fixed 0.01125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV3P8 37158.74200000 PA USD 37009.84000000 0.005833233399 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D53P5 2329.79400000 PA USD 2289.92000000 0.000360921253 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 0.03000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFD1 114000.00000000 PA USD 98516.50000000 0.015527485075 Long DBT CORP US N 2 2050-03-22 Fixed 0.04000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BQ5 204000.00000000 PA USD 183168.78000000 0.028869788286 Long DBT CORP US N 2 2027-11-18 Variable 0.01684000 N N N N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AH6 38000.00000000 PA USD 37005.64000000 0.005832571425 Long DBT CORP US N 2 2025-03-27 Fixed 0.02400000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAY3 80000.00000000 PA USD 63793.94000000 0.010054756830 Long DBT CORP US N 2 2049-09-01 Fixed 0.03700000 N N N N N N BURLINGTON NORTHN SANTA FE LLC N/A 12189LAN1 100000.00000000 PA USD 95018.64000000 0.014976176726 Long DBT CORP US N 2 2043-03-15 Fixed 0.04450000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BH9 52000.00000000 PA USD 45646.62000000 0.007194502553 Long DBT CORP US N 2 2048-03-15 Fixed 0.04450000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBE2 50000.00000000 PA USD 47862.24000000 0.007543713157 Long DBT CORP US N 2 2027-05-15 Fixed 0.03490000 N N N N N N PUBLIC SERVICE CO OF CO 5BANEF6PGSEK0SNMQF44 744448BZ3 182000.00000000 PA USD 211515.10000000 0.033337537960 Long DBT CORP US N 2 2037-09-01 Fixed 0.06250000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DE4 935000.00000000 PA USD 877737.99000000 0.138342953108 Long DBT CORP US N 2 2027-12-01 Fixed 0.03375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810QC5 17000.00000000 PA USD 19986.95000000 0.003150203953 Long DBT UST US N 2 2039-08-15 Fixed 0.04500000 N N N N N N ALBERTA PROVINCE CDA LQPXMHHNJKIPJYE53543 013051EF0 110000.00000000 PA USD 109617.20000000 0.017277100150 Long DBT NUSS CA N 2 2024-01-23 Fixed 0.02950000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DA2 25000.00000000 PA USD 22387.79000000 0.003528607645 Long DBT CORP US N 2 2044-07-16 Fixed 0.04500000 N N N N N N 3M CO LUZQVYP4VS22CLWDAR65 88579YAR2 310000.00000000 PA USD 305119.34000000 0.048090786803 Long DBT CORP US N 2 2025-08-07 Fixed 0.03000000 N N N N N N KENTUCKY UTILITIES CO AGX0G2MXE54NFNNICD28 491674BG1 100000.00000000 PA USD 99995.38000000 0.015760575848 Long DBT CORP US N 2 2040-11-01 Fixed 0.05125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C3E2 13695.76000000 PA USD 13918.64000000 0.002193759165 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128285M8 940000.00000000 PA USD 941946.09000000 0.148462986955 Long DBT UST US N 2 2028-11-15 Fixed 0.03125000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448DV7 116000.00000000 PA USD 109583.77000000 0.017271831147 Long DBT CORP US N 2 2047-05-02 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 9128287B0 589000.00000000 PA USD 563300.27000000 0.088783468104 Long DBT UST US N 2 2026-06-30 Fixed 0.01875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJ3J7 75249.32400000 PA USD 73492.01000000 0.011583299127 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.03500000 N N N N N N AFLAC INC 549300N0B7DOGLXWPP39 001055BJ0 224000.00000000 PA USD 212127.08000000 0.033433993988 Long DBT CORP US N 2 2030-04-01 Fixed 0.03600000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VVY3 796157.15800000 PA USD 734291.45000000 0.115733907832 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 0.02500000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172AM1 265000.00000000 PA USD 220145.86000000 0.034697858283 Long DBT CORP US N 2 2041-11-15 Fixed 0.04375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828Y61 700000.00000000 PA USD 698332.03000000 0.110066234322 Long DBT UST US N 2 2023-07-31 Fixed 0.02750000 N N N N N N ORLANDO HEALTH OBLIGATED GRP N/A 686514AH3 57000.00000000 PA USD 44330.64000000 0.006987086944 Long DBT CORP US N 2 2050-10-01 Fixed 0.03327000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XYAB3 18239.99300000 PA USD 18894.07000000 0.002977951814 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.05000000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AL4 91000.00000000 PA USD 89832.37000000 0.014158752944 Long DBT CORP US N 2 2028-04-13 Fixed 0.04000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 250000.00000000 PA USD 227059.89000000 0.035787599571 Long DBT CORP US N 2 2032-11-15 Fixed 0.04300000 N N N N N N FORD CR FLOORPLAN MAST OWN TR N/A 34528PAK2 30000.00000000 PA USD 29789.51000000 0.004695215237 Long ABS-CBDO CORP US N 2 2030-11-15 Fixed 0.04060000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BL2 28000.00000000 PA USD 28265.00000000 0.004454932581 Long DBT CORP US N 2 2046-05-15 Fixed 0.04700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AECB0 176373.34100000 PA USD 181655.90000000 0.028631338670 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 0.05000000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAH3 1971000.00000000 PA USD 1733617.69000000 0.273240754677 Long DBT NUSS MX N 2 2030-04-16 Fixed 0.03250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WJQ2 1033808.11900000 PA USD 924003.12000000 0.145634940903 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWAX1 2849175.72000000 PA USD 2574595.81000000 0.405789872917 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EU2Z1 57689.86300000 PA USD 56454.86000000 0.008898022119 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03500000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BU5 120000.00000000 PA USD 127039.82000000 0.020023132257 Long DBT CORP US N 2 2050-05-01 Fixed 0.05250000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CQ1 56000.00000000 PA USD 53282.08000000 0.008397950617 Long DBT CORP US N 2 2027-11-02 Fixed 0.03200000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1 N/A 17290YAR9 90000.00000000 PA USD 86640.59000000 0.013655686795 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 0.03209000 N N N N N N ALBERTA PROVINCE CDA LQPXMHHNJKIPJYE53543 013051EA1 75000.00000000 PA USD 74367.75000000 0.011721327170 Long DBT NUSS CA N 2 2028-03-15 Fixed 0.03300000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2N2 340000.00000000 PA USD 318087.77000000 0.050134780482 Long DBT CORP US N 2 2026-04-30 Variable 0.02188000 N N N N N N NEXTERA ENERGY CAP HLDGS INC UMI46YPGBLUE4VGNNT48 65339KBJ8 140000.00000000 PA USD 130666.96000000 0.020594816820 Long DBT CORP US N 2 2029-04-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J8DJ9 158898.45300000 PA USD 151876.73000000 0.023937753151 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.03000000 N N N N N N GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV N/A 38122NB68 40000.00000000 PA USD 32264.36000000 0.005085283869 Long DBT MUN US N 2 2042-06-01 Fixed 0.03293000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TDK8 113000.00000000 PA USD 111501.20000000 0.017574043118 Long DBT CORP US N 2 2023-10-18 Fixed 0.02250000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135AW6 50000.00000000 PA USD 49919.89000000 0.007868025629 Long DBT CORP US N 2 2023-02-22 Fixed 0.02400000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167EH2 700000.00000000 PA USD 699937.88000000 0.110319337222 Long DBT CORP PH N 2 2023-03-17 Fixed 0.02750000 N N N N N N TRANE TECHNOLOGIES LUXEMBOURG FINANCE SA 549300GHBOWCVY92IS29 456873AD0 125000.00000000 PA USD 117054.32000000 0.018449287244 Long DBT CORP LU N 2 2029-03-21 Fixed 0.03800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DQ54 176653.15200000 PA USD 169330.33000000 0.026688668110 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.02500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJT7 356000.00000000 PA USD 298868.35000000 0.047105549265 Long DBT CORP US N 2 2032-04-22 Variable 0.02687000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6BH2 96493.38000000 PA USD 87881.83000000 0.013851322405 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 0.01500000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAG2 150000.00000000 PA USD 146218.19000000 0.023045893459 Long DBT CORP US N 2 2027-04-01 Fixed 0.04300000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785HX7 1678000.00000000 PA USD 1653139.37000000 0.260556321991 Long DBT CORP LU N 2 2024-06-24 Fixed 0.02250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TG82 26456.90600000 PA USD 28187.56000000 0.004442727027 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 0.05500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RT7 110000.00000000 PA USD 88696.09000000 0.013979660399 Long DBT UST US N 2 2046-08-15 Fixed 0.02250000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 171239AG1 350000.00000000 PA USD 279305.74000000 0.044022226828 Long DBT CORP US N 2 2030-09-15 Fixed 0.01375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C2E3 4334.68400000 PA USD 4440.43000000 0.000699869672 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 0.05000000 N N N N N N BURLINGTON NORTHN SANTA FE LLC N/A 12189LBC4 207000.00000000 PA USD 187566.18000000 0.029562875869 Long DBT CORP US N 2 2048-06-15 Fixed 0.04050000 N N N N N N MOSAIC CO 2YD5STGSJNMUB7H76907 61945CAG8 90000.00000000 PA USD 88028.91000000 0.013874504131 Long DBT CORP US N 2 2027-11-15 Fixed 0.04050000 N N N N N N SOUTHERN COPPER CORP DEL 2549007U6NAP46Q9TU15 84265VAJ4 30000.00000000 PA USD 31065.00000000 0.004896249094 Long DBT CORP US N 2 2045-04-23 Fixed 0.05875000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDF6 30000.00000000 PA USD 25924.12000000 0.004085979367 Long DBT CORP US N 2 2047-10-15 Fixed 0.03750000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EU2 130000.00000000 PA USD 128246.39000000 0.020213303423 Long DBT USGSE US N 2 2027-02-01 Fixed 0.02875000 N N N N N N 2022-07-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer